https://socictopen.socict.org/files/original/6285bcbfc1b12285ef521f12ec6f512e.pdf d7078d9b8570b2e9e877c0f5060435ea Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Coronavirus Description An account of the resource Dominio científico: Coronavirus Text A resource consisting primarily of words for reading. Examples include books, letters, dissertations, poems, newspapers, articles, archives of mailing lists. Note that facsimiles or images of texts are still of the genre Text. Dublin Core The Dublin Core metadata element set is common to all Omeka records, including items, files, and collections. For more information see, http://dublincore.org/documents/dces/. Title A name given to the resource Examining the Asymmetric Impact of COVID-19 Pandemic and Global Financial Crisis on Dow Jonesand Oil Price Shock Creator An entity primarily responsible for making the resource Khurram Shehzad, Umer Zaman, Xiaoxing Liu, Jarosław Górecki, Carlo Pugnetti Description An account of the resource COVID-19 has significantly affected the financial and commodity markets. The purpose of this investigation is to understand the impact of the COVID-19 crisis on Dow Jones and West Texas Intermediate (WTI) oil returns in relation to other crises using the Exponential Generalized Autoregressive Conditional Heteroskedasticity (EGARCH) model. The results indicate that COVID-19 and the accompanying lockdown have adversely impacted both yields and that the impact on oil prices is more significant than on the Dow Jones index. The variance and squared residuals of oil prices and the Dow Jones reached their highest historical levels during the COVID-19 outbreak, even higher than during the global financial crisis, and especially the VaR of both markets reached their historical peak points during the COVID-19 era. The variance of WTI during COVID-19 is higher than that of DJI, as was also the case during the financial crisis. These findings confirm that COVID-19 has negatively impacted investors’ ability to determine optimal portfolios and thus the sustainability of financial and energy markets more than the global financial crisis of 2007–2009. We, therefore, suggest that policy changes are needed to maintain financial sustainability and help investors deal with future financial and other crises. Date A point or period of time associated with an event in the lifecycle of the resource 2021 Subject The topic of the resource covid-19, Financial Markets, Volatility, Oil Prices, Economic risk, EGARCH model Identifier An unambiguous reference to the resource within a given context 10.3390/su13094688 Source A related resource from which the described resource is derived Biotemas Publisher An entity responsible for making the resource available Universidade Federal de Santa Catarina Coverage The spatial or temporal topic of the resource, the spatial applicability of the resource, or the jurisdiction under which the resource is relevant Environmental effects of industries and plants, Renewable energy sources, Environmental sciences