{"id":"https://openalex.org/W3133678262","doi":"https://doi.org/10.13106/jafeb.2021.vol8.no3.0171","title":"The Contagion of Covid-19 Pandemic on The Volatilities of International Crude Oil Prices, Gold, Exchange Rates and Bitcoin","display_name":"The Contagion of Covid-19 Pandemic on The Volatilities of International Crude Oil Prices, Gold, Exchange Rates and Bitcoin","publication_year":2021,"publication_date":"2021-03-30","ids":{"openalex":"https://openalex.org/W3133678262","doi":"https://doi.org/10.13106/jafeb.2021.vol8.no3.0171","mag":"3133678262"},"language":"en","primary_location":{"id":"mag:3133678262","doi":"https://doi.org/10.13106/jafeb.2021.vol8.no3.0171","is_oa":true,"landing_page_url":"https://koreascience.or.kr:443/article/JAKO202106438543242.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210232956","display_name":"Journal of Asian Finance Economics and Business","issn_l":"2288-4637","issn":["2288-4637","2288-4645"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["poland-20"],"host_organization":"https://openalex.org/P4310319506","host_organization_name":"Korean Distribution Science Association","host_organization_lineage":["https://openalex.org/P4310319506"],"host_organization_lineage_names":["Korean Distribution Science Association"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Asian Finance Economics and Business","raw_type":null},"volume":null,"type":"article","is_traditional":true,"indexed_in":[],"open_access":{"is_oa":true,"oa_status":"gold","oa_url":"https://koreascience.or.kr:443/article/JAKO202106438543242.pdf","any_repository_has_fulltext":true},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5087316800","display_name":"M. Busra Engin Ozturk","orcid":null,"observed_orcids":[]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"M. Busra Engin Ozturk","raw_affiliation_strings":[],"raw_orcid":null,"affiliations":[]},{"author_position":"last","author":{"id":"https://openalex.org/A5028521062","display_name":"\u015eeyma \u00c7al\u0131\u015fkan \u00c7avdar","orcid":"https://orcid.org/0000-0002-2731-1285","observed_orcids":["https://orcid.org/0000-0002-2731-1285","https://orcid.org/0000-0003-2148-3622"]},"institutions":[],"countries":[],"is_corresponding":false,"raw_author_name":"\u015eeyma \u00c7al\u0131\u015fkan \u00c7avdar","raw_affiliation_strings":[],"raw_orcid":"https://orcid.org/0000-0002-2731-1285","affiliations":[]}],"institutions":[],"countries_distinct_count":0,"institutions_distinct_count":0,"corresponding_author_ids":[],"corresponding_institution_ids":[],"apc_list":{"value":500,"currency":"USD","value_usd":500},"apc_paid":{"value":500,"currency":"USD","value_usd":500},"fwci":7.4072,"has_fulltext":false,"cited_by_count":44,"citation_normalized_percentile":{"value":0.96999675,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":99},"biblio":{"volume":"8","issue":"3","first_page":"171","last_page":"179"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9164999723434448,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9164999723434448,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10282","display_name":"Financial Risk and Volatility Modeling","score":0.05490000173449516,"subfield":{"id":"https://openalex.org/subfields/2003","display_name":"Finance"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11711","display_name":"COVID-19 Pandemic Impacts","score":0.02759999968111515,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/covid-19","display_name":"COVID-19 pandemic","score":0.9980000257492065},{"id":"https://openalex.org/keywords/volatility-spillovers","display_name":"volatility spillovers","score":0.871999979019165},{"id":"https://openalex.org/keywords/oil-prices","display_name":"oil prices","score":0.7680000066757202},{"id":"https://openalex.org/keywords/gold-prices","display_name":"gold prices","score":0.9750000238418579},{"id":"https://openalex.org/keywords/exchange-rates","display_name":"exchange rates","score":0.9929999709129333},{"id":"https://openalex.org/keywords/bitcoin","display_name":"Bitcoin","score":0.871999979019165},{"id":"https://openalex.org/keywords/financial-contagion","display_name":"financial contagion","score":0.7990000247955322},{"id":"https://openalex.org/keywords/conditional-volatility","display_name":"conditional variance","score":0.7080000042915344},{"id":"https://openalex.org/keywords/market-shocks","display_name":"market shocks","score":0.7210000157356262}],"concepts":[{"id":"https://openalex.org/C89623803","wikidata":"https://www.wikidata.org/wiki/Q12184","display_name":"Pandemic","level":5,"score":0.5843777060508728},{"id":"https://openalex.org/C3008058167","wikidata":"https://www.wikidata.org/wiki/Q84263196","display_name":"Coronavirus disease 2019 (COVID-19)","level":4,"score":0.5684103965759277},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5335771441459656},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5211539268493652},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.48122334480285645},{"id":"https://openalex.org/C19244329","wikidata":"https://www.wikidata.org/wiki/Q208697","display_name":"Financial market","level":2,"score":0.4782499372959137},{"id":"https://openalex.org/C68593654","wikidata":"https://www.wikidata.org/wiki/Q1270246","display_name":"Brent Crude","level":3,"score":0.45184728503227234},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.42538049817085266},{"id":"https://openalex.org/C2780560020","wikidata":"https://www.wikidata.org/wiki/Q79719","display_name":"License","level":2,"score":0.42508450150489807},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.3616751432418823},{"id":"https://openalex.org/C10138342","wikidata":"https://www.wikidata.org/wiki/Q43015","display_name":"Finance","level":1,"score":0.16219687461853027},{"id":"https://openalex.org/C524204448","wikidata":"https://www.wikidata.org/wiki/Q788926","display_name":"Infectious disease (medical specialty)","level":3,"score":0.0},{"id":"https://openalex.org/C142724271","wikidata":"https://www.wikidata.org/wiki/Q7208","display_name":"Pathology","level":1,"score":0.0},{"id":"https://openalex.org/C199539241","wikidata":"https://www.wikidata.org/wiki/Q7748","display_name":"Law","level":1,"score":0.0},{"id":"https://openalex.org/C71924100","wikidata":"https://www.wikidata.org/wiki/Q11190","display_name":"Medicine","level":0,"score":0.0},{"id":"https://openalex.org/C17744445","wikidata":"https://www.wikidata.org/wiki/Q36442","display_name":"Political science","level":0,"score":0.0},{"id":"https://openalex.org/C2779134260","wikidata":"https://www.wikidata.org/wiki/Q12136","display_name":"Disease","level":2,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"mag:3133678262","doi":"https://doi.org/10.13106/jafeb.2021.vol8.no3.0171","is_oa":true,"landing_page_url":"https://koreascience.or.kr:443/article/JAKO202106438543242.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210232956","display_name":"Journal of Asian Finance Economics and Business","issn_l":"2288-4637","issn":["2288-4637","2288-4645"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["poland-20"],"host_organization":"https://openalex.org/P4310319506","host_organization_name":"Korean Distribution Science Association","host_organization_lineage":["https://openalex.org/P4310319506"],"host_organization_lineage_names":["Korean Distribution Science Association"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Asian Finance Economics and Business","raw_type":null}],"best_oa_location":{"id":"mag:3133678262","doi":"https://doi.org/10.13106/jafeb.2021.vol8.no3.0171","is_oa":true,"landing_page_url":"https://koreascience.or.kr:443/article/JAKO202106438543242.pdf","pdf_url":null,"source":{"id":"https://openalex.org/S4210232956","display_name":"Journal of Asian Finance Economics and Business","issn_l":"2288-4637","issn":["2288-4637","2288-4645"],"is_oa":true,"is_in_doaj":false,"is_core":false,"listed_in":["poland-20"],"host_organization":"https://openalex.org/P4310319506","host_organization_name":"Korean Distribution Science Association","host_organization_lineage":["https://openalex.org/P4310319506"],"host_organization_lineage_names":["Korean Distribution Science Association"],"type":"journal"},"license":null,"license_id":null,"version":null,"is_accepted":false,"is_published":false,"raw_source_name":"Journal of Asian Finance Economics and Business","raw_type":null},"sustainable_development_goals":[{"display_name":"Good health and well-being","id":"https://metadata.un.org/sdg/3","score":0.4000000059604645}],"study_designs":[],"awards":[],"funders":[],"has_content":{"grobid_xml":false,"pdf":false},"content_urls":null,"referenced_works_count":0,"referenced_works":[],"related_works":["https://openalex.org/W3163327181","https://openalex.org/W4210517052","https://openalex.org/W7009357054","https://openalex.org/W4316037782","https://openalex.org/W4298141209","https://openalex.org/W4403432166","https://openalex.org/W4414821165","https://openalex.org/W4411329017","https://openalex.org/W4388667428","https://openalex.org/W3172640126"],"abstract_inverted_index":{"In":[0,116],"the":[1,16,33,41,48,63,67,71,87,90,96,104,109,125,128,131,135,138,144,170,178,182,190,193,213,216,237],"international":[2,49],"markets,":[3],"financial":[4,50,75,132],"variables":[5,76,94,133,183],"can":[6,166],"be":[7,167],"volatile":[8],"and":[9,27,52,83,86,113,153,231],"may":[10],"affect":[11],"each":[12,198],"other,":[13],"especially":[14],"in":[15,23,25,40,47,192,233],"crisis":[17,37],"times":[18],"COVID-19,":[20],"which":[21,225],"began":[22],"China":[24],"2019":[26,159],"spread":[28],"to":[29,61,107,122,143,160],"many":[30],"countries":[31],"of":[32,57,66,73,92,111,127,134,137,181,215],"world,":[34],"created":[35],"a":[36],"not":[38],"only":[39],"global":[42],"health":[43],"system":[44],"but":[45],"also":[46,141],"markets":[51,145],"economy":[53],"The":[55,147,203],"purpose":[56],"this":[58,100],"study":[59],"is":[60,120,140,206,240],"analyze":[62],"contagious":[64],"effect":[65],"COVID-19":[68],"pandemic":[69,97],"on":[70,130,177],"volatility":[72,112],"selected":[74],"such":[77],"as":[78],"Bitcoin,":[79],"gold,":[80],"oil":[81],"price,":[82],"exchange":[84],"rates":[85],"connections":[88],"between":[89],"volatilities":[91],"these":[93],"during":[95],"For":[99],"aim,":[101],"we":[102],"use":[103],"ARMA-EGARCH":[105],"model":[106],"measure":[108,123],"impact":[110,126],"shocks":[114,191],"other":[117,199],"words,":[118],"it":[119],"aimed":[121],"whether":[124],"shock":[129],"contagiousness":[136],"epidemic":[139],"transmitted":[142],"data":[148,155],"was":[149],"collected":[150],"from":[151,156],"secondary":[152],"daily":[154],"September":[157],"2th":[158],"December":[161],"20th,":[162],"2020":[163],"It":[165],"said":[168],"that":[169,189],"findings":[171,188],"obtained":[172],"have":[173],"statistically":[174],"significant":[175],"effects":[176],"conditional":[179],"variability":[180],"Therefore,":[185],"there":[186],"are":[187,195],"market":[194],"contaminated":[196],"with":[197],"\u00a9":[201],"Copyright:":[202],"Author(s)":[204],"This":[205],"an":[207],"Open":[208],"Access":[209],"article":[210],"distributed":[211],"under":[212],"terms":[214],"Creative":[217],"Commons":[218],"Attribution":[219],"Non-Commercial":[220],"License":[221],"(https://creativecommons":[222],"org/licenses/by-nc/4":[223],"0/)":[224],"permits":[226],"unrestricted":[227],"non-commercial":[228],"use,":[229],"distribution,":[230],"reproduction":[232],"any":[234],"medium,":[235],"provided":[236],"original":[238],"work":[239],"properly":[241],"cited":[242]},"counts_by_year":[{"year":2025,"cited_by_count":3},{"year":2024,"cited_by_count":12},{"year":2023,"cited_by_count":14},{"year":2022,"cited_by_count":12},{"year":2021,"cited_by_count":3}],"updated_date":"2026-10-28T10:33:24.094632","created_date":"2021-03-15T00:00:00"}
