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January 1, 2026International Journal of the Energy-Growth Nexus

Volatility Contagion during Covid-19: New Evidence from Oil, Cryptocurrency, Gold and Stock Markets

Biplab Guru Sunil Sangwan Vikas Sangwan Debasis Pahi Ashis PRadhan

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Key Points

The aim is to explore how volatility spreads among different financial markets during the Covid-19 pandemic.
Analyzed market data for oil, cryptocurrency, gold, and stocks
Identified volatility contagion patterns
Used statistical models to assess market interconnections
Establishes significant volatility contagion from oil to other markets
Finds heightened interdependence among cryptocurrency, gold, and stock markets during the pandemic
Indicates that market reactions are influenced by global economic conditions

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Implication

Reveals volatility contagion patterns in oil, cryptocurrency, gold, and stock markets during Covid-19, suggesting interconnected economic behavior.

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Cite This Study

Guru et al. (2026) studied this question.

synapsesocial.com/papers/6a3a21c7111626ef22ab68c0 https://doi.org/10.1504/ijegn.2026.10079238

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