Journal article
The Impact of the SAR-CoV-2 Epidemic on Oil Prices and BRICS Stock Markets: Dynamic Conditional Copula Approach
Abstract
This study serves as an example of the before and after-SAR-CoV-2 epidemic dependence pattern between Oil Prices and the Brics Stock Markets. The current study\'s goal was to illustrate the dynamic structure of the conditional dependencies of the data from the BRICS Stock Markets and Oil Prices (Opec Oil and Brent Oil) using the CD-vine copula technique. The CD-vine approach, also known as conditional dependence, makes it simple to get the intricate dependency structure. This dependency structure is therefore displayed in graphics and tables.
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