Olubusoye Olusanya E, Akintande Olalekan J, Yaya OlaOluwa S, Ogbonna Ahamuefula E, Adenikinju Adeola F
Laboratory for Interdisciplinary Statistical Analysis, Department of Statistics, University of Ibadan, Ibadan, Nigeria & Computational Statistics Unit, Department of Statistics, University of Ibadan, Nigeria, & Centre for Econometric and Allied Research, University of Ibadan, Ibadan, Nigeria & Centre for Petroleum, Energy Economics and Law, University of Ibadan, Ibadan, Nigeria.
Laboratory for Interdisciplinary Statistical Analysis, Department of Statistics, University of Ibadan, Ibadan, Nigeria & Computational Statistics Unit, Department of Statistics, University of Ibadan, Nigeria, & Centre for Petroleum, Energy Economics and Law, University of Ibadan, Ibadan, Nigeria.
Intell Syst Appl. 2021 Nov;12:200050. doi: 10.1016/j.iswa.2021.200050. Epub 2021 Sep 6.
The study investigates the impact of uncertainties on energy pricing during the COVID-19 pandemic using five uncertainty measures that include the COVID-Induced Uncertainty (CIU), Economic Policy Uncertainty (EPU), Global Fear Index (GFI); Volatility Index (VIX), and the Misinformation Index of Uncertainty (MIU). The data, which span between 2-January, 2020 and 19-January, 2021, corresponding to the period of the COVID-19 pandemic. The study finds energy prices to respond significantly to the examined uncertainty measures, with EPU seen to affect the prices of most energy types during the pandemic. We also find predictive potentials inherent in VIX, CIU, and MIU for global energy sources.
该研究使用五种不确定性度量方法，包括新冠疫情引发的不确定性（CIU）、经济政策不确定性（EPU）、全球恐惧指数（GFI）、波动率指数（VIX）和不确定性错误信息指数（MIU），调查了新冠疫情期间不确定性对能源定价的影响。数据涵盖2020年1月2日至2021年1月19日，这与新冠疫情期间相对应。研究发现能源价格对所考察的不确定性度量方法有显著反应，在疫情期间，EPU被认为会影响大多数能源类型的价格。我们还发现VIX、CIU和MIU对全球能源来源具有内在的预测潜力。
