Skip to main content

The Official Journal of the Pan-Pacific Association of Input-Output Studies (PAPAIOS)

Table 1 Descriptive statistics

From: Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis

 

OV

EV

ADS

EPU

GPR

Mean

9.05E−04

4.46E−05

− 0.6328

167.0736

89.6235

Median

2.81E−04

6.42E−06

− 0.1860

115.0700

83.5358

Maximum

2.13E−02

2.00E−03

9.0799

861.1000

420.2932

Minimum

2.35E−07

0.0000

− 26.6504

4.0500

6.8074

Std. Dev

2.66E−03

1.61E−04

5.2141

138.5362

44.6327

Skewness

5.5261

7.8518

− 3.1545

1.8224

1.4660

Kurtosis

34.8817

76.5461

15.6965

6.3413

8.6619

Jarque–Bera

51568.8***

256153.1***

9103.8***

1107.4***

1841.3***

  1. OV realized volatility of crude oil, EV realized volatility of equity, ADS Arouba–Diebold–Scotti index of business conditions, EPU economic policy uncertainty index, GPR geopolitical risk index
  2. ***Indicates significant 1% level