Ahelegbey, Daniel Felix and Celani, Alessandro and Cerchiello, Paola (2024) Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. Socio-Economic Planning Sciences, 92. p. 101842. DOI https://doi.org/10.1016/j.seps.2024.101842
Ahelegbey, Daniel Felix and Celani, Alessandro and Cerchiello, Paola (2024) Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. Socio-Economic Planning Sciences, 92. p. 101842. DOI https://doi.org/10.1016/j.seps.2024.101842
Ahelegbey, Daniel Felix and Celani, Alessandro and Cerchiello, Paola (2024) Measuring the impact of the EU health emergency response authority on the economic sectors and the public sentiment. Socio-Economic Planning Sciences, 92. p. 101842. DOI https://doi.org/10.1016/j.seps.2024.101842
Abstract
We present the main findings of an extensive quantitative analysis aimed at quantifying the correlated risk and the effects, on the most important economic sectors, of the Covid-19 pandemic and of a list of actions undertaken at the EU level. The considered data relates to the time series of equities and public sentiment of 89 top-listed companies from EuroStoxx 600. We show the relevant impact of the events both at the companies and sector levels. The results show that the actions produce an effect on the economic sector differentiated in terms of magnitude and reaction times.
Item Type: | Article |
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Uncontrolled Keywords: | Covid-19; Sentiment; Networks; SVAR; Bayesian graphical models; Risk analysis |
Divisions: | Faculty of Science and Health Faculty of Science and Health > Mathematics, Statistics and Actuarial Science, School of |
SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
Depositing User: | Unnamed user with email elements@essex.ac.uk |
Date Deposited: | 18 Apr 2024 16:07 |
Last Modified: | 07 Aug 2024 17:51 |
URI: | http://repository.essex.ac.uk/id/eprint/38161 |
Available files
Filename: EU_HERA_Impact.pdf
Licence: Creative Commons: Attribution-Noncommercial-No Derivative Works 4.0
Embargo Date: 17 August 2025