دراسة علاقة انتشار وباء كوفيد-19 بتطور أسعار النفط في الجزائر من فيفري 2020 إلى ماي 2022 باستخدام نموذج الانحدار الذاتي VAR

الملخص EN

19.

This study aims to try to find out whether there is a relationship between the spread of the Covid-19 epidemic and the instability of oil prices in Algeria, for the period between February 2020 and May 2022, by using autoregressive model, the variables of study are the number of Covid-19 infections, deaths and oil prices, after estimating the model and doing all the required tests, its quality and validity were proven, and according to the analysis of response functions, it was found that there is a response to oil prices as a result of shocks in cases of Covid-19, as well as deaths.