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. 2020 Oct 21;92:104978. doi: 10.1016/j.eneco.2020.104978

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© 2020 The Authors

Since January 2020 Elsevier has created a COVID-19 resource centre with free information in English and Mandarin on the novel coronavirus COVID-19. The COVID-19 resource centre is hosted on Elsevier Connect, the company's public news and information website. Elsevier hereby grants permission to make all its COVID-19-related research that is available on the COVID-19 resource centre - including this research content - immediately available in PubMed Central and other publicly funded repositories, such as the WHO COVID database with rights for unrestricted research re-use and analyses in any form or by any means with acknowledgement of the original source. These permissions are granted for free by Elsevier for as long as the COVID-19 resource centre remains active.

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Fig. 5 — FIGARCH-calculated conditional correlation by sector, daily data (1 January 2019 through 1 May 2020).

Note: The above data represents FIGARCH-calculated conditional correlation results based on hourly sectoral price volatility for the period March 2019 through May 2020. Data was obtained from Thomson Reuters Eikon.