Figures & data
Table 1. Summary statistics and unit root tests
Table 2. Correlation coefficients during the pre-pandemic period
Table 3. Correlation coefficients during pandemic period
Figure 2. Continuous wavelet power spectra of the moment time series.
![Figure 2. Continuous wavelet power spectra of the moment time series.](/cms/asset/dc2c7704-0ea9-44da-8666-3b55b58d2ee0/oaef_a_2085292_f0002_oc.jpg)
Figure 3. Cross-wavelet coherence of the first four moment pairs of stock and gold returns.
![Figure 3. Cross-wavelet coherence of the first four moment pairs of stock and gold returns.](/cms/asset/3247e8ee-5279-4c9e-a5ff-39dfbde49c36/oaef_a_2085292_f0003_oc.jpg)
Figure 4. Cross-wavelet coherence of the first four moment pairs of oil and stock returns.
![Figure 4. Cross-wavelet coherence of the first four moment pairs of oil and stock returns.](/cms/asset/2b5d1f42-8a65-4dce-8c97-9f2017010dd7/oaef_a_2085292_f0004_oc.jpg)