pandas: ImportError: DLL load failed with Windows wheel for 1.0.2 and 1.0.3

When trying to install pandas 1.0.2 or newer versions on a docker, I run into the following import error:

Traceback (most recent call last):
  File "<stdin>", line 1, in <module>
  File "C:\Python\lib\site-packages\pandas\__init__.py", line 55, in <module>
    from pandas.core.api import (
  File "C:\Python\lib\site-packages\pandas\core\api.py", line 29, in <module>
    from pandas.core.groupby import Grouper, NamedAgg
  File "C:\Python\lib\site-packages\pandas\core\groupby\__init__.py", line 1, in <module>
    from pandas.core.groupby.generic import DataFrameGroupBy, NamedAgg, SeriesGroupBy
  File "C:\Python\lib\site-packages\pandas\core\groupby\generic.py", line 60, in <module>
    from pandas.core.frame import DataFrame
  File "C:\Python\lib\site-packages\pandas\core\frame.py", line 124, in <module>
    from pandas.core.series import Series
  File "C:\Python\lib\site-packages\pandas\core\series.py", line 4572, in <module>
    Series._add_series_or_dataframe_operations()
  File "C:\Python\lib\site-packages\pandas\core\generic.py", line 10349, in _add_series_or_dataframe_operations
    from pandas.core.window import EWM, Expanding, Rolling, Window
  File "C:\Python\lib\site-packages\pandas\core\window\__init__.py", line 1, in <module>
    from pandas.core.window.ewm import EWM  # noqa:F401
  File "C:\Python\lib\site-packages\pandas\core\window\ewm.py", line 5, in <module>
    import pandas._libs.window.aggregations as window_aggregations
ImportError: DLL load failed while importing aggregations: The specified module could not be found.

I’ve reproduced this error on a separate pc by running:

docker run -it python cmd.exe
pip install pandas
python
import pandas

This error only occurs when trying to import pandas from the docker. Python and pip versions:

python 3.8.2
pip 20.0.2