COVID-19 and the quantile connectedness between energy and metal markets.
Energy Econ
; 117: 106420, 2023 Jan.
Article
en En
| MEDLINE
| ID: mdl-36467867
ABSTRACT
This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, with stronger dependence among the variables at the upper quantiles. Among the energy metals, cobalt is the least connected to the energy markets. Finally, our empirical results show a switch in the net connectedness indexes of energy metals and clean energy after January 2021. Our results have implication for investors and policy makers for energy and metal under various market conditions.
Texto completo:
1
Colección:
01-internacional
Base de datos:
MEDLINE
Idioma:
En
Revista:
Energy Econ
Año:
2023
Tipo del documento:
Article
País de afiliación:
India