The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels.

Umar, Zaghum; Gubareva, Mariya; Teplova, Tamara

Umar, Zaghum; Gubareva, Mariya; Teplova, Tamara.

Afiliación

Umar Z; College of Business, Zayed University, P.O. Box 144534, Abu Dhabi, United Arab Emirates.
Gubareva M; South Ural State University, Lenin Prospect 76, Chelyabinsk, 454080, Russian Federation.
Teplova T; ISCAL - Lisbon Accounting and Business School, Instituto Politécnico de Lisboa, Av. Miguel Bombarda, 20, 1069-035 Lisbon, Portugal.

Resour Policy ; 73: 102164, 2021 Oct.

Article en En | MEDLINE | ID: mdl-36567729

Palabras clave

Causality; Co-movements; Coherence; Commodity; Coronavirus panic index; Covid-19; Hedge strategies; Leads and lags; Phase difference; Regime switching; Resources policy; Volatility; Wavelet coherence phase-difference

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Texto completo: 1 Colección: 01-internacional Base de datos: MEDLINE Tipo de estudio: Health_economic_evaluation Idioma: En Revista: Resour Policy Año: 2021 Tipo del documento: Article País de afiliación: Emiratos Árabes Unidos Pais de publicación: Reino Unido

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