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The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets
This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold prices from January 4, 2010, to May 4, 2020. We detect common periods of mild explosivity in WTI an...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Inc.
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7385502/ https://www.ncbi.nlm.nih.gov/pubmed/32837382 http://dx.doi.org/10.1016/j.frl.2020.101703 |