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The persistence of precious metals and oil during the COVID-19 pandemic: evidence from a fractional integration and cointegration approach
In this paper, the behavior of precious metals and oil is examined using a fractionally integrated and cointegrated modeling approach. Using daily data from January 2015 to December 2020 and using both endogenous and exogenous structural breaks, we examine the behavior of the related series before a...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2021
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8364405/ https://www.ncbi.nlm.nih.gov/pubmed/34392482 http://dx.doi.org/10.1007/s11356-021-15479-w |