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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...

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Detalles Bibliográficos
Autores principales: Usman, Nuruddeen, Akadiri, Seyi Saint
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer Berlin Heidelberg 2021
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

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