COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility

This paper investigates the switching effect of COVID-19 pandemic and economic policy uncertainty on commodity prices. We employ Markov regime-switching dynamic model to explore price regime dynamics of eight widely traded commodities namely oil, natural gas, corn, soybeans, silver, gold, copper, an...

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Detalles Bibliográficos
Autores principales: Ahmed, Maruf Yakubu, Sarkodie, Samuel Asumadu
Formato: Online Artículo Texto
Lenguaje:English
Publicado: The Author(s). Published by Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8459197/
https://www.ncbi.nlm.nih.gov/pubmed/34580556
http://dx.doi.org/10.1016/j.resourpol.2021.102303

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8459197/
https://www.ncbi.nlm.nih.gov/pubmed/34580556
http://dx.doi.org/10.1016/j.resourpol.2021.102303

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