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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

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