Safe-haven properties of soft commodities during times of Covid-19()

We use wavelet coherence analysis on global COVID-19 fear index and, soft commodities’ spot and futures prices to investigate safe-haven properties of soft commodities over the period from January 28, 2020 to April 29, 2021. Our findings show that each of the sampled soft commodities shows safe-have...

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Detalles Bibliográficos
Autores principales: Rubbaniy, Ghulame, Khalid, Ali Awais, Syriopoulos, Konstantinos, Samitas, Aristeidis
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8519732/
http://dx.doi.org/10.1016/j.jcomm.2021.100223

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC8519732/
http://dx.doi.org/10.1016/j.jcomm.2021.100223

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