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