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Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities
With many studies highlighting the heterogeneous impact of the COVID-19 pandemic on different commodity markets, this study provides evidence of quantile connectedness between energy, metals, and agriculture commodity markets before and during the COVID-19 outbreak. Since mean-based measures of conn...
Autores principales: | , , , |
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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/PMC8925278/ https://www.ncbi.nlm.nih.gov/pubmed/35313533 http://dx.doi.org/10.1016/j.eneco.2022.105962 |