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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...

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Detalles Bibliográficos
Autores principales: Farid, Saqib, Naeem, Muhammad Abubakr, Paltrinieri, Andrea, Nepal, Rabindra
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2022
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