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Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China
We aim to investigate the static and dynamic time-frequency connectedness between energy and nonenergy commodity markets in China during COVID-19 based on Baruník and Křehlík (2018) method. First, in this paper, we find that the short-term connectedness dominates the long-term one, and the total con...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2022
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9226294/ https://www.ncbi.nlm.nih.gov/pubmed/35765415 http://dx.doi.org/10.1016/j.resourpol.2022.102874 |