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A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach

The paper aims at studying the financialization of commodities during coronavirus pandemic, thereafter referred as COVID19 and comparing the same with global financial crisis, thereafter referred as GFC. The connectedness among energy commodities particularly after 2020 was found strong, the effect...

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Detalles Bibliográficos
Autor principal: Sharma, Aarzoo
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2022
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9365869/
https://www.ncbi.nlm.nih.gov/pubmed/35971546
http://dx.doi.org/10.1016/j.resourpol.2022.102923