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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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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier Ltd.
2022
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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 |