Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?

This study analyses the impact of different uncertainties on commodity markets to assess commodity markets' hedging or safe-haven properties. Using time-varying dynamic conditional correlation and wavelet-based Quantile-on-Quantile regression models, our findings show that, both before and duri...

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Detalles Bibliográficos
Autores principales: Hasan, Md. Bokhtiar, Hossain, Md. Naiem, Junttila, Juha, Uddin, Gazi Salah, Rabbani, Mustafa Raza
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Springer US 2022
Materias:
Original Research
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9465658/
https://www.ncbi.nlm.nih.gov/pubmed/36120421
http://dx.doi.org/10.1007/s10479-022-04876-0

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9465658/
https://www.ncbi.nlm.nih.gov/pubmed/36120421
http://dx.doi.org/10.1007/s10479-022-04876-0

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