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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...
| Autores principales: | , , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer US
2022
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| Materias: | |
| 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 |