COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis

Jumps in commodity prices can make asset risk management challenging. This study explores the influence feature of the COVID-19 epidemic on China's commodity price jumps, using 5-min intraday high-frequency futures data of three China's commodity markets (energy, chemical, and metal) from...

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Detalles Bibliográficos
Autores principales: Dai, Xingyu, Li, Matthew C., Xiao, Ling, Wang, Qunwei
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Published by Elsevier Ltd. 2022
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9550664/
https://www.ncbi.nlm.nih.gov/pubmed/36249416
http://dx.doi.org/10.1016/j.resourpol.2022.103055

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9550664/
https://www.ncbi.nlm.nih.gov/pubmed/36249416
http://dx.doi.org/10.1016/j.resourpol.2022.103055

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