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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...
| Autores principales: | , , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Published by Elsevier Ltd.
2022
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| Materias: | |
| 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 |