Risk transmission from the COVID-19 to metals and energy markets

We examine the risk transmission from the COVID-19 to metal (precious and industrial) and energy markets using the BEKK-MGARCH model. The findings reveal the significant and negative volatility transmission from the COVID-19 to gold, palladium, and brent oil markets, suggesting the safe-haven proper...

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Detalles Bibliográficos
Autor principal: Yousaf, Imran
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9606204/
https://www.ncbi.nlm.nih.gov/pubmed/36317126
http://dx.doi.org/10.1016/j.resourpol.2021.102156

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9606204/
https://www.ncbi.nlm.nih.gov/pubmed/36317126
http://dx.doi.org/10.1016/j.resourpol.2021.102156

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