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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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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
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Elsevier Ltd.
2021
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| 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 |