COVID-19 and the quantile connectedness between energy and metal markets

This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, with stronger dependence among the variables at...

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Detalles Bibliográficos
Autores principales: Ghosh, Bikramaditya, Pham, Linh, Teplova, Tamara, Umar, Zaghum
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9699710/
https://www.ncbi.nlm.nih.gov/pubmed/36467867
http://dx.doi.org/10.1016/j.eneco.2022.106420

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9699710/
https://www.ncbi.nlm.nih.gov/pubmed/36467867
http://dx.doi.org/10.1016/j.eneco.2022.106420

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