The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

We apply wavelet analyses to study how the Covid pandemic influenced the volatility of commodity prices, covering various classes of commodities. We document the intervals of low, medium, and high coherence between the coronavirus panic index and the moves of the commodity prices. The low coherence...

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Detalles Bibliográficos
Autores principales: Umar, Zaghum, Gubareva, Mariya, Teplova, Tamara
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758277/
https://www.ncbi.nlm.nih.gov/pubmed/36567729
http://dx.doi.org/10.1016/j.resourpol.2021.102164

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9758277/
https://www.ncbi.nlm.nih.gov/pubmed/36567729
http://dx.doi.org/10.1016/j.resourpol.2021.102164

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