Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact()

The objective of this paper is to examine the overreaction behavior of 20 commodity futures based on intraday data from November 20, 2019 to June 3, 2020 with a focus on the impact of the Covid-19 pandemic. A dynamic and non-parametric approach is applied on intraday data for four different frequenc...

Descripción completa

Detalles Bibliográficos
Autores principales: Borgards, Oliver, Czudaj, Robert L., Hoang, Thi Hong Van
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2021
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759686/
https://www.ncbi.nlm.nih.gov/pubmed/36569184
http://dx.doi.org/10.1016/j.resourpol.2020.101966

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9759686/
https://www.ncbi.nlm.nih.gov/pubmed/36569184
http://dx.doi.org/10.1016/j.resourpol.2020.101966

Ejemplares similares