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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...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Elsevier Ltd.
2021
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| Materias: | |
| 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 |