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The COVID-19 pandemic and speculation in energy, precious metals, and agricultural futures

We report new evidence that speculation in energy and precious metal futures are more prevalent in crisis periods and even more so during the COVID-19 pandemic. In contrast, agricultural futures attract more hedging pressure. Post-GFC patterns mirror the 1980s’ recessions. Using quantile regression...

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Detalles Bibliográficos
Autores principales: Sifat, Imtiaz, Ghafoor, Abdul, Ah Mand, Abdollah
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier B.V. 2021
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9765866/
https://www.ncbi.nlm.nih.gov/pubmed/36570102
http://dx.doi.org/10.1016/j.jbef.2021.100498