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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...
Autores principales: | Sifat, Imtiaz, Ghafoor, Abdul, Ah Mand, Abdollah |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
Elsevier B.V.
2021
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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 |
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