Impact of the Global Fear Index (COVID-19 Panic) on the S&P Global Indices Associated with Natural Resources, Agribusiness, Energy, Metals, and Mining: Granger Causality and Shannon and Rényi Transfer Entropy

The Global Fear Index (GFI) is a measure of fear/panic based on the number of people infected and deaths due to COVID-19. This paper aims to examine the interconnection or interdependencies between the GFI and a set of global indexes related to the financial and economic activities associated with n...

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Detalles Bibliográficos
Autores principales: Celso-Arellano, Pedro, Gualajara, Victor, Coronado, Semei, Martinez, Jose N., Venegas-Martínez, Francisco
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2023
Materias:
Article
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9954827/
https://www.ncbi.nlm.nih.gov/pubmed/36832679
http://dx.doi.org/10.3390/e25020313

Internet

https://www.ncbi.nlm.nih.gov/pmc/articles/PMC9954827/
https://www.ncbi.nlm.nih.gov/pubmed/36832679
http://dx.doi.org/10.3390/e25020313

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