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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...
Autores principales: | Celso-Arellano, Pedro, Gualajara, Victor, Coronado, Semei, Martinez, Jose N., Venegas-Martínez, Francisco |
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Formato: | Online Artículo Texto |
Lenguaje: | English |
Publicado: |
MDPI
2023
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Materias: | |
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 |
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