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Commodity price volatility and the economic uncertainty of pandemics

Bakas, D and Triantafyllou, A (2020) Commodity price volatility and the economic uncertainty of pandemics. UNSPECIFIED. UNSPECIFIED.

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Abstract

We empirically investigate the impact of economic uncertainty related to global pandemics on the volatility of the broad commodity price index as well as on the sub-indexes of crude oil and gold. The results show that uncertainty related to pandemics have a strong negative impact on the volatility of commodity markets and especially on crude oil market, while the effect on gold market is positive but less significant.

Item Type: Monograph (UNSPECIFIED)
Depositing User: Elements
Date Deposited: 24 Apr 2020 14:57
Last Modified: 27 Mar 2021 00:15
URI: http://repository.essex.ac.uk/id/eprint/27364

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