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Commodity Price Volatility and the Economic Uncertainty of Pandemics

Bakas, Dimitrios and Triantafyllou, Athanasios (2020) 'Commodity Price Volatility and the Economic Uncertainty of Pandemics.' Economics Letters, 193. p. 109283. ISSN 0165-1765

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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: Article
Uncontrolled Keywords: Pandemics, Commodity Markets, Economic Uncertainty, Volatility
Divisions: Faculty of Social Sciences
Faculty of Social Sciences > Essex Business School
Faculty of Social Sciences > Essex Business School > Essex Finance Centre
SWORD Depositor: Elements
Depositing User: Elements
Date Deposited: 03 Jun 2020 10:43
Last Modified: 06 Jan 2022 14:14
URI: http://repository.essex.ac.uk/id/eprint/27765

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