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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Bakas_Triantafyllou-2020_Commodity price volatility and the economic uncertainty of pandemics.pdf - Accepted Version Available under License Creative Commons Attribution Non-commercial No Derivatives. Download (464kB) | Preview |
Official URL: https://doi.org/10.1016/j.econlet.2020.109283
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 |
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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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