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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