Bakas, Dimitrios and Triantafyllou, Athanasios (2020) Commodity Price Volatility and the Economic Uncertainty of Pandemics. Economics Letters, 193. p. 109283. DOI https://doi.org/10.1016/j.econlet.2020.109283
Bakas, Dimitrios and Triantafyllou, Athanasios (2020) Commodity Price Volatility and the Economic Uncertainty of Pandemics. Economics Letters, 193. p. 109283. DOI https://doi.org/10.1016/j.econlet.2020.109283
Bakas, Dimitrios and Triantafyllou, Athanasios (2020) Commodity Price Volatility and the Economic Uncertainty of Pandemics. Economics Letters, 193. p. 109283. DOI 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 |
|---|---|
| Uncontrolled Keywords: | Pandemics, Commodity Markets, Economic Uncertainty, Volatility |
| Divisions: | Faculty of Social Sciences Faculty of Social Sciences > Essex Business School |
| SWORD Depositor: | Unnamed user with email elements@essex.ac.uk |
| Depositing User: | Unnamed user with email elements@essex.ac.uk |
| Date Deposited: | 03 Jun 2020 10:43 |
| Last Modified: | 23 Sep 2022 19:40 |
| URI: | http://repository.essex.ac.uk/id/eprint/27765 |
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