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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. 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 > Essex Business School
Faculty of Social Sciences > Essex Business School > Essex Finance Centre
Depositing User: Elements
Date Deposited: 03 Jun 2020 10:43
Last Modified: 07 Jun 2020 15:15
URI: http://repository.essex.ac.uk/id/eprint/27765

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