Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact

Author:

Borgards Oliver,Czudaj Robert L.,Hoang Thi Hong VanORCID

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference88 articles.

1. Have commodities become a financial asset? Evidence from ten years of financialization;Adams;Energy Econ.,2020

2. How Covid-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Pol.,2020

3. How Covid-19 upturns the hedging potentials of gold against oil and stock market risks: nonlinear evidences through threshold regression and markov-regime switching models;Adekoya;Resour. Pol.,2020

4. Global factors, uncertainty, weather conditions and energy prices: on the drivers of the duration of commodity price cycle phases;Agnello;Energy Econ.,2020

5. Volatility transmissions across international oil market, commodity futures and stock markets: empirical evidence from China;Ahmed;Energy Econ.,2020

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