The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels

Author:

Umar Zaghum,Gubareva MariyaORCID,Teplova Tamara

Funder

Fundacao para a Ciencia e a Tecnologia

Publisher

Elsevier BV

Subject

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

Reference60 articles.

1. Comovement in the commodity futures markets: an analysis of the energy, grains, and livestock sectors;Adhikari;J. Commodity. Market.,2020

2. Death and contagious infectious diseases: impact of Covid-19 virus on stock market returns;Al-Awadi;J. Behav. Exp. Finance.,2020

3. More on the Energy/Non-Energy Commodity Price Link;Baffes,2009

4. Price overreactions in the commodity futures market: an intraday analysis of the Covid-19 pandemic impact;Borgards;Resour. Pol.,2021

5. Infectious diseases, market uncertainty and oil market volatility;Bouri;Energies,2020

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