Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses-Reference-Cited by-同舟云学术

Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses

Published:2022-06 Issue: Volume:76 Page:102598
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Adekoya Oluwasegun B.^ORCID,Oliyide Johnson A.^ORCID

Publisher

Elsevier BV

Subject

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

Reference31 articles.

1. Modeling of persistence and seasonality in sectoral energy consumption in the USA using fractionally integrated processes: implications for economic policy;Adekoya;Nat. Resour. Res.,2020

2. Long memory in the energy consumption by source of the United States: fractional integration, seasonality effect and structural break;Adekoya;Estud. Econ.,2020

3. Persistence and efficiency of OECD stock markets: linear and nonlinear fractional integration approaches;Adekoya;Empir. Econ.,2021

4. The hedging effectiveness of industrial metals against different oil shocks: evidence from the four newly developed oil shocks datasets;Adekoya;Resour. Pol.,2020

5. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Pol.,2021

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