COVID-19 pandemic-related news and Chinese commodities futures: Time-frequency connectedness and causality-in-quantiles approaches
Author:
Publisher
Elsevier BV
Subject
General Energy,Pollution,Mechanical Engineering,Building and Construction,Electrical and Electronic Engineering,Industrial and Manufacturing Engineering,Civil and Structural Engineering
Reference58 articles.
1. A recovery planning model for online business operations under the COVID-19 outbreak;Paul;Int J Prod Res,2021
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3. COVID-19 and the United States financial markets' volatility;Albulescu;Finance Res Lett,2021
4. Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: evidence from China;Chen;Resour Pol,2022
5. Time-frequency connectedness and cross-quantile dependence between carbon emission trading and commodity markets: evidence from China;Qi;Resour Pol,2023
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