期刊
ECONOMICS LETTERS
卷 193, 期 -, 页码 -出版社
ELSEVIER SCIENCE SA
DOI: 10.1016/j.econlet.2020.109283
关键词
Pandemics; Commodity markets; Economic uncertainty; Volatility
类别
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. (C) 2020 Elsevier B.V. All rights reserved.
作者
我是这篇论文的作者
点击您的名字以认领此论文并将其添加到您的个人资料中。
推荐
暂无数据