COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility [0.03%]
COVID-19疫情和经济政策不确定性对大宗商品市场波动的影响
Maruf Yakubu Ahmed,Samuel Asumadu Sarkodie
Maruf Yakubu Ahmed
This paper investigates the switching effect of COVID-19 pandemic and economic policy uncertainty on commodity prices. We employ Markov regime-switching dynamic model to explore price regime dynamics of eight widely traded commodities namel...
Climate bond, stock, gold, and oil markets: Dynamic correlations and hedging analyses during the COVID-19 outbreak [0.03%]
疫情爆发期间气候债券、股票、黄金和石油市场的动态相关性及对冲分析
Anupam Dutta,Elie Bouri,Md Hasib Noor
Anupam Dutta
Adverse ecological effects have recently generated several eco-friendly investment opportunities including green and climate bonds. Although climate bonds have emerged as an appealing investment, little is known about their dynamic correlat...
Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak [0.03%]
石油价格和农业大宗商品市场：来自COVID-19爆发前和爆发期间的证据
Ngo Thai Hung
Ngo Thai Hung
This paper represents an analysis of the spillover effects and time-frequency connectedness between crude oil prices and agricultural commodity markets using both the spillover index of Diebold and Yilmaz (2012) and the wavelet coherence mo...
Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US [0.03%]
COVID-19疫情期间中国和美国的大宗商品与金融资产的关联性分析
Xiafei Li,Bo Li,Guiwu Wei et al.
Xiafei Li et al.
In this paper, we explore the dynamics of the return connectedness among major commodity assets (crude oil, gold and corn) and financial assets (stock, bond and currency) in China and the US during recent COVID-19 pandemic by using the time...
Volatility forecasting of crude oil futures based on a genetic algorithm regularization online extreme learning machine with a forgetting factor: The role of news during the COVID-19 pandemic [0.03%]
基于遗传算法正则化遗忘因子在线极限学习机的原油期货波动率预测——以COVID-19疫情期间新闻因素的影响为例
Futian Weng,Hongwei Zhang,Cai Yang
Futian Weng
The outbreak of news and opinions during the COVID-19 pandemic is unprecedented in this age of rapid dissemination of information. The ensuing uncertainty has led to the emergence of heightened volatility in prices of crude oil futures. Whe...
Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19 [0.03%]
自然资源商品价格波动与经济表现: 来自中国新冠前和新冠后的证据
Qiang Ma,Mei Zhang,Sher Ali et al.
Qiang Ma et al.
Volatility in the prices of natural resources particularly in the Covid-19 period is the subject of major concern in recent times. Although many studies have empirically investigated the influence of oil prices on economic growth and Covid-...
Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic [0.03%]
新冠疫情之前及期间全球股市、黄金和能源市场间的价差与波动溢出效应
Mohammed M Elgammal,Walid M A Ahmed,Abdullah Alshami
Mohammed M Elgammal
This study sets out to provide fresh evidence on the dynamic interrelationships, at both return and volatility levels, between global equity, gold, and energy markets prior to and during the outbreak of the novel coronavirus. We undertake o...
How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques [0.03%]
新冠肺炎如何推动大宗商品市场和金融市场之间的关联性：基于TVP-VAR和因果关系-in-quantiles技术的证据
Oluwasegun B Adekoya,Johnson A Oliyide
Oluwasegun B Adekoya
With many commodity and financial markets reportedly experiencing poor performances during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on the connectedness among the markets. There are several reasons th...
Afees A Salisu,Xuan Vinh Vo,Adedoyin Lawal
Afees A Salisu
This paper assesses the role of gold as a safe haven or hedge against crude oil price risks. We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to August 2020. To account for the impact of COVID-19 pandemic, we p...
Territorial development and mining. Insights and challenges from the Chilean case [0.03%]
矿业 territorial development 和挑战——以智利为例的启示和挑战
Miguel Atienza,David Fleming-Muñoz,Patricio Aroca
Miguel Atienza
As mining activity generally occurs far away from metropolitan areas, governments tend to forget the problems that communities in mining regions face. Centralized government systems and, more importantly, a lack of a robust understanding of...