Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities

Author:

Farid Saqib,Naeem Muhammad Abubakr,Paltrinieri Andrea,Nepal Rabindra

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference88 articles.

1. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Res. Policy,2020

2. Copula-based local dependence among energy, agriculture and metal commodities markets;Albulescu;Energy,2020

3. International asset allocation with regime shifts;Ang;Rev. Financ. Stud.,2002

4. The impact of uncertainty shocks on the volatility of commodity prices;Bakas;J. Int. Money Financ.,2018

5. Commodity price volatility and the economic uncertainty of pandemics;Bakas;Econ. Lett.,2020

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