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COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis

Xingyu Dai1,2, Matthew C Li3, Ling Xiao3

  • 1College of Economics and Management, Nanjing University of Aeronautics and Astronautics, Nanjing, 211106, China.

Resources Policy
|October 17, 2022
PubMed

Keywords:
COVID-19Commodity market pricesHigh-frequency dataInformation spilloverPrice jumpsWavelet coherency

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