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The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices

Zaghum Umar1,2, Mariya Gubareva3,4,5, Tamara Teplova6

  • 1College of Business, Zayed University, P.O. Box 144534, Abu Dhabi, United Arab Emirates.

Resources Policy
|December 26, 2022
PubMed

Keywords:
CausalityCo-movementsCoherenceCommodityCoronavirus panic indexCovid-19Hedge strategiesLeads and lagsPhase differenceRegime switchingResources policyVolatilityWavelet coherence phase-difference

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