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Economic policy uncertainty significantly impacts commodity futures, with crises like the 2008 financial crisis and COVID-19 strengthening inter-commodity co-movements. This highlights diverse commodity dynamics and offers insights for investors.

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Area of Science:

  • Finance
  • Economics
  • Econometrics

Background:

  • Commodity futures offer diversification benefits due to low correlation with other assets.
  • Investor interest in commodities is growing, necessitating a deeper understanding of market dynamics.
  • Economic policy uncertainty (EPU) is a critical factor influencing financial markets.

Purpose of the Study:

  • To examine time and frequency spillovers between EPU and diverse commodity groups (metals, food, energy).
  • To analyze commodity market responses to various crises from 1997 to 2022.
  • To provide insights into lead-lag relationships and co-movements within commodity markets.

Main Methods:

  • Utilized Cross Wavelet Transform (XWT) and Wavelet Coherence (WTC) analysis.
  • Applied wavelet analysis for detailed insights in time and frequency domains.
  • Analyzed non-stationary and non-linear financial time series data.

Main Results:

  • Crises do not uniformly impact all commodities; impacts are heterogeneous.
  • Co-movements among commodities intensified during the global financial crisis and COVID-19 pandemic.
  • Identified diverse underlying dynamics within the commodity asset class.

Conclusions:

  • The study provides valuable insights for policymakers, investors, and fund managers.
  • Understanding crisis-specific commodity responses is crucial for portfolio management.
  • Wavelet analysis offers a robust methodology for analyzing complex financial time series.