The Impacts of the Infectious Disease Epidemic on the Permanent Volatility of Precious Metal and Crude Oil Futures Markets: A Long-Term Perspective
The aim of this paper is to identify the quantitative impacts of the infectious disease pandemic on the permanent volatility of precious metal and crude oil futures from a long-term perspective by using a recently constructed Infectious Disease Equity Market Volatility Tracker (ID-EMV) to capture th...
Saved in:
Main Authors: | Yue Shang, Xiaodan Chen, Yifeng Zhang, Yu Wei |
---|---|
Format: | Article |
Language: | English |
Published: |
Wiley
2021-01-01
|
Series: | Discrete Dynamics in Nature and Society |
Online Access: | http://dx.doi.org/10.1155/2021/2800671 |
Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
-
INVESTIGATION OF RATIONAL BUBBLES AND VOLATILITY SPILLOVERS IN COMMODITY MARKETS: EVIDENCES FROM PRECIOUS METALS
by: İsmail Çelik, et al.
Published: (2019-12-01) -
Futures Leads the Spot but Why not so When Market in Shocks? A Time-Varying Price Discovery of Indian Precious Metals
by: Chanchal Saini, et al.
Published: (2024-06-01) -
The effect of international crude oil price volatility on the performance of listed firms in Vietnam
by: Vương Thị Hương Giang, et al.
Published: (2024-10-01) -
Research on the risk spillover effect between China’s national carbon emissions trading market and crude oil futures market
by: XueRong Bai, et al.
Published: (2025-01-01) -
Research on the risk spillover effect between China's national carbon emissions trading market and crude oil futures market.
by: XueRong Bai, et al.
Published: (2025-01-01)