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Bakas, D. 
ORCID: 0000-0003-4771-4505 and Triantafyllou, A.,
2020.
Commodity price volatility and the economic uncertainty of pandemics.
Economics Letters, 193: 109283.
ISSN 0165-1765
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Official URL: https://doi.org/10.1016/j.econlet.2020.109283
Abstract
We empirically investigate the impact of economic uncertainty related to global pandemics on the volatility of the broad commodity price index as well as on the sub-indexes of crude oil and gold. The results show that uncertainty related to pandemics have a strong negative impact on the volatility of commodity markets and especially on crude oil market, while the effect on gold market is positive but less significant.
| Item Type: | Journal article | ||||||||
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| Publication Title: | Economics Letters | ||||||||
| Creators: | Bakas, D. and Triantafyllou, A. | ||||||||
| Publisher: | Elsevier | ||||||||
| Date: | August 2020 | ||||||||
| Volume: | 193 | ||||||||
| ISSN: | 0165-1765 | ||||||||
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| Divisions: | Schools > Nottingham Business School | ||||||||
| Record created by: | Linda Sullivan | ||||||||
| Date Added: | 02 Jun 2020 11:08 | ||||||||
| Last Modified: | 03 Dec 2021 03:00 | ||||||||
| URI: | https://irep.ntu.ac.uk/id/eprint/39926 |
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