Commodity price volatility and the economic uncertainty of pandemics

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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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
Publication Title: Economics Letters
Creators: Bakas, D. and Triantafyllou, A.
Publisher: Elsevier
Date: August 2020
Volume: 193
ISSN: 0165-1765
Identifiers:
NumberType
10.1016/j.econlet.2020.109283DOI
S0165176520301890Publisher Item Identifier
1330295Other
Divisions: Schools > Nottingham Business School
Record created by: Linda Sullivan
Date Added: 02 Jun 2020 11:08
Last Modified: 22 Jun 2020 12:40
URI: http://irep.ntu.ac.uk/id/eprint/39926

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