Commodity price volatility and the economic uncertainty of pandemics

Bakas, D ORCID: https://orcid.org/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:	Number Type 10.1016/j.econlet.2020.109283 DOI S0165176520301890 Publisher Item Identifier 1330295 Other
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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