Commodity price volatility and the economic uncertainty of pandemics

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 o...

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Veröffentlicht in:	Economics letters 2020-08, Vol.193, p.109283, Article 109283
Hauptverfasser:	Bakas, Dimitrios, Triantafyllou, Athanasios
Format:	Artikel
Sprache:	eng
Schlagworte:	Commodities Commodity markets Commodity prices COVID-19 Crude oil Economic uncertainty Gold markets Markets Pandemics Petroleum Price indexes Uncertainty Volatility
Online-Zugang:	Volltext
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