Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?
Yu Wei, Zhuo Wang, Dongxin Li, Xiaodan Chen
| Year of publication: |
2022
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|---|---|
| Authors: | Wei, Yu ; Wang, Zhuo ; Li, Dongxin ; Chen, Xiaodan |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 47.2022, 1, p. 1-9
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| Subject: | Covid-19 | Gold and crude oil markets | Infectious disease pandemic | Long-term correlation | Long-term volatility | Volatilität | Volatility | Infektionskrankheit | Infectious disease | Coronavirus | Ölmarkt | Oil market | Welt | World | Korrelation | Correlation | Gold | Epidemie | Epidemic | Wirkungsanalyse | Impact assessment | Erdöl | Petroleum |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2021.102648 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013459840