Armah, Mohammed; Amewu, Godfred; Bossman, Ahmed - In: Cogent economics & finance 10 (2022) 1, pp. 1-25
commodities markets. Our findings support the hedging abilities of commodities across the time-frequency space. Findings from the … multiple correlations explicate that the interrelation between the commodities and financial stress is attributable to their … commodities to financial stress, asset allocation should factor in commodities that offer opposing responses to a financial stress …