Commodity price volatility and the economic uncertainty of pandemics

C-Tier
Journal: Economics Letters
Year: 2020
Volume: 193
Issue: C

Authors (2)

Bakas, Dimitrios (Nottingham Trent University) Triantafyllou, Athanasios (not in RePEc)

Score contribution per author:

0.503 = (α=2.01 / 2 authors) × 0.5x C-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

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.

Technical Details

RePEc Handle
repec:eee:ecolet:v:193:y:2020:i:c:s0165176520301890
Journal Field
General
Author Count
2
Added to Database
2026-01-24