Dynamic return and volatility connectedness for dominant agricultural commodity markets during the COVID-19 pandemic era
Year of publication: |
2022
|
---|---|
Authors: | Umar, Zaghum ; Jareño, Francisco ; Escribano, Ana |
Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 54.2022, 9, p. 1030-1054
|
Subject: | Agricultural commodity markets | connectedness | Coronavirus Media Coverage Index (MCI) | COVID-19 pandemic crisis | Welt | World | Coronavirus | Volatilität | Volatility | Epidemie | Epidemic |
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