Melo-Vega-Angeles, Oscar; Chuquillanqui-Lichardo, Bryan - In: Economies : open access journal 11 (2023) 7, pp. 1-15
The COVID-19 pandemic has introduced significant uncertainty across various economic sectors, most notably in the … the impact of the COVID-19 pandemic on the volatility of copper futures returns from 2 January 2018 to 30 December 2022 … using an extended ARMA(m,n)-GARCH(p,q) framework. According to the results, the occurrence of the pandemic nearly doubled …