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The impact of uncertainty shocks on the volatility of commodity prices

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Journal of international money and finance 87 (2018), pp. 96-111

Persistent link: https://www.econbiz.de/10012000843

Volatility forecasting in commodity markets using macro uncertainty

Bakas, Dimitrios; Triantafyllou, Athanasios - In: Energy economics 81 (2019), pp. 79-94

Persistent link: https://www.econbiz.de/10012172661

Unemployment by gender : evidence from EU countries

Bakas, Dimitrios; Papapetrou, Evangelia - In: International advances in economic research : IAER ; an … 20 (2014) 1, pp. 103-111

Persistent link: https://www.econbiz.de/10010517290

Commodity Price Volatility and the Economic Uncertainty of Pandemics

Bakas, Dimitrios - 2020

In this paper, we empirically investigate the impact of pandemics on commodity price volatility. In specific,we explore the impact of economic uncertainty related to global pandemics on the volatility of the S&P GSCI commodity index as well as on the sub-indexes of crude oil and gold. The...

Persistent link: https://www.econbiz.de/10012836326