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 … negative impact on the volatility of commodity markets and especially on crude oil market, while the effect on gold market is …

While there exists numerous studies on the macroeconomic effects of oil and commodity shocks, the literature is quite … silent on the impact of macroeconomic uncertainty on oil and commodity prices and, especially, on their volatility. This … commodity markets. We aim at (i) assessing whether the effect of macroeconomic uncertainty shocks on commodity price returns …

Disentangling demand and supply shocks has been widely explored in the literature in order to explain commodity price … (EPU) in predicting commodity price and volatility has also emerged. However, in commodity markets, investors’ concerns are …

is important from the perspective of financialization versus hedging strategy, as the commodity market plays an important …This study explores the economic and financial effects of uncertainty on the commodity market integration. This issue … role in this context. We consider the eight major developed equity markets and three major sectors of the commodity futures …

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn … that the connectedness is 23.49%, indicating a low level of connection between Bitcoin and the commodity volatilities … that Bitcoin could be a hedger for commodity volatilities. …

propose several hedging schemes based on implied correlation (IC) forecasts. Modeling IC is a challenging task both in terms …