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the price volatility of crude oil and natural gas listed on multi commodity exchange of India (MCX). We measured the … leverage effect of COVID-19 on price volatility of crude oil and natural gas by using the daily prices of crude oil and natural … COVID-19 on the price volatility of crude oil. However, this leverage effect is not present on the price volatility of …
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commodities due to the pandemic, we split the dataset into two equal periods of seven months, i.e., 1 August 2019 to 10 March 2020 … commodities shifted from a persistent to an antipersistent behavior after the pandemic. The information given by the detection of …
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metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized … ARCH (FIGARCH) dynamic conditional correlation (cDCC) model to generate the potential contagion effects between the markets …
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metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized … ARCH (FIGARCH) dynamic conditional correlation (cDCC) model to generate the potential contagion effects between the markets …
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