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We report new evidence that speculation in energy and precious metal futures are more prevalent in crisis periods and …
Persistent link: https://www.econbiz.de/10013240256
This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of...
Persistent link: https://www.econbiz.de/10013314795
the impact of the COVID-19 pandemic on the spot price, basis, arithmetic spot price changes, logarithmic spot price …
Persistent link: https://www.econbiz.de/10014264337
Purpose - The study examines global Gold market performance and correlations between COVID-19, the Russian invasion, inflation, investors' fear, asymmetric shocks, and the VIX (volatility index) impact on volatility. Research Methodology - This research uses an econometric approach to analyse...
Persistent link: https://www.econbiz.de/10015052561
Persistent link: https://www.econbiz.de/10011887878
Persistent link: https://www.econbiz.de/10013329679
volatility of each commodity arising from each structural shock. Various patterns are provided on how metal and agricultural … metal and agricultural commodity markets using the SVAR model. The empirical evidence is based on real time daily closing … shocks on the volatility of agricultural and metal commodities whereas the latter reflect the share of variation in the …
Persistent link: https://www.econbiz.de/10012404401
Persistent link: https://www.econbiz.de/10013540892
This paper develops a novel indicator of global economic activity, the GEA Tracker, which is based on commodity prices selected recursively through a genetic algorithm. The GEA Tracker allows for daily real-time knowledge of international business conditions using a minimum amount of...
Persistent link: https://www.econbiz.de/10012390472
Persistent link: https://www.econbiz.de/10012115303