ArticleResources policy2021
The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels.
Article in Resources policy, 2021. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 15 papers.
What it found
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The abstract states no effect estimate the extractor could read, or names no intervention and outcome on the map, so this paper lights no cell and moves no belief. It is still indexed, cited and linked below.
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Who cites it
15 citing papers in PubMed, 129 citations in OpenAlex.
- A novel agricultural commodity price prediction model integrating deep learning and enhanced swarm intelligence algorithm.PloS one · 2025Article
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- Quantile connectedness in agri-commodity markets: What has changed over past six decades?Heliyon · 2023Article
- Emerging markets equities' response to geopolitical risk: Time-frequency evidence from the Russian-Ukrainian conflict era.Heliyon · 2023Article
- Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets.Financial innovation · 2023Article
- COVID-19 and China commodity price jump behavior: An information spillover and wavelet coherency analysis.Resources policy · 2022Article
- The impact of COVID-19 induced panic on stock market returns: A two-year experience.Economic analysis and policy · 2022Article
- Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.Journal of economic asymmetries · 2022Article
- Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic.Entropy (Basel, Switzerland) · 2022Article
- A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach.Resources policy · 2022Article
- Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic.Annals of operations research · 2022Article
- Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities.Energy economics · 2022Article
- How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets?Frontiers in public health · 2022Article
- Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis.PloS one · 2022Article
- Article
Corrections and comments
PubMed lists nothing against this paper. Absence here is not a guarantee, only a check that was made.
Authors and funding
3 authors at 2 institutions in 3 countries.
Funding
No grant is acknowledged in the PubMed record.
Abstract
We apply wavelet analyses to study how the Covid pandemic influenced the volatility of commodity prices, covering various classes of commodities. We document the intervals of low, medium, and high coherence between the coronavirus panic index and the moves of the commodity prices. The low coherence intervals indicate the diversification potential of commodity investments during a systemic pandemic such as Covid-19. We document differences in the observed patterns per commodity category and evidence their potential role for designing cross-assets hedge strategies based on investments in commodities.
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Registered trials
Read under generation 80e0d062 · epoch 390. Bibliography from PubMed, PubMed Central and OpenAlex; grants from NIH RePORTER; trial links from ClinicalTrials.gov; estimates, votes and beliefs from the OpenQuestion graph.