The Impact of COVID-19 on the Volatility of Copper Futures
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- Mei, Dexiang & Xie, Yutang, 2022. "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, vol. 48(C).
- Arkady Gevorkyan, 2017. "Renewable versus nonrenewable resources: an analysis of volatility in futures prices," Australian Journal of Agricultural and Resource Economics, Australian Agricultural and Resource Economics Society, vol. 61(1), pages 19-35, January.
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Keywords
COVID-19; pandemic; copper futures; GARCH model; financial econometrics;All these keywords.
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