Commodity dynamism in the COVID-19 crisis: Are gold, oil, and stock commodity prices, symmetrical?
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DOI: 10.1016/j.resourpol.2022.103033
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- Hu, Guoheng & Liu, Shan & Wu, Guo & Hu, Peng & Li, Ruiqi & Chen, Liujie, 2023. "Economic policy uncertainty, geopolitical risks, and the heterogeneity of commodity price fluctuations in China ——an empirical study based on TVP-SV-VAR model," Resources Policy, Elsevier, vol. 85(PA).
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Keywords
Natural resource commodities; Commodities prices; COVID-19 crisis; Asian stock markets; GARCH modeling;All these keywords.
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