Impact of the global fear index (covid-19 panic) on the S&P global indices associated with natural resources, agribusiness, energy, metals and mining: Granger Causality and Shannon and Rényi Transfer Entropy
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More about this item
Keywords
Global indices; Co-movement; Granger causality; DCC-GARCH;All these keywords.
JEL classification:
- G19 - Financial Economics - - General Financial Markets - - - Other
NEP fields
This paper has been announced in the following NEP Reports:- NEP-DES-2023-05-29 (Economic Design)
- NEP-ENE-2023-05-29 (Energy Economics)
- NEP-ENV-2023-05-29 (Environmental Economics)
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