Article

Do Unprecedented Shocks Drive the Dynamic Connectedness between Stock and Commodity Markets?

2021-11-30

Abstract excerpt

This study explores the impact of infectious disease and geopolitical risks on time varying correlations between stock and commodity returns. Findings suggest that commodities play important roles of hedging and/or safe haven in response to unprecedented infectious disease or geopolitical shocks. Precious metals can hedge against the infectious disease risk in general and act as a safe haven asset during extreme i...

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Literature Corpus work: baf99d3a-7544-5caa-9364-3e84b2c04a08
DOI: 10.2139/ssrn.3974390

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