The dynamic connectedness among infectious diseases, geopolitical risks, cryptocurrency, and commodity markets: Evidence from a partial and multiple wavelet analysis
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DOI: 10.1371/journal.pone.0324599
Abstract: This study investigates the co-movements between prominent financial assets—crude oil, natural gas, gold, and Bitcoin—and uncertainty indices, including the Infectious Disease Equity Market Volatility Tracker (IDEMV) and the Geopolitical Risk Index (GPR), from January 2017… read more here.
Keywords: natural gas; multiple wavelet; geopolitical risks; wavelet ... See more keywords