COVID-19 and the quantile connectedness between energy and metal markets
Source of Publication
This study analyzes the relationship between clean and dirty energy sources and energy metals during the COVID-19 pandemic. We document a sharp increase in connectedness after the COVID-19 pandemic, that is asymmetric at the lower and upper quantiles, with stronger dependence among the variables at the upper quantiles. Among the energy metals, cobalt is the least connected to the energy markets. Finally, our empirical results show a switch in the net connectedness indexes of energy metals and clean energy after January 2021. Our results have implication for investors and policy makers for energy and metal under various market conditions.
Clean energy, Dirty energy, Metal, Price connectedness, Covid-19
Ghosh, Bikramaditya; Pham, Linh; Teplova, Tamara; and Umar, Zaghum, "COVID-19 and the quantile connectedness between energy and metal markets" (2022). All Works. 5487.
Indexed in Scopus
Open Access Type
Green: A manuscript of this publication is openly available in a repository