COVID-19 impact on commodity futures volatilities

Title
COVID-19 impact on commodity futures volatilities
Authors
Keywords
COVID-19 pandemic, Commodity futures volatilities, ARMA-GARCH models
Journal
Finance Research Letters
Volume -, Issue -, Pages 102624
Publisher
Elsevier BV
Online
2021-12-08
DOI
10.1016/j.frl.2021.102624

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