Herd dynamics around the Russo-Ukraine war and Covid-19 pandemic
This paper scrutinises the herding behaviour in commodity markets surrounding the Russo-Ukraine war and Covid-19 pandemic. Utilising both static and time-varying measures, we examine the herding intensity within the following commodity sectors: energy, metal, livestock and grain commodities. We docu...
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| Main Author: | |
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| Format: | Proceeding Paper |
| Language: | English |
| Published: |
2023
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/109785/1/SBFC2023%20herding%20war%20pandemic%20-%20Main%20doc.pdf http://irep.iium.edu.my/109785/ |
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