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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Bibliographic Details

Main Author:	Mohamad, Azhar
Format:	Proceeding Paper
Language:	en
Published:	2023
Subjects:	HG4501 Stocks, investment, speculation
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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