dc.contributor.author | Melo-Vega-Angeles, Oscar | |
dc.contributor.author | Chuquillanqui Lichardo, Bryan Stephano | |
dc.contributor.other | Melo-Vega-Angeles, Oscar | |
dc.contributor.other | Chuquillanqui Lichardo, Bryan Stephano | |
dc.date.accessioned | 2023-08-23T15:42:50Z | |
dc.date.available | 2023-08-23T15:42:50Z | |
dc.date.issued | 2023 | |
dc.identifier.citation | Melo-Vega-Angeles, O. & Chuquillanqui-Lichardo, B. (2023). The Impact of COVID-19 on the Volatility of Copper Futures. Economies, 11(7). https://doi.org/10.3390/economies11070200 | es_PE |
dc.identifier.issn | 2227-7099 | |
dc.identifier.uri | https://hdl.handle.net/20.500.12724/18755 | |
dc.description.abstract | The COVID-19 pandemic has introduced significant uncertainty across various economic sectors, most notably in the industrial sector due to the high volatility in copper futures markets. These markets play a crucial role in the construction, electrical networks, electronic products, and industrial machinery industries. Therefore, the aim of this study is to evaluate the impact of the COVID-19 pandemic on the volatility of copper futures returns from 2 January 2018 to 30 December 2022 using an extended ARMA(m,n)–GARCH(p,q) framework. According to the results, the occurrence of the pandemic nearly doubled the long-run equilibrium volatility of returns compared to the values obtained in the pre-pandemic period. Hence, we conclude that the COVID-19 pandemic has a significant influence on the volatility in the copper futures market. | es_PE |
dc.format | application/pdf | es_PE |
dc.language.iso | eng | es_PE |
dc.publisher | Multidisciplinary Digital Publishing Institute (MDPI) | es_PE |
dc.relation.ispartof | urn:issn: 2227-7099 | |
dc.rights | info:eu-repo/semantics/openAccess | es_PE |
dc.rights.uri | https://creativecommons.org/licenses/by/4.0/ | * |
dc.source | Repositorio Institucional - Ulima | es_PE |
dc.source | Universidad de Lima | es_PE |
dc.subject | Pendiente | es_PE |
dc.title | The Impact of COVID-19 on the Volatility of Copper Futures | es_PE |
dc.type | info:eu-repo/semantics/article | es_PE |
dc.type.other | Artículo en Scopus | es_PE |
dc.identifier.journal | Economies | es_PE |
dc.publisher.country | CH | es_PE |
dc.description.peer-review | Revisión por pares | es_PE |
dc.subject.ocde | https://purl.org/pe-repo/ocde/ford#5.02.04 | es_PE |
dc.identifier.doi | https://doi.org/10.3390/economies11070200 | |
dc.type.version | info:eu-repo/semantics/publishedVersion | es_PE |
ulima.autor.afiliacion | Melo-Vega Angeles, Oscar Eduardo (Carrera de Negocios Internacionales, Grupo de Investigación en Economía, Banca y Finanzas, Instituto de Investigación Científica, Universidad de Lima) | |
ulima.autor.afiliacion | Chuquillanqui Lichardo, Bryan Stephano (Carrera de Economía, Grupo de Investigación en Economía, Banca y Finanzas, Instituto de Investigación Científica, Universidad de Lima) | |
ulima.autor.carrera | Melo-Vega Angeles, Oscar Eduardo (Negocios Internacionales) | |
ulima.autor.carrera | Chuquillanqui Lichardo, Bryan Stephano (Economía) | |
dc.identifier.isni | 0000000121541816 | |