Price disorder and information content in energy and gold markets: The effect of the COVID-19 pandemic
In this paper, we examine market efficiency in fossil energy and gold markets. Specifically, we study price disorder and information content in various energy markets and in gold market before and during the COVID-19 pandemic. The set of energy markets include West Texas Intermediate (WTI), Brent, n...
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| Main Author: | |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-12-01
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| Series: | Energy Nexus |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2772427124000743 |
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