文献类型：期刊文献

英文题名：Impact of the Covid-19 Pandemic on the Intermittent Behavior of the Global Spot Markets of Staple Food Crops

作者：Gao, Xing-Lu[1,2]; Shao, Ying-Hui[3]; Zhou, Wei-Xing[1,2,4]

机构：[1] School of Business, East China University of Science and Technology, Shanghai, 200237, China; [2] Research Center for Econophysics, East China University of Science and Technology, Shanghai, 200237, China; [3] School of Statistics and Information, Shanghai University of International Business and Economics, Shanghai, 201620, China; [4] School of Mathematics, East China University of Science and Technology, Shanghai, 200237, China

年份：2023

外文期刊名：SSRN

收录：EI(收录号：20240003505)

语种：英文

外文关键词：Commerce - Fractals - Oils and fats

摘要：We investigate the impact of the COVID-19 pandemic on the intermittent behavior of the grains and oilseeds index (GOI) and its five sub-indices of wheat, maize, soyabeans, rice, and barley. We perform statistical tests on the presence of intrinsic multifractal behavior in the sub-samples before and during the COVID-19 pandemic using five multifractal analysis approaches. It is less likely that there is intrinsic multifractality in the (sub-)samples of rice and soyabeans, while the (sub-)samples of wheat and maize are more likely to possess multifractal nature. Furthermore, only part of the sub-samples during COVID-19 are more intermittent than during COVID-19. ? 2023, The Authors. All rights reserved.