文献类型：期刊文献

中文题名：Impact of the COVID-19 pandemic on the intermittent behavior of the global spot markets of staple food crops

作者：Xing-Lu Gao[1,2];Zhi-Qiang Jiang[1,2];Wei-Xing Zhou[1,2,3]

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,Chia;[3]School of Mathematics,East China University of Science and Technology,Shanghai,200237,China

年份：2024

卷号：9

期号：4

起止页码：510

中文期刊名：Journal of Management Science and Engineering

外文期刊名：管理科学学报(英文版)

收录：CSCD:【CSCD2023_2024】；

基金：supported by the National Natural Science Foundation of China(72171083);the Fundamental Research Funds for Central Universities.

语种：英文

中文关键词：Econophysics;Multifractal analysis;Agricultural food markets;Statistical tests;Intrinsic multifractality;COVID-19 pandemic

摘要：Intermittent or multifractal behavior has been reported in various markets,and the impact of the COVID-19 pandemic has been investigated.However,the impact of the COVID-19 pandemic on global spot markets for staple foods has not yet been studied.We fill this gap by investigating the grain and oilseeds index(GOI)and its five sub-indices,wheat,maize,soybean,rice,and barley,released by the International Grains Council(IGC).We perform statistical tests on the presence of intrinsic multifractal behavior in subsamples before and during the COVID-19 pandemic using five multifractal analysis approaches.The results show that intrinsic multifractality is less likely in the(sub-)samples of rice and soybean,whereas the(sub-)samples of wheat and maize are more likely to possess mul-tifractal nature.Only some(sub-)samples showed that the subsamples during cOVID-19 were more intermittent than the subsamples before COVID-19.