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A publicação pode ser exportada nos seguintes formatos: referência da APA (American Psychological Association), referência do IEEE (Institute of Electrical and Electronics Engineers), BibTeX e RIS.

Exportar Referência (APA)
Bentes, S. R., Gubareva, M. & Teplova, T. (2022). The impact of COVID-19 on gold seasonality. Applied Economics. 54 (40), 4700-4710
Exportar Referência (IEEE)
S. M. Bentes et al.,  "The impact of COVID-19 on gold seasonality", in Applied Economics, vol. 54, no. 40, pp. 4700-4710, 2022
Exportar BibTeX
@article{bentes2022_1784534949844,
	author = "Bentes, S. R. and Gubareva, M. and Teplova, T.",
	title = "The impact of COVID-19 on gold seasonality",
	journal = "Applied Economics",
	year = "2022",
	volume = "54",
	number = "40",
	doi = "10.1080/00036846.2022.2033681",
	pages = "4700-4710",
	url = "https://www.tandfonline.com/doi/full/10.1080/00036846.2022.2033681"
}
Exportar RIS
TY  - JOUR
TI  - The impact of COVID-19 on gold seasonality
T2  - Applied Economics
VL  - 54
IS  - 40
AU  - Bentes, S. R.
AU  - Gubareva, M.
AU  - Teplova, T.
PY  - 2022
SP  - 4700-4710
SN  - 0003-6846
DO  - 10.1080/00036846.2022.2033681
UR  - https://www.tandfonline.com/doi/full/10.1080/00036846.2022.2033681
AB  - This study investigates the impact of COVID-19 on the seasonality of gold returns by means of an 
asymmetric EGARCH model (Exponential GARCH). We find that the so-called ‘autumn effect’, or the 
traditional seasonal increase in gold returns in fall, vanishes and even shows a reverse pattern 
during the COVID-19 pandemic. We ascribe this phenomenon to the decaying demand for gold, 
which substantially decreased in the third quarter of 2020. In contrast, we find no evidence of 
seasonal effects in gold volatility, which is in line with earlier researches on this topic. Our results 
also confirm the positive asymmetric effect of gold volatility.
ER  -