Research Article
Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic
Figure 3
Multi-frequency information transfer between commodities and Gvolatility. (a) Renyi’s effective transfer entropy between global commodities and Gvolatility-(HFQ). (b) Renyi’s effective transfer entropy between global commodities and Gvolatility-(MFQ). (c) Renyi’s effective transfer entropy between global commodities and Gvolatility-(LFQ). (d) Renyi’s effective transfer entropy between global commodities and Gvolatility-(residue).
(a) |
(b) |
(c) |
(d) |