Multi-Frequency Information Flows between Global Commodities and Uncertainties: Evidence from COVID-19 Pandemic

Figure 6

Multi-frequency information transfer between commodities and VIX. (a) Renyi’s effective transfer entropy between global commodities and VIX-(HFQ). (b) Renyi’s effective transfer entropy between global commodities and VIX-(MFQ). (c) Renyi’s effective transfer entropy between global commodities and VIX-(LFQ). (d) Renyi’s effective transfer entropy between global commodities and VIX-(residue).

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