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Impact of the Global Fear Index (COVID-19 Panic) on the S&P Global Indices Associated with Natural Resources, Agribusiness, Energy, Metals, and Mining: Granger Causality and Shannon and Rényi Transfer Entropy.
Entropy (Basel). 2023 Feb 8;25(2):313. doi: 10.3390/e25020313.
Entropy (Basel). 2023.
PMID: 36832679
Free PMC article.
Transfer Entropy Granger Causality between News Indices and Stock Markets in U.S. and Latin America during the COVID-19 Pandemic.
Coronado S, Martinez JN, Gualajara V, Rojas O.
Coronado S, et al. Among authors: gualajara v.
Entropy (Basel). 2022 Oct 5;24(10):1420. doi: 10.3390/e24101420.
Entropy (Basel). 2022.
PMID: 37420440
Free PMC article.
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