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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.

Pedro Celso-ArellanoVictor GualajaraSemei CoronadoJose N. MartinezFrancisco Venegas-Martínez
Published in: Entropy (2023)
Keyphrases
  • information theory
  • data mining
  • shannon entropy
  • machine learning
  • information technology