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. 2020 Aug 6;68:101813. doi: 10.1016/j.resourpol.2020.101813

Table 2.

Descriptive statistics.

Panel A Realized volatility of commodity futures
Obs Mean Median Max Min SD Skew Kurt JB-test DF-test LBQ-test
Soybeans 204 0.016 0.013 0.074 0.006 0.009 3.414 19.027 0.001 0.001 0.055
Gold 230 0.019 0.010 0.173 0.004 0.022 3.384 17.341 0.001 0.001 0.000
WTI
230
0.018
0.015
0.090
0.006
0.011
2.367
13.056
0.001
0.001
0.000
Panel B Macro factors

Obs
Mean
Median
Max
Min
SD
Skew
Kurt
JB-test
DF-test
LBQ-test
EPU 230 −0.626 −5.285 191.320 −169.080 53.440 0.348 4.346 0.002 0.001 0.000
ESI 230 −0.218 −0.300 44.500 −36.400 11.778 0.204 4.093 0.008 0.001 0.007
DEF 230 −0.002 0.000 0.090 −0.170 0.038 −0.666 5.296 0.001 0.001 0.075
SI 230 0.001 0.000 0.502 −0.498 0.131 −0.201 5.774 0.001 0.001 0.001
VIX 230 −0.057 −0.155 27.720 −12.310 3.258 2.400 25.826 0.001 0.001 0.000
GPR 230 0.266 −2.332 527.828 −291.347 79.808 0.963 11.367 0.001 0.001 0.000

Note: SI = investor sentiment index, VIX = volatility index, DEF = default spread, EPU = US economic policy uncertainty Index, ESI = Citi economic surprise index, GPR = geopolitical risk index. All these variables are in first difference. For the Jarque-Bera tests, the Dickey-Fuller tests, and the Ljung-Box Q tests, the p-values are reported.