The Connections between COVID-19 and the Energy Commodities Prices: Evidence through the Dynamic Time Warping Method

The main objective of the study is to assess similarity between time series energy commodity prices and daily COVID-19 cases. pandemic affects all aspects global economy. Although this impact multifaceted, we connections number cases commodities sector. We analyse these by using Dynamic Time Warping (DTW) method. On basis, calculate measure—the DTW distance series—and use it group according their price change. Our analysis also includes finding shifts in subperiods chronology pandemic. findings are that such as ULSD, heating oil, crude gasoline weakly associated with COVID-19. other hand, natural gas, palm CO2 allowances, ethanol strongly development