	Variables	N	Mean	SD	Min	Max	Skewness	Kurtosis	Jarque-Bera	ADF	PP test
A: full-sample 07/27/2018 06/25/2021	r _oil	751	0.00191	0.029	-0.281	0.426	0.995	36.897	190000***	-65.32344***	-65.270***
A: full-sample 07/27/2018 06/25/2021	r _gold	751	0.00232	0.012	-0.096	0.068	-0.379	8.151	4394***	-62.749***	-62.764***
B: prior-COVID-19 07/27/2018 12/30/2019	r _oil	375	0.00223	0.093	-1.000	0.999	0.204	74.046	79000***	-22.887***	-23.962***
B: prior-COVID-19 07/27/2018 12/30/2019	r _gold	375	0.00143	0.012	-0.053	0.051	-0.613	6.83	252***	-19.854***	-19.857***
C: COVID-19 12/30/2019 06/25/2021	r _oil	376	-0.00029	0.024	-0.128	0.164	0.135	7.685	3229***	-61.185***	-61.224**
C: COVID-19 12/30/2019 06/25/2021	r _gold	376	0.00112	0.012	-0.096	0.068	-0.353	8.312	4207**	-59.471***	-59.474***