We employ a wavelet approach and conduct a time-frequency analysis of dynamic
correlations between pairs of key traded assets (gold, oil, and stocks) covering the period …

This study aims to forecast oil prices using evolutionary techniques such as gene expression
programming (GEP) and artificial neural network (NN) models to predict oil prices over the …

This paper investigated volatility persistence and returns spillovers between oil and gold
markets using daily historical data from 1986 to 2015 partitioned into periods before the …

We investigate which of the two main centers of gold trading—the London spot market and
the New York futures market—plays a more important role in setting the price of gold. Using …

In this paper we examine nine European stock market indices for indication of psychological
barriers at round numbers. We test for uniformity in the trailing digits of the indices and use …

WTI and Brent futures are tested for the presence of psychological barriers around $10 price
levels, applying a multiple hypothesis testing approach for statistical robustness …

This study tests whether psychological barriers exist around key reference points in gold and
silver prices, namely numbers ending in 0 (eg $450) and 00 (eg $200). Initial observations …

The role of metallurgical markets with an emphasis on gold futures will be discussed in this
chapter. Gold has played an historical role as a hedge against inflation. This chapter reviews …

We investigate whether the levels of a stock market index contain any evidence of a
behavioural bias depending on the proximity of the index level to 'psychological barriers' …

This paper investigates the inter-relationships between the gold price on the one hand, other
precious metals (eg silver, palladium, platinum) and asset markets (eg stocks, bonds, crude …