Significant surge in gold prices has attracted speculators, investors and intellectuals alike. Factors driving gold prices, the effectiveness of gold price predictions, the economic viability …
Financial institutions, investors, mining companies and related firms need an effective accurate forecasting model to examine gold price fluctuations in order to make correct …
This paper examines the dynamic connectedness among the implied volatilities of oil prices (OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …
This study investigates the dynamic relationship among international oil prices, international gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …
AD Ahmed, R Huo - Energy Economics, 2021 - Elsevier
This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic relationship among the Chinese stock market, commodity markets and global oil price. We …
A Sokhanvar, S Çiftçioğlu, CC Lee - Resources Policy, 2023 - Elsevier
The ongoing geopolitical crisis that has emerged due to the war in Ukraine has created economic winners and losers. We adopt the DS-ARDL and Cross-Quantilogram approaches …
This paper examines the asymmetric impact of gold prices, oil prices and their associated volatilities on stock markets of emerging economies. Monthly data are used for the period …
According to literature, oil price shocks and volatility can have sector-specific impacts in the market. While these studies include most asset groups, the dynamic relationship between …
Governments impose taxes and levies to manage the effect of gold and crude oil imports on the exchange rate. These in return have relations with the economy of the country, best …