What drives gold returns? A decision tree analysis

AG Malliaris, M Malliaris - Finance Research Letters, 2015 - Elsevier
The behavior of gold as an investment asset has been researched extensively. For the very
long run, that is several decades, gold does not outperform equities. However, for shorter …

An R-vine copula analysis of non-ferrous metal futures with application in Value-at-Risk forecasting

X Han, Z Liu, S Wang - Journal of Commodity Markets, 2022 - Elsevier
We employ the R-vine copula approach to study the dependence structure between non-
ferrous metal commodity futures on the London Metal Exchange, focusing on the …

Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets

Z Ftiti, I Fatnassi, AK Tiwari - Finance Research Letters, 2016 - Elsevier
This article investigates the relationship between oil and gold price movements. We use the
wavelet approach to analyze the time and frequency of this relationship. Results show that …

Revisiting the interdependences across global base metal futures markets: Evidence during the main waves of the COVID-19 pandemic

X Chen, J Tongurai - Research in International Business and Finance, 2024 - Elsevier
This paper examines the correlation and connectedness across global base metal futures
markets in the periods before and during the COVID-19 pandemic. We find that the impacts …

A greater crisis? Investigating MSA-level housing markets during the COVID-19 pandemic

MC Huang - Research in International Business and Finance, 2024 - Elsevier
This study analyzes the impact of uncertainties on ten major metropolitan statistical area
(MSA)-level housing markets in the US from 2000 to 2022, elucidating the distinctive …

A three-way analysis of the relationship between the USD value and the prices of oil and gold: A wavelet analysis

BHM Altarturi, AA Alshammari, B Saiti, T Erol - Aims Energy, 2018 - openaccess.izu.edu.tr
This study examines the relationships among oil prices, gold prices, and the USD real
exchange rate. It adopts the wavelet approach as a nonlinear causality technique to …

[HTML][HTML] Where was the global price of silver established? Evidence from London and New York (1878–1953)

S Corbet, F O'Connor - Finance Research Letters, 2021 - Elsevier
This paper utilises a newly compiled, unique data set of silver prices for the London and
New York markets, as well as the monthly Dollar-Sterling exchange rate from 1878 and …

The macroeconomic determinants and market efficiency of precious metals: an empirical evidence of international markets

HMU Rana - 2023 - open-access.bcu.ac.uk
This empirical study extends market efficiency application to precious metals. Literature
suggests that prices of four precious metals (ie, Gold, Silver, Platinum, and Palladium) …

A R-vine copula analysis of non-ferrous metal futures with application in forecasting Value-at-Risk

X Han, Z Liu, S Wang - Available at SSRN 3619728, 2020 - papers.ssrn.com
We employ the R-vine copula approach to study the dependence structures among non-
ferrous metal commodity futures on the London Metal Exchange, focusing on the …

Directional Returns for Gold and Silver: A Cluster Analysis Approach

AG Malliaris, M Malliaris - Handbook of Recent Advances in Commodity …, 2018 - Springer
This paper considers the directional predictability of daily returns for both gold and silver.
These two metals have had a long history behaving sometimes as complements and other …