The financial economics of white precious metals—A survey
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …
Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold
This paper employs a VAR-GARCH model to investigate the return links and volatility
transmission between the S&P 500 and commodity price indices for energy, food, gold and …
transmission between the S&P 500 and commodity price indices for energy, food, gold and …
Future directions in international financial integration research-A crowdsourced perspective
This paper is the result of a crowdsourced effort to surface perspectives on the present and
future direction of international finance. The authors are researchers in financial economics …
future direction of international finance. The authors are researchers in financial economics …
Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis
OOS Yaya, MM Tumala, CG Udomboso - Resources Policy, 2016 - Elsevier
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 …
markets using daily historical data from 1986 to 2015 partitioned into periods before the …
Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold
Abstract Novel Coronavirus (COVID-19) has affected stock markets around the globe,
adding serious challenges to asset allocations and hedging strategies. This investigation …
adding serious challenges to asset allocations and hedging strategies. This investigation …
Platinum group elements in geosphere and anthroposphere: interplay among the global reserves, urban ores, markets and circular economy
Industrial and strategic significance of platinum group elements (PGEs)—Os, Ir, Ru, Rh, Pd,
Pt—makes them irreplaceable; furthermore, some PGEs are used by investors as “safe …
Pt—makes them irreplaceable; furthermore, some PGEs are used by investors as “safe …
Price linkages in the copper futures, primary, and scrap markets
This study investigates how markets for different levels of copper purity are interrelated by
testing the long-run price linkage and causalities among the copper futures, primary, copper …
testing the long-run price linkage and causalities among the copper futures, primary, copper …
The Volatility Spillover Between Global Crude Oil and Gold Market: Evidence from Wavelet Coherence and Cross-power Spectrum Models
I Sahadudheen, PK Kumar - Computational Economics, 2024 - Springer
This article investigates the volatility spillover between crude oil and gold markets,
addressing inconsistencies in existing literature. While some studies report significant …
addressing inconsistencies in existing literature. While some studies report significant …
Who is the chaser in cryptocurrencies?
This paper explores the interactions between the Bitcoin (BTC) prices in the US and
Chinese markets, by employing the bootstrap rolling window causality test. The results …
Chinese markets, by employing the bootstrap rolling window causality test. The results …
Volatility linkages among gold futures in emerging markets
We aim to detect the cross-border volatility linkages among gold futures in emerging
markets, which still remain an untapped area. China, India, Japan, Taiwan, Turkey, and US …
markets, which still remain an untapped area. China, India, Japan, Taiwan, Turkey, and US …