Hedging and safe-haven characteristics of Gold against currencies: An investigation based on multivariate dynamic copula theory
The copula concept presents a powerful and flexible tool for studying and modeling
multivariate distribution. The most popular copulas are the Archimedean and elliptical …
multivariate distribution. The most popular copulas are the Archimedean and elliptical …
Gold and the US dollar: tales from the turmoil
P Zagaglia, M Marzo - Quantitative Finance, 2013 - Taylor & Francis
We investigate how the relation between gold prices and the US dollar has been affected by
the recent turmoil in financial markets. We use spot prices of gold and spot bilateral …
the recent turmoil in financial markets. We use spot prices of gold and spot bilateral …
[PDF][PDF] Cointegration between gas and power spot prices
C De Jong, S Schneider - The Journal of Energy Markets, 2009 - kyos.com
In this paper we show how cointegration can be applied to capture the joint dynamics of
multiple energy spot prices. For an example system we study the Title Transfer Facility, the …
multiple energy spot prices. For an example system we study the Title Transfer Facility, the …
Gold and the US Dollar: Tales from the turmoil
M Marzo, P Zagaglia - Available at SSRN 1598745, 2010 - papers.ssrn.com
We investigate how the relation between gold prices and the US Dollar has been affected by
the recent turmoil in financial markets. We use spot prices of gold and spot bilateral …
the recent turmoil in financial markets. We use spot prices of gold and spot bilateral …
Determining the appropriate investment strategy and identify the leading monetary system before and during the covid-19 pandemic crisis: a case study of crypto …
AH Abdullah Othman, NH Kawsar… - Journal of Information …, 2021 - jitm.ut.ac.ir
The study has two main objectives: firstly, to examine the opportunity of the Momentum and
Contrarian investment strategy for three different monetary systems to trade currencies in …
Contrarian investment strategy for three different monetary systems to trade currencies in …
Gold and the US Dollar: Tales from the Turmoil
P Zagaglia, M Marzo - Commodities, 2022 - taylorfrancis.com
We investigate how the relation between gold prices and the US dollar has been affected by
the recent turmoil in financial markets. We use spot prices of gold and spot bilateral …
the recent turmoil in financial markets. We use spot prices of gold and spot bilateral …
[PDF][PDF] Optimisation of network systems for gas and water allocation and spot price dynamic modelling
J Plummer - 2013 - core.ac.uk
Optimisation of network systems for gas and water allocation and spot price dynamic modelling
Jonathan Plummer Page 1 Optimisation of network systems for gas and water allocation and …
Jonathan Plummer Page 1 Optimisation of network systems for gas and water allocation and …
Lo 'shock'Lehman Brothers: una tempesta dentro la tempesta? L'esperienza degli ETF LYXOR su Euro MTS
M Marzo, P Zagaglia - 2010 - amsacta.unibo.it
Questo studio considera l'evoluzione della relazione tra ETF su titoli di stato ed i relativi
indici 'benchmark'durante il periodo di turbolenza dei mercati iniziato nel 2007. La nostra …
indici 'benchmark'durante il periodo di turbolenza dei mercati iniziato nel 2007. La nostra …