[go: up one dir, main page]
create a website
Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
In: CESifo Working Paper Series.
RePEc:ces:ceswps:_5333.

Full description at Econpapers || Download paper

Cited: 5

Citations received by this document

Cites: 80

References cited by this document

Cocites: 50

Documents which have cited the same bibliography

Coauthors: 0

Authors who have wrote about the same topic

Citations

Citations received by this document

  1. Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-14.

    Full description at Econpapers || Download paper

  2. Does Gold Serve as a Hedge for the Stock Market in China? Evidence from a Time-Frequency Analysis. (2020). Zhu, Hong ; Yang, Shenggang ; Shen, Yao ; Ming, Lei.
    In: Emerging Markets Finance and Trade.
    RePEc:mes:emfitr:v:56:y:2020:i:3:p:659-672.

    Full description at Econpapers || Download paper

  3. Do all sectors respond to oil price shocks simultaneously?. (2018). Huang, Shupei ; Wang, Yue.
    In: Applied Energy.
    RePEc:eee:appene:v:227:y:2018:i:c:p:393-402.

    Full description at Econpapers || Download paper

  4. Are Islamic indexes a safe haven for investors? An analysis of total, directional and net volatility spillovers between conventional and Islamic indexes and importance of crisis periods. (2017). Hkiri, Besma ; Yarovaya, Larisa ; Aloui, Chaker ; Hammoudeh, Shawkat.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:43:y:2017:i:c:p:124-150.

    Full description at Econpapers || Download paper

  5. Revisiting driving factors of oil price shocks across time scales. (2017). An, Feng ; Huang, Shupei ; Wen, Shaobo.
    In: Energy.
    RePEc:eee:energy:v:139:y:2017:i:c:p:617-629.

    Full description at Econpapers || Download paper

References

References cited by this document

  1. Aggarwal, R. and Lucey, B.M. (2007). Psychological barriers in gold prices? Review of Financial Economics, 16, 217–230.

  2. Aguiar-Conraria, L. and Soares, M. J. (2011). Oil and the Macroeconomy: using wavelets to analyze old issues, Empirical Economics, 40(3), 645-655.

  3. Aguiar-Conraria, L., M. M. Martins, and M. J. Soares (2012). The yield curve and the macro-economy across time and frequencies. Journal of Economic Dynamics and Control 36, 1950–1970.

  4. Andersen, T. and L. Benzoni (2007). Realized volatility. In T. Andersen, R. Davis, J. Kreiss, and T. Mikosch (Eds.), Handbook of Financial Time Series. Springer Verlag.

  5. Andersen, T., T. Bollerslev, F. Diebold, and P. Labys (2003). Modeling and forecasting realized volatility. Econometrica (71), 579–625.

  6. Andrews, D. W. K. (1993). Tests for parameter instability and structural change with unknown change point. Econometrica, 61:821–856.

  7. Andrews, D. W. K. and W. Ploberger (1994). Optimal tests when a nuisance parameter is present only under the alternative. Econometrica, 62:1383–1414.

  8. Büyükşahin, B., Robe, M.A., 2013. Speculators, Commodities and Cross-Market Linkages, Journal of International Money and Finance, doi: 10.1016/j.jimonfin.2013.08.004.
    Paper not yet in RePEc: Add citation now

  9. Baffes, J., (2007). Oil spills on other commodities. Resources Policy 32, 126–134.

  10. Bandi, F. and J. Russell (2006). Volatility. In J. Birge and V. Linetsky (Eds.), Handbook of Financial Engineering. Elsevier.
    Paper not yet in RePEc: Add citation now

  11. Barndorff-Nielsen, O. and N. Shephard (2004). Econometric analysis of realized covariation: High frequency based covariance, regression, and correlation in financial economics. Econometrica 72(3), 885–925.

  12. Bartram, S.M, Bodnar, G.M., 2009. No place to hide: The global crisis in equity markets in 2008/2009. Journal of International Money and Finance, 28, 1246-1292.

  13. Batten, J., Ciner, C., and Lucey, B.M. (2010). The Macroeconomic Determinants of Volatility in Precious Metals Markets, Resources Policy, 35 (2), 65-71.

  14. Baur, D.G. and Lucey, B.M. (2010). ‘Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold’, Financial Review, 45 (2), 217-29.

  15. Bauwens, L., Laurent, S. (2005). A New Class of Multivariate Skew Densities, with Application to GARCH Models. Journal of Business and Economic Statistics 23(3): 346-354.
    Paper not yet in RePEc: Add citation now

  16. Bekaert, G., Baele, L., Inghelbrecht, K. (2010). The Determinants of Stock and Bond Return Comovements. Review of Financial Studies, 23(6), 2374-2428.

  17. Ben-David, I., Hirshleifer, D. (2012). Are Investors Really Reluctant to Realize their Losses? Trading Responses to Past Returns and the Disposition Effect, Review of Financial Studies, 25(8), 2485-2532.

  18. Bollerslev, T. (1990). Modeling the coherence in short-run nominal modeling the coherence in short-run nominal exchange rates: A multivariate generalized arch model. Review of Economics and Statistics 72, 498–505.

  19. Casassus, J., Liu, P., Tang, K., (2013). Economic Linkages, Relative Scarcity, and Commodity Futures Returns. Review of Financial Studies, 26(5): 1324-1362.

  20. Chen, C.R., Lung, P.P., Wang, F.A., 2013. Where are the sources of stock market mispricing and excess volatility? Review of Quantitative Finance and Accounting, 41(4), 631-650.

  21. Ciner, C., Gurdgiev, C., Lucey, B. (2013). Hedges and Safe Havens: An Examination of Stocks, Bonds, Gold, Oil and Exchange Rates. International Review of Financial Analysis, 29, 202–211.

  22. Conlon, T., Cotter, J., Gençay, R. (2012). Commodity futures hedging, risk aversion and the hedging horizon. Geary Institute, University College Dublin, WP no. 2012/18.

  23. Connolly, R. A., Stivers, C., and Sun, L. (2007). Commonality in the time-variation of stock-stock and stock-bond return comovements. Journal of Financial Markets, 10(2), 192-218.

  24. Daubechies, I. (1988). Orthonormal bases of compactly supported wavelets. Communications on Pure and Applied Mathematics 41, 909-996.
    Paper not yet in RePEc: Add citation now

  25. Egert, B., Kočenda, E. (2007). Interdependence between Eastern and Western European Stock Markets: Evidence from Intraday Data. Economic Systems, 31(2), 184-203.

  26. El-Sharif, Idris, Dick Brown, Bruce Burton, Bill Nixon, Alex Russell, (2005). Evidence on the nature and extent of the relationship between oil prices and equity values in the UK. Energy Economics 27, 819–830.

  27. Engle, R. (2002). Dynamic conditional correlation: A simple class of multivariate generalized autoregressive conditional heteroskedasticity models. Journal of Business & Economic Statistics 20(3), 339–350.

  28. Engle, R.F., Sheppard, K. (2001) Theoretical and Empirical Properties of Dynamic Conditional Correlation Multivariate GARCH. NBER Working Paper 8554.

  29. Ewing, B.T., Malik, F. 2013. Volatility transmission between gold and oil futures under structural breaks Original Research Article. International Review of Economics and Finance, 25, 113-121.

  30. Faÿ, G., Moulines, E. Roueff, F. and Taqqu, M. S. (2009). Estimators of long-memory: Fourier versus wavelets. Journal of Econometrics 151 (2), 159 – 177.

  31. Faff, R., Brailsford, T., (1999). Oil price risk and the Australian stock market. Journal of Energy Finance and Development 4, 69–87.

  32. Fernandez V. 2006. The impact of major global events on volatility shifts: evidence from the Asian crisis and 9/11. Economic Systems 30: 79–97.

  33. Fernandez V. 2008. The war on terror and its impact on the long-term volatility of financial markets. International Review of Financial Analysis 17: 1–26.

  34. Filis, G., Degiannis, S., Floros, C. (2011), Dynamic Correlation between Stock Market and Oil Prices: The Case of Oil-Importing and Oil-Exporting Countries, International Review of Financial Analysis, 20(3), 152-164.

  35. Forbes,K.J., Rigobon, R. (2020). No Contagion, Only Interdependence: Measuring Stock Market Comovements. Journal of Finance, 57(5), 2223–2261.
    Paper not yet in RePEc: Add citation now

  36. Fratzscher, M., Schneider, D., Van Robays, I. (2013). Oil Prices, Exchange Rates and Asset Prices. CESifo Working Paper No. 4264.

  37. Gadanecz, B. and Jayaram, K., (2009). Measures of financial stability - a review. Bank for International Settlements, IFC Bulletin No 31, 365-382.

  38. Gallegati, M., M. Gallegati, J. B. Ramsey, and W. Semmler (2011). The US wage Phillips curve across frequencies and over time. Oxford Bulletin of Economics and Statistics 73(4), 489–508.

  39. Gençay, R., Gradojevic, N., Selçuk, F., and Whitcher, B., (2010). Asymmetry of information flow between volatilities across time scales. Quantitative Finance, 10(8), 895-915.

  40. Gençay, R., Selçuk, F., and Whitcher, B., (2001). An Introduction to Wavelets and Other Filtering Methods in Finance and Economics. San Diego, CA: Academic Press.

  41. Graham, M., Kiviaho, J., and Nikkinen, J. (2013). Short-term and long-term dependencies of the S&P 500 index and commodity prices. Quantitative Finance, 13(4), 583-592.

  42. Green, T.C., Hwang, B.H. (2009) Price-Based Return Comovement, Journal of Financial Economics 93, 37-50.

  43. Greenwood, R. (2008). Excess Comovement of Stock Returns: Evidence from Cross-sectional Variation in Nikkei 225 Weights. Review of Financial Studies, 21(2), 1153–1186.

  44. Hamilton, J. D., (1996), This is What Happened to Oil Price-Macroeconomy Relationship, Journal of Monetary Economics, 38(2), 215-220.

  45. Hansen, B. E. (1992). Tests for parameter instability in regressions with I(1) processes. Journal of Business & Economic Statistics, 10:321–335.

  46. Hansen, B. E. (1997). Approximate asymptotic p values for structural-change tests. Journal of Business & Economic Statistics, 15:60–67.

  47. Hansen, P. and A. Lunde (2006). Realized variance and market microstructure noise. Journal of Business and Economic Statistics 24 (2), 127–161.

  48. Huang, R.D., Masulis, R.W., Stoll, H.R. (1996). Energy shocks and financial markets. Journal of Futures Markets 16, 1 –27.

  49. Hunt, B., (2006) Oil price shocks and the U.S. stagflation of the 1970s: Some insights from GEM, The Energy Journal, 27, 61-80.

  50. In F, Kim S. 2006. The hedge ratio and the empirical relationship between the stock and futures markets: a new approach using wavelet analysis. Journal of Business 79: 799–820.

  51. Karuppiah J, Los C. 2005. Wavelet multiresolution analysis of high-frequency Asian FX rates, summer 1997. International Review of Financial Analysis 14: 211–246.

  52. Khordagui, H. and Al-Ajmi, D. (1993). Environmental impact of the Gulf War: An integrated preliminary assessment. Environmental Management, 17(4), 557-562.
    Paper not yet in RePEc: Add citation now

  53. Kim S, In F. 2005. The relationship between stock returns and inflation: new evidence from wavelet analysis. Journal of Empirical Finance 12: 435–444.

  54. Kim S, In F. 2007. On the relationship between changes in stock prices and bond yields in the G7 countries: wavelet analysis. Journal of International Financial Markets, Institutions and Money 17: 167–179.

  55. Lombardi, M.J. and I. Van Robays (2011): Do Financial Investors Destabilize the Oil Price? European Central Bank, Working Paper No.1346.

  56. Lucey, B. Larkin, C. and O’Connor, F (2013). London or New York : Where and When does the gold price originate? Applied Economic Letters, 20(8), 813-817.

  57. Marshall, John F. (1994). The Role of the Investment Horizon in Optimal Portfolio Sequencing (An Intuitive Demonstration in Discrete Time). Financial Review, 29(4), 557– 576.

  58. McAleer M, M. M. (2008). Realized volatility: A review. Econometric Reviews (27), 10–45.

  59. Narayan, P.K., Narayan, S., and Zheng, X. (2010). Gold and oil futures markets: Are markets efficient? Applied Energy 87(10), 3299–3303.

  60. Nekhili R, Altay-Salih A, Gençay R. 2002. Exploring exchange rate returns at different time horizons. Physica A 313: 671–682.

  61. Nikkinen, J., Pynnönen, S., Ranta, M., Vähämaa, S. (2011). Cross-dynamics of exchange rate expectations: a wavelet analysis. International Journal of Finance & Economics, 16(3), 205–217.

  62. Percival, D. B. (1995). On estimation of the wavelet variance. Biometrika 82, 619–631.
    Paper not yet in RePEc: Add citation now
  63. Percival, D. B. and A. T. Walden (2000). Wavelet Methods for Time series Analysis. Cambridge University Press.
    Paper not yet in RePEc: Add citation now

  64. Ramsey, J. B. (2002). Wavelets in economics and finance: Past and future. Studies in Nonlinear Dynamics & Econometrics 6(3).

  65. Reboredo, J.C., Rivera-Castro, M.A. 2014a. Wavelet-based evidence of the impact of oil prices on stock returns. International Review of Economics and Finance 29, 145–176.
    Paper not yet in RePEc: Add citation now
  66. Reboredo, J.C., Rivera-Castro, M.A. 2014b. Gold and exchange rates: Downside risk and hedging at different investment horizons. International Review of Economics and Finance, 34, 267-279.
    Paper not yet in RePEc: Add citation now

  67. Rua A, Nunes L. 2009. International comovement of stock market returns: a wavelet analysis. Journal of Empirical Finance 16: 632–639.

  68. Rua, A. (2010). Measuring comovement in the time-frequency space. Journal of Macroeconomics, 32, 685-691.

  69. Sadorsky, P. (1999). Oil price shocks and stock market activity. Energy Economics 21, 449– 469.

  70. Sadorsky, P., (2001). Risk factors in stock returns of Canadian oil and gas companies. Energy Economics 23, 17– 28.

  71. Samuelson, P.A. (1989). The judgement of economic science on rational portfolio management: Indexing, timing, and long-horizon effects. Journal of Portfolio Management, 16, 4-12.
    Paper not yet in RePEc: Add citation now
  72. Serroukh, A., A. T. Walden, and D. B. Percival (2000). Statistical properties and uses of the wavelet variance estimator for the scale analysis of time series. Journal of the American Statistical Association 95, 184–196.
    Paper not yet in RePEc: Add citation now

  73. Tully, Edel, and Brian M. Lucey, (2007). A power GARCH examination of the gold market. Research in International Business and Finance 21, 316–325.

  74. Turhan, M.I., Sensoy, A., Ozturk, K., Hacihasanoglu, E., (2014). A view to the long-run dynamic relationship between crude oil and the major asset classes. International Review of Economics and Finance, 33, 286-299.

  75. Vacha, L. and J. Barunik (2012). Co-movement of energy commodities revisited: Evidence from wavelet coherence analysis. Energy Economics 34 (1), 241–247.

  76. Whitcher, B., P. Guttorp, and D. B. Percival (1999). Mathematical background for wavelets estimators for cross covariance and cross correlation. Tech. Rep. 38, Natl. Res. Cent. for stat. and the Environ.
    Paper not yet in RePEc: Add citation now
  77. Whitcher, B., P. Guttorp, and D. B. Percival (2000). Wavelet analysis of covariance with application to atmosferic time series. Journal of Geophysical Research 105, 941–962.
    Paper not yet in RePEc: Add citation now

  78. Zhang, B., Li, X-M. 2014. Has there been any change in the comovement between the Chinese and US stock markets? International Review of Economics and Finance, 29, 525-536.

  79. Zhang, Y. and Wei, Y. (2010). The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. Resources Policy 35, 168–177.

  80. Zhang, Y., Fan, Y., Tsai, H., Wei, Y. (2008): Spillover Effect of US Dollar Exchange Rate on Oil Prices. Journal of Policy Modeling, 30, 973-991.

Cocites

Documents in RePEc which have cited the same bibliography

  1. Predicting Volatility and Dynamic Relation Between Stock Market, Exchange Rate and Select Commodities. (2019). Roy, Preeti ; Siddiqui, Saif.
    In: Acta Universitatis Agriculturae et Silviculturae Mendelianae Brunensis.
    RePEc:mup:actaun:actaun_2019067061597.

    Full description at Econpapers || Download paper

  2. Investor attention and crude oil prices: Evidence from nonlinear Granger causality tests. (2019). Li, Sufang ; Yuan, DI ; Zhang, HU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:84:y:2019:i:c:s0140988319302750.

    Full description at Econpapers || Download paper

  3. Fear connectedness among asset classes. (2018). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felix, Julian.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:39:p:4234-4249.

    Full description at Econpapers || Download paper

  4. A high-frequency analysis of price resolution and pricing barriers in equities on the adoption of a new currency. (2018). Alexakis, Christos ; Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark.
    In: Applied Economics.
    RePEc:taf:applec:v:50:y:2018:i:36:p:3949-3965.

    Full description at Econpapers || Download paper

  5. A High-Frequency Analysis of Price Resolution and Pricing Barriers in Equities on the Adoption of a New Currency. (2018). Pappas, Vasileios ; Dowling, Michael ; Cummins, Mark ; Alexakis, Christos.
    In: Post-Print.
    RePEc:hal:journl:hal-01994666.

    Full description at Econpapers || Download paper

  6. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

    Full description at Econpapers || Download paper

  7. Forecasting the CNY-CNH pricing differential: The role of investor attention. (2018). Yin, Libo ; Han, Liyan ; Xu, Yang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:49:y:2018:i:c:p:232-247.

    Full description at Econpapers || Download paper

  8. Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Han, Liyan ; Xu, Yang.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201737.

    Full description at Econpapers || Download paper

  9. Pricing double barrier options under a volatility regime-switching model with psychological barriers. (2017). Wang, Yongjin ; Song, Shiyu.
    In: Review of Derivatives Research.
    RePEc:kap:revdev:v:20:y:2017:i:3:d:10.1007_s11147-017-9130-x.

    Full description at Econpapers || Download paper

  10. Fear connectedness among asset classes. (2017). Sosvilla-Rivero, Simon ; Fernandez-Perez, Adrian ; Andrada-Felixa, Julian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201703.

    Full description at Econpapers || Download paper

  11. Psychological price barriers in frontier equities. (2017). Berk, Ales S ; Lucey, Brian M ; Dowling, Michael ; Cummins, Mark.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:49:y:2017:i:c:p:1-14.

    Full description at Econpapers || Download paper

  12. Can investor attention predict oil prices?. (2017). Yin, Libo ; Han, Liyan ; Lv, Qiuna.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:547-558.

    Full description at Econpapers || Download paper

  13. Data science for assessing possible tax income manipulation: The case of Italy. (2017). Cerqueti, Roy ; ausloos, marcel ; Mir, Tariq A.
    In: Papers.
    RePEc:arx:papers:1709.02129.

    Full description at Econpapers || Download paper

  14. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:42:y:2016:i:c:p:186-201.

    Full description at Econpapers || Download paper

  15. Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281.

    Full description at Econpapers || Download paper

  16. Mind the gap: Psychological barriers in gold and silver prices. (2016). O'Connor, Fergal A.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:135-140.

    Full description at Econpapers || Download paper

  17. Psychological barriers in oil futures markets. (2016). Dowling, Michael ; Lucey, Brian M ; Cummins, Mark.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:293-304.

    Full description at Econpapers || Download paper

  18. Invisible walls: Do psychological barriers really exist in stock index levels?. (2016). Woodhouse, Sam Alan ; Kumar, Kuldeep ; Bhattacharya, Sukanto ; Singh, Harminder.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:267-278.

    Full description at Econpapers || Download paper

  19. Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:40-53.

    Full description at Econpapers || Download paper

  20. An empirical analysis of the relationships between crude oil, gold and stock markets. (2016). Rojas, Omar ; Coronado, Semei ; Jim, Rebeca .
    In: Papers.
    RePEc:arx:papers:1510.07599.

    Full description at Econpapers || Download paper

  21. Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Working Paper series.
    RePEc:rim:rimwps:15-02.

    Full description at Econpapers || Download paper

  22. The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian.
    In: MPRA Paper.
    RePEc:pra:mprapa:65484.

    Full description at Econpapers || Download paper

  23. Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2015_03.

    Full description at Econpapers || Download paper

  24. Tracking exchange rate management in Latin America. (2015). Carrera, Cesar.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:25:y:2015:i:c:p:35-41.

    Full description at Econpapers || Download paper

  25. Behavioral influences in non-ferrous metals prices. (2015). Cummins, Mark ; Lucey, Brian M ; Dowling, Michael.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:9-22.

    Full description at Econpapers || Download paper

  26. Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

    Full description at Econpapers || Download paper

  27. The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

    Full description at Econpapers || Download paper

  28. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

    Full description at Econpapers || Download paper

  29. Tracking the Exchange Rate Management in Latin America. (2015). Carrera, Cesar.
    In: Working Papers.
    RePEc:apc:wpaper:2015-028.

    Full description at Econpapers || Download paper

  30. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:14.

    Full description at Econpapers || Download paper

  31. Gold markets around the world - who spills over what, to whom, when?. (2014). Lucey, Brian M. ; O'Connor, Fergal ; Larkin, Charles.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:13:p:887-892.

    Full description at Econpapers || Download paper

  32. Tracking the Exchange Rate Management in Latin America. (2014). Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-020.

    Full description at Econpapers || Download paper

  33. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets. (2014). Aggarwal, Raj ; Lucey, Brian M. ; O'Connor, Fergal A..
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp462.

    Full description at Econpapers || Download paper

  34. Behavioral Influences in Non-Ferrous Metals Prices. (2014). Lucey, Brian M. ; Dowling, Michael M. ; Cummins, Mark.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp459.

    Full description at Econpapers || Download paper

  35. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

    Full description at Econpapers || Download paper

  36. Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). Miyazaki, Takashi ; Hamori, Shigeyuki.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

    Full description at Econpapers || Download paper

  37. The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul. (2013). demiralay, sercan ; Gencer, Gaye .
    In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
    RePEc:eyd:cp2013:245.

    Full description at Econpapers || Download paper

  38. The autumn effect of gold. (2013). Baur, Dirk.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:27:y:2013:i:1:p:1-11.

    Full description at Econpapers || Download paper

  39. Portfolioallokation: Einbezug verschiedener Assetklassen. (2012). Herz, Christian ; Zwick, Tobias ; Will, Sebastian ; Wolf, Niko J. ; Neunert, Daniela .
    In: Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers).
    RePEc:zbw:bayfat:201201.

    Full description at Econpapers || Download paper

  40. Investor attention, psychological anchors, and stock return predictability. (2012). Yu, Jianfeng ; Li, Jun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:401-419.

    Full description at Econpapers || Download paper

  41. Clustering in crude oil prices and the target pricing zone hypothesis. (2012). Bharati, Rakesh ; Kaminski, Vincent ; Crain, Susan J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1115-1123.

    Full description at Econpapers || Download paper

  42. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4971-4984.

    Full description at Econpapers || Download paper

  43. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114626.

    Full description at Econpapers || Download paper

  44. Lunar seasonality in precious metal returns?. (2010). lucey, brian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:9:p:835-838.

    Full description at Econpapers || Download paper

  45. Benfords Law and psychological barriers in certain eBay auctions. (2010). Giles, David ; Lu, Ocean Fan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:10:p:1005-1008.

    Full description at Econpapers || Download paper

  46. An overview of global gold market and gold price forecasting. (2010). Topal, Erkan ; Shafiee, Shahriar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:178-189.

    Full description at Econpapers || Download paper

  47. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:168-177.

    Full description at Econpapers || Download paper

  48. .

    Full description at Econpapers || Download paper

  49. Psychological barriers in European stock markets: Where are they?. (2009). Klein, Christian ; Dorfleitner, Gregor.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2009:i:3:p:268-285.

    Full description at Econpapers || Download paper

  50. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2009). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: CEEP-BIT Working Papers.
    RePEc:biw:wpaper:5.

    Full description at Econpapers || Download paper

Coauthors

Authors registered in RePEc who have wrote about the same topic

Report date: 2024-12-24 04:46:08 || Missing content? Let us know

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated October, 6 2023. Contact: CitEc Team.