On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (Q2687897)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing |
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On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing (English)
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7 March 2023
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financial crisis
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gold prices
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linear and nonlinear Granger causality
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oil prices
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rolling window causality
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volatility spillovers
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