On the relationship between oil and gold before and after financial crisis: linear, nonlinear and time-varying causality testing
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Publication:2687897
DOI10.1515/snde-2014-0060zbMath1506.62480OpenAlexW2317785757WikidataQ130489189 ScholiaQ130489189MaRDI QIDQ2687897
Theodore Panagiotidis, Georgios Bampinas
Publication date: 7 March 2023
Published in: Studies in Nonlinear Dynamics and Econometrics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1515/snde-2014-0060
financial crisisoil pricesvolatility spilloversgold priceslinear and nonlinear Granger causalityrolling window causality
Related Items (4)
Does Gold Still Shelter Inflation, and, if so, When? Evidence From Four Countries ⋮ The place of gold in the cross-market dependencies ⋮ The role of the threshold effect for the dynamics of futures and spot prices of energy commodities ⋮ Gold price dynamics and the role of uncertainty
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