Dynamics and causality in distribution between spot and future precious metals: A copula approach-Reference-Cited by-同舟云学术

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Dynamics and causality in distribution between spot and future precious metals: A copula approach

Published:2020-06 Issue: Volume:66 Page:101645
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Talbi Marwa,de Peretti Christian,Belkacem Lotfi

Funder

Ministère de l'Enseignement supérieur, de la Recherche et de l'Innovation

Ministère des Affaires Étrangères

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference41 articles.

1. Dynamic spillovers between commodity and currency markets;Antonakakis;Int. Rev. Financ. Anal.,2015

2. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals;Arouri;Q. Rev. Econ. Finance,2012

3. On the short- and long-run efficiency of energy and precious metal markets;Arouri;Energy Econ.,2013

4. Forcasting the conditional volatility of oil spot and futures prices with structural breaks and long momory models;Arouri;Energy Econ.,2012

5. The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters;Balcilar;Physica A,2019

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