Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis-Reference-Cited by-同舟云学术

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Co-movements and spillovers between prices of precious metals and non-ferrous metals: A multiscale analysis

Published:2020-08 Issue: Volume:67 Page:101680
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Al-Yahyaee Khamis Hamed,Rehman Mobeen Ur,Wanas Al-Jarrah Idries Mohammad,Mensi Walid,Vo Xuan Vinh

Publisher

Elsevier BV

Subject

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

Reference37 articles.

1. Portfolio management and dependencies among precious metal markets: evidence from a Copula quantile-on-quantile approach;Al-Yahyaee;Resour. Pol.,2019

2. The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters;Balcilar;Phys. Stat. Mech. Appl.,2019

3. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financ. Rev.,2010

4. Is gold a safe haven? International evidence;Baur;J. Bank. Finance,2010

5. Hedging effectiveness of precious metals across frequencies: evidence from Wavelet based Dynamic Conditional Correlation analysis;Bhatia;Phys. Stat. Mech. Appl.,2020

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4. Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets;International Review of Economics & Finance;2024-06

5. Shining in or fading out: Do precious metals sparkle for cryptocurrencies?;Resources Policy;2024-03

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