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Cross-correlations and influence in world gold markets

  • Published:2018-01 Issue: Volume:490 Page:504-512
  • ISSN:0378-4371
  • Container-title:Physica A: Statistical Mechanics and its Applications
  • language:en
  • Short-container-title:Physica A: Statistical Mechanics and its Applications

Author:

Lin Min,Wang Gang-Jin,Xie Chi,Stanley H. Eugene

Funder

NSFC

Hunan Provincial Natural Science Foundation of China

China Scholarship Council

Specialized Research Fund for the Doctoral Program of Higher Education

NSF

DTRA

DOE

Publisher

Elsevier BV

Subject

Condensed Matter Physics,Statistics and Probability

Reference46 articles.

1. Extreme risk spillover effects in world gold markets and the global financial crisis;Wang;Int. Rev. Econ. Finance,2016

2. Gold price analysis based on ensemble empirical model decomposition and independent component analysis;Xian;Physica A,2016

3. London or New York: Where and when does the gold price originate;Lucey;Appl. Econ. Lett.,2013

4. The financial economics of gold—A survey;O’Connor;Int. Rev. Financ. Anal.,2015

5. GFMS, GFMS Gold Survey 2015, Thomson Reuters, London, 2015.
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