Comovements of gold futures markets and the spot market: A wavelet analysis-Reference-Cited by-同舟云学术

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Comovements of gold futures markets and the spot market: A wavelet analysis

Published:2018-03 Issue: Volume:24 Page:19-24
ISSN:1544-6123
Container-title:Finance Research Letters
language:en
Short-container-title:Finance Research Letters

Author:

Jena Sangram Keshari,Tiwari Aviral Kumar,Roubaud David^ORCID

Publisher

Elsevier BV

Subject

Finance

Reference15 articles.

1. Co-movements of GCC emerging stock markets: new evidence from wavelet coherence analysis;Aloui;Econ. Model.,2014

2. Volatility in the gold futures market;Batten;Appl. Econ. Lett.,2010

3. The multi-scale causal dynamics of foreign exchange markets;Bekiros;J. Int. Money Financ.,2013

4. Stylized facts of business cycles in a transition economy in time and frequency;Caraiani;Econ. Model.,2012

5. Measuring financial asset return and volatility spillovers, with application to global equity markets;Diebold;Econ. J.,2009

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1. How do the Development of Futures market and regional economy interact? Evidence from Henan Province in China;SHS Web of Conferences;2024

2. Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence;International Review of Financial Analysis;2023-05

3. Credit risk downgrades and the CDS market: a wavelet analysis;The Journal of Risk Finance;2023-04-07

4. Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis;Energy;2022-11

5. GELİŞMEKTE OLAN ÜLKELERE AİT MSCI ENDEKSLERİ İLE ABD PİYASA ENDEKSİ ARASINDAKİ ÇAPRAZ KORELASYONLARIN WAVELET ANALİZİ İLE İNCELENMESİ;Doğuş Üniversitesi Dergisi;2022-09-23

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