The effect of global oil price shocks on China's precious metals market: A comparative analysis of gold and platinum-Reference-Cited by-同舟云学术

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The effect of global oil price shocks on China's precious metals market: A comparative analysis of gold and platinum

Published:2018-06 Issue: Volume:186 Page:652-661
ISSN:0959-6526
Container-title:Journal of Cleaner Production
language:en
Short-container-title:Journal of Cleaner Production

Author:

Zhang Chuanguo,Shi Xueyang,Yu Danlin

Funder

Fundamental Research Funds for the Central Universities

National Social Sciences Fund of China

soft science project in Fujian province

key project of social science in Fujian province

Publisher

Elsevier BV

Subject

Industrial and Manufacturing Engineering,Strategy and Management,General Environmental Science,Renewable Energy, Sustainability and the Environment

Reference49 articles.

1. The balance between size and power in Dickey-Fuller tests with data-dependent rules for the choice of truncation lag;Agiakloglou;Econ. Lett.,1996

2. On the impacts of oil price fluctuations on European equity markets: volatility spillover and hedging effectiveness;Arouri;Energy Econ.,2012

3. Oil spills on other commodities;Baffes;Resour. Pol.,2007

4. Jumps and stochastic volatility in crude oil futures prices using conditional moments of integrated volatility;Baum;Energy Econ.,2016

5. Generalized autoregressive conditional heteroskedasticity;Bollerslev;J. Econom.,1986

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