The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

Time-varying volatility spillovers between stock and precious metal markets with portfolio implications

W Mensi, KH Al-Yahyaee, SH Kang - Resources Policy, 2017 - Elsevier
This paper investigates the time-varying risk spillovers between precious metals (gold,
silver, palladium, and platinum) and major stock markets (USA, Japan, Europe and Asia) …

Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices

M Luqman, A Mugheri, N Ahmad, U Soytas - Resources Policy, 2023 - Elsevier
In this era of globalization and technology, the natural resource commodity futures market
holds exceptional significance. Our study endeavors to address the research gap by …

The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach

AA Salisu, R Gupta, E Bouri, Q Ji - Research in International Business and …, 2020 - Elsevier
In this study, we examine the role of global economic conditions in the predictability of gold
market volatility using alternative measures. Based on the available data frequency for the …

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

KH Al-Yahyaee, MU Rehman, IMW Al-Jarrah, W Mensi… - Resources Policy, 2020 - Elsevier
This study examines the co-movements between price returns of precious metals (gold and
silver) and non-ferrous metals (aluminium, copper, Lead and zinc). To do this, we use the …

Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach

V Bhatia, D Das, AK Tiwari, M Shahbaz, HM Hasim - Resources policy, 2018 - Elsevier
Using a quantile causality approach, we examine the causal relationship among the spot
prices of precious metals (gold, silver, platinum and palladium) through mean and variance …

Testing for multiple bubbles in the copper price: Periodically collapsing behavior

CW Su, XQ Wang, H Zhu, R Tao, NC Moldovan… - Resources Policy, 2020 - Elsevier
This study investigates whether multiple bubbles exist in the copper price on the basis of the
Generalized Supremum Augmented Dickey-Fuller (GSADF) approach (Phillips et al., 2013) …

Downside/upside price spillovers between precious metals: A vine copula approach

JC Reboredo, A Ugolini - The North American Journal of Economics and …, 2015 - Elsevier
We studied downside and upside price spillovers between four precious metals (gold, silver,
platinum and palladium), characterizing the multivariate dependence structure using a vine …

Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements

A Khalifa, M Caporin, T Di Fonzo - Energy Policy, 2019 - Elsevier
We model the electricity consumption in the market segment that compose the Qatari
electricity market. We link electricity consumption to GDP growth and Population Growth …

Time-varying risk aversion and realized gold volatility

R Demirer, K Gkillas, R Gupta, C Pierdzioch - The North American Journal …, 2019 - Elsevier
We study the in-and out-of-sample predictive value of time-varying risk aversion for realized
volatility of gold returns via extended heterogeneous autoregressive realized volatility (HAR …