The financial economics of white precious metals—A survey
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 …
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
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) …
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
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 …
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
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 …
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
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 …
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
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 …
prices of precious metals (gold, silver, platinum and palladium) through mean and variance …
Testing for multiple bubbles in the copper price: Periodically collapsing behavior
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) …
Generalized Supremum Augmented Dickey-Fuller (GSADF) approach (Phillips et al., 2013) …
Downside/upside price spillovers between precious metals: A vine copula approach
We studied downside and upside price spillovers between four precious metals (gold, silver,
platinum and palladium), characterizing the multivariate dependence structure using a vine …
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
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 …
electricity market. We link electricity consumption to GDP growth and Population Growth …
Time-varying risk aversion and realized gold volatility
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 …
volatility of gold returns via extended heterogeneous autoregressive realized volatility (HAR …