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Toplam kayıt 2, listelenen: 1-2
Time-varying volatility spillovers between oil prices and precious metal prices
(Elsevier Sci Ltd, 2020)
This paper tackles whether there is a return and volatility spillover effect between oil price and precious metal prices such as gold, silver, platinum, and palladium using the causality-in-variance test approach proposed ...
Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model
(Elsevier Sci Ltd, 2022)
It is frequently discussed in the literature that the correlation between low-correlation assets under ordinary market conditions may increase during crisis periods. To contribute to the ongoing debates, this paper empirically ...