A note on oil price shocks and the forecastability of gold realized volatility
Year of publication: |
2021
|
---|---|
Authors: | Demirer, Rıza ; Gupta, Rangan ; Pierdzioch, Christian ; Shahzad, Syed Jawad Hussain |
Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 21, p. 1889-1897
|
Subject: | forecasting | gold | Oil shocks | realized volatility | risk Shocks | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schock | Shock | Gold | Schätzung | Estimation | Welt | World |
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