Mensi, Walid; Ali, Syed Riaz Mahmood; Vo, Xuan Vinh; … - 2022
-frequency spillovers analysis, we show that gold and silver are net transmitters of spillover to the other markets; however, palladium is a … net receiver of spillover for all three horizons. The EUR is a net contributor of risk regardless of the time horizon …. Using the quantile regression model, we demonstrate that the effect of the West Texas Intermediate crude oil price (WTI …