Japanese gold and silver futures markets were led by the U.S. market ….S. and Japanese gold and silver futures markets with consideration of structural breaks in the price series. The LOP … condition did not hold for both the gold and silver markets when structural breaks were not considered but it sustained in some …

models – to high-frequency data to predict the one-day forward volatilities of two strategically linked commodities, gold and … silver. We provide evidence that it is difficult to beat the benchmark model of Corsi (2009) using univariate models and that …

Accusations of price manipulation in the silver and gold markets have emerged in recent years. In an effort to increase … volatilities and prices within the silver and gold markets which could be an indicator of manipulation prior to the change. …

volatility forecasts of COMEX gold and silver futures markets. The in-sample results demonstrate the significant impacts of … whether cryptocurrency market uncertainties can help to explain and forecast volatilities in precious metal markets. By using …

This article focuses on the significance of gold and silver as valuable metals which have been in use since ancient … Digital Gold Currency (DGC) as one solution for modern market which runs on e-commerce and online trades and transactions. The … times as precious metals and money for bartering and other commercial purposes. The role of gold in backing up paper money …

This paper considers the directional predictability of daily returns for both gold and silver. These two metals have … formation of three strategies for directional predictions — up or down — for both gold and silver returns. The results of this … better than those of silver; the second strategy shows that predicting up for gold also means predicting down for silver and …

gold and silver, and first step to that problem is the observation of co-integration between gold and silver prices. This … paper analyzes the long-run relationship between gold and silver spot prices (daily and monthly). First, five year period of … daily gold and silver prices from 2010 to 2014 is observed. Second, 20 year period of monthly gold and silver prices from …

This study tests the popular claim that psychological barriers exist around key reference points in prices for gold and … silver, namely around numbers ending in 0 (e.g. $450) and 00 (e.g. $200). Initial observations and tests show that the price … of gold fixes less frequently on values ending in 0 and 00, suggesting the existence of barriers at these levels which …

The issue of gold and silver price manipulation, in particular price suppression, is examined. We use a mixture of … computed for modelled abnormal and control clusters in gold and silver. In both metals the proportion of negative runs in the … normal approach to decompose the returns into abnormal and control samples. Price suppression is a form of market …