To find out if gold remains to be unlinked with the crude oil market after the 2008 financial crisis, we investigated … how long-run price linkages and price causalities among crude oil and gold markets changed before and after the crisis. To … found little evidence that gold began to have a price linkage with the crude oil market after the 2008 financial crisis …

conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily …, volatility integration has a larger and long-term impact. Therefore, the study endorses the views that gold, crude oil and IR …Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the …

, and kurtosis). With respect to the equity-gold nexus, we find that stock (gold) returns and volatility negatively …Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world’s financial system into … examine the multiscale interdependence structure of global equity, gold, and oil markets prior to and following the COVID-19 …

between exchange rates, oil, and gold. The dataset is composed of daily data covering the period of 1 January 2018 to 31 … unidirectional information flow from Oil→EUR/USD. The study finds a significant unidirectional information flow from Gold …→EUR/USD. The study estimates also indicate that before COVID, the direction of information flow was from Oil→Gold. However, the …

Purpose - Bitcoin (BTC) is significantly correlated with global financial assets such as crude oil, gold and the US …-GARCH model offers significant input information, including dynamic correlation and volatility, to the ANN. To analyze the data … into a training set and a prediction set. Findings - The empirical results show that BTC and gold have the highest positive …

that divergence in monetary policy regimes affects forex volatility spillovers but that adding oil to a forex portfolio … shocks dominate forex volatility connectedness, positive shocks prevail when oil and forex markets are assessed jointly …

cross-category spillovers among crude oil and gold markets and policy uncertainties within and between China and the US … during the period from 2000 to 2019. To obtain more reliable conclusions, this paper measures both the return and volatility … among EPU and crude oil and gold markets. Moreover, during the intensification of financial turmoil, the interaction among …