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volatility forecasts of COMEX gold and silver futures markets. The in-sample results demonstrate the significant impacts of … superior predictive power of cryptocurrency uncertainty on volatility forecasting of these markets. Our conclusions are robust …
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WTI and Brent futures are tested for the presence of psychological barriers around $10 price levels applying a multiple hypothesis testing approach for robustness. Psychological barriers are present in Brent pricing but not in WTI pricing, which is argued, based on recent behavioural finance...
Persistent link: https://www.econbiz.de/10013064960
WTI and Brent futures are tested for the presence of psychological barriers around $10 price levels applying a multiple hypothesis testing approach for robustness. Psychological barriers are present in Brent pricing but not in WTI pricing, which is argued, based on recent behavioural finance...
Persistent link: https://www.econbiz.de/10013065581
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This paper presents and explains the newly rediscovered and transcribed daily market gold price from 1919-1968 for the world's main gold market during the period, the London Gold Fixing Auction. The paper highlights several novel features previously not discussed in the literature, such as gold...
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