metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …

.01.1997-31.12.2014. Calculations presented in this paper indicate the absence of the monthly effect on gold, silver, platinum, copper markets but …, the day-of-the week and weekend effects of the precious metal markets quoted on the London Metal Exchange for gold, silver … effect for any of the studied metal markets was not observed but the weekend effect was registered on the gold and copper …

increasing demand for metals like copper and lithium due to the growth in renewable energies and electromobility, metal abundant … the causal relationships among these energy transition metals and other major assets like gold and bitcoin, and how they …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …