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If an asymmetric relation exists between the prices of gold and gold mining stocks, then these firms possess real … also show that out-of-sample forecasting shows there is no causality from the gold price to the prices of those gold mining …
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been pivotal in the development of international petroleum exchanges. The low volatility of the gold price is the reason … why market participants usually view gold as a wealth preserver especially during inflationary time periods. In this paper …, we present the stylized facts of the oil and gold price volatility – for usage of optimizing the returns on an oil and …
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