Aruga, Kentaka; Kannan, Sudha - In: Cogent economics & finance 8 (2020) 1, pp. 1-13
how long-run price linkages and price causalities among crude oil and gold markets changed before and after the crisis. To … have a good reference, we also tested the same issue for the oil-platinum relationship. Using the cointegration methods, we … found little evidence that gold began to have a price linkage with the crude oil market after the 2008 financial crisis …