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 …

This paper probes the relationship between geopolitical risks (GPR), WTI oil, and gold prices utilizing the time … the pairs of GPR-WTI, and GPR-gold prices for the full sample period, while the causality between gold and WTI is … unidirectional, running from gold to WTI. Using the rolling causality test, however, the findings show that the dynamic causal …