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Forecasting the price of gold

Hassani, Hossein; Silva, Emmanuel Sirimal; Gupta, Rangan; … - In: Applied economics 47 (2015) 37/39, pp. 4141-4152

Persistent link: https://www.econbiz.de/10011294643

The effects of gold, stock markets and geopolitical uncertainty on Bitcoin prices and volatility

Kyriazis, Nikolaos A. - In: Global economy journal : GEJ 20 (2020) 4, pp. 2050020-1-2050020-15

Persistent link: https://www.econbiz.de/10012487485

Fraud and financial markets : the 1997 collapse of the junior mining stocks

Brown, William O.; Burdekin, Richard C. K. - 1999

claims, previously believed to contain the world s largest gold deposit, were shown to be pure fraud. Our event study, based … on market returns for the Vancouver Composite Index and for a portfolio of 59 gold stocks, shows the effects of the Bre …

Persistent link: https://www.econbiz.de/10011568860

Price Discovery and Asymmetric Volatility Spillovers in Indian Spot-Futures Gold Markets

Srinivasan, P.; Ibrahim, P. - In: International Journal of Economic Sciences and Applied … 5 (2012) 3, pp. 65-80

This study attempts to examine the price discovery process and volatility spillovers in Gold futures and spot markets … Bivariate ECM-EGARCH(1,1) model. The empirical result confirms that the spot market of Gold plays a dominant role and serves as … spot market to futures market and the spot market of gold have the capability to expose the all new information through the …

Persistent link: https://www.econbiz.de/10011310237

Monetary effects on oil and gold prices

Gillman, Max; Nakov, Anton - 2008

The paper presents a theory of nominal asset prices for competitively owned oil. Focusing on monetary effects, with flexible oil prices the US dollar oil price should follow the aggregate US price level. But with rigid nominal oil prices, the nominal oil price jumps proportionally to nominal...

Persistent link: https://www.econbiz.de/10010288811