models – to high-frequency data to predict the one-day forward volatilities of two strategically linked commodities, gold and … silver. We provide evidence that it is difficult to beat the benchmark model of Corsi (2009) using univariate models and that …

volatility forecasts of COMEX gold and silver futures markets. The in-sample results demonstrate the significant impacts of … whether cryptocurrency market uncertainties can help to explain and forecast volatilities in precious metal markets. By using …