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metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …
Persistent link: https://www.econbiz.de/10012427825
.01.1997-31.12.2014. Calculations presented in this paper indicate the absence of the monthly effect on gold, silver, platinum, copper markets but …, the day-of-the week and weekend effects of the precious metal markets quoted on the London Metal Exchange for gold, silver … effect for any of the studied metal markets was not observed but the weekend effect was registered on the gold and copper …
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This paper seeks to investigate the time-varying conditional correlations to the crude oil futures contract returns and the private Credit Default Swap market returns of Germany and France. We employ a dynamic conditional correlation (DCC) Generalized Auto Regressive Conditional...
Persistent link: https://www.econbiz.de/10013228882
assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …
Persistent link: https://www.econbiz.de/10010407524
Commodities have attracted considerable interest as a financial investment in recent years. This article discusses the factors behind their growing appeal and assesses the extent to which market characteristics, such as price volatility, have changed as a result. The feature concludes that...
Persistent link: https://www.econbiz.de/10013094773
fisheries in order to estimate support and related market distortions in the aluminium value chain. Results show that non …-market forces, and government support in particular, appear to explain some of the recent increases in aluminium-smelting capacity …. While government support is commonly found throughout the aluminium value chain, it is especially heavy in the People …
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