We investigate whether proxies for mood play a role in the pricing of gold, silver, platinum and palladium. Using …

The commodity market has been becoming one of the main popular segments of the financial markets among individual and … institutional investors in recent years. Likely to the equity market, the problem of anomalies in the commodities market is becoming …, the day-of-the week and weekend effects of the precious metal markets quoted on the London Metal Exchange for gold, silver …

silver. We provide evidence that it is difficult to beat the benchmark model of Corsi (2009) using univariate models and that …

For evaluating the commodity market there are many different indicators. Many investors use the current level to buy … gold and silver. After all, the two key note precious metals at the lowest level since 2010 - at least in dollar terms. The … cannot be so captured. The price of silver remains struck. In the area of 16 dollars per ounce, although a slight slowdown …

This paper analyzes the long-run relationship between gold and silver prices. We closely follow Escribano and Granger … crises for the relationship between gold and silver prices. We find clear evidence for a co-integration relationship between … gold and silver with gold prices driving the relationship. The analysis also indicates that the results are influenced by …