conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily …, volatility integration has a larger and long-term impact. Therefore, the study endorses the views that gold, crude oil and IR …Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the …

between the returns of copper, gas, gold, and crude oil futures, and Bitcoin. We use a rolling window method to calculate one …-step-ahead time-varying optimal hedge ratios and evaluate hedging performance. The empirical results show that gas and gold have hedge …