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Contagion in futures metal markets during the recent global financial crisis : evidence from Gold, Silver, Copper, Zinc and Aluminium
Tsiaras, Konstantinos - In: Spoudai : journal of economics and business 70 (2020) 3/4, pp. 42-55
metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …
Persistent link: https://www.econbiz.de/10012427825
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Hedging Bitcoin with Commodity Futures : An Analysis with Copper, Gas, Gold, and Crude Oil Futures
Joo, Young C.; Park, Sung Y. - 2023
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 …
Persistent link: https://www.econbiz.de/10014254600
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Financial Investors and Commodity Markets
Domanski, Dietrich - 2013
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
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Analysis of Selected Seasonality Effects in the Following Metal Markets : Gold, Silver, Platinum, Palladium and Copper
Borowski, Krzysztof - 2015
.01.1997-31.12.2014. Calculations presented in this paper indicate the absence of the monthly effect on gold, silver, platinum, copper markets but … effect for any of the studied metal markets was not observed but the weekend effect was registered on the gold and copper …, the day-of-the week and weekend effects of the precious metal markets quoted on the London Metal Exchange for gold, silver …
Persistent link: https://www.econbiz.de/10013023830
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Contagion in Futures Metal Markets during the Recent Global Financial Crisis : Evidence from Gold, Silver, Copper, Zinc and Aluminium
Tsiaras, Konstantinos - 2021
metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …
Persistent link: https://www.econbiz.de/10013228879
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Deutschlands verborgene Rohstoffe : Kupfer, Gold und Seltene Erden
Seidler, Christoph - 2012
Der Spiegel-Wissenschaftsjournalist beschäftigte sich schon in "Arktisches Monopoly" (BA 8/09) mit der weltweiten Rohstoffkrise, die in der Aufsatzsammlung "Im Fokus: Bodenschätze" (ID-B 8/12) verständlich und in "Energie und Rohstoffe" (ID-G 40/11) anspruchsvoll analysiert wird. Jetzt geht...
Persistent link: https://www.econbiz.de/10014011109
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Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Joo, Young C.; Park, Sung Y. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-11
Persistent link: https://www.econbiz.de/10014534817
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Lévy processes in gold option modeling
Kumari, Sandya N. - In: International journal of economics and finance 12 (2020) 2, pp. 65-81
Persistent link: https://www.econbiz.de/10012202747
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An empirical investigation of the EOE gold options market
Ball, Clifford A.; Torous, Walter N.; Tschoegl, Adrian E. - In: Journal of banking & finance 9 (1985) 1, pp. 101-113
Persistent link: https://www.econbiz.de/10001863128