Behmiri, Niaz Bashiri; Manera, Matteo - 2015
This study investigates the price volatility of metals, using the GARCH and GJR models. First we examine the … estimate the effects of oil price shocks on the price volatility of metals, allowing for the asymmetric responses. We use daily … spot prices for the selected metals, including aluminum, copper, lead, nickel, tin, zinc, gold, silver, palladium and …