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Three hypotheses are tested: (1) the price of gold fluctuates with changes in oil pricing; (2) the effect of gold and oil pricing has been constructive throughout the 4 recent times of crisis; and (3) the COVID-19 crisis is unique.
- The crude oil market and the gold market: Evidence for cointegration ...
Given that the gold market and the crude oil market are the...
- The crude oil market and the gold market: Evidence for cointegration ...
INTRODUCTION. The crude oil and gold markets are the main representatives of the large commodity mar-kets and seem to drive the price of other commodities (see Sari et al., 2010). On the one hand, gold is the leader in the precious metal markets and is considered as an investment asset.
1 Ιαν 2011 · This paper intends to explore the volatility transmission amid crude oil price and the gold price in India employing BEKK-GARCH, CCC-GARCH, and DCC-GARCH model.
16 Μαρ 2024 · Understanding the intricate relationship between crude oil and gold becomes imperative due to their substantial influence on the markets. The exploration of this gold-oil interplay promises novel insights into the functioning of global financial markets.
1 Σεπ 2010 · Given that the gold market and the crude oil market are the main representatives of the large commodity markets, it is of crucial practical significance to analyze their cointegration relationship and causality, and investigate their respective contribution, from the perspective of price discovery, to the common price trend so as to interpret ...
1 Ιουν 2021 · The results show that the shocks of crude oil returns and VIX have the positive effect on gold price returns, the shocks of the US dollar index have the negative effect on gold price returns. And the fluctuation of gold price returns mainly depends on crude oil price returns shocks.
1 Δεκ 2015 · We examine the causal relationship between crude oil and gold spot prices before and after the recent financial crisis. In the pre-crisis period, causality is linear and unidirectional, running from oil to gold. In the post-crisis period, a bidirectional nonlinear causality relationship emerges.
