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ArticleNonlinear causality between oil and precious metals

Melike Elif Bildirici2015

Article2015

Nonlinear causality between oil and precious metals

Melike Elif Bildirici · Ceren Türkmen

194 citations·0/0 files stored·Resources Policy

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1987Co-Integration and Error Correction: Representation, Estimation, and Testing 1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 2001Bounds testing approaches to the analysis of level relationships 2012An Autoregressive Distributed-Lag Modelling Approach to Cointegration Analysis 2014Modelling Asymmetric Cointegration and Dynamic Multipliers in a Nonlinear ARDL Framework 1996A test for independence based on the correlation dimension 1994Testing for Linear and Nonlinear Granger Causality in the Stock Price- Volume Relation 2006A new statistic and practical guidelines for nonparametric Granger causality testing

Cited by

2019Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals 2019Asymmetric impact of oil prices on exchange rate and stock prices 2020Examining the asymmetric effects of globalization and tourism on pollution emissions in South Asia 2019Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1 2017

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Year2015

Typearticle

Published2015-10-20

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations194

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.resourpol.2015.09.002

openalex_workW1812809682

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On the nonlinear relation between crude oil and gold

2021Oil price shocks and the return and volatility spillover between industrial and precious metals

2018Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach

2020Do Tense Geopolitical Factors Drive Crude Oil Prices?