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Nonlinear causality between oil and precious metals

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References

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1999Booms and Slumps in World Commodity Prices314 cited

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2012

What drives housing price dynamics in Greece: New evidence from asymmetric ARDL cointegration

292 cited

1997A single-blind controlled competition among tests for nonlinearity and chaos248 cited

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2018Supply and demand driven oil price changes and their non-linear impact on precious metal returns: A Markov regime switching approach122 cited
2020Do Tense Geopolitical Factors Drive Crude Oil Prices?113 cited
2017Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity110 cited
2020Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?109 cited
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2019U.S. uncertainty and Asian stock prices: Evidence from the asymmetric NARDL model103 cited
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2018Oil Prices and Chinese Stock Market: Nonlinear Causality and Volatility Persistence93 cited
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