Precious metals : The fundamental determinants of their price behaviour
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- Robinson, Zurika, 2017. "Sustainability of platinum production in South Africa and the dynamics of commodity pricing," Resources Policy, Elsevier, vol. 51(C), pages 107-114.
- Gil-Alana, Luis A. & Chang, Shinhye & Balcilar, Mehmet & Aye, Goodness C. & Gupta, Rangan, 2015.
"Persistence of precious metal prices: A fractional integration approach with structural breaks,"
Resources Policy, Elsevier, vol. 44(C), pages 57-64.
- Luis A.Gil-Alana & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2014. "Persistence in Precious Metal Prices: A Fractional Integration Approach with Structural Breaks," Working Papers 201458, University of Pretoria, Department of Economics.
- Luis Alberiko Gil-Alaña & Shinhye Chang & Mehmet Balcilar & Goodness C. Aye & Rangan Gupta, 2015. "Persistence of precious metal prices: a fractional integration approach with structural breaks," NCID Working Papers 06/2015, Navarra Center for International Development, University of Navarra.
- Bao, Dun, 2020. "Dynamics and correlation of platinum-group metals spot prices," Resources Policy, Elsevier, vol. 68(C).
- Sheng‐Tun Li & Kuei‐Chen Chiu & Chien‐Chang Wu, 2023. "Apply big data analytics for forecasting the prices of precious metals futures to construct a hedging strategy for industrial material procurement," Managerial and Decision Economics, John Wiley & Sons, Ltd., vol. 44(2), pages 942-959, March.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012.
"Long memory and structural breaks in modeling the return and volatility dynamics of precious metals,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 207-218.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.
- Antonakakis, Nikolaos & Kizys, Renatas, 2015. "Dynamic spillovers between commodity and currency markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 303-319.
- O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015.
"The financial economics of gold — A survey,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
- O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015. "The Financial Economics of Gold - a survey," MPRA Paper 65484, University Library of Munich, Germany.
- Lin, Yu & Liao, Qidong & Lin, Zixiao & Tan, Bin & Yu, Yuanyuan, 2022. "A novel hybrid model integrating modified ensemble empirical mode decomposition and LSTM neural network for multi-step precious metal prices prediction," Resources Policy, Elsevier, vol. 78(C).
- Mehmet Balcilar & Zeynel Abidin Ozdemir, 2018. "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters," Working Papers 15-34, Eastern Mediterranean University, Department of Economics.
- Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
- Dinh, Theu & Goutte, Stéphane & Nguyen, Duc Khuong & Walther, Thomas, 2022.
"Economic drivers of volatility and correlation in precious metal markets,"
Journal of Commodity Markets, Elsevier, vol. 28(C).
- Theu Dinh & Stéphane Goutte & Khuong Nguyen & Thomas Walther, 2022. "Economic drivers of volatility and correlation in precious metal markets," Working Papers halshs-03672469, HAL.
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015.
"Will precious metals shine? A market efficiency perspective,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2015. "Will precious metals shine ? A market efficiency perspective," Post-Print hal-01238706, HAL.
- Gil-Alana, Luis Alberiko & Poza, Carlos, 2024. "Volatility persistence in metal prices," Resources Policy, Elsevier, vol. 88(C).
- Amélie Charles & Olivier Darné & Jae H. Kim, 2014. "Precious metals shine? A market efficiency perspective," Working Papers hal-01010516, HAL.
- N D Uri & R Boyd, 1995. "Scarcity and Growth Revisited," Environment and Planning A, , vol. 27(11), pages 1815-1832, November.
- Maria Immanuvel S & Daniel Lazar, 2022. "Does Volume of Gold Consumption Influence the World Gold Price?," JRFM, MDPI, vol. 15(7), pages 1-14, June.
- Eiji Sawada & Shunsuke Managi, 2014. "Effects of Technological Change on Non-renewable Resource Extraction and Exploration," Journal of Economic Structures, Springer;Pan-Pacific Association of Input-Output Studies (PAPAIOS), vol. 3(1), pages 1-12, December.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
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