The crude oil market and the gold market: Evidence for cointegration, causality and price discovery
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- Yue-Jun Zhang & Yi-Ming Wei, 2009. "The crude oil market and the gold market: Evidence for cointegration, causality and price discovery," CEEP-BIT Working Papers 5, Center for Energy and Environmental Policy Research (CEEP), Beijing Institute of Technology.
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More about this item
KeywordsCrude oil market Gold market Granger causality Permanent transitory model Information Share model Price discovery;
- Q58 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Environmental Economics - - - Environmental Economics: Government Policy
- Q43 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Energy and the Macroeconomy
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