The crude oil market and the gold market: Evidence for cointegration, causality and price discovery
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- Zhang, Yue-Jun & Wei, Yi-Ming, 2010. "The crude oil market and the gold market: Evidence for cointegration, causality and price discovery," Resources Policy, Elsevier, vol. 35(3), pages 168-177, September.
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More about this item
KeywordsCrude oil market; Gold market; Granger causality; Permanent Transitory model; Information Share model; Price discovery;
All these keywords.
- 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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