Oil and Gold Prices: Correlation or Causation?
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- Turhan, M. Ibrahim & Sensoy, Ahmet & Ozturk, Kevser & Hacihasanoglu, Erk, 2014. "A view to the long-run dynamic relationship between crude oil and the major asset classes," International Review of Economics & Finance, Elsevier, vol. 33(C), pages 286-299.
- Gil-Alana, Luis A. & Yaya, OlaOluwa S. & Awe, Olushina O., 2017. "Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach," Resources Policy, Elsevier, vol. 53(C), pages 117-124.
- Shahbaz, Muhammad & Balcilar, Mehmet & Abidin Ozdemir, Zeynel, 2017.
"Does oil predict gold? A nonparametric causality-in-quantiles approach,"
Resources Policy, Elsevier, vol. 52(C), pages 257-265.
- Shahbaz, Muhammad & Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2017. "Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach," MPRA Paper 77324, University Library of Munich, Germany, revised 05 Mar 2017.
- Kanjilal, Kakali & Ghosh, Sajal, 2017. "Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model," Resources Policy, Elsevier, vol. 52(C), pages 358-365.
- Tiwari, Aviral Kumar & Sahadudheen, I., 2015. "Understanding the nexus between oil and gold," Resources Policy, Elsevier, vol. 46(P2), pages 85-91.
More about this item
Keywordsoil price; gold price; inflation; US dollar index; cointegration;
- E3 - Macroeconomics and Monetary Economics - - Prices, Business Fluctuations, and Cycles
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-CBA-2011-11-07 (Central Banking)
- NEP-CWA-2011-11-07 (Central & Western Asia)
- NEP-ENE-2011-11-07 (Energy Economics)
- NEP-MAC-2011-11-07 (Macroeconomics)
- NEP-SEA-2011-11-07 (South East Asia)
ListsThis item is featured on the following reading lists, Wikipedia, or ReplicationWiki pages:
- 黃金投資 in Wikipedia Chinese ne '')
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