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The relationship between crude oil prices and gold prices

Evidence from mean spillover effect, volatility linkage

Language EnglishEnglish
Book Paperback
Book The relationship between crude oil prices and gold prices Jinhua Huang
Libristo code: 18176215
Publishers LAP Lambert Academic Publishing, November 2016
Given the popularity of investing in crude oil and gold in past few years, the theoretical and histo... Full description
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33.82 €
66.14  лв
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Given the popularity of investing in crude oil and gold in past few years, the theoretical and historical relationship between the two, and also their significance in the commodity markets, it is important to analyse their relationship in order to support market traders and policy makers in their decision making processes. This book examines the relationship between the gold price and crude oil price from the perspective of mean spill over and volatility linkage in order to interpret the dynamics of the two markets and forecast the volatility of crude oil and gold prices.

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About the book

Full name The relationship between crude oil prices and gold prices
Author Jinhua Huang
Language English
Binding Book - Paperback
Date of issue 2017
Number of pages 88
EAN 9783330346802
Libristo code 18176215
Publishers LAP Lambert Academic Publishing
Weight 149
Dimensions 150 x 220 x 5

Categories

Health, Relationships & Personal development > Self-help & personal development > Law, citizenship & rights for the lay person
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