GoldNARDLIndia•We examine the causal linear and nonlinear relations between oil and gold prices.•Oil prices linearly Granger cause gold prices in both short- and long-run.•Significant feedback nonlinear causality runs between oil and gold prices.•Positive shock in oil prices has more ...
棉花期货;上市公司股价:关联关系:误差修正模型;Granger因果检验F323.7A0517 -6611 2011 22 - 13785 -04Dynamic Relation Mechanism Between Cotton Futures Price and Related Listed Companies Stock PriceLIU Peng国家社科基金项目 06BTQ017 资助。刘鹏(1985 -) 男,江西南昌人,博士,从事金融工程方面的研究 E-mail:...
Nanotechnology was utilized to increase the solubility and efficacy of natural plants. Chitosan is a widely used polymer in drug delivery compounds with an acceptable safety profile [13,14,15]. Although some research has been carried out on gold nanoparticle synthesis using the bark and leave extra...
Inflammation-modulating nutrients and inflammatory markers are established cancer risk factors, however, evidence regarding the association between post-diagnosis diet-associated inflammation and breast cancer survival is relatively sparse. We aimed to examine the association between post-diagnosis dietary inflam...
On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy MarketsCovid-19Crude oilImplied volatility indexGoldSilverUncertaintyFear of the disease outbreak news (DONs) has shocked commodity markets and raised the likelihood of economic uncertainty and ...
Gold futures volatilityBy employing a continuous time multi‐factor stochastic volatility model, the dynamic relation between returns and volatility in the commodity futures markets is analyzed. The model is estimated by using an extensive database of gold and crude oil futures and futures options. A...
By employing a continuous time multi‐factor stochastic volatility model, the dynamic relation between returns and volatility in the commodity futures markets is analyzed. The model is estimated by using an extensive database of gold and crude oil futures and futures options. A positive relation in...
By employing a continuous time multi-factor stochastic volatility model, the dynamic relation between returns and volatility in the commodity futures markets is analyzed. The model is estimated by using an extensive database of gold and crude oil futures and futures options. A positive relation in ...
2. Data and Methodology 2.1. Data This study employs four futures contracts to examine the depth and spread behavior of these contracts. The futures contracts are the light sweet crude oil (WTI), euro/U.S. dollar, yen/U.S. dollar, and gold futures, and therefore provide a range of cont...
2. Data and Methodology 2.1. Data This study employs four futures contracts to examine the depth and spread behavior of these contracts. The futures contracts are the light sweet crude oil (WTI), euro/U.S. dollar, yen/U.S. dollar, and gold futures, and therefore provide a range of cont...