Concepedia

Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching

Sheng Cheng, Lingyu Han, Cao Yan, Qisheng Jiang, Ruibin Liang

Resources Policy · 2022 · 20 citations · 77 references

DOI

Concepts

References

77

Measuring Geopolitical Risk

Dario Caldara, Matteo Iacoviello · American Economic Review · 2022 · 3.2K citations

, , +17

Generating random correlation matrices based on vines and extended onion method

Daniel Lewandowski, Dorota Kurowicka, Harry Joe · Journal of Multivariate Analysis · 2009 · 1.1K citations

, , +9

Testing for two-regime threshold cointegration in vector error-correction models

Bruce E. Hansen, Byeongseon Seo · Journal of Econometrics · 2002 · 849 citations

, , +4

Dynamics of oil price, precious metal prices, and exchange rate

Shawkat Hammoudeh, Uğur Soytaş · Energy Economics · 2009 · 504 citations · Full text

, , +16

The crude oil market and the gold market: Evidence for cointegration, causality and price discovery

Yue‐Jun Zhang, Yi‐Ming Wei · Resources Policy · 2010 · 408 citations

, , +16