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The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
In: Resources Policy.
RePEc:eee:jrpoli:v:35:y:2010:i:3:p:168-177.

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  2. Economic policy uncertainty and natural resources commodity prices: A comparative analysis of pre- and post-pandemic quantile trends in China. (2024). Zhang, Chunguang ; Du, HE.
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  3. A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries. (2023). Fikru, Mahelet ; Kisswani, Khalid M.
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  4. Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta.
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  5. Roling-window bounds testing approach to analyze the relationship between oil prices and metal prices. (2023). Shahbaz, Muhammad ; Mubarak, Muhammad Shujaat ; Ul, Asad.
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  6. Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir.
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  7. Casting shadows on natural resource commodity markets: Unraveling the quantile dilemma of gold and crude oil prices. (2023). Soytas, Ugur ; Mugheri, Adil ; Luqman, Muhammad ; Ahmad, Najid.
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  8. Linear and nonlinear asymmetric relationship in crude oil, gold, stock market and exchange rates: An evidence from the UAE. (2023). Ray, Subhajyoti.
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  12. Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur.
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  16. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. (2022). Vo, Xuan Vinh ; Alobaloke, Kafayat ; Adesina, Ayobami O ; Ogbonna, Ahamuefula E ; Yaya, Olaoluwa S.
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  17. Forecasting the Crude Oil Spot Price with Bayesian Symbolic Regression. (2022). Drachal, Krzysztof.
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  20. Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework. (2022). Zhong, Meirui ; Chen, Jinyu ; Dong, Xuesong ; Huang, Jianbai.
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  21. Asymmetric cyclical connectedness on the commodity markets: Further insights from bull and bear markets. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad.
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  22. Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management. (2022). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid ; Alomari, Mohammad.
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  24. Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses. (2022). YAYA, OLAOLUWA ; Ogbonna, Ahamuefula ; Vo, Xuan Vinh ; Alobaloke, Kafayat A ; Adesina, Oluwaseun A.
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  25. Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Han, Lingyu ; Liang, Ruibin ; Cao, Yan ; Cheng, Sheng ; Jiang, Qisheng.
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  26. Public attention, oil and gold markets during the COVID-19: Evidence from time-frequency analysis. (2022). Yuan, DI ; Lv, Yixue ; Xu, Qiufan ; Li, Sufang.
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  27. The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak. (2022). Chen, Yunfei ; Jiang, Wei.
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  28. The effects of COVID-19 on the interrelationship among oil prices, stock prices and exchange rates in selected oil exporting economies. (2022). Kumeka, Terver ; David-Wayas, Maria Onyinye ; Uzoma-Nwosu, Damian Chidozie.
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  30. Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS. (2022). Lee, Chien-Chiang ; Liu, Min.
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  32. Rolling, recursive evolving and asymmetric causality between crude oil and gold prices: Evidence from an emerging market. (2022). Rajderkar, Nilay Pradeep ; Kennet, Joushita J ; Renganathan, Jayashree ; Ghate, Kshitish ; Mishra, Aswini Kumar.
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  33. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya.
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  34. Gold as a financial instrument. (2022). Tan, David ; Shi, Shuping ; Gomis-Porqueras, Pedro.
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  35. Do precious metals hedge crude oil volatility jumps?. (2022). Basu, Sankarshan ; Kumar, Surya Bhushan ; Bhatia, Vaneet ; Das, Debojyoti.
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  36. Commodity markets dynamics: What do cross-commodities over different nearest-to-maturities tell us?. (2022). Ben Amar, Amine ; Goutte, Stephane ; Isleimeyyeh, Mohammad ; Benkraiem, Ramzi.
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  37. Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr.
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  38. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros.
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  39. Volatility Spillover Effects among Gold, Oil and Stock Markets: Empirical Evidence from the G7 Countries. (2022). Viswanathan, T ; Kannadas, S.
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  41. Forecasting volatility of crude oil futures using a GARCH–RNN hybrid approach. (2021). Verma, Sauraj.
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  42. Quantile causality and dependence between crude oil and precious metal prices. (2021). Shahbaz, Muhammad ; Reboredo, Juan C ; Chaudhry, Sajid M ; Shafiullah, Muhammad.
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  43. Exploring the dynamic price discovery, risk transfer and spillover among INE, WTI and Brent crude oil futures markets: Evidence from the high?frequency data. (2021). Ma, Shujiao ; Zhang, Yuejun.
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  44. The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhang, Bing ; Zhao, Yancai ; Gao, Ruzhao.
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  46. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
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  53. Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic. (2021). Alshami, Abdullah ; Elgammal, Mohammed M.
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  77. Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Ur, Mobeen ; Mensi, Walid.
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  78. The hedging effectiveness of industrial metals against different oil shocks: Evidence from the four newly developed oil shocks datasets. (2020). Oliyide, Johnson ; Adekoya, Oluwasegun B.
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  79. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Ajmi, Ahdi Noomen ; Youssef, Manel ; Hammoudeh, Shawkat ; Mokni, Khaled.
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  80. Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari.
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  81. Time-varying network analysis of fluctuations between crude oil and Chinese and U.S. gold prices in different periods. (2020). Dong, Zhiliang ; Li, Panpan.
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  82. The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry. (2020). Oxley, Les ; Corbet, Shaen ; Hu, Yang ; Hou, Yang.
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  83. Multi-scale dependence structure and risk contagion between oil, gold, and US exchange rate: A wavelet-based vine-copula approach. (2020). Zhou, Dequn ; Zha, Donglan ; Wang, Qunwei ; Dai, Xingyu.
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  84. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C.
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  85. Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications. (2020). Dash, Saumya Ranjan ; Guhathakurta, Kousik ; Maitra, Debasish.
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  86. The economic and financial properties of crude oil: A review. (2020). Auer, Benjamin R ; Lang, Korbinian.
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  87. Cross market predictions for commodity prices. (2020). Zhang, Yongmin ; Ding, Shusheng.
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  88. The Impact of Oil and Gold Prices Shock on Tehran Stock Exchange: A Copula Approach. (2020). Payandeh, Amir ; Ofoghi, Reza ; Qazvini, Marjan.
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  90. Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed.
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  91. Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model.. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed.
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  92. Gold and oil prices: stable or unstable long-run relationship. (2019). Bassil, Charbel ; Mardini, Patrick ; Hamadi, Hassan.
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  93. Structural Changes of the 21st Century and their Impact on the Gold Price. (2019). Singogo, Fwasa K ; Kaulihowa, Teresa ; Grynberg, Roman.
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  94. Oil Price Fluctuation, Gold Returns and Inflationary Pressure: An Empirical Analysis Using Cointegration Approach. (2019). Naser, Hanan.
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  95. Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C.
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  96. Predicting Volatility and Dynamic Relation Between Stock Market, Exchange Rate and Select Commodities. (2019). Roy, Preeti ; Siddiqui, Saif.
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  97. Revisiting the effects of oil prices on exchange rate: asymmetric evidence from the ASEAN-5 countries. (2019). Kisswani, Khalid ; Harraf, Arezou.
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  98. A Study on Global Investors’ Criteria for Investment in the Local Currency Bond Markets Using AHP Methods: The Case of the Republic of Korea. (2019). Park, Minjae ; Jang, Jaeyoung.
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  99. The Co-Movement and Asymmetry between Energy and Grain Prices: Evidence from the Crude Oil and Corn Markets. (2019). Chen, Zhan-Ming ; Wang, Liyuan ; Zheng, Xinye ; Zhang, Xiao-Bing.
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  100. Asymmetric impact of oil prices on exchange rate and stock prices. (2019). Kumar, Satish.
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  101. Exploring the time and frequency domain connectedness of oil prices and metal prices. (2019). Tiwari, Aviral ; solarin, sakiru ; Nasreen, Samia ; Umar, Zaghum.
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  102. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Shahbaz, Muhammad ; Husain, Shaiara ; Sohag, Kazi.
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  103. Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model. (2019). Civcir, Ä°rfan ; Akkoc, Ugur.
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  104. Spillovers from oil to precious metals: Quantile approaches. (2019). Ur, Mobeen ; Hussain, Syed Jawad ; Jammazi, Rania.
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  105. The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ordu-Akkaya, Beyza Mina ; Ugurlu-Yildirim, Ecenur.
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  106. Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico. (2019). Biswal, Pratap Chandra ; Choudhary, Sangita ; Singhal, Shelly .
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  107. On the conditional dependence structure between oil, gold and USD exchange rates: Nested copula based GJR-GARCH model. (2019). Guesmi, Khaled ; Chevallier, Julien ; Braiek, Sana ; Bedoui, Rihab.
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  108. Time-varying risk aversion and realized gold volatility. (2019). GUPTA, RANGAN ; Demirer, Riza ; Pierdzioch, Christian ; Gkillas, Konstantinos.
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  109. The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi.
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  110. Measuring Success: Does Predictive Ability of an Asset Price Rest in Memory? Insights from a New Approach. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed.
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  111. Memory that Drives! New Insights into Forecasting Performance of Stock Prices from SEMIFARMA-AEGAS Model. (2019). Mishra, Tapas ; DIEBOLT, Claude ; Chikhi, Mohamed.
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  112. EMPIRICAL ANALYSIS OF THE RELATIONSHIP BETWEEN OIL AND PRECIOUS METALS MARKETS. (2018). Mokni, Khaled.
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  113. The importance of global economic policy uncertainty in predicting gold futures market volatility: A GARCH‐MIDAS approach. (2018). Chen, Baizhu ; Fang, Libing ; Qian, Yichuo ; Yu, Honghai.
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  114. Interaction between oil and US dollar exchange rate: nonlinear causality, time-varying influence and structural breaks in volatility. (2018). Xia, Xiao-Hua ; Huang, Chuangxia ; Xiao, Jihong ; Wen, Fenghua.
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  115. Cointegration and Causality among Dollar, Oil, Gold and Sensex across Global Financial Crisis. (2018). .
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  116. Do global oil price shocks affect Indian metal market?. (2018). Kaushik, Nikhil.
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  117. Time-varying and asymmetric effects of the oil-specific demand shock on investor sentiment. (2018). Zhou, Fangzhao ; He, Zhifang.
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  118. Does the Federal Constitutional Court Ruling Mean the German Financial Market is Efficient?. (2018). Fakhry, Bachar ; Richter, Christian.
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  119. The Relationship Between Prices of Various Metals, Oil and Scarcity. (2018). Máté, Domicián ; Olah, Judit ; Popp, Jozsef ; Mate, Domician ; Lakner, Zoltan ; Fekete, Maria Farkas.
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  120. Assessing the relevance of individual characteristics for the structure of similarity networks in new social strata in Shanghai. (2018). Wang, Luo-Qing ; Xu, Yong-Xiang.
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  121. Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold. (2018). Junttila, Juha ; Raatikainen, Juhani ; Pesonen, Juho.
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  122. Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle.
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  123. Investor sentiment and the price of oil. (2018). Qadan, Mahmoud ; Nama, Hazar.
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  124. Financial risk network architecture of energy firms. (2018). Uribe, Jorge ; Manotas, Diego ; Restrepo, Natalia .
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  125. International and Macroeconomic Determinants of Oil Price: Evidence from Gulf Cooperation Council Countries. (2018). Albaity, Mohamed ; Mustafa, Hasan.
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  126. MODELING NONLINEAR GRANGER CAUSALITY AND CO-INTEGRATION BETWEEN GOLD PRICE RETURNS AND CRUDE OIL PRICE RETURNS. (2018). Rafi, Syed ; Tariq, Muhammad ; Ahmad, Nawaz.
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  127. Multi-Scale Volatility Feature Analysis and Prediction of Gold Price. (2017). Wen, Fenghua ; Lai, Kin Keung ; Gong, XU ; Yang, Xin.
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  128. Dependence between oil and commodities markets using time-varying Archimedean copulas and effectiveness of hedging strategies. (2017). GHORBEL, Ahmed ; Jarboui, Anis ; Hamma, Wajdi.
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  129. The contribution of nuclear energy to economic growth in France: short and long run. (2017). Nasreen, Samia ; Ben Mbarek, Mounir ; Feki, Rochdi.
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  130. TIME VARYING CAUSALITY BETWEEN GOLD AND OIL PRICES. (2017). Tuna, Gulfen .
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  131. Does Inflation Cause Gold Market Price Changes? Evidence on the G7 Countries from the Tests of Nonparametric Quantile Causality in Mean and Variance. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Gunes, Serkan .
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  132. Does Oil Predict Gold? A Nonparametric Causality-in-Quantiles Approach. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet.
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  133. Mixed-frequency Drivers of Precious Metal Prices. (2017). Liberda, Matj.
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  134. Volatility and Causality in Strategic Commodities: Characteristics, Myth and Evidence. (2017). Hamori, Shigeyuki ; Fang, Zheng ; Chang, Youngho.
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  135. Construction of Commodity Portfolio and Its Hedge Effectiveness Gauging – Revisiting DCC Models. (2017). Mirovic, Vera ; Njegic, Jovan ; Zivkov, Dejan.
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  136. Does Inflation Cause Gold Prices? Evidence from G7 Countries. (2017). Shahbaz, Muhammad ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Gunes, Serkan .
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  137. Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee.
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  138. The synchronized and exceptional price performance of oil and gold: Explanations and prospects. (2017). Aguilera, Roberto F ; Radetzki, Marian.
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  139. Time series analysis of co-movements in the prices of gold and oil: Fractional cointegration approach. (2017). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Awe, Olushina.
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  140. Dynamics of crude oil and gold price post 2008 global financial crisis – New evidence from threshold vector error-correction model. (2017). Kanjilal, Kakali ; Ghosh, Sajal .
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  141. Does oil predict gold? A nonparametric causality-in-quantiles approach. (2017). Shahbaz, Muhammad ; Balcilar, Mehmet ; Ozdemir, Zeynel Abidin.
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  142. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul .
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  143. Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries. (2017). Tziogkidis, Panagiotis ; Awartani, Basel ; Maghyereh, Aktham I.
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  144. Is the price of gold to gold mining stocks asymmetric?. (2017). Batten, Jonathan ; Lucey, Brian M ; Kosedag, Arman ; Ciner, Cetin .
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  145. Evaluation of Gold Market in India and its Price Determinants. (2017). Tiwari, Aviral ; Seshaiah, Venkata S.
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  146. Risk assessment of oil price from static and dynamic modelling approaches. (2017). Wei, Yi-Ming ; Tang, Bao-Jun ; Mi, Zhifu ; Guan, Dabo ; Cao, Hong ; Yu, Hao ; Cong, Rong-Gang.
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  147. Diversification in Crude Oil and Other Commodities: A Comparative Analysis. (2016). Masih, Abul ; Mohammed, Abul Mansur ; Abdullah, Ahmad Monir .
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  148. Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee.
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  149. Linkages between Gold Futures Traded in Indian Commodity Futures Market and International Commodity Futures Market. (2016). Sinha, Pankaj ; Mathur, Kritika .
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  150. Oil, Gold, US dollar and Stock market interdependencies: A global analytical insight. (2016). Ben Rejeb, Aymen ; Arfaoui, Mongi .
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  151. The relationship between the prices of gold and oil and macroeconomic variables: Malaysian evidence. (2016). Masih, Abul ; Abidin, Tengku.
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  152. The Volatility of Oil Prices: What Factors?. (2016). Algia, Hammami ; Abdelfatteh, Bouri .
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  153. Does the value of US dollar matter with the price of oil and gold? A dynamic analysis from time–frequency space. (2016). Lin, Fu-Lai ; Yang, Sheng-Yung ; Chen, Yu-Fen .
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  154. Gold, oil, and stocks: Dynamic correlations. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even ; Barunik, Jozef.
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  155. The exceedance and cross-correlations between the gold spot and futures markets. (2016). Jiang, Wei ; Ruan, Qingsong ; Huang, Ying.
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  156. Explaining commodity prices through asymmetric oil shocks: Evidence from nonlinear models. (2016). Rafiq, Shuddhasattwa ; Bloch, Harry.
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  157. Dynamics between strategic commodities and financial variables: Evidence from Japan. (2016). LE, Thai-Ha ; Chang, Youngho.
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  158. Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. (2016). YAYA, OLAOLUWA ; Udomboso, Christopher G ; Tumala, Mohammed M.
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    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:273-281.

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  16. Mind the gap: Psychological barriers in gold and silver prices. (2016). O'Connor, Fergal A.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:17:y:2016:i:c:p:135-140.

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  17. Psychological barriers in oil futures markets. (2016). Dowling, Michael ; Lucey, Brian M ; Cummins, Mark.
    In: Energy Economics.
    RePEc:eee:eneeco:v:53:y:2016:i:c:p:293-304.

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  18. Invisible walls: Do psychological barriers really exist in stock index levels?. (2016). Woodhouse, Sam Alan ; Kumar, Kuldeep ; Bhattacharya, Sukanto ; Singh, Harminder.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:36:y:2016:i:c:p:267-278.

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  19. Oil price forecasting using gene expression programming and artificial neural networks. (2016). Mostafa, Mohamed M ; El-Masry, Ahmed A.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:54:y:2016:i:c:p:40-53.

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  20. An empirical analysis of the relationships between crude oil, gold and stock markets. (2016). Rojas, Omar ; Coronado, Semei ; Jim, Rebeca .
    In: Papers.
    RePEc:arx:papers:1510.07599.

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  21. Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Working Paper series.
    RePEc:rim:rimwps:15-02.

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  22. The Financial Economics of Gold - a survey. (2015). Batten, Jonathan ; O'Connor, Fergal ; Baur, Dirk ; Lucey, Brian.
    In: MPRA Paper.
    RePEc:pra:mprapa:65484.

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  23. Are Gold and Silver a Hedge against Inflation? A Two Century Perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Discussion Paper Series.
    RePEc:mcd:mcddps:2015_03.

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  24. Tracking exchange rate management in Latin America. (2015). Carrera, Cesar.
    In: Review of Financial Economics.
    RePEc:eee:revfin:v:25:y:2015:i:c:p:35-41.

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  25. Behavioral influences in non-ferrous metals prices. (2015). Cummins, Mark ; Lucey, Brian M ; Dowling, Michael.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:9-22.

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  26. Are gold and silver a hedge against inflation? A two century perspective. (2015). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:267-276.

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  27. The financial economics of gold — A survey. (2015). Batten, Jonathan ; Baur, Dirk G ; Lucey, Brian M ; O'Connor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:186-205.

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  28. Gold, Oil, and Stocks: Dynamic Correlations. (2015). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_5333.

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  29. Tracking the Exchange Rate Management in Latin America. (2015). Carrera, Cesar.
    In: Working Papers.
    RePEc:apc:wpaper:2015-028.

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  30. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Koenda, Even.
    In: FinMaP-Working Papers.
    RePEc:zbw:fmpwps:14.

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  31. Gold markets around the world - who spills over what, to whom, when?. (2014). Lucey, Brian M. ; O'Connor, Fergal ; Larkin, Charles.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:21:y:2014:i:13:p:887-892.

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  32. Tracking the Exchange Rate Management in Latin America. (2014). Carrera, Cesar.
    In: Working Papers.
    RePEc:rbp:wpaper:2014-020.

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  33. Rationality in Precious Metals Forward Markets: Evidence of Behavioural Deviations in the Gold Markets. (2014). Aggarwal, Raj ; Lucey, Brian M. ; O'Connor, Fergal A..
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp462.

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  34. Behavioral Influences in Non-Ferrous Metals Prices. (2014). Lucey, Brian M. ; Dowling, Michael M. ; Cummins, Mark.
    In: The Institute for International Integration Studies Discussion Paper Series.
    RePEc:iis:dispap:iiisdp459.

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  35. Gold, Oil, and Stocks. (2014). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
    In: Papers.
    RePEc:arx:papers:1308.0210.

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  36. Testing for causality between the gold return and stock market performance: evidence for ‘gold investment in case of emergency’. (2013). Miyazaki, Takashi ; Hamori, Shigeyuki.
    In: Applied Financial Economics.
    RePEc:taf:apfiec:v:23:y:2013:i:1:p:27-40.

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  37. The Impact of Oil Prices on Sectoral Returns: An Empirical Analysis from Borsa Istanbul. (2013). demiralay, sercan ; Gencer, Gaye .
    In: EY International Congress on Economics I (EYC2013), October 24-25, 2013, Ankara, Turkey.
    RePEc:eyd:cp2013:245.

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  38. The autumn effect of gold. (2013). Baur, Dirk.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:27:y:2013:i:1:p:1-11.

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  39. Portfolioallokation: Einbezug verschiedener Assetklassen. (2012). Herz, Christian ; Zwick, Tobias ; Will, Sebastian ; Wolf, Niko J. ; Neunert, Daniela .
    In: Bayreuth Working Papers on Finance, Accounting and Taxation (FAcT-Papers).
    RePEc:zbw:bayfat:201201.

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  40. Investor attention, psychological anchors, and stock return predictability. (2012). Yu, Jianfeng ; Li, Jun.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:104:y:2012:i:2:p:401-419.

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  41. Clustering in crude oil prices and the target pricing zone hypothesis. (2012). Bharati, Rakesh ; Kaminski, Vincent ; Crain, Susan J..
    In: Energy Economics.
    RePEc:eee:eneeco:v:34:y:2012:i:4:p:1115-1123.

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  42. Is there co-movement of agricultural commodities futures prices and crude oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4971-4984.

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  43. Is There Co-Movement of Agricultural Commodities Futures Prices and Crude Oil?. (2011). McKenzie, Andrew M. ; Natanelov, Valeri ; Alam, Mohammad J. ; van Huylenbroeck, Guido.
    In: 2011 International Congress, August 30-September 2, 2011, Zurich, Switzerland.
    RePEc:ags:eaae11:114626.

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  44. Lunar seasonality in precious metal returns?. (2010). lucey, brian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:9:p:835-838.

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  45. Benfords Law and psychological barriers in certain eBay auctions. (2010). Giles, David ; Lu, Ocean Fan.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:17:y:2010:i:10:p:1005-1008.

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  46. An overview of global gold market and gold price forecasting. (2010). Topal, Erkan ; Shafiee, Shahriar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:178-189.

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  47. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2010). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:35:y:2010:i:3:p:168-177.

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  48. .

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  49. Psychological barriers in European stock markets: Where are they?. (2009). Klein, Christian ; Dorfleitner, Gregor.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:19:y:2009:i:3:p:268-285.

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  50. The crude oil market and the gold market: Evidence for cointegration, causality and price discovery. (2009). Zhang, Yue-Jun ; Wei, Yi-Ming.
    In: CEEP-BIT Working Papers.
    RePEc:biw:wpaper:5.

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