The relationship between crude oil prices and gold prices. Evidence from mean spillover effect, volatility linkage

      Аннотация: 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.

Ключевые слова: Finances