Evidence for Chaotic Dependence between US Inflation and Commodity Prices

By Catherine Kyrtsou, W. Labys. 2006

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Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices (2017, unknown): “Motivated by the works of Jain and Ghosh (2013) and Jain and Biswal (2016), we use several econometric tests that include the ARDL Bounds testing approach to co-integration as well as the non-linear asymmetric causality test of Kyrtsou and Labys (2006).”
Nonlinear causality between crude oil price and exchange rate: A comparative study of China and India - A Reassessment (2019, methodology): “of the interdependent variable in the time series (Kyrtsou and Labys, 2006).”
Dynamic linkages among oil price, gold price, exchange rate, and stock market in India (2016, methodology): “Contents lists available at ScienceDirect Resources Policy http://d 0301-42 n Corr E-m pcbiswa journal homepage: www.elsevier.com/locate/resourpol Dynamic linkages among oil price, gold price, exchange rate, and stock market in India Anshul Jain n, P.C. Biswal Accounting and Finance Area, Management”