What moves the gold market

By Jun Cai, Yan-leung Cheung, Michael C. S. Wong. 2001

208 citations recorded by the source corpus.

Subfields: Economics and Econometrics, Finance

View Paper: https://www.semanticscholar.org/paper/fb07759f023f987bbb442bf34aa2b874dad8556c

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Citations in the corpus

Psychological Barriers in Gold Prices (2007, background): “In the case of gold, much research (see for example Cai et al., 2001; Ciner, 2001; Davidson, Faff, & Hillier, 2003; Escribano & Granger, 1998; Faff & Hillier, 2004) has identified factors that influence the market, notably silver returns, inflation and inflation expectations, the dollar exchange…”
The impact of macroeconomic news on Bitcoin returns (2020, unknown): “Using high-frequency intraday returns volatility data, Cai et al. [2001] examine intraday patterns, volatility persistence and announcement eﬀects in the gold futures market.”
Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests (2015, background): “Besides stock markets, the relationship between interest rates and gold has also been explored by a number of papers, such as Koutsoyiannis (1983), Diba and Grossman (1984), Fortune (1987), and Cai et al. (2001), among others.”
Impact of macroeconomic news on metal futures (2012, methodology): “Cai et al. (2001) provide a detailed characterization of return volatility in gold futures using 5- min returns between 1994 and 1997.”
Gold and oil futures markets: Are markets efficient? (2010, unknown): “Cai et al. (2001) consider the determinants of intraday return volatility in gold futures contracts and find that of the 23 US macroeconomic announcements, employment reports, GDP, CPI, and personal income have large impacts on gold returns volatility.”
The Financial Economics of Gold – A Survey (2015, methodology): “Cai et al. (2001) examine US news announcements on gold volatility using intraday COMEX data between 1994 and 1997.”
Persistence of precious metal prices: A fractional integration approach with structural breaks (2014, background): “Moreover, the financialization of commodity markets has gradually exposed commodity prices to market-wide shocks (Tang and Xiong, 2012; Cai et al., 2001; Christie-David et al., 2000; Fama and French, 1988).”
A power GARCH examination of the gold market (2007, background): “Gold has also played an important role as a precious metal with significant portfolio diversification properties (Ciner, 2001). Gold is used in industrial components, jewellery, as an investment asset and reserve asset. Gold is a unique asset in that much of the gold ever mined still exists today. A”