Dynamic relationship between precious metals
By Ahmet Sensoy. 2013
113 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Finance
View Paper: https://www.semanticscholar.org/paper/ff23793dc3929d31158cb214d44198d0c37fd9c2
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Sang Hoon Kang
- Seong‐Min Yoon
- D. Godil
- Ron P. McIver
- Salman Sarwat
- Kittisak Jermsittiparsert
- Arshian Sharif
- Tony Klein
In Finance
- Seong‐Min Yoon
- D. Godil
- Ron P. McIver
- Sang Hoon Kang
- Kittisak Jermsittiparsert
- Arshian Sharif
- Tony Klein
- Duc Khuong Nguyen
Citations in the corpus
- Dynamic correlation of precious metals and flight-to-quality in developed markets (2017, background): “Sensoy (2013) models shifts in precious metals and includes them in a DCC model based on a heavy tailed distribution.”
- Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2017, background): “Thepresence of spillovers deepens theneed for investors, portfolio and risk managers, manufacturers, and policymakers to better understand the dynamics of commodity futures prices (Vivian and Wohar, 2012; Sensoy, 2013).”
- Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021, unknown): “Bhatia et al. (2018), in contrast to Sensoy (2013), show the existence of two‑way causal‑ ity among precious metals.”
- What precious metals act as safe havens, and when? Some US evidence (2015, unknown): “A recent study by Sensoy (2013) shows that precious metals get strongly correlated with each other in the last decade.”
- How oil prices, gold prices, uncertainty and risk impact Islamic and conventional stocks? Empirical evidence from QARDL technique (2020, background): “Sensoy (2013) has highlighted the significance of precious metals (i.e. gold, silver, and platinum) as a diversification tool in the scenario of increasing uncertainty in financial markets.”