A note on oil price shocks and the forecastability of gold realized volatility
Riza Demirer, Rangan Gupta, Christian Pierdzioch and Syed Jawad Hussain Shahzad
| Year of publication: |
2021
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|---|---|
| Authors: | Demirer, Rıza ; Gupta, Rangan ; Pierdzioch, Christian ; Shahzad, Syed Jawad Hussain |
| Published in: |
Applied economics letters. - New York, NY : Routledge, ISSN 1466-4291, ZDB-ID 1484783-8. - Vol. 28.2021, 21, p. 1889-1897
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| Subject: | forecasting | gold | Oil shocks | realized volatility | risk Shocks | Ölpreis | Oil price | Volatilität | Volatility | Prognoseverfahren | Forecasting model | Schock | Shock | Gold | Welt | World | Kapitaleinkommen | Capital income |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2020.1854658 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012697706