Kara, Erkan; Gök, Remzi - In: Mokslo darbai / Vilniaus Universitetas 101 (2022) 2, pp. 125-145
This paper probes the relationship between geopolitical risks (GPR), WTI oil, and gold prices utilizing the time-varying causality and quantile regression approaches. The sample period spans from January 1986 to January 2022, comprising 433 monthly observations and representing the longest...