metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …'s point of view and implying the portfolio strategies difficult to apply. Additionally, Zinc is proved to be the most immune …

.01.1997-31.12.2014. Calculations presented in this paper indicate the absence of the monthly effect on gold, silver, platinum, copper markets but …, the day-of-the week and weekend effects of the precious metal markets quoted on the London Metal Exchange for gold, silver … effect for any of the studied metal markets was not observed but the weekend effect was registered on the gold and copper …

increasing demand for metals like copper and lithium due to the growth in renewable energies and electromobility, metal abundant … the causal relationships among these energy transition metals and other major assets like gold and bitcoin, and how they …