This article explores the copula approach for econometric modeling of joint parametric
distributions. Although theoretical foundations of copulas are complex, this paper …

This study examines the co-movements and information transmission among the spot prices
of four precious metals (gold, silver, platinum, and palladium), oil price, and the US …

The 2006-08 commodity price boom was one of the longest and broadest of the post-World
War II period. Apart from strong and sustained economic growth, the recent boom was fueled …

Poor countries are more volatile than rich countries, and this volatility impedes their growth.
Furthermore, commodity prices are a key source of that volatility. This paper explores price …

This study uses three “two factor” volatility models of the GARCH family to examine the
volatility behavior of three strategic commodities: gold, silver and copper, in the presence of …

Using monthly data between 1970 and 2013, we provide a comprehensive analysis of the
extent of co-movement (measured by correlation coefficients) among the nominal price …

We examine the long-and short-run transmissions of information between the world oil price,
Turkish interest rate, Turkish lira–US dollar exchange rate, and domestic spot gold and silver …

The prominence of commodity markets within the domains of empirical finance and energy
economics is well established, largely due to oil's importance and its relationship with other …

Abstract The Russian Federation's efforts to expand its regional political influence
culminated in launching a full‐scale war of aggression on Ukraine on 24 February 2022. As …

Even though significant attempts have appeared in literature, the current perception of co-
movement of commodity prices appear inadequate and static. In particular we focus on price …