This study investigates the dynamic relationship among international oil prices, international
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …

Governments impose taxes and levies to manage the effect of gold and crude oil imports on
the exchange rate. These in return have relations with the economy of the country, best …

This study examines the dynamic connectedness between three identified structural oil price
shocks and the gold price based on the time-varying parameter vector autoregression (TVP …

This work aims to analyze the cointegration and causality relationship among oil and
precious metals of gold, silver and copper by using nonlinear ARDL and two popular …

This study makes a systemic analysis of dependence and risk contagion among oil, gold,
and the US dollar foreign exchange (US FX) markets, employing the wavelet method and a …

This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …

This paper investigates the volatility spillover effect among the Chinese economic policy
uncertainty index, stock markets, gold and oil by employing the time-varying parameter …

After the financial liberalization in the emerging economies, their stock markets have grown
very rapidly in terms of value and volumes. However, a sharp increase in the prices of …

Using the nonparametric causality-in-quantiles approach, we investigate the causal effects
of oil price uncertainty on the returns and volatility of clean energy metal stocks under …

This paper examines co-movements, risk spillovers, and portfolio implications between
precious metals (gold, platinum, and silver) and main energy (crude oil, natural gas …