Dynamics and causality in distribution between spot and future precious metals: A copula approach
Sign Up to like & getrecommendations! Published in 2020 at "Resources Policy"
DOI: 10.1016/j.resourpol.2020.101645
Abstract: Abstract This paper examines the dependence structure and the Granger causality in distribution (GCD) between spot and future returns of precious metals (gold, silver, and platinum) via copula modelling. This study considers the evidence on… read more here.
Keywords: spot future; spot; causality distribution; precious metals ... See more keywords