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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…
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Keywords:
spot future;
spot;
causality distribution;
precious metals ... See more keywords