FRINK Linked Data Fragments server

Matches in SemOpenAlex for { <https://semopenalex.org/work/W2092817168> ?p ?o ?g. }

• W2092817168 endingPage "511" @default.
• W2092817168 startingPage "504" @default.
• W2092817168 abstract "We use a relatively new approach to endogenously detect the volatility shifts in the returns of four major precious metals (gold, silver, platinum and palladium) from 1999 to 2013. We reveal that the turbulent year of 2008 has no significant effect on volatility levels of gold and silver however causes an upward shift in the volatility levels of palladium and platinum. Using the consistent dynamic conditional correlations, we show that precious metals get strongly correlated with each other in the last decade which reduces the diversification benefits across them and indicates a convergence to a single asset class. We endogenously detect the shifts in these dynamic correlation levels and reveal uni-directional volatility shift contagions among precious metals. The results show that gold has a uni-directional volatility shift contagion effect on all other precious metals and silver has a similar effect on platinum and palladium. However, the latter two do not matter in terms of volatility shift contagion. Thus, investors that hedge with precious metals should, in particular, monitor the volatility levels of gold and silver." @default.
• W2092817168 created "2016-06-24" @default.
• W2092817168 creator A5090267717 @default.
• W2092817168 date "2013-12-01" @default.
• W2092817168 modified "2023-10-14" @default.
• W2092817168 title "Dynamic relationship between precious metals" @default.
• W2092817168 cites W11203702 @default.
• W2092817168 cites W1560368109 @default.
• W2092817168 cites W1602613182 @default.
• W2092817168 cites W1727659491 @default.
• W2092817168 cites W1967520317 @default.
• W2092817168 cites W1974522596 @default.
• W2092817168 cites W1983377388 @default.
• W2092817168 cites W1984461651 @default.
• W2092817168 cites W1984716677 @default.
• W2092817168 cites W1985475630 @default.
• W2092817168 cites W1992660275 @default.
• W2092817168 cites W2014673962 @default.
• W2092817168 cites W2015946628 @default.
• W2092817168 cites W2019903543 @default.
• W2092817168 cites W2023901947 @default.
• W2092817168 cites W2029585103 @default.
• W2092817168 cites W2032191703 @default.
• W2092817168 cites W2037002257 @default.
• W2092817168 cites W2047051279 @default.
• W2092817168 cites W2054513759 @default.
• W2092817168 cites W2054914474 @default.
• W2092817168 cites W2085699237 @default.
• W2092817168 cites W2089656536 @default.
• W2092817168 cites W2114407659 @default.
• W2092817168 cites W2116294798 @default.
• W2092817168 cites W2117227640 @default.
• W2092817168 cites W2123807460 @default.
• W2092817168 cites W2166168879 @default.
• W2092817168 cites W3121377246 @default.
• W2092817168 cites W3123022612 @default.
• W2092817168 cites W3123068586 @default.
• W2092817168 cites W3123169644 @default.
• W2092817168 cites W3124098984 @default.
• W2092817168 cites W3124124033 @default.
• W2092817168 cites W3124454571 @default.
• W2092817168 cites W4253163276 @default.
• W2092817168 doi "https://doi.org/10.1016/j.resourpol.2013.08.004" @default.
• W2092817168 hasPublicationYear "2013" @default.
• W2092817168 type Work @default.
• W2092817168 sameAs 2092817168 @default.
• W2092817168 citedByCount "97" @default.
• W2092817168 countsByYear W20928171682014 @default.
• W2092817168 countsByYear W20928171682015 @default.
• W2092817168 countsByYear W20928171682016 @default.
• W2092817168 countsByYear W20928171682017 @default.
• W2092817168 countsByYear W20928171682018 @default.
• W2092817168 countsByYear W20928171682019 @default.
• W2092817168 countsByYear W20928171682020 @default.
• W2092817168 countsByYear W20928171682021 @default.
• W2092817168 countsByYear W20928171682022 @default.
• W2092817168 countsByYear W20928171682023 @default.
• W2092817168 crossrefType "journal-article" @default.
• W2092817168 hasAuthorship W2092817168A5090267717 @default.
• W2092817168 hasBestOaLocation W20928171682 @default.
• W2092817168 hasConcept C144133560 @default.
• W2092817168 hasConcept C149782125 @default.
• W2092817168 hasConcept C161790260 @default.
• W2092817168 hasConcept C162324750 @default.
• W2092817168 hasConcept C162853370 @default.
• W2092817168 hasConcept C180916674 @default.
• W2092817168 hasConcept C185592680 @default.
• W2092817168 hasConcept C191897082 @default.
• W2092817168 hasConcept C192562407 @default.
• W2092817168 hasConcept C2778146478 @default.
• W2092817168 hasConcept C502130503 @default.
• W2092817168 hasConcept C518104683 @default.
• W2092817168 hasConcept C544153396 @default.
• W2092817168 hasConcept C55493867 @default.
• W2092817168 hasConcept C556758197 @default.
• W2092817168 hasConcept C91602232 @default.
• W2092817168 hasConceptScore W2092817168C144133560 @default.
• W2092817168 hasConceptScore W2092817168C149782125 @default.
• W2092817168 hasConceptScore W2092817168C161790260 @default.
• W2092817168 hasConceptScore W2092817168C162324750 @default.
• W2092817168 hasConceptScore W2092817168C162853370 @default.
• W2092817168 hasConceptScore W2092817168C180916674 @default.
• W2092817168 hasConceptScore W2092817168C185592680 @default.
• W2092817168 hasConceptScore W2092817168C191897082 @default.
• W2092817168 hasConceptScore W2092817168C192562407 @default.
• W2092817168 hasConceptScore W2092817168C2778146478 @default.
• W2092817168 hasConceptScore W2092817168C502130503 @default.
• W2092817168 hasConceptScore W2092817168C518104683 @default.
• W2092817168 hasConceptScore W2092817168C544153396 @default.
• W2092817168 hasConceptScore W2092817168C55493867 @default.
• W2092817168 hasConceptScore W2092817168C556758197 @default.
• W2092817168 hasConceptScore W2092817168C91602232 @default.
• W2092817168 hasIssue "4" @default.
• W2092817168 hasLocation W20928171681 @default.
• W2092817168 hasLocation W20928171682 @default.
• W2092817168 hasOpenAccess W2092817168 @default.
• W2092817168 hasPrimaryLocation W20928171681 @default.
• W2092817168 hasRelatedWork W194853497 @default.

• next