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- W2144972896 abstract "Volatility is a measure of the average yearly changes in the market prices. The high volatility of the oil price has been pivotal in the development of international petroleum exchanges. The low volatility of the gold price is the reason why market participants usually view gold as a wealth preserver especially during inflationary time periods. In this paper, we present the stylized facts of the oil and gold price volatility – for usage of optimizing the returns on an oil and gold portfolio." @default.
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- W2144972896 date "2011-01-01" @default.
- W2144972896 modified "2023-09-22" @default.
- W2144972896 title "Oil and Gold Price Volatility" @default.
- W2144972896 doi "https://doi.org/10.2139/ssrn.1935192" @default.
- W2144972896 hasPublicationYear "2011" @default.
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