Matches in SemOpenAlex for { <https://semopenalex.org/work/W3048101134> ?p ?o ?g. }
Showing items 1 to 80 of
80
with 100 items per page.
- W3048101134 endingPage "111" @default.
- W3048101134 startingPage "99" @default.
- W3048101134 abstract "The increased volatility of precious metals and other commodities has become more commonplace because of the volatile global economic environment. This study examines the relationship between market volatility and precious metals. VIX Index, which reflects investor’s sentiments, is used as a proxy for market volatility. From the results, it is evident that the spillover of volatility from the VIX Index occurs for all precious metals. This effect, however, is asymmetric for only silver and platinum. In addition, once the volatility spillover occurs, disequilibrium from changes in the VIX Index for copper is corrected with a lag; it takes a much longer time for disequilibrium to be corrected for gold, silver, and platinum for volatile time periods. For calm periods, the impact of VIX Index on precious metals is muted. TOPICS:Commodities, volatility measures Key Findings • Market volatility or VIX Index has a profound impact on precious metals. • Volatility spillover is asymmetric for silver and platinum. • Disequilibrium from changes in VIX Index for copper is quickly corrected, whereas it takes longer time to be corrected for gold, silver, and platinum for volatile time periods; the effect is muted for calm periods." @default.
- W3048101134 created "2020-08-13" @default.
- W3048101134 creator A5026971074 @default.
- W3048101134 creator A5048081869 @default.
- W3048101134 date "2020-08-07" @default.
- W3048101134 modified "2023-09-25" @default.
- W3048101134 title "Volatility Spillover Effects: <i>VIX and Precious Metals</i>" @default.
- W3048101134 cites W1486451543 @default.
- W3048101134 cites W1521718123 @default.
- W3048101134 cites W1587141723 @default.
- W3048101134 cites W1930631418 @default.
- W3048101134 cites W1973926036 @default.
- W3048101134 cites W1991927132 @default.
- W3048101134 cites W1996054175 @default.
- W3048101134 cites W2028646619 @default.
- W3048101134 cites W2034707435 @default.
- W3048101134 cites W2038532793 @default.
- W3048101134 cites W2097580026 @default.
- W3048101134 cites W2103674518 @default.
- W3048101134 cites W2110603299 @default.
- W3048101134 cites W2113017913 @default.
- W3048101134 cites W2132428800 @default.
- W3048101134 cites W2135892621 @default.
- W3048101134 cites W2153562738 @default.
- W3048101134 cites W2159435188 @default.
- W3048101134 cites W2194406390 @default.
- W3048101134 cites W2606950878 @default.
- W3048101134 cites W3023906401 @default.
- W3048101134 cites W3121940608 @default.
- W3048101134 cites W3123046659 @default.
- W3048101134 cites W3123598957 @default.
- W3048101134 cites W3123772172 @default.
- W3048101134 cites W3125177010 @default.
- W3048101134 cites W3125564657 @default.
- W3048101134 cites W3125658441 @default.
- W3048101134 doi "https://doi.org/10.3905/jwm.2020.1.115" @default.
- W3048101134 hasPublicationYear "2020" @default.
- W3048101134 type Work @default.
- W3048101134 sameAs 3048101134 @default.
- W3048101134 citedByCount "3" @default.
- W3048101134 countsByYear W30481011342022 @default.
- W3048101134 countsByYear W30481011342023 @default.
- W3048101134 crossrefType "journal-article" @default.
- W3048101134 hasAuthorship W3048101134A5026971074 @default.
- W3048101134 hasAuthorship W3048101134A5048081869 @default.
- W3048101134 hasConcept C106159729 @default.
- W3048101134 hasConcept C139719470 @default.
- W3048101134 hasConcept C144133560 @default.
- W3048101134 hasConcept C162324750 @default.
- W3048101134 hasConcept C55527203 @default.
- W3048101134 hasConcept C556758197 @default.
- W3048101134 hasConcept C91602232 @default.
- W3048101134 hasConceptScore W3048101134C106159729 @default.
- W3048101134 hasConceptScore W3048101134C139719470 @default.
- W3048101134 hasConceptScore W3048101134C144133560 @default.
- W3048101134 hasConceptScore W3048101134C162324750 @default.
- W3048101134 hasConceptScore W3048101134C55527203 @default.
- W3048101134 hasConceptScore W3048101134C556758197 @default.
- W3048101134 hasConceptScore W3048101134C91602232 @default.
- W3048101134 hasIssue "3" @default.
- W3048101134 hasLocation W30481011341 @default.
- W3048101134 hasOpenAccess W3048101134 @default.
- W3048101134 hasPrimaryLocation W30481011341 @default.
- W3048101134 hasRelatedWork W2109747684 @default.
- W3048101134 hasRelatedWork W2129554909 @default.
- W3048101134 hasRelatedWork W2292853550 @default.
- W3048101134 hasRelatedWork W2891720398 @default.
- W3048101134 hasRelatedWork W2923828309 @default.
- W3048101134 hasRelatedWork W3041079455 @default.
- W3048101134 hasRelatedWork W3080885603 @default.
- W3048101134 hasRelatedWork W3099150769 @default.
- W3048101134 hasRelatedWork W3123096965 @default.
- W3048101134 hasRelatedWork W3123599701 @default.
- W3048101134 hasVolume "23" @default.
- W3048101134 isParatext "false" @default.
- W3048101134 isRetracted "false" @default.
- W3048101134 magId "3048101134" @default.
- W3048101134 workType "article" @default.