Matches in SemOpenAlex for { <https://semopenalex.org/work/W3126140552> ?p ?o ?g. }
Showing items 1 to 69 of
69
with 100 items per page.
- W3126140552 abstract "We use the time-varying parameter stochastic volatility (TVP-SV) model and monthly data from 1962 to 2017 to examine the effect of uncertainty in the precious metal markets (gold, silver, platinum, and palladium). We find evidence that uncertainty has a largely time-varying impact on the precious metal prices. The results also show significant variation in the level of volatility, with high volatility being associated with periods of large volatility shocks corresponding to known historical events. The results show that uncertainty has a significant negative impact on the precious metal prices and the impact is more negative during higher volatility periods, implying that large volatility increases cause crashes in the precious metals markets. The market volatility is also found to be extremely persistent, implying that strong policy measures might be required to restore equilibrium. The estimates also show that price level has a positive and significant effect on the volatility and, thus, higher precious metal prices generates increased future uncertainty." @default.
- W3126140552 created "2021-02-01" @default.
- W3126140552 creator A5014189498 @default.
- W3126140552 creator A5088065271 @default.
- W3126140552 date "2018-01-01" @default.
- W3126140552 modified "2023-09-27" @default.
- W3126140552 title "The volatility effect on precious metals prices in a stochastic volatility in mean model with time-varying parameters" @default.
- W3126140552 hasPublicationYear "2018" @default.
- W3126140552 type Work @default.
- W3126140552 sameAs 3126140552 @default.
- W3126140552 citedByCount "0" @default.
- W3126140552 crossrefType "posted-content" @default.
- W3126140552 hasAuthorship W3126140552A5014189498 @default.
- W3126140552 hasAuthorship W3126140552A5088065271 @default.
- W3126140552 hasConcept C117996083 @default.
- W3126140552 hasConcept C13290067 @default.
- W3126140552 hasConcept C149782125 @default.
- W3126140552 hasConcept C162324750 @default.
- W3126140552 hasConcept C191897082 @default.
- W3126140552 hasConcept C192562407 @default.
- W3126140552 hasConcept C192620184 @default.
- W3126140552 hasConcept C24189920 @default.
- W3126140552 hasConcept C2778146478 @default.
- W3126140552 hasConcept C44731940 @default.
- W3126140552 hasConcept C544153396 @default.
- W3126140552 hasConcept C556758197 @default.
- W3126140552 hasConcept C85393063 @default.
- W3126140552 hasConcept C91602232 @default.
- W3126140552 hasConceptScore W3126140552C117996083 @default.
- W3126140552 hasConceptScore W3126140552C13290067 @default.
- W3126140552 hasConceptScore W3126140552C149782125 @default.
- W3126140552 hasConceptScore W3126140552C162324750 @default.
- W3126140552 hasConceptScore W3126140552C191897082 @default.
- W3126140552 hasConceptScore W3126140552C192562407 @default.
- W3126140552 hasConceptScore W3126140552C192620184 @default.
- W3126140552 hasConceptScore W3126140552C24189920 @default.
- W3126140552 hasConceptScore W3126140552C2778146478 @default.
- W3126140552 hasConceptScore W3126140552C44731940 @default.
- W3126140552 hasConceptScore W3126140552C544153396 @default.
- W3126140552 hasConceptScore W3126140552C556758197 @default.
- W3126140552 hasConceptScore W3126140552C85393063 @default.
- W3126140552 hasConceptScore W3126140552C91602232 @default.
- W3126140552 hasLocation W31261405521 @default.
- W3126140552 hasOpenAccess W3126140552 @default.
- W3126140552 hasPrimaryLocation W31261405521 @default.
- W3126140552 hasRelatedWork W1511244349 @default.
- W3126140552 hasRelatedWork W1542996179 @default.
- W3126140552 hasRelatedWork W1556188510 @default.
- W3126140552 hasRelatedWork W1813800160 @default.
- W3126140552 hasRelatedWork W1855361975 @default.
- W3126140552 hasRelatedWork W2011121062 @default.
- W3126140552 hasRelatedWork W2106133282 @default.
- W3126140552 hasRelatedWork W2166103322 @default.
- W3126140552 hasRelatedWork W2170152032 @default.
- W3126140552 hasRelatedWork W2378822572 @default.
- W3126140552 hasRelatedWork W2784246553 @default.
- W3126140552 hasRelatedWork W2806795546 @default.
- W3126140552 hasRelatedWork W3111830524 @default.
- W3126140552 hasRelatedWork W3121177491 @default.
- W3126140552 hasRelatedWork W3122176587 @default.
- W3126140552 hasRelatedWork W3122503672 @default.
- W3126140552 hasRelatedWork W3122609878 @default.
- W3126140552 hasRelatedWork W3123292727 @default.
- W3126140552 hasRelatedWork W3124695991 @default.
- W3126140552 hasRelatedWork W762827370 @default.
- W3126140552 isParatext "false" @default.
- W3126140552 isRetracted "false" @default.
- W3126140552 magId "3126140552" @default.
- W3126140552 workType "article" @default.