Does oil predict gold? A nonparametric causality-in-quantiles approach - Shahbaz, Muhammad; Balcilar, Mehmet; Abidin Ozdemir, Zeynel (Resources policy, 2017)
Keywords: C22; Causality; Commodity prices; Futures market; G15; Gold; Gold markets; Gold, oil, spot and futures markets; Nonparametric statistics; Petroleum; Power; Prices; Quantile causality; Quantiles; Studies; Volatility; Gold, oil, spot and futures markets; C22; G15; Quantile causality