Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis

The study aims to investigate capital market volatility during crises, exploring the relationships between three key financial indicators: oil prices, the VIX index, and gold prices, using monthly data covering the period from January 2013 to May 2023, based on the Granger causality approach and the...

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Bibliographic Details
Main Author: Hapau Razvan Gabriel
Format: Article
Language:English
Published: Sciendo 2023-09-01
Series:Management şi Marketing
Subjects:
Online Access:https://doi.org/10.2478/mmcks-2023-0016