Time-Varying and Quantile-Based Relationship among Geopolitical Risks, Oil and Gold Prices
We examine the relationship among geopolitical risks (GPR), WTI oil, and gold prices utilizing the time-varying causality and quantile regression approaches. The sample period spans from January 1986 to January 2022, comprising 433 monthly observations and representing the longest common period of...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Vilnius University Press
2023-01-01
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| Series: | Ekonomika |
| Subjects: | |
| Online Access: | https://www.journals.vu.lt/ekonomika/article/view/28095 |