A three-way analysis of the relationship between the USD value and the prices of oil and gold: a wavelet analysis
This study examines the relationships among oil prices, gold prices, and the USD real exchange rate. It adopts the wavelet approach as a nonlinear causality technique to decompose the data into various scales over time. Higher-order coherence and partial coherence were used to identify the lead-lag...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | English English English |
| Published: |
AIMS Press
2018
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| Subjects: | |
| Online Access: | http://irep.iium.edu.my/64754/ http://irep.iium.edu.my/64754/ http://irep.iium.edu.my/64754/ http://irep.iium.edu.my/64754/1/64754_A%20three-way%20analysis%20of%20the%20relationship.pdf http://irep.iium.edu.my/64754/2/64754_A%20three-way%20analysis%20of%20the%20relationship_SCOPUS.pdf http://irep.iium.edu.my/64754/13/64754_A%20three-way%20analysis%20of%20the%20relationship%20between%20the%20USD%20value%20and%20the%20prices%20of%20oil%20and%20gold%20A%20wavelet%20analysis_WOS.pdf |