Causality and volatility patterns between gold prices and exchange rates

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Cite
Beckmann, Joscha, et al. “Causality and Volatility Patterns Between Gold Prices and Exchange Rates”. The North American Journal of Economics and Finance, vol. 34, 2015, pp. 292-00, https://doi.org/10.1016/j.najef.2015.09.015.
Beckmann, J., Czudaj, R., & Pilbeam, K. (2015). Causality and volatility patterns between gold prices and exchange rates. The North American Journal of Economics and Finance, 34, 292-300. https://doi.org/10.1016/j.najef.2015.09.015
Beckmann, Joscha, Robert Czudaj, and Keith Pilbeam. “Causality and Volatility Patterns Between Gold Prices and Exchange Rates”. The North American Journal of Economics and Finance 34 (2015): 292-300. https://doi.org/10.1016/j.najef.2015.09.015.
1.
Beckmann J, Czudaj R, Pilbeam K. Causality and volatility patterns between gold prices and exchange rates. The North American Journal of Economics and Finance. 2015;34:292-300.
Refrences
Title Journal Journal Categories Citations Publication Date
Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange Economic Modelling
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
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Does gold act as a hedge or a safe haven for stocks? A smooth transition approach Economic Modelling
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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272 2015
Can gold hedge and preserve value when the US dollar depreciates? Economic Modelling
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
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Volatility transmission in agricultural futures markets Economic Modelling
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
68 2014
Gold and exchange rates: Downside risk and hedging at different investment horizons International Review of Economics & Finance
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
52 2014
Refrences Analysis
The category Social Sciences: Economic theory. Demography: Economics as a science 28 is the most frequently represented among the references in this article. It primarily includes studies from Economic Modelling and International Review of Financial Analysis. The chart below illustrates the number of referenced publications per year.
Refrences used by this article by year
Citations
Title Journal Journal Categories Citations Publication Date
What drives currency connectedness? Evidence from the BRICS currencies Applied Economics
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Currency-market devaluations: treating gold as a currency Applied Economics Letters
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Economic theory. Demography: Economics as a science
2024
Can precious metals hedge the risks of Sino–US political relation?–Evidence from Toda–Yamamoto causality test in quantiles Finance Research Letters
  • Social Sciences: Finance
  • Social Sciences: Economic theory. Demography: Economics as a science
  • Social Sciences: Commerce: Business
  • Social Sciences: Economic theory. Demography: Economics as a science
2023
Asymmetric effects of crude oil prices and USD exchange rate on precious metals returns:Evidence from pre and during COVID-19 outbreak Heliyon 2023
Does happy Twitter forecast gold price? Resources Policy
  • Geography. Anthropology. Recreation: Environmental sciences
  • Geography. Anthropology. Recreation: Environmental sciences
  • Social Sciences
2 2023
Citations Analysis
Category Category Repetition
Social Sciences: Economic theory. Demography: Economics as a science17
Social Sciences: Commerce: Business16
Social Sciences12
Geography. Anthropology. Recreation: Environmental sciences11
Social Sciences: Finance11
Science: Mathematics2
Medicine1
Science1
Science: Science (General)1
Technology: Electrical engineering. Electronics. Nuclear engineering: Production of electric energy or power. Powerplants. Central stations1
Technology: Mechanical engineering and machinery: Renewable energy sources1
Social Sciences: Industries. Land use. Labor: Special industries and trades: Energy industries. Energy policy. Fuel trade1
Technology: Electrical engineering. Electronics. Nuclear engineering: Nuclear engineering. Atomic power1
Technology: Environmental technology. Sanitary engineering1
Technology: Engineering (General). Civil engineering (General)1
Social Sciences: Industries. Land use. Labor: Economic growth, development, planning1
Social Sciences: Statistics1
Science: Mathematics: Probabilities. Mathematical statistics1
Social Sciences: Finance: Insurance1
Technology: Mining engineering. Metallurgy1
Technology: Electrical engineering. Electronics. Nuclear engineering: Materials of engineering and construction. Mechanics of materials1
Bibliography. Library science. Information resources1
Bibliography. Library science. Information resources: Information resources (General)1
Political science: International relations1
Social Sciences: Commerce: Business: Accounting. Bookkeeping1
The category Social Sciences: Economic theory. Demography: Economics as a science 17 is the most commonly referenced area in studies that cite this article. The first research to cite this article was titled Dynamics between strategic commodities and financial variables: Evidence from Japan and was published in 2016. The most recent citation comes from a 2024 study titled What drives currency connectedness? Evidence from the BRICS currencies. This article reached its peak citation in 2023, with 7 citations. It has been cited in 28 different journals, 17% of which are open access. Among related journals, the Resources Policy cited this research the most, with 11 citations. The chart below illustrates the annual citation trends for this article.
Citations used this article by year