Analysis of the Relationship between Oil and Gold Prices

Result code in IS VaVaI
<a href="https://www.isvavai.cz/riv?ss=detail&h=RIV%2F47813059%3A19520%2F11%3A%230001552" target="_blank" >RIV/47813059:19520/11:#0001552 - isvavai.cz</a>
Result on the web
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DOI - Digital Object Identifier
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Result language
angličtina
Original language name
Analysis of the Relationship between Oil and Gold Prices
Original language description
This article focuses on the relationship between oil and gold prices. The aim of this article is to analyze and determine the character of the co-movement between price levels. This article also presents the basic characteristic and determinants of current price trends. This work uses methods of analysis and synthesis of theoretical knowledge from literature, published articles and other publications. There is also included a quantitative analysis of the variables, such as Granger causality test, Johansen cointegration test and Vector Error Correction model. This paper reveals the existence of a long-term relationship between analyzed variables.
Czech name
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Czech description
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Project
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Continuities
I - Institucionalni podpora na dlouhodoby koncepcni rozvoj vyzkumne organizace

Publication year
2011
Confidentiality
S - Úplné a pravdivé údaje o projektu nepodléhají ochraně podle zvláštních právních předpisů

Article name in the collection
Lessons Learned from the Financial Crisis. Proceedings of 13th International Conference on Finance and Banking
ISBN
978-80-7248-708-0
ISSN
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e-ISSN
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Number of pages
14
Pages from-to
1-14
Publisher name
Slezská univerzita v Opavě, Obchodně podnikatelská fakulta v Karviné
Place of publication
Karviná
Event location
Ostrava
Event date
Oct 12, 2011
Type of event by nationality
EUR - Evropská akce
UT code for WoS article
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