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Price transmission and volatility spillovers among leading precious metals

Bibliographic Data

ID22432332
AuthorsFlorin Aliu (0000-0001-8757-0265, University for Business and Technology), Artor Nuhiu (0000-0001-8239-1604, University of Prishtina, corresponding author)
Year2026
Publication date2026-03-02
Open AccessYes
TypeARTICLE
VenueMineral Economics (JOURNAL)
Journal identifiersISSN: 2191-2203 • E-ISSN: 2191-2211
PublisherSpringer Science and Business Media LLC (PUBLISHER)
DOI10.1007/s13563-026-00608-z
OpenAlexW7133239562
LanguageEN
Citations received1
References cited58

Error correction model · Precious metal · Social connectedness · Vector autoregression · COVID-19 Pandemic Impacts · Financial Risk and Volatility Modeling · Market Dynamics and Volatility

  • The heterogeneity of geopolitical risk across the global copper supply chain

    Open Access•Zhewei Yu, Deyi Xu et al.•Mineral Economics•2026

  • On the network topology of variance decompositions

    Francis X Diebold, Kamil Yılmaz•Journal of Econometrics•2014

  • Liquidity Preference as Behavior Towards Risk

    James Tobin•The Review of Economic Studies•1958

  • The Excess Co-Movement of Commodity Prices

    Robert S Pindyck, Julio J Rotemberg•The Economic Journal•1990

Citations per year1
Citation span2026 - 2026 (1)
Highly citedNo

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