Impact of global crisis events on the dependence and risk spillover between gold and crude oil: a regime-switching copula approach
Abstract In recent years, global crisis events have become increasingly common. Gold, recognized as a safe asset, and crude oil, an essential industrial commodity, have attracted the attention of many scholars seeking to understand the impact of such crises on both. On the basis of a Markov regime-s...
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| Main Authors: | , , , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Nature
2024-12-01
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| Series: | Humanities & Social Sciences Communications |
| Online Access: | https://doi.org/10.1057/s41599-024-04329-y |
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