A three-way analysis of the relationship between the USD value and the prices of oil and gold: a wavelet analysis

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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...

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Bibliographic Details
Main Authors:	Alatrturi, Basheer H. M., Alshammri, Ahmad Alrazni, Saiti, Buerhan, Erol, Turan
Format:	Article
Language:	English English English
Published:	AIMS Press 2018
Subjects:	HG201 Money
Online Access:	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

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