1. Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?. (2024). Cao, Xiangye ; Li, Wei ; Han, Wei ; Zhang, Junchao.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:62:y:2024:i:pb:s154461232400299x.

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2. Comparison of Black-Scholes and Garch Option Models on The Kompas100 Index With a Long Straddle Strategy During 2008-2021 . (2023). Hendrawan, Riko.
   In: GATR Journals.
   RePEc:gtr:gatrjs:jfbr208.

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3. Forecasting the Value-at-Risk of energy commodities: A comparison of models and alternative distribution functions. (2022). Amaro, Raphael ; Madaleno, Mara ; Pinho, Carlos.
   In: Applied Econometrics.
   RePEc:ris:apltrx:0440.

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4. Gold, silver, and the US dollar as harbingers of financial calm and distress. (2022). Gillman, Max ; Çevik, Emrah ; Dibooglu, Sel ; Cevik, Emrah I.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:86:y:2022:i:c:p:200-210.

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5. A novel time-varying FIGARCH model for improving volatility predictions. (2022). Zhao, Lu-Tao ; Chen, Xuehui ; Zhang, Xinru ; Zhu, Hongli.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:589:y:2022:i:c:s0378437121008839.

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6. Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Zhang, Xuhui ; Li, Xiafei ; Bai, Lan ; Wei, Guiwu.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:40:y:2021:i:8:p:1501-1523.

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7. Forecasting volatility of crude oil futures using a GARCH–RNN hybrid approach. (2021). Verma, Sauraj.
   In: Intelligent Systems in Accounting, Finance and Management.
   RePEc:wly:isacfm:v:28:y:2021:i:2:p:130-142.

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8. Sector Volatility Prediction Performance Using GARCH Models and Artificial Neural Networks. (2021). Nybo, Curtis.
   In: Papers.
   RePEc:arx:papers:2110.09489.

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9. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sang Hoon ; McIver, Ron P.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:54:y:2020:i:c:s027553191830789x.

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10. A hybrid deep learning approach by integrating LSTM-ANN networks with GARCH model for copper price volatility prediction. (2020). Hu, Yan ; Wen, Liu ; Ni, Jian.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:557:y:2020:i:c:s0378437120304696.

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11. Crude oil price forecasting based on a novel hybrid long memory GARCH-M and wavelet analysis model. (2020). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling ; Xiao, Helu.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:543:y:2020:i:c:s0378437119319697.

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12. Exploiting the heteroskedasticity in measurement error to improve volatility predictions in oil and biofuel feedstock markets. (2020). Smyth, Russell ; Do, Hung ; Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988320300281.

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13. Persistence in firm’s asset and equity volatility. (2019). Lovreta, Lidija ; Gonzalez-Pla, Francisco.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s037843711931310x.

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14. Time-varying risk aversion and realized gold volatility. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Gkillas, Konstantinos.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940818306399.

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15. Non-Gaussian VARMA model with stochastic volatility and applications in stock market bubbles. (2019). Xiong, Xiong ; Zhuang, Xin-Tian ; Gong, Xiao-Li ; Liu, Xi-Hua.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:121:y:2019:i:c:p:129-136.

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16. Do Long-memory GARCH-type-Value-at-Risk Models Outperform None-and Semi-parametric Value-at-Risk Models?. (2019). Buberkoku, Onder.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2019-02-23.

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17. Fractional Integration in Corporate Social Responsibility Indices: A FIGARCH and HYGARCH Approach. (2019). Nguyen, Quynh-Trang ; Lee, Ming-Yen ; Diaz, John Francis ; Chen, Jo-Hui.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2019:p:836-850.

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18. Time-Varying Risk Aversion and Realized Gold Volatility. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza.
    In: Working Papers.
    RePEc:pre:wpaper:201881.

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19. Relating group size and posting activity of an online community of financial investors: Regularities and seasonal patterns. (2018). Casarin, Roberto ; Racca, P ; Dondio, P ; Squazzoni, F.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:493:y:2018:i:c:p:458-466.

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20. Measuring Value-at-Risk and Expected Shortfall of crude oil portfolio using extreme value theory and vine copula. (2018). Wei, YU ; Yu, Wenhua ; Lei, Likun ; Yang, Kun.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:1423-1433.

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21. The impact of festivities on gold price expectation and volatility. (2018). Schmidbauer, Harald ; Rosch, Angi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:58:y:2018:i:c:p:117-131.

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22. Modeling volatility dynamics using non-Gaussian stochastic volatility model based on band matrix routine. (2018). Xiong, Xiong ; Zhuang, Xin-Tian ; Gong, Xiao-Li ; Liu, Xi-Hua.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:114:y:2018:i:c:p:193-201.

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23. Long-range memory, distributional variation and randomness of bitcoin volatility. (2018). Bekiros, Stelios ; Lahmiri, Salim ; Salvi, Antonio.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:107:y:2018:i:c:p:43-48.

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24. Examining the Value-at-risk Performance of Fractionally Integrated GARCH Models: Evidence from Energy Commodities. (2018). Buberkoku, Onder.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2018-03-6.

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25. Improving Volatility Risk Forecasting Accuracy in Industry Sector. (2017). al Wadi, S.
    In: International Journal of Mathematics and Mathematical Sciences.
    RePEc:hin:jijmms:1749106.

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26. Features of spillover networks in international financial markets: Evidence from the G20 countries. (2017). Chen, Zhihua ; Liu, Xueyong ; Feng, Sida ; Wen, Shaobo ; An, Haizhong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:479:y:2017:i:c:p:265-278.

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27. On fractality and chaos in Moroccan family business stock returns and volatility. (2017). Lahmiri, Salim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:473:y:2017:i:c:p:29-39.

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28. Modeling and predicting historical volatility in exchange rate markets. (2017). Lahmiri, Salim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:387-395.

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29. Asymmetric and persistent responses in price volatility of fertilizers through stable and unstable periods. (2017). Lahmiri, Salim.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:466:y:2017:i:c:p:405-414.

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30. The evolution of spillover effects between oil and stock markets across multi-scales using a wavelet-based GARCH–BEKK model. (2017). Liu, Xueyong ; Huang, Shupei ; Wen, Shaobo.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:465:y:2017:i:c:p:374-383.

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31. Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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32. A comparative cross-regime analysis on the performance of GARCH-based value-at-risk models: Evidence from the Johannesburg stock exchange. (2016). Elenjical, Timmy ; Mwangi, Patrick ; Huang, Chun-Sung ; Panulo, Barry.
    In: Risk Management.
    RePEc:pal:risman:v:18:y:2016:i:2:d:10.1057_rm.2016.4.

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33. A boosting approach to forecasting the volatility of gold-price fluctuations under flexible loss. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:47:y:2016:i:c:p:95-107.

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34. Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample. (2016). Apergis, Nicholas ; Eleftheriou, Sofia.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:57:y:2016:i:c:p:164-170.

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1. Market efficiency of gold exchange-traded funds in India. (2017). Nargunam, Rupel ; Anuradha, N.
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   RePEc:spr:fininn:v:3:y:2017:i:1:d:10.1186_s40854-017-0064-y.

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2. Burst and inter-burst duration statistics as empirical test of long-range memory in the financial markets. (2017). Gontis, V ; Kononovicius, A.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:483:y:2017:i:c:p:266-272.

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3. Long-range dependence in returns and volatility of global gold market amid financial crises. (2017). Omane-Adjepong, Maurice ; Boako, Gideon.
   In: Physica A: Statistical Mechanics and its Applications.
   RePEc:eee:phsmap:v:472:y:2017:i:c:p:188-202.

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4. The financial economics of white precious metals — A survey. (2017). Yarovaya, Larisa ; O'Connor, Fergal ; lucey, brian ; Vigne, Samuel A ; Oconnor, Fergal A.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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5. Dynamic global linkages of the BRICS stock markets with the U.S. and Europe under external crisis shocks: Implications for portfolio risk forecasting. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
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6. Impact of Global Financial Crisis and Implied Volatility in the Equity Market on Gold Futures Traded on Multi Commodity Exchange, India. (2016). Sinha, Pankaj ; Mathur, Kritika .
   In: MPRA Paper.
   RePEc:pra:mprapa:72966.

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7. The volatility dynamics of spot and futures gold prices: Evidence from Russia. (2016). Kirkulak-Uludag, Berna ; Lkhamazhapov, Zorikto.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:38:y:2016:i:c:p:474-484.

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8. Global financial crisis and spillover effects among the U.S. and BRICS stock markets. (2016). Nguyen, Duc Khuong ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:42:y:2016:i:c:p:257-276.

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9. Predicting asset returns in the BRICS: The role of macroeconomic and fundamental predictors. (2016). Wohar, Mark ; Sousa, Ricardo ; Vivian, Andrew.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:41:y:2016:i:c:p:122-143.

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10. Long memory volatility of gold price returns: How strong is the evidence from distinct economic cycles?. (2016). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:443:y:2016:i:c:p:149-160.

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11. A novel grey wave forecasting method for predicting metal prices. (2016). Chen, Yanhui ; Zhang, Chuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:49:y:2016:i:c:p:323-331.

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12. On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations. (2016). Auer, Benjamin R.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:16:y:2016:i:c:p:255-267.

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13. Fractional integration in daily stock market indices at Jordans Amman stock exchange. (2016). Anwar, Sajid ; Al-Shboul, Mohammad.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:37:y:2016:i:c:p:16-37.

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14. Analysis of the Relationship between Market Volatility and Firms Volatility on the Polish Capital Market. (2016). Otola, Iwona ; Wodarczyk, Aneta.
    In: Dynamic Econometric Models.
    RePEc:cpn:umkdem:v:16:y:2016:p:87-116.

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15. Gold-oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid.
    In: MPRA Paper.
    RePEc:pra:mprapa:68110.

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16. Persistence of precious metal prices: a fractional integration approach with structural breaks. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Chang, Shinhye ; Gil-Alaa, Luis Alberiko ; Aye, Goodness C.
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17. Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01238706.

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18. Consumption growth, preference for smoothing, changes in expectations and risk premium. (2015). Wohar, Mark ; Sousa, Ricardo ; Rocha Armada, Manuel J., .
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    RePEc:eee:quaeco:v:56:y:2015:i:c:p:80-97.

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19. Forecasting volatility in gold returns under the GARCH, IGARCH and FIGARCH frameworks: New evidence. (2015). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:438:y:2015:i:c:p:355-364.

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20. Decreasing minerals׳ revenue risk by diversification of mineral production in mineral rich countries. (2015). Adibi, Nabiollah ; Ataee-Pour, Majid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:45:y:2015:i:c:p:121-129.

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21. Persistence of precious metal prices: A fractional integration approach with structural breaks. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Balcilar, Mehmet ; Chang, Shinhye ; Aye, Goodness C..
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:57-64.

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22. Trends and cycles in historical gold and silver prices. (2015). GUPTA, RANGAN ; Gil-Alana, Luis ; Aye, Goodness C.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:58:y:2015:i:c:p:98-109.

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23. Long memory and regime switching: A simulation study on the Markov regime-switching ARFIMA model. (2015). Shi, Yanlin ; Ho, Kin-Yip.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s189-s204.

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24. Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

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25. Downside/upside price spillovers between precious metals: A vine copula approach. (2015). Ugolini, Andrea ; Reboredo, Juan.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:34:y:2015:i:c:p:84-102.

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26. World gold prices and stock returns in China: Insights for hedging and diversification strategies. (2015). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; El Hedi Arouri, Mohamed, .
    In: Economic Modelling.
    RePEc:eee:ecmode:v:44:y:2015:i:c:p:273-282.

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27. Gold€“oil prices co-movements and portfolio diversification implications. (2015). Chkili, Walid.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-15-00444.

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28. Volatility spillovers and macroeconomic announcements evidence from crude oil markets. (2014). Guesmi, Khaled ; Belgacem, Aymen ; Creti, Anna ; Lahiani, Amine.
    In: Working Papers.
    RePEc:ipg:wpaper:201409.

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29. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
    In: Working Papers.
    RePEc:ipg:wpaper:2014-389.

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30. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
    In: Working Papers.
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31. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2014). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
    In: Working Papers.
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33. On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom.
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34. Structural Breaks, Dynamic Correlations, Volatility Transmission, and Hedging Strategies for International Petroleum Prices and U.S. Dollar Exchange Rate. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoude, Shawkat .
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35. Structural breaks and long memory in modeling and forecasting volatility of foreign exchange markets of oil exporters: The importance of scheduled and unscheduled news announcements. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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36. Modelling volatility persistence and asymmetry: A Study on selected Indian non-ferrous metals markets. (2014). Tripathy, Trilochan ; Gil-Alana, Luis.
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37. On the economic determinants of the gold–inflation relation. (2014). lucey, brian ; Batten, Jonathan ; Ciner, Cetin.
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38. On the relationship between the prices of oil and the precious metals: Revisiting with a multivariate regime-switching decision tree. (2014). Charlot, Philippe ; Marimoutou, Velayoudom.
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39. How do OPEC news and structural breaks impact returns and volatility in crude oil markets? Further evidence from a long memory process. (2014). Yoon, Seong-Min ; Mensi, walid ; Hammoudeh, Shawkat.
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40. Volatility forecasting and risk management for commodity markets in the presence of asymmetry and long memory. (2014). Nguyen, Duc Khuong ; Hammoudeh, Shawkat ; Chkili, Walid.
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41. Non-linear volatility dynamics and risk management of precious metals. (2014). Ulusoy, Veysel ; demiralay, sercan.
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42. Modelling and forecasting value at risk and expected shortfall for GCC stock markets: Do long memory, structural breaks, asymmetry, and fat-tails matter?. (2014). Aloui, Chaker ; ben Hamida, Hela.
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43. A study on the Price Behavior of Base Metals traded in India. (2013). Sinha, Pankaj ; Mathur, Kritika.
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44. Modelling volatility persistence and asymmetry: a study on selected Indian non-ferrous metals markets. (2013). Gil-Alana, Luis ; Tripathy, Trilochan ; Gil-Alaa, Luis Alberiko.
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45. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Chkili, Walid ; Nguyen, Duc Khuong.
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46. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Nguyen, Duc Khuong ; Chkili, Walid ; Hammoudeh, Shawkat.
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47. Long memory and asymmetry in the volatility of commodity markets and Basel Accord: choosing between models. (2013). Chkili, Walid ; Hammoudeh, Shawkat.
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48. World gold prices and stock returns in China: insights for hedging and diversification strategies. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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49. Commodity futures prices: More evidence on forecast power, risk premia and the theory of storage. (2013). Prokopczuk, Marcel ; Brooks, Chris ; Wu, Yingying.
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50. Modeling and forecasting the volatility of petroleum futures prices. (2013). Yoon, Seong-Min ; Kang, Sang Hoon.
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