8.Baffes J., Oil Spills on Other Commodities. Resources Policy, Vol.32, No.3, 2007, pp.126-134.
[9]
9.Ciner C., On the Long Run Relationship between Gold and Silver Prices: A Note. Global Finance Journal, Vol.12, No.2, 2001, pp.299-303.
[10]
10.Dooley M.P., Isard P., Taylor M.P., Exchange Rates, Country-Specific Shocks and Gold. Applied Financial Economics, Vol.5, No.3, 1995, pp.121-129.
[11]
11.Engle R.F., Granger C.W.J., Co-Integration and Error Correction: Representation, Estimation, and Testing. Econometrica, Vol.55, No.2, 1987, pp.251-276.
[12]
12.Hammoudeh S., Yuan Y., Metal Volatility in Presence of Oil and Interest Rate Shocks. Energy Economics, Vol.30, No.2, 2008, pp.606-620.
[13]
13.Koop G., Pesaran M.H., Potter S.M., Impulse Response Analysis in Nonlinear Multivariate Models. Journal of Econometrics, Vol.74, No.1, 1996, pp.119-147.
[14]
14.Lucey B.M., Tully E., The Evolving Relationship between Gold and Silver 1978-2002: Evidence from a Dynamic Cointegration Analysis: a Note. Applied Financial Economics Letters, Vol.2, No.1, 2006, pp.47-53.
[15]
15.Pesaran H.H., Shin Y., Generalized Impulse Response Analysis in Linear Multivariate Models. Economics Letters, Vo.58, No.1, 1998, pp.17-29.
[16]
16.Pindyck R.S., Rotemberg J.J., The Excess Co-movement of Commodity Prices. NBER Working Paper, No. 2671, 1988.
[17]
17.Plourde A., Watkins G.C., Crude Oil Prices between 1985 and 1994: How Volatile in Relation to Other Commodities? Resource and Energy Economics, Vol.20, No.3, 1998, pp.245-262.
[18]
18.Shafiee S., Topal E., An Overview of Global Gold Market and Gold Price Forecasting. Resources Policy, Vol.35, No.3, 2010, pp.178-189.
[19]
19.Zhang Y.J., Wei Y.M., The Crude Oil Market and the Gold Market: Evidence for Cointegration, Causality and Price Discovery. Resources Policy, Vol.35, No.3, 2010, pp.168-177.