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What is Crude Oil, Metals & Forex Connectedness Analysis about?

The study investigates the interconnectedness between crude oil, precious metals, and foreign exchange using time and frequency domain analyses from April 2006 to December 2019. It finds that approximately 41% of return spillovers across these markets are due to their interdependence, with weak integration of crude oil and foreign exchange with precious metals, indicating potential diversification opportunities. The results also show increased spillovers during periods of market uncertainty, such as the Glo

Author

rahma Benita

Language

EN