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Applied Economics Letters Volume 20, 2013 - Issue 8
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Original Articles

London or New York: where and when does the gold price originate?

Brian M. Lucey Business School and Institute for International Integration Studies, Trinity College Dublin, Dublin 2, Ireland; Glasgow School for Business, Glasgow Caledonian University, Scotland, UKCorrespondence[email protected]
,
Charles Larkin Business School and Institute for International Integration Studies, Trinity College Dublin, Dublin 2, Ireland; Cardiff School of Management, Cardiff Metropolitan University, Cardiff, CF5 2YB, UK
&
Fergal A. O'Connor Business School and Institute for International Integration Studies, Trinity College Dublin, Dublin 2, Ireland
Pages 813-817 | Published online: 10 Dec 2012

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Delia Elena Diaconaşu, Seyed M. Mehdian & Ovidiu Stoica. (2022) The reaction of financial markets to Russia’s invasion of Ukraine: evidence from gold, oil, bitcoin, and major stock markets. Applied Economics Letters 0:0, pages 1-5.
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Julián Andrada-Félix, Adrian Fernandez-Perez & Simón Sosvilla-Rivero. (2018) Fear connectedness among asset classes. Applied Economics 50:39, pages 4234-4249.
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Štefan Lyócsa & Peter Molnár. (2016) Volatility forecasting of strategically linked commodity ETFs: gold-silver. Quantitative Finance 16:12, pages 1809-1822.
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Brian M. Lucey, Charles Larkin & Fergal O’Connor. (2014) Gold markets around the world – who spills over what, to whom, when?. Applied Economics Letters 21:13, pages 887-892.
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Articles from other publishers (36)

Yilin Wang, Jinyu Chen & Xiaohang Ren. (2023) Asymmetric effects of crude oil prices and USD exchange rate on precious metals returns：Evidence from pre and during COVID-19 outbreak. Heliyon 9:11, pages e21996.
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Hafiz Muhammad Usman Rana & Fergal O'Connor. (2023) Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run. International Review of Financial Analysis, pages 102813.
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Meng Qin, Chi-Wei Su, Marilen Gabriel Pirtea & Adelina Dumitrescu Peculea. (2023) The essential role of Russian geopolitics: A fresh perception into the gold market. Resources Policy 81, pages 103310.
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OlaOluwa S. Yaya, Adewale F. Lukman & Xuan Vinh Vo. (2022) Persistence and volatility spillovers of bitcoin price to gold and silver prices. Resources Policy 79, pages 103011.
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Xinya Wang, Brian Lucey & Shupei Huang. (2022) Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. Journal of Commodity Markets 27, pages 100226.
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Maria Immanuvel S & Daniel Lazar. (2022) Does Volume of Gold Consumption Influence the World Gold Price?. Journal of Risk and Financial Management 15:7, pages 273.
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Neharika Sobti, Sanjay Sehgal & Balakrishnan Ilango. (2021) How do macroeconomic news surprises affect round-the-clock price discovery of gold?. International Review of Financial Analysis 78, pages 101893.
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Neeraj Nautiyal & Vinay Kandpal. (2021) Nonlinearity Between Economic Indicators and Indian Capital Market. FIIB Business Review, pages 231971452110354.
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Sanjay Sehgal, Neharika Sobti & Florent Diesting. (2021) Who leads in intraday gold price discovery and volatility connectedness: Spot, futures, or exchange‐traded fund?. Journal of Futures Markets 41:7, pages 1092-1123.
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Caihong Xu & Dong Zhang. (2018) Market openness and market quality in gold markets. Journal of Futures Markets 39:3, pages 384-401.
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Muzhao Jin, Youwei Li, Jianxin Wang & Yung Chiang Yang. (2018) Price discovery in the Chinese gold market. Journal of Futures Markets 38:10, pages 1262-1281.
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Thomas Conlon, Brian M. Lucey & Gazi Salah Uddin. (2017) Is gold a hedge against inflation? A wavelet time-scale perspective. Review of Quantitative Finance and Accounting 51:2, pages 317-345.
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Harald Schmidbauer & Angi Rösch. (2018) The impact of festivities on gold price expectation and volatility. International Review of Financial Analysis 58, pages 117-131.
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Yanhui Zhu, Jingwen Fan & Jon Tucker. (2018) The impact of monetary policy on gold price dynamics. Research in International Business and Finance 44, pages 319-331.
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Sangram Keshari Jena, Aviral Kumar Tiwari & David Roubaud. (2018) Comovements of gold futures markets and the spot market: A wavelet analysis. Finance Research Letters 24, pages 19-24.
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Min Lin, Gang-Jin Wang, Chi Xie & H. Eugene Stanley. (2018) Cross-correlations and influence in world gold markets. Physica A: Statistical Mechanics and its Applications 490, pages 504-512.
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Gang-Jin Wang, Chi Xie, Zhi-Qiang Jiang & H. Eugene Stanley. (2016) Extreme risk spillover effects in world gold markets and the global financial crisis. International Review of Economics & Finance 46, pages 55-77.
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OlaOluwa S. Yaya, Mohammed M. Tumala & Christopher G. Udomboso. (2016) Volatility persistence and returns spillovers between oil and gold prices: Analysis before and after the global financial crisis. Resources Policy 49, pages 273-281.
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Martin Hauptfleisch, Tālis J. Putniņš & Brian Lucey. (2016) Who Sets the Price of Gold? London or New York. Journal of Futures Markets 36:6, pages 564-586.
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Jozef Baruník, Evžen Kočenda & Lukáš Vácha. (2016) Gold, oil, and stocks: Dynamic correlations. International Review of Economics & Finance 42, pages 186-201.
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Fergal A. O'Connor, Brian M. Lucey, Jonathan A. Batten & Dirk G. Baur. (2015) The financial economics of gold — A survey. International Review of Financial Analysis 41, pages 186-205.
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Edwina F.L. Chai, Adrian D. Lee & Jianxin Wang. (2015) Global information distribution in the gold OTC markets. International Review of Financial Analysis 41, pages 206-217.
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Collins G. Ntim, John English, Jacinta Nwachukwu & Yan Wang. (2015) On the efficiency of the global gold markets. International Review of Financial Analysis 41, pages 218-236.
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Raj Aggarwal, Brian M. Lucey & Fergal A. O’Connor. (2014) Rationality in precious metals forward markets: Evidence of behavioural deviations in the gold markets. Journal of Multinational Financial Management 25-26, pages 110-130.
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Brian M. Lucey & Fergal A. O'Connor. (2013) Do bubbles occur in the gold price? An investigation of gold lease rates and Markov Switching models. Borsa Istanbul Review 13:3, pages 53-63.
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Marwa Talbi, Rihab Bedoui, Lotfi BelKacem & Christian de Peretti. (2017) Which Precious Metal Shines Brightest for International Investors?: A Vine Copula Approach. SSRN Electronic Journal.
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Juliin Andrada FFlix, Adrian Fernandez-Perez & Simmn Sosvilla Rivero. (2017) Fear Connectedness Among Asset Classes. SSRN Electronic Journal.
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Stefan Lyocsa & Peter Molnnr. (2016) Volatility Forecasting of Strategically Linked Commodity ETFs: Gold - Silver. SSRN Electronic Journal.
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Muzhao Jin, Youwei Li, Jian-Xin Wang & Yung Chiang Yang. (2016) Price Discovery in the Chinese Gold Market. SSRN Electronic Journal.
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Michele Piffer & Maximilian Podstawski. (2016) Identifying Uncertainty Shocks Using the Price of Gold. SSRN Electronic Journal.
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Thomas Conlon, Brian M. Lucey & Gazi Salah Uddin. (2015) Is Gold a Hedge Against Inflation? A Wavelet Time-Frequency Perspective. SSRN Electronic Journal.
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Fergal A. O'Connor, Brian M. Lucey, Jonathan A. Batten & Dirk G. Baur. (2015) The Financial Economics of Gold A Survey. SSRN Electronic Journal.
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Martin Hauptfleisch, TTlis J. Putniii & Brian M. Lucey. (2015) Who Sets the Price of Gold? London or New York?. SSRN Electronic Journal.
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Brian M. Lucey, Fergal A. O'Connor & Charles James Larkin. (2014) Gold Markets Around the World Who Spills Over What, to Whom, When?. SSRN Electronic Journal.
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Jozef Barunik, Evzen Kocenda & Lukas Vacha. (2013) Gold, Oil, and Stocks. SSRN Electronic Journal.
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Brian M. Lucey & Fergal A. O'Connor. (2012) Do Bubbles Occur in Gold Prices? Evidence from Gold Lease Rates and Markov Switching Models. SSRN Electronic Journal.
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