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Precious Metals-Exchange Rate Volatility Transmissions and Hedging Strategies

https://doi.org/10.2139/ssrn.1495748
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1 of 24 checkable references need attention · checked 2026-08-28

At the dated check, the references listed below either did not resolve in Crossref or DataCite, or carried a retraction notice. Each one is shown with the registry record that put it there.

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References needing attention

does not resolve to a known work10.1787/eag-2009-tablec1_2-en
The 23 checked references that resolve
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resolves10.2139/ssrn.1338190
Do We Really Need Both BEKK and DCC? A Tale of Two Covariance Models
resolves10.1017/s0266466609990120
NEGATIVE VOLATILITY SPILLOVERS IN THE UNRESTRICTED ECCC-GARCH MODEL
resolves10.1198/073500102288618487
Dynamic Conditional Correlation
resolves10.1017/s0266466600009063
Multivariate Simultaneous Generalized ARCH
resolves10.1086/296072
On the Estimation of Security Price Volatilities from Historical Data
resolves10.1093/ww/9780199540884.013.u178945
Hamilton, Sir Michael Aubrey, (5 July 1918–3 July 2000)
resolves10.1016/j.eneco.2007.09.004
Metal volatility in presence of oil and interest rate shocks
resolves10.1016/j.qref.2006.05.006
Multivariate GARCH modeling of sector volatility transmission
resolves10.1017/s0266466698141038
STRONG CONSISTENCY OF ESTIMATORS FOR MULTIVARIATE ARCH MODELS
resolves10.1093/rfs/11.4.817
Modeling Asymmetric Comovements of Asset Returns
resolves10.2307/2331164
Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures
resolves10.1016/j.physa.2006.11.002
Detecting positive feedback in multivariate time series: The case of metal prices and US inflation
resolves10.1017/s0266466603192092
ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL
resolves10.1080/13518470123011
Power ARCH modelling of commodity futures data on the London Metal Exchange
resolves10.1017/s0266466605050140
AUTOMATED INFERENCE AND LEARNING IN MODELING FINANCIAL VOLATILITY
resolves10.1016/s0928-7655(97)00027-4
Crude oil prices between 1985 and 1994: how volatile in relation to other commodities?
resolves10.1002/9781118267905
Commodity Modeling and Pricing
resolves10.1016/j.ribaf.2006.07.001
A power GARCH examination of the gold market
resolves10.1016/j.matcom.2008.01.015
How has volatility in metals markets changed?
resolves10.1016/j.physa.2004.11.015
Commodity price dynamics and the nonlinear market impact of technical traders: empirical evidence for the US corn market
resolves10.1002/fut.3990130205
Nonlinear dynamics of daily futures prices: Conditional heteroskedasticity or chaos?
The 5 references without a DOI — listed, not checked
no DOI — not checkedref1
no DOI — not checkedref6
no DOI — not checkedThe dynamics of palladium and platinum prices
no DOI — not checkedref8
no DOI — not checkedref16
What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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