Global economic environment has an important impact on commodity prices. Economic policy uncertainty is indicator of global and factor affecting Through empirical research the index composite index, it found that commodities comprehensive except gold (energy), fuel prices, oil prices fossil fuel, food beverage price industrial base raw materials agricultural metal in addition to agriculture as ...

Generally, high oil prices slow economic growth, cause inflationary pressures and creates global imbalances. In addition, oil price volatility increase uncertainty and restrain the much-needed investment in the capital market. Thus, this paper applies the Augmented Dickey Fuller and Johansen Co-integration Tests in which the effect of oil price volatility, crude oil price and stock price is ana...

The deliberate fragmentation of the world market as a result establishment global sanctions regime provoked complete transition both Russian and entire economy to non-stationary modes operation, one fundamental features which are deformations monetary financial system, only two years ago seemed have no alternative based on US dollar. One consequences these events is objective strengthening role...

The present paper explores the relationships between two commodity market indicators and stock market in India using daily time series data of 2 nd January 1991 – 31 st December 2012 comprising 5321 observations in the midst of employing Johansen co integration approach and Granger causality method. During the last two decades, both crude oil price and gold price (except 1997-2001) have been in...

Purpose This paper analyzes the connectedness with network among major cryptocurrencies, G7 stock indexes and gold price over coronavirus disease 2019 (COVID-19) pandemic period, in 2020. Design/methodology/approach study used a multivariate approach proposed by Diebold Yilmaz (2009, 2012 2014). Findings For index portfolio, results of static showed higher independence between markets during CO...

The main purpose of this paper is to evaluate the effect of crude oil price on global fertilizer prices in both the mean and volatility. The endogenous structural breakpoint unit root test, the autoregressive distributed lag (ARDL) model, and alternative volatility models, including the generalized autoregressive conditional heteroskedasticity (GARCH) model, Exponential GARCH (EGARCH) model, an...

This research is aimed to analyze the influence of marketing mix (4P: Product, Place, Price, and Promotion) in using gold saving Product for Faculty Economic Business Islam (FEBI) students Raden Mas Said State Islamic University Surakarta. descriptive quantitative. Questionnaires were distributed 120 FEBI Surakart
 a . The data tested validity with Confirmatory Factor Analysis (CFA) reliab...

One of the most important duties of financial economy is modeling and forecasting the volatilities of price of risky assets. From analysts and policy makers’ view, price volatility is a key variable contributing to perception of market volatilities. Therefore, analysts need to have an appropriate of forecast of price volatility as a necessary input to perform duties such as risk management, por...