Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses
Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic act...
Ausführliche Beschreibung
Gespeichert in:
| Autor*in: |
Yaya, OlaOluwa S. [verfasserIn] |
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| Format: |
E-Artikel |
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| Sprache: |
Englisch |
| Erschienen: |
2022transfer abstract |
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| Schlagwörter: |
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| Übergeordnetes Werk: |
Enthalten in: Catalytic pyrolysis of chemical extraction residue from microalgae biomass - Gong, Zhiqiang ELSEVIER, 2019, the international journal of minerals policy and economics, Amsterdam [u.a.] |
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| Übergeordnetes Werk: |
volume:79 ; year:2022 ; pages:0 |
| Links: |
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| DOI / URN: |
10.1016/j.resourpol.2022.103036 |
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| 520 | |a Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. | ||
| 520 | |a Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. | ||
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| 700 | 1 | |a Vo, Xuan Vinh |4 oth | |
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10.1016/j.resourpol.2022.103036 doi /cbs_pica/cbs_olc/import_discovery/elsevier/einzuspielen/GBV00000000001990.pica (DE-627)ELV059830557 (ELSEVIER)S0301-4207(22)00479-2 DE-627 ger DE-627 rakwb eng 530 620 VZ 52.56 bkl Yaya, OlaOluwa S. verfasserin aut Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 2022transfer abstract nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Dynamic correlation Elsevier Disaggregated oil shocks Elsevier Platinum Elsevier DCC-MIDAS Elsevier GARCH-MIDAS Elsevier Ogbonna, Ahamuefula E. oth Adesina, Oluwaseun A. oth Alobaloke, Kafayat A. oth Vo, Xuan Vinh oth Enthalten in Elsevier Science Gong, Zhiqiang ELSEVIER Catalytic pyrolysis of chemical extraction residue from microalgae biomass 2019 the international journal of minerals policy and economics Amsterdam [u.a.] (DE-627)ELV003457176 volume:79 year:2022 pages:0 https://doi.org/10.1016/j.resourpol.2022.103036 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 52.56 Regenerative Energieformen alternative Energieformen VZ AR 79 2022 0 |
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10.1016/j.resourpol.2022.103036 doi /cbs_pica/cbs_olc/import_discovery/elsevier/einzuspielen/GBV00000000001990.pica (DE-627)ELV059830557 (ELSEVIER)S0301-4207(22)00479-2 DE-627 ger DE-627 rakwb eng 530 620 VZ 52.56 bkl Yaya, OlaOluwa S. verfasserin aut Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 2022transfer abstract nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Dynamic correlation Elsevier Disaggregated oil shocks Elsevier Platinum Elsevier DCC-MIDAS Elsevier GARCH-MIDAS Elsevier Ogbonna, Ahamuefula E. oth Adesina, Oluwaseun A. oth Alobaloke, Kafayat A. oth Vo, Xuan Vinh oth Enthalten in Elsevier Science Gong, Zhiqiang ELSEVIER Catalytic pyrolysis of chemical extraction residue from microalgae biomass 2019 the international journal of minerals policy and economics Amsterdam [u.a.] (DE-627)ELV003457176 volume:79 year:2022 pages:0 https://doi.org/10.1016/j.resourpol.2022.103036 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 52.56 Regenerative Energieformen alternative Energieformen VZ AR 79 2022 0 |
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10.1016/j.resourpol.2022.103036 doi /cbs_pica/cbs_olc/import_discovery/elsevier/einzuspielen/GBV00000000001990.pica (DE-627)ELV059830557 (ELSEVIER)S0301-4207(22)00479-2 DE-627 ger DE-627 rakwb eng 530 620 VZ 52.56 bkl Yaya, OlaOluwa S. verfasserin aut Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 2022transfer abstract nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Dynamic correlation Elsevier Disaggregated oil shocks Elsevier Platinum Elsevier DCC-MIDAS Elsevier GARCH-MIDAS Elsevier Ogbonna, Ahamuefula E. oth Adesina, Oluwaseun A. oth Alobaloke, Kafayat A. oth Vo, Xuan Vinh oth Enthalten in Elsevier Science Gong, Zhiqiang ELSEVIER Catalytic pyrolysis of chemical extraction residue from microalgae biomass 2019 the international journal of minerals policy and economics Amsterdam [u.a.] (DE-627)ELV003457176 volume:79 year:2022 pages:0 https://doi.org/10.1016/j.resourpol.2022.103036 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 52.56 Regenerative Energieformen alternative Energieformen VZ AR 79 2022 0 |
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10.1016/j.resourpol.2022.103036 doi /cbs_pica/cbs_olc/import_discovery/elsevier/einzuspielen/GBV00000000001990.pica (DE-627)ELV059830557 (ELSEVIER)S0301-4207(22)00479-2 DE-627 ger DE-627 rakwb eng 530 620 VZ 52.56 bkl Yaya, OlaOluwa S. verfasserin aut Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 2022transfer abstract nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Dynamic correlation Elsevier Disaggregated oil shocks Elsevier Platinum Elsevier DCC-MIDAS Elsevier GARCH-MIDAS Elsevier Ogbonna, Ahamuefula E. oth Adesina, Oluwaseun A. oth Alobaloke, Kafayat A. oth Vo, Xuan Vinh oth Enthalten in Elsevier Science Gong, Zhiqiang ELSEVIER Catalytic pyrolysis of chemical extraction residue from microalgae biomass 2019 the international journal of minerals policy and economics Amsterdam [u.a.] (DE-627)ELV003457176 volume:79 year:2022 pages:0 https://doi.org/10.1016/j.resourpol.2022.103036 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 52.56 Regenerative Energieformen alternative Energieformen VZ AR 79 2022 0 |
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10.1016/j.resourpol.2022.103036 doi /cbs_pica/cbs_olc/import_discovery/elsevier/einzuspielen/GBV00000000001990.pica (DE-627)ELV059830557 (ELSEVIER)S0301-4207(22)00479-2 DE-627 ger DE-627 rakwb eng 530 620 VZ 52.56 bkl Yaya, OlaOluwa S. verfasserin aut Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses 2022transfer abstract nicht spezifiziert zzz rdacontent nicht spezifiziert z rdamedia nicht spezifiziert zu rdacarrier Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. Dynamic correlation Elsevier Disaggregated oil shocks Elsevier Platinum Elsevier DCC-MIDAS Elsevier GARCH-MIDAS Elsevier Ogbonna, Ahamuefula E. oth Adesina, Oluwaseun A. oth Alobaloke, Kafayat A. oth Vo, Xuan Vinh oth Enthalten in Elsevier Science Gong, Zhiqiang ELSEVIER Catalytic pyrolysis of chemical extraction residue from microalgae biomass 2019 the international journal of minerals policy and economics Amsterdam [u.a.] (DE-627)ELV003457176 volume:79 year:2022 pages:0 https://doi.org/10.1016/j.resourpol.2022.103036 Volltext GBV_USEFLAG_U GBV_ELV SYSFLAG_U 52.56 Regenerative Energieformen alternative Energieformen VZ AR 79 2022 0 |
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time-variation between metal commodities and oil, and the impact of oil shocks: garch-midas and dcc-midas analyses |
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Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses |
| abstract |
Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. |
| abstractGer |
Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. |
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Extant literature establishes co-movements among commodity (metal and oil) prices; whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most financial assets. We assess the predictability of Baumeister and Hamilton's (2019) decomposed oil shocks (economic activity shocks, oil consumption demand shocks, oil inventory demand shocks, and oil supply shocks) for conditional volatilities of prominently traded precious metals (gold, palladium, platinum, and silver) using GARCH-MIDAS-X framework. The asymmetric effect of decomposed oil shocks on precious metals' volatilities is examined. The DCC-MIDAS framework allows to investigate the conditional correlations and volatility between oil and precious metal prices. Results show that precious metals exhibit hedging potentials against oil demand and supply shocks, with heterogeneity observed in the precious metal-oil shocks nexus. Asymmetry is evident in the responses of metals' volatility to oil shocks. DCC-MIDAS results reveal significant dynamic correlations between oil prices and precious metals (except for platinum). Our results are robust (sensitive) to precious metals (oil shocks) proxies. The findings are insightful for commodity market stakeholders. |
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Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses |
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Ogbonna, Ahamuefula E. Adesina, Oluwaseun A. Alobaloke, Kafayat A. Vo, Xuan Vinh |
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