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【作者(必填)】Šimáková, J

【文题(必填)】Analysis of the relationship between oil gold prices

【年份(必填)】2011

【全文链接或数据库名称(选填)】Journal of Finance正式版

这篇文章没有发表在Journal of Finance上，你百度搜到的版本就是投稿版。改了个题目投会议了，摘要如下。
Gold and Oil: Is There any Long-Term Relationship?
作者:Simakova, J (Simakova, Jana)[ 1 ]
编者:Stavarek, D; Vodova, P
PROCEEDINGS OF THE 13TH INTERNATIONAL CONFERENCE ON FINANCE AND BANKING
页: 424-436
出版年: 2012
会议名称
会议: 13th International Conference on Finance and Banking
会议地点: Ostrava, CZECH REPUBLIC
会议日期: OCT 12-13, 2011
摘要
This article focuses on the relationship between oil and gold prices in period 1970 - 2010. The aim of this article is to analyze and determine the character of the co-movement between their price levels. This article also presents the basic characteristic and determinants of current price trends. To describe basic links there is also included a quantitative analysis of the variables. To prove causality between gold and oil the Granger causality test is used. Johansen cointegration test and Vector Error Correction model is used to test long-term relationship and its' short-term deviations. This paper reveals the existence of a long term relationship between analyzed variables.
关键词
作者关键词:oil price; gold price; Granger causality; cointegration test; Vector Error Correction Model
KeyWords Plus:SHOCKS; PRICES

一楼的版本就是百度版，楼主应该看过了。

high-templar 发表于 2017-9-7 00:11

谢谢~~~

yiyi23ttt 发表于 2017-9-7 00:06
这篇文章没有发表在Journal of Finance上，你百度搜到的版本就是投稿版。改了个题目投会议了，摘要如下。
...

谢谢~~~