Search Results for author: Ali Al-Ali

Found 2 papers, 1 papers with code

On the Dynamics of Solid, Liquid and Digital Gold Futures

no code implementations20 Feb 2022 Toshiko Matsui, Ali Al-Ali, William J. Knottenbelt

This paper examines the determinants of the volatility of futures prices and basis for three commodities: gold, oil and bitcoin -- often dubbed solid, liquid and digital gold -- by using contract-by-contract analysis which has been previously applied to crude oil futures volatility investigations.

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