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Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks
Joint Authors
Jin, Jiankang
Jie, Chen
Zhang, Quanda
Source
Discrete Dynamics in Nature and Society
Issue
Vol. 2014, Issue 2014 (31 Dec. 2014), pp.1-6, 6 p.
Publisher
Hindawi Publishing Corporation
Publication Date
2014-07-21
Country of Publication
Egypt
No. of Pages
6
Main Subjects
Abstract EN
Five gold stocks in Chinese Shanghai and Shenzhen A-share and Comex gold futures are chosen to form the sample, for the purpose of analysing the impact of the fluctuation of the international gold prices on the gold stocks in Chinese Shanghai and Shenzhen A-share.
Using the methods of unit root test, Granger causality test, VAR model, and impulse response function, this paper has analysed the relationship between the price change of the international gold futures and the price fluctuation of gold stocks in Chinese Shanghai and Shenzhen comprehensively.
The results suggest the fluctuation of the international gold futures has a strong influence on the domestic futures.
American Psychological Association (APA)
Jin, Jiankang& Jie, Chen& Zhang, Quanda. 2014. Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks. Discrete Dynamics in Nature and Society،Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-462291
Modern Language Association (MLA)
Jin, Jiankang…[et al.]. Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks. Discrete Dynamics in Nature and Society No. 2014 (2014), pp.1-6.
https://search.emarefa.net/detail/BIM-462291
American Medical Association (AMA)
Jin, Jiankang& Jie, Chen& Zhang, Quanda. Analysis on the Impact of the Fluctuation of the International Gold Prices on the Chinese Gold Stocks. Discrete Dynamics in Nature and Society. 2014. Vol. 2014, no. 2014, pp.1-6.
https://search.emarefa.net/detail/BIM-462291
Data Type
Journal Articles
Language
English
Notes
Includes bibliographical references
Record ID
BIM-462291