Gold prices and gold production: Evidence for South Africa
Author
Abstract
Suggested Citation
Download full text from publisher
As the access to this document is restricted, you may want to search for a different version of it.
References listed on IDEAS
- Sjaastad, Larry A. & Scacciavillani, Fabio, 1996.
"The price of gold and the exchange rate,"
Journal of International Money and Finance, Elsevier, vol. 15(6), pages 879-897, December.
- L.A. Sjaastad & F. Scacciavillani, 1995. "The Price of Gold and the Exchange Rates," Economics Discussion / Working Papers 95-14, The University of Western Australia, Department of Economics.
- Salant, Stephen W & Henderson, Dale W, 1978. "Market Anticipations of Government Policies and the Price of Gold," Journal of Political Economy, University of Chicago Press, vol. 86(4), pages 627-648, August.
- Barro, Robert J, 1979. "Money and the Price Level under the Gold Standard," Economic Journal, Royal Economic Society, vol. 89(353), pages 13-33, March.
- Robert P. Flood & Peter M. Garber, 1987.
"Gold Monetization and Gold Discipline,"
Palgrave Macmillan Books, in: Robert Z. Aliber (ed.), The Reconstruction of International Monetary Arrangements, chapter 10, pages 183-211,
Palgrave Macmillan.
- Flood, Robert P & Garber, Peter M, 1984. "Gold Monetization and Gold Discipline," Journal of Political Economy, University of Chicago Press, vol. 92(1), pages 90-107, February.
- Robert P. Flood & Peter M. Garber, 1980. "Gold Monetization and Gold Discipline," NBER Working Papers 0544, National Bureau of Economic Research, Inc.
- Robert P. Flood & Peter M. Garber, 1981. "Gold monetization and gold discipline," International Finance Discussion Papers 190, Board of Governors of the Federal Reserve System (U.S.).
- James Barney Marsh, 1983. "Keynes on the Supply of Gold: A Statistical Test," Eastern Economic Journal, Eastern Economic Association, vol. 9(1), pages 7-12, Jan-Mar.
- Harold Hotelling, 1931. "The Economics of Exhaustible Resources," Journal of Political Economy, University of Chicago Press, vol. 39(2), pages 137-137.
- Newey, Whitney & West, Kenneth, 2014.
"A simple, positive semi-definite, heteroscedasticity and autocorrelation consistent covariance matrix,"
Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), vol. 33(1), pages 125-132.
- Newey, Whitney K & West, Kenneth D, 1987. "A Simple, Positive Semi-definite, Heteroskedasticity and Autocorrelation Consistent Covariance Matrix," Econometrica, Econometric Society, vol. 55(3), pages 703-708, May.
- Whitney K. Newey & Kenneth D. West, 1986. "A Simple, Positive Semi-Definite, Heteroskedasticity and AutocorrelationConsistent Covariance Matrix," NBER Technical Working Papers 0055, National Bureau of Economic Research, Inc.
- Nattrass, Nicoli, 1995. "The crisis in South African gold mining," World Development, Elsevier, vol. 23(5), pages 857-868, May.
- Batchelor, Roy & Gulley, David, 1995. "Jewellery demand and the price of gold," Resources Policy, Elsevier, vol. 21(1), pages 37-42, March.
Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
Cited by:
- Reboredo, Juan C. & Ugolini, Andrea, 2017. "Quantile causality between gold commodity and gold stock prices," Resources Policy, Elsevier, vol. 53(C), pages 56-63.
- Ding, Qian & Huang, Jianbai & Gao, Wang & Zhang, Hongwei, 2022. "Does political risk matter for gold market fluctuations? A structural VAR analysis," Research in International Business and Finance, Elsevier, vol. 60(C).
- Ming, Lei & Yang, Shenggang & Cheng, Cheng, 2016. "The double nature of the price of gold—A quantitative analysis based on Ensemble Empirical Mode Decomposition," Resources Policy, Elsevier, vol. 47(C), pages 125-131.
- Arouri, Mohamed El Hedi & Hammoudeh, Shawkat & Lahiani, Amine & Nguyen, Duc Khuong, 2012.
"Long memory and structural breaks in modeling the return and volatility dynamics of precious metals,"
The Quarterly Review of Economics and Finance, Elsevier, vol. 52(2), pages 207-218.
- Mohamed El Hedi Arouri & Shawkat Hammoudeh & Amine Lahiani & Duc Khuong Nguyen, 2013. "Long memory and structural breaks in modeling the return and volatility dynamics of precious metals," Working Papers hal-00798033, HAL.
- O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015.
"The financial economics of gold — A survey,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
- O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015. "The Financial Economics of Gold - a survey," MPRA Paper 65484, University Library of Munich, Germany.
- Shafiee, Shahriar & Topal, Erkan, 2010. "An overview of global gold market and gold price forecasting," Resources Policy, Elsevier, vol. 35(3), pages 178-189, September.
- Mensi, Walid & Sensoy, Ahmet & Vo, Xuan Vinh & Kang, Sang Hoon, 2020. "Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices," Resources Policy, Elsevier, vol. 69(C).
- Charles, Amélie & Darné, Olivier & Kim, Jae H., 2015.
"Will precious metals shine? A market efficiency perspective,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 284-291.
- Amélie Charles & Olivier Darné & Jae H. Kim, 2015. "Will precious metals shine ? A market efficiency perspective," Post-Print hal-01238706, HAL.
- Song, Yu & Song, Yanqiu & Chang, Shiwei & He, Lele, 2024. "The role of gold in terrorism: Risk aversion or financing source?," Resources Policy, Elsevier, vol. 95(C).
- Amélie Charles & Olivier Darné & Jae H. Kim, 2014. "Precious metals shine? A market efficiency perspective," Working Papers hal-01010516, HAL.
- Mutele, Litshedzani & Carranza, Emmanuel John M., 2024. "Statistical analysis of gold production in South Africa using ARIMA, VAR and ARNN modelling techniques: Extrapolating future gold production, Resources–Reserves depletion, and Implication on South Afr," Resources Policy, Elsevier, vol. 93(C).
- Ntim, Collins G. & English, John & Nwachukwu, Jacinta & Wang, Yan, 2015. "On the efficiency of the global gold markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 218-236.
- Baur, Dirk G. & Prange, Philipp & Schweikert, Karsten, 2021. "Flight to quality – Gold mining shares versus gold bullion," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 71(C).
- Mukti KHETAN & Vijay KUMAR & Kalandi Charan PRADHAN & Mohd. Aziz SHAIKH & Mohd. ARSHAD, 2024. "Forecasting gold price and inflation for India and US: An analysis of ARIMA and Holt Winters models," Theoretical and Applied Economics, Asociatia Generala a Economistilor din Romania / Editura Economica, vol. 0(2(639), S), pages 255-268, Summer.
- O’Connor, Fergal A. & Lucey, Brian M. & Baur, Dirk G., 2016. "Do gold prices cause production costs? International evidence from country and company data," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 40(C), pages 186-196.
Most related items
These are the items that most often cite the same works as this one and are cited by the same works as this one.- O'Connor, Fergal A. & Lucey, Brian M. & Batten, Jonathan A. & Baur, Dirk G., 2015.
"The financial economics of gold — A survey,"
International Review of Financial Analysis, Elsevier, vol. 41(C), pages 186-205.
- O'Connor, Fergal & Lucey, Brian & Batten, Jonathan & Baur, Dirk, 2015. "The Financial Economics of Gold - a survey," MPRA Paper 65484, University Library of Munich, Germany.
- Dale W. Henderson & John S. Irons & Stephen W. Salant & Sebastian Thomas, 1997. "Can government gold be put to better use?: Qualitative and quantitative policies," International Finance Discussion Papers 582, Board of Governors of the Federal Reserve System (U.S.).
- Dale W. Henderson & Stephen W. Salant & John S. Irons & Sebastian Thomas, 2007.
"The benefits of expediting government gold sales,"
Review of Financial Economics, John Wiley & Sons, vol. 16(3), pages 235-258.
- Henderson, Dale W. & Salant, Stephen W. & Irons, John S. & Thomas, Sebastian, 2007. "The benefits of expediting government gold sales," Review of Financial Economics, Elsevier, vol. 16(3), pages 235-258.
- Blose, Laurence E. & Shieh, Joseph C. P., 1995. "The impact of gold price on the value of gold mining stock," Review of Financial Economics, Elsevier, vol. 4(2), pages 125-139.
- Maurice Obstfeld, 1994. "The Logic of Currency Crises," NBER Working Papers 4640, National Bureau of Economic Research, Inc.
- Laurence E. Blose & Joseph C.P. Shieh, 1995. "The impact of gold price on the value of gold mining stock," Review of Financial Economics, John Wiley & Sons, vol. 4(2), pages 125-139, March.
- Davidson, Sinclair & Faff, Robert & Hillier, David, 2003. "Gold factor exposures in international asset pricing," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 13(3), pages 271-289, July.
- Akhand Akhtar Hossain, 2009. "Central Banking and Monetary Policy in the Asia-Pacific," Books, Edward Elgar Publishing, number 12777.
- Oleg Kucher & Alexander Kurov, 2014.
"Business cycle, storage, and energy prices,"
Review of Financial Economics, John Wiley & Sons, vol. 23(4), pages 217-226, November.
- Kucher, Oleg & Kurov, Alexander, 2014. "Business cycle, storage, and energy prices," Review of Financial Economics, Elsevier, vol. 23(4), pages 217-226.
- Tsani, Stella, 2013. "Natural resources, governance and institutional quality: The role of resource funds," Resources Policy, Elsevier, vol. 38(2), pages 181-195.
- Willem H. Buiter, 1986.
"A "Gold Standard" Isn't Viable Unless Supported by Sufficiently FlexibleMonetary and Fiscal Policy,"
NBER Working Papers
1903, National Bureau of Economic Research, Inc.
- Buiter, Willem H., 1986. "A Gold Standard Isn't Viable Unless Supported by Sufficiently Flexible Monetary and Fiscal Policy," CEPR Discussion Papers 125, C.E.P.R. Discussion Papers.
- Boyan Jovanovic, 2013. "The 2012 Lawrence R. Klein Lecture: Bubbles In Prices Of Exhaustible Resources," International Economic Review, Department of Economics, University of Pennsylvania and Osaka University Institute of Social and Economic Research Association, vol. 54(1), pages 1-34, February.
- Maurice Obstfeld, 1986.
"Speculative Attack and the External Constraint in a Maximizing Model of the Balance of Payments,"
Canadian Journal of Economics, Canadian Economics Association, vol. 19(1), pages 1-22, February.
- Maurice Obstfeld, 1984. "Speculative Attack and the External Constraint in a Maximizing Model of the Balance of Payments," NBER Working Papers 1437, National Bureau of Economic Research, Inc.
- Blose, Laurence E., 1996. "Gold price risk and the returns on gold mutual funds," Journal of Economics and Business, Elsevier, vol. 48(5), pages 499-513, December.
- Ayala, Alfonso, 2011. "Una introducción a los modelos de crisis financieras [A introduction to models financial crisis]," MPRA Paper 42411, University Library of Munich, Germany.
- Luca Benati, 2005.
"U.K. Monetary Regimes and Macroeconomic Stylised Facts,"
Computing in Economics and Finance 2005
107, Society for Computational Economics.
- Luca Benati, 2006. "UK monetary regimes and macroeconomic stylised facts," Bank of England working papers 290, Bank of England.
- Olivier Jeanne, 1996. "Les modèles de crise de change : un essai de synthèse en relation avec la crise du franc de 1992-1993," Économie et Prévision, Programme National Persée, vol. 123(2), pages 147-162.
- Güntner, Jochen H.F., 2019.
"How do oil producers respond to giant oil field discoveries?,"
Energy Economics, Elsevier, vol. 80(C), pages 59-74.
- Jochen Güntner, 2017. "How do oil producers respond to giant oil field discoveries?," Economics working papers 2017-04, Department of Economics, Johannes Kepler University Linz, Austria.
- Christian Hellwig, 2002. "Signaling in a Global Game: Coordination and Policy Traps (J.P.E., June 2006)," UCLA Economics Online Papers 209, UCLA Department of Economics.
- Sargent, Thomas J. & Wallace, Meil, 1983.
"A model of commodity money,"
Journal of Monetary Economics, Elsevier, vol. 12(1), pages 163-187.
- Thomas J. Sargent & Neil Wallace, 1983. "A model of commodity money," Staff Report 85, Federal Reserve Bank of Minneapolis.
Corrections
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:eee:jrpoli:v:25:y:1999:i:2:p:69-76. See general information about how to correct material in RePEc.
If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.
If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .
If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Catherine Liu (email available below). General contact details of provider: http://www.elsevier.com/locate/inca/30467 .
Please note that corrections may take a couple of weeks to filter through the various RePEc services.