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Effects of the 2008 financial crisis on the linkages among the oil, gold, and platinum markets

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  • Kentaka Aruga
  • Sudha Kannan

Abstract

To find out if gold remains to be unlinked with the crude oil market after the 2008 financial crisis, we investigated how long-run price linkages and price causalities among crude oil and gold markets changed before and after the crisis. To have a good reference, we also tested the same issue for the oil-platinum relationship. Using the cointegration methods, we found little evidence that gold began to have a price linkage with the crude oil market after the 2008 financial crisis. Conversely, we identified a long-run relationship between the crude oil and platinum markets after the crisis. Hence, we found that compared to the platinum market, the gold market remained unlinked with the oil market after the 2008 financial crisis indicating that it continued to be independent of the crude oil market.

Suggested Citation

  • Kentaka Aruga & Sudha Kannan, 2020. "Effects of the 2008 financial crisis on the linkages among the oil, gold, and platinum markets," Cogent Economics & Finance, Taylor & Francis Journals, vol. 8(1), pages 1807684-180, January.
    • Handle: RePEc:taf:oaefxx:v:8:y:2020:i:1:p:1807684
    DOI: 10.1080/23322039.2020.1807684
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    Cited by:

    1. Chaofeng Tang & Kentaka Aruga, 2021. "Effects of the 2008 Financial Crisis and COVID-19 Pandemic on the Dynamic Relationship between the Chinese and International Fossil Fuel Markets," JRFM, MDPI, vol. 14(5), pages 1-11, May.
    2. Imran Yousaf & Elie Bouri & Shoaib Ali & Nehme Azoury, 2021. "Gold against Asian Stock Markets during the COVID-19 Outbreak," JRFM, MDPI, vol. 14(4), pages 1-23, April.

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