Exploring common characteristics in the fluctuations of the economic uncertainty index, gold and oil prices
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Keywords
Economic Policy Uncertainty (EPU) ; Oil prices ; Crude oil ; Gold prices ; Granger causality tests ; Safe-haven asset wavelet analysisAbstract
This master’s thesis explores the dynamic relationship and fluctuations between three critical economic variables: the Economic Policy Uncertainty (EPU) index, gold prices, and crude oil prices. The primary objective of the study is to identify common characteristics and periods of co-movement among these variables, which often respond in distinct yet interconnected ways to global events. The research analyzes how geopolitical tensions, monetary policies, and economic crises impact energy and metal markets. Gold is examined in its role as a "safe haven" during periods of heightened uncertainty, while oil is analyzed as a fundamental driver of global economic activity. Through a comprehensive literature review and data analysis, the study highlights how economic policy uncertainty influences investment decisions and price volatility in international commodity markets.
Postgraduate Studies Programme
Χρηματοοικονομική και Τραπεζική με ειδίκευση στη Χρηματοοικονομική και Τραπεζική ΔιοικητικήDepartment
Σχολή Χρηματοοικονομικής και Στατιστικής. Τμήμα Χρηματοοικονομικής και Τραπεζικής ΔιοικητικήςNumber of pages
53Language
English
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Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα
Αναφορά Δημιουργού-Μη Εμπορική Χρήση-Όχι Παράγωγα Έργα 3.0 Ελλάδα