MyDVICE

- LETTER & VIEWS by NEV R. AGN
Metals #4 – Energy #6

Metals #4 – Energy #6

More on the relationship between gold and oil (the “Gold-Oil ratio”). 15 June 2020 Further to reading up on statistical research concerning the long-term equilibrium relationship between gold and oil (the research for the most part used cointegration...
Metals #3 – Energy #5

Metals #3 – Energy #5

Brace yourself!  I count at least 4 studies testing the cointegration or long-term equilibrium of the correlation between gold and oil. 10 June 2020 In my previous post I posit the following regarding the gold:oil ratio: Assuming mean reversion (to 17:1 ratio) and a...