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https://olympias.lib.uoi.gr/jspui/handle/123456789/39775Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Siori, Sophia | en |
| dc.date.accessioned | 2026-02-16T12:36:49Z | - |
| dc.date.available | 2026-02-16T12:36:49Z | - |
| dc.identifier.uri | https://olympias.lib.uoi.gr/jspui/handle/123456789/39775 | - |
| dc.rights | Attribution-NonCommercial-NoDerivs 3.0 United States | * |
| dc.rights.uri | http://creativecommons.org/licenses/by-nc-nd/3.0/us/ | * |
| dc.subject | Silver, Platinum, Price linkages, Wavelet Local Multiple Correlation (WLMC), Wavelet Coherence, Safe-haven assets, Precious metals Co-movement, Volatility, Time-frequency analysis, Non-linear analysis, Multi-scale correlation. | en |
| dc.title | Time and frequency price linkages between the futures markets of silver and platinum | en |
| dc.type | masterThesis | en |
| heal.type | masterThesis | el |
| heal.type.en | Master thesis | en |
| heal.type.el | Μεταπτυχιακή εργασία | el |
| heal.secondaryTitle | A Wavelet Local Multiple Correlation approach | en |
| heal.classification | Metals | en |
| heal.classification | Prices | en |
| heal.dateAvailable | 2026-02-16T12:37:49Z | - |
| heal.language | en | el |
| heal.access | free | el |
| heal.recordProvider | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών | el |
| heal.publicationDate | 2026-01 | - |
| heal.abstract | This study examines the dynamic relationship between silver and platinum daily futures prices, from 2 February 2018 to 2 February 2025, covering the period of the COVID-19 pandemic. Both metals hold a dual role as investment assets and industrial inputs, making their prices vulnerable to macroeconomic shocks, supply-demand imbalances, and industrial shifts. Data for the analysis were obtained from Investing.com. The Wavelet Local Multiple Correlation (WLMC) method, supplemented by wavelet coherence, has been applied to capture co-movements and volatility persistence across multiple time-frequency scales. The results reveal a persistently positive but time-varying correlation. High frequencies indicate moderate and unstable co-movement, whereas medium-term horizons present a stronger relationship with cyclical patterns throughout the pandemic. Low frequencies exhibit the most consistent and strong co-movement, underscoring a structural interdependence between the two markets. This work also focuses on volatility dynamics, revealing that the correlation between the two metals in medium and long horizons peaked during the pandemic, with a partial decoupling following in the post-pandemic period. Dominant heatmaps are used to visualize the most dependent variable in their relationship, revealing platinum's dominant role across most time scales, highlighting an asymmetric dependence. By focusing on silver-platinum linkages, an area less explored in prior research, this analysis provides novel multiscale evidence of their time-varying co-movements, volatility spillovers, and platinum's asymmetric leadership. | en |
| heal.advisorName | Panagiotou, Dimitrios | en |
| heal.committeeMemberName | Grigoriadis, Vasilis | en |
| heal.committeeMemberName | Tsakiris, Nikolaos | en |
| heal.academicPublisher | Πανεπιστήμιο Ιωαννίνων. Σχολή Οικονομικών και Διοικητικών Επιστημών. Τμήμα Οικονομικών Επιστημών | el |
| heal.academicPublisherID | uoi | el |
| heal.numberOfPages | 70 | el |
| heal.fullTextAvailability | true | - |
| heal.fullTextAvailability | true | - |
| Appears in Collections: | Διατριβές Μεταπτυχιακής Έρευνας (Masters) - ΟΕ | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| Μ.Ε. ΣΙΩΡΗ ΣΟΦΙΑ (2026).pdf | 1.35 MB | Adobe PDF | View/Open |
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