Dollar’s Influence on Crude Oil and Gold Based on MF-DPCCA Method

Table 1

Descriptive statistics of each market’s return series.

Item	Crude oil	Gold	Dollar index
Maximum	0.319634	0.048370	0.024952
Minimum	–0.589346	–0.091905	–0.024300
Mean	–0.000248	0.000178	0.000056
Standard deviation	0.028354	0.009884	0.004489
Skewness	–2.958346	–0.567234	0.017911
Kurtosis	90.997520	8.953020	4.994415
Jarque–Bera statistics	909120.6000	4292.2880	465.0426
ADF statistics	–21.9856	–53.8956	–53.2274
Prob.	0.0000	0.0000	0.0000

5% significance level.