Good question!
Well, to a large extent, the Lannisters can pull a De Beers: since they have the largest supply, they can set the price by restricting or loosening the flow from their own vaults.

Now, in IRL, gold mines required royal licenses. Given that different Houses have their own mines in the Westerlands, it doesn’t seem to have been the case that House Lannister had that kind of system. (Maybe the De Beers technique was good enough that they didn’t have to?)