The financial economics of gold—A survey

FA O'Connor, BM Lucey, JA Batten, DG Baur - International Review of …, 2015 - Elsevier
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …

The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

Is gold the best hedge and a safe haven under changing stock market volatility?

M Hood, F Malik - Review of Financial Economics, 2013 - Wiley Online Library
We evaluate the role of gold and other precious metals relative to volatility (Volatility Index
(VIX)) as a hedge (negatively correlated with stocks) and safe haven (negatively correlated …

The safe-haven property of precious metal commodities in the COVID-19 era

A Lahiani, S Mefteh-Wali, DG Vasbieva - Resources Policy, 2021 - Elsevier
This paper examines the presence of short-and long-run asymmetric relationships between
precious metal commodities and S&P 500 stock market index and explores the safe-haven …

How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?

IO Fasanya, JA Oliyide, OB Adekoya, T Agbatogun - Resources Policy, 2021 - Elsevier
In this paper, we examine the role of United States Economic Policy Uncertainty (US EPU)
on the connectedness between bitcoin and precious metals using both dynamic spillover …

Volatility transmission between gold and oil futures under structural breaks

BT Ewing, F Malik - International Review of Economics & Finance, 2013 - Elsevier
This paper employs univariate and bivariate GARCH models to examine the volatility of gold
and oil futures incorporating structural breaks using daily returns from July 1, 1993 to June …

Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH …

SA Raza, A Masood, R Benkraiem, C Urom - Energy Economics, 2023 - Elsevier
Economic policy is a major determinant of investment and financial decisions; Moreover,
prices of precious metals are highly influenced by any uncertainty recorded in the global …

What precious metals act as safe havens, and when? Some US evidence

BM Lucey, S Li - Applied Economics Letters, 2015 - Taylor & Francis
Gold's role as a safe haven asset has been intensively studied in recent years. This article
extends the previous literature and examines the safe haven properties of four precious …

Black swan events and safe havens: The role of gold in globally integrated emerging markets

S Bekiros, S Boubaker, DK Nguyen… - Journal of International …, 2017 - Elsevier
There is evidence to suggest that gold acts as both a hedge and a safe haven for equity
markets over recent years, and particularly during crises periods. Our work extends the …

High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets

W Mensi, A Sensoy, A Aslan, SH Kang - The North American Journal of …, 2019 - Elsevier
This study examines the asymmetric volatility connectedness between Bitcoin and major
precious metals markets (gold, silver, palladium, and platinum). We use high-frequency data …