The financial economics of gold—A survey
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 …
including the papers in this special issue of International Review of Financial Analysis to …
The financial economics of white precious metals—A survey
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 …
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?
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 …
(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 …
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?
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 …
on the connectedness between bitcoin and precious metals using both dynamic spillover …
Volatility transmission between gold and oil futures under structural breaks
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 …
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 …
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 …
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
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 …
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
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 …
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
This study examines the asymmetric volatility connectedness between Bitcoin and major
precious metals markets (gold, silver, palladium, and platinum). We use high-frequency data …
precious metals markets (gold, silver, palladium, and platinum). We use high-frequency data …