Spillover effect of green bond with metal and bullion market

K Panwar, MP Yadav, N Puri - Asia-Pacific Financial Markets, 2023 - Springer
This paper examines the spillover of green bond with metal market and bullion market using
the daily observation from 16/06/2014 to 25/02/2022. The S&P Green Bond (GBD) is used to …

[PDF][PDF] Analyzing the Relationship between Oil Prices and Gold Prices before and after COVID-19

N Huseynli - International Journal of Energy Economics and Policy, 2023 - zbw.eu
The main purpose of this study is to investigate the causal relationship between world oil
prices and gold prices. For this purpose, the study is divided into two groups and evaluated …

Psychological price barriers, El Niño, La Niña: New insights for the case of coffee

MJ Holmes, J Otero - Journal of Commodity Markets, 2023 - Elsevier
This paper investigates the possibility of psychological barriers in the price dynamics of
seven types of coffee varieties over a twenty-year period. When prices are expressed in …

Dynamic linkages of energy commodities with bullion and metal market: evidence of portfolio hedging

S Rajwani, AK Tiwari… - American …, 2023 - digitalcommons.newhaven.edu
This paper examines the dynamic linkages of volatility of energy commodities with bullion
and the metal market. The proxies of energy commodities are crude oil and natural gas; …

Asymmetric effects of crude oil prices and USD exchange rate on precious metals returns: Evidence from pre and during COVID-19 outbreak

Y Wang, J Chen, X Ren - Heliyon, 2023 - cell.com
Trading in commodities such as precious metals and crude oil is vital to the economy.
Frequent exchange rate fluctuations have led to constant changes in commodity prices since …

Exploring the asymmetric effect of remittance inflows on gold import demand: Evidence from a large gold-consuming and remittance-receiving country

M Sahoo, PP Nayak, M Hanhaga, K Swain, RK Mallick - Resources Policy, 2023 - Elsevier
The focus of this research is to look at how remittance inflows affect gold imports in India for
the period from 1980 to 2020. The study uses both the linear (symmetric) autoregressive …

Naïve Buying Diversification and Narrow Framing by Individual Investors

J Gathergood, D Hirshleifer, D Leake… - The Journal of …, 2023 - Wiley Online Library
We provide the first tests to distinguish whether individual investors equally balance their
overall portfolios (naïve portfolio diversification, NPD) or, in contrast, equally balance the …

Psychological barriers and option pricing in a local volatility model

D Li, L Liu, G Xu - The North American Journal of Economics and Finance, 2023 - Elsevier
In this paper, we investigate the possible existence of psychological barriers in the SSE 50
Index and find that the volatility of the index returns and the implied volatility around …

[PDF][PDF] Capital Market Volatility During Crises: Oil Price Insights, VIX Index, and Gold Price Analysis

RG Hapau - Management & Marketing, 2023 - sciendo.com
The study aims to investigate capital market volatility during crises, exploring the
relationships between three key financial indicators: oil prices, the VIX index, and gold …

Circular-Statistics-Based Estimators and Tests for the Index Parameter α of Distributions for High-Volatility Financial Markets

A SenGupta, M Roy - Journal of Risk and Financial Management, 2023 - mdpi.com
The distributions for highly volatile financial time-series data are playing an increasingly
important role in current financial scenarios and signal analyses. An important characteristic …