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 global gold market has recently attracted a lot of attention and the price of gold is
relatively higher than its historical trend. For mining companies to mitigate risk and …

Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average,
or is it a safe haven, defined as a security that is uncorrelated with stocks and bonds in a …

Given that the gold market and the crude oil market are the main representatives of the large
commodity markets, it is of crucial practical significance to analyze their cointegration …

This paper applies the GARCH‐MIDAS model to examine whether information contained in
global economic policy uncertainty (GEPU) can help to predict short‐and long‐term …

Motivated by psychological evidence on limited investor attention and anchoring, we
propose two proxies for the degree to which traders under-and overreact to news, namely …

This study examines the long-run hedging ability of gold and silver prices against alternative
measures of consumer price index for the UK and the US. We employ a dataset that spans …

In this paper, we investigate the volatility spillover effect among the global commodity futures
(including both energy and metal futures; global stock markets (covering both Developed …

Even though significant attempts have appeared in literature, the current perception of co-
movement of commodity prices appear inadequate and static. In particular we focus on price …

We employ a wavelet approach and conduct a time-frequency analysis of dynamic
correlations between pairs of key traded assets (gold, oil, and stocks) covering the period …