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 …

Investment in gold: A bibliometric review and agenda for future research

D Pattnaik, MK Hassan, A DSouza, A Ashraf - Research in International …, 2023 - Elsevier
Significant surge in gold prices has attracted speculators, investors and intellectuals alike.
Factors driving gold prices, the effectiveness of gold price predictions, the economic viability …

Forecasting gold price with the XGBoost algorithm and SHAP interaction values

SB Jabeur, S Mefteh-Wali, JL Viviani - Annals of Operations Research, 2024 - Springer
Financial institutions, investors, mining companies and related firms need an effective
accurate forecasting model to examine gold price fluctuations in order to make correct …

[HTML][HTML] Dynamic connectedness among the implied volatilities of oil prices and financial assets: New evidence of the COVID-19 pandemic

N Antonakakis, J Cunado, G Filis, D Gabauer… - International Review of …, 2023 - Elsevier
This paper examines the dynamic connectedness among the implied volatilities of oil prices
(OVX) and fourteen other assets, which can be grouped into five different assets classes (ie …

Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico

S Singhal, S Choudhary, PC Biswal - Resources policy, 2019 - Elsevier
This study investigates the dynamic relationship among international oil prices, international
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …

Volatility transmissions across international oil market, commodity futures and stock markets: Empirical evidence from China

AD Ahmed, R Huo - Energy Economics, 2021 - Elsevier
This paper uses a trivariate VAR-BEKK-GARCH model to investigate the dynamic
relationship among the Chinese stock market, commodity markets and global oil price. We …

The effect of energy price shocks on commodity currencies during the war in Ukraine

A Sokhanvar, S Çiftçioğlu, CC Lee - Resources Policy, 2023 - Elsevier
The ongoing geopolitical crisis that has emerged due to the war in Ukraine has created
economic winners and losers. We adopt the DS-ARDL and Cross-Quantilogram approaches …

Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets

N Raza, SJH Shahzad, AK Tiwari, M Shahbaz - Resources Policy, 2016 - Elsevier
This paper examines the asymmetric impact of gold prices, oil prices and their associated
volatilities on stock markets of emerging economies. Monthly data are used for the period …

Oil prices and real estate investment trusts (REITs): Gradual-shift causality and volatility transmission analysis

S Nazlioglu, NA Gormus, U Soytas - Energy economics, 2016 - Elsevier
According to literature, oil price shocks and volatility can have sector-specific impacts in the
market. While these studies include most asset groups, the dynamic relationship between …

Dynamic linkages among oil price, gold price, exchange rate, and stock market in India

A Jain, PC Biswal - Resources Policy, 2016 - Elsevier
Governments impose taxes and levies to manage the effect of gold and crude oil imports on
the exchange rate. These in return have relations with the economy of the country, best …