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 …

This paper assesses the role of gold as a safe haven or hedge against crude oil price risks.
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …

In this article, we give an overview of the state of scientific knowledge on inflation hedging.
Specifically, we distill the results of several decades of research analysing the relationship …

Developing an accurate forecasting model for long-term gold price fluctuations plays a vital
role in future investments and decisions for mining projects and related companies. Viewed …

This paper aims to study the role of gold as a hedge against inflation based on local monthly
gold prices in China, India, Japan, France, the United Kingdom and the United States of …

This paper tests whether gold can be used to hedge against various forms of uncertainty,
using monthly data for the sample period from January 1998 through August 2020. The …

This paper analyzes the determinants of the price of gold with a special focus on four
uncertainty measures (namely, the volatility (VIX), skewness (SKEW), global economic …

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 …

Fluctuations in gold price have historically attracted the attention of governments, institutions
and individuals alike. Accurate forecasting of gold price can effectively capture the price …

This study is a comparative analysis of inflation hedging properties of stocks, gold and real
estates for the US. It is hypothesised that the assets have varying market characteristics and …