This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

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 …

This study deals with the issue whether gold actually exhibits the function of a hedge or a
safe haven as often referred to in the media and academia. In order to test the Baur and …

Based on daily data from 1989 to 2016 we find that the correlations between gold and oil
market futures and equity returns in the aggregate US market, and specifically in the energy …

This study examines the time-series relation between Bitcoin and forward inflation
expectation rates. Using a vector autoregressive process, we find that changes in Bitcoin …

We assess the role of gold as a safe haven or hedge against the US dollar (USD) using
copulas to characterize average and extreme market dependence between gold and the …

This article is based on a study conducted to understand the relationship between gold price
and selected factors influencing it, namely stock market, crude oil price, rupee dollar …

This paper assesses the role of gold as a hedge or safe haven against oil price movements.
We use an approach based on copulas to analyse the dependence structure between these …

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 investigates macroeconomic influences on gold using the asymmetric power
GARCH model (APGARCH) of [Ding, Z., Granger, CWJ, Engle, RF, 1993. Long memory …