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 …

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices

W Mensi, A Sensoy, XV Vo, SH Kang - Resources Policy, 2020 - Elsevier
This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices
based on upward and downward trends. We apply the Asymmetric Multifractal Detrended …

Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold

R Selmi, W Mensi, S Hammoudeh, J Bouoiyour - Energy Economics, 2018 - Elsevier
This study assesses the roles of Bitcoin as a hedge, a safe haven and/or a diversifier against
extreme oil price movements, in comparison to the corresponding roles of gold. We use a …

The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

Does gold act as a hedge or a safe haven for stocks? A smooth transition approach

J Beckmann, T Berger, R Czudaj - Economic Modelling, 2015 - Elsevier
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 …

The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak

W Jiang, Y Chen - Resources Policy, 2022 - Elsevier
The study investigates static and dynamic returns spillover effects between metal (gold,
silver, copper and aluminum), energy (oil, natural gas and coal) and carbon markets in …

World gold prices and stock returns in China: Insights for hedging and diversification strategies

MEH Arouri, A Lahiani, DK Nguyen - Economic Modelling, 2015 - Elsevier
This article uses the VAR–GARCH framework of Ling and McAleer (2003) to explore both
return and volatility spillovers between world gold prices and stock market in China over the …

Dynamics of oil price, precious metal prices, and exchange rate

R Sari, S Hammoudeh, U Soytas - Energy Economics, 2010 - Elsevier
This study examines the co-movements and information transmission among the spot prices
of four precious metals (gold, silver, platinum, and palladium), oil price, and the US …

The safe haven, hedging, and diversification properties of oil, gold, and cryptocurrency for the G7 equity markets: Evidence from the pre-and post-COVID-19 periods

S Tarchella, R Khalfaoui, S Hammoudeh - Research in international …, 2024 - Elsevier
This study investigates the safe haven, hedging, and diversification properties of oil, gold,
and two cryptocurrencies, including Bitcoin and Ethereum, for equity investments in the G7 …

Volatility behavior of oil, industrial commodity and stock markets in a regime-switching environment

K Choi, S Hammoudeh - Energy policy, 2010 - Elsevier
This study supplements previous regime-switching studies on WTI crude oil and finds two
possible volatility regimes for the strategic commodity prices of Brent oil, WTI oil, copper …