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 …
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 …
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 …
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 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 …
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 …
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 …
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 …
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 …