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 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 …

Given that the gold market and the crude oil market are the main representatives of the large
commodity markets, it is of crucial practical significance to analyze their cointegration …

In this paper we examine the long-run relationship between gold and oil spot and futures
markets. We draw on the conceptual framework that when oil price rises, it creates …

We examine the volatility spillovers and hedging characteristics between four major
precious metals futures (gold, palladium, platinum, and silver) and seven major currencies …

What is the relationship between the price of gold and inflation? How stable is it–over time
and across measures of inflation? We examine this for three countries (the USA, the UK and …

The study investigates the dynamic relationship of global crude oil and gold price in a two-
regime vector error-correction model with a single cointegrating vector and a threshold effect …

This study aimed to investigate the return connectedness between Sukuk and green bonds
at the middle, left and right tail using the new quantile-based connectivity methodology from …

In this study the relation between stock markets and precious metals during first wave of
Covid-19 pandemic are investigated. We use a wavelet-based quantile procedure to …

A multi-chain regime-switching spillover GARCH (MCRSSG) model is proposed for optimal
portfolio diversification. MCRSSG specifies the within-regime time-varying correlation via a …