This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …

Can inflation risks be hedged by industrial metals? This is the poser that this study intends to
address. We examine this possibility for seven (7) globally traded industrial metals in twenty …

This study estimates the cross-category inflation spillovers of consumption markets in China
in the time-frequency domain, and evaluates the impact of the COVID-19 pandemic on the …

Under the dual impact of the COVID-19 pandemic and the Russian-Ukrainian conflict, the
excessive stimulation of monetary policy continuously pushes up global inflation (INF) …

This paper employs a time-varying parameter structural vector autoregression with
stochastic volatility (TVP-SVAR-SV) model to examine the time-varying impacts of three …

The urgent need to reduce carbon emissions causes great concerns about rising inflation.
Through measuring the interconnectedness in the carbon-inflation system consisting of four …

This paper investigates the asymmetric impact of COVID-19 on gold prices by making use of
high frequency data and a recently developed nonlinear estimation approach. The analysis …

This study examines the impact of inflation on US gold and silver returns using a Markov
regime-switching vector autoregressive (VAR) model and threshold regression analysis with …

This paper studies the importance of gold's effect on investment and the fact that gold is
often seen as a safe-haven asset during economic uncertainty. When inflation rates rise …

Purpose Conducting an analysis spanning from 2000 to 2023, this research evaluates the
effectiveness of real estate assets in hedging against global and energy inflation …