Is gold a hedge or a safe-haven asset in the COVID–19 crisis?
This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …
[HTML][HTML] Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic
In this study, we present the evidence of dramatic changes in the structure and time-varying
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …
Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities
The interconnectedness and high integration among the global markets have reduced the
portfolio diversification opportunities of international investors. In view of this, considering …
portfolio diversification opportunities of international investors. In view of this, considering …
Hedging stocks with oil
We study the feasibility of hedging stocks with oil. The Dynamic Conditional Correlation
(DCC) approach allows for the calculation of optimal hedge ratios and corresponding hedge …
(DCC) approach allows for the calculation of optimal hedge ratios and corresponding hedge …
Revisiting the valuable roles of commodities for international stock markets
In this paper, we re-examine the safe haven, hedge, and diversification potentials of 21
commodities belonging to various commodity groups for 49 international stock markets …
commodities belonging to various commodity groups for 49 international stock markets …
Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and …
In this paper, we use a bivariate VAR-asymmetric-BEKK-GARCH model to examine returns,
asymmetric volatility spillovers, and time-varying correlations among GCC stock markets …
asymmetric volatility spillovers, and time-varying correlations among GCC stock markets …
Return and volatility spillovers between Chinese and US clean energy related stocks
This paper aims to empirically investigate the dynamic connectedness between oil prices
and stock returns of clean energy-related and technology companies in China and US …
and stock returns of clean energy-related and technology companies in China and US …
Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis
This paper examines the volatility transmission between crude oil and four precious metals
(ie, gold, silver, platinum, and palladium) and investigates whether oil can be considered as …
(ie, gold, silver, platinum, and palladium) and investigates whether oil can be considered as …
Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
This paper examines the dependence structure and dynamics between gold and oil prices.
Specifically, we study the hedge and safe haven ability of gold for oil prices using daily gold …
Specifically, we study the hedge and safe haven ability of gold for oil prices using daily gold …
In search of hedges and safe havens during the COVID─ 19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty
NS Al-Nassar, S Boubaker, A Chaibi… - The Quarterly Review of …, 2023 - Elsevier
This paper investigates the potential hedging and safe-haven properties of several
alternative investment assets, including gold, Bitcoin, oil, and the oil price volatility index …
alternative investment assets, including gold, Bitcoin, oil, and the oil price volatility index …