Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data

M Cui, WK Wong, W Wisetsri, F Mabrouk, I Muda, Z Li… - Resources policy, 2023 - Elsevier
The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …

Tail risk dependence, co-movement and predictability between green bond and green stocks

AK Tiwari, EJA Abakah, OOS Yaya… - Applied economics, 2023 - Taylor & Francis
This paper examines the coherence of extreme returns between green bonds and a unique
set of green stocks. We use the novel quantile cross-spectral coherence methodology of …

Crude oil, gold, natural gas, exchange rate and Indian stock market: Evidence from the asymmetric nonlinear ARDL model

S Kumar, S Choudhary, G Singh, S Singhal - Resources Policy, 2021 - Elsevier
This study investigates the nexus among natural gas price, crude oil price, gold price,
exchange rate, and stock market index in Indian context using the Nonlinear Autoregressive …

Persistence and volatility spillovers of bitcoin price to gold and silver prices

OS Yaya, AF Lukman, XV Vo - Resources Policy, 2022 - Elsevier
The paper investigates persistence, returns and volatility spillovers from the bitcoin market to
the gold and silver markets using daily datasets from January 2, 2018 to July 31, 2020 by …

Silver as a value keeper and wealth distributor during an economic recession.

Z Rowland, A Blahova… - Acta Montanistica …, 2021 - search.ebscohost.com
The article aims at evaluating the price development of silver from 2011 to 2021, making a
safe prediction of its trend to 2022. The experimental evaluation thereby compared …

Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses

OOS Yaya, AE Ogbonna, OA Adesina, KA Alobaloke… - Resources Policy, 2022 - Elsevier
Extant literature establishes co-movements among commodity (metal and oil) prices;
whereas oil price/shocks aggregate, as a lone predictor, has relative predictability for most …

Mining and indigenous communities in Southeast Asia: Examining the social impact of mineral development

N Huang, L Ge - The Extractive Industries and Society, 2024 - Elsevier
Concerns have been expressed concerning the social effect of mining operations on
indigenous people in Southeast Asia, calling for a closer look at the matter. This study …

Exploring the interconnection between international crude oil and silver rates volatilities: Novel evidence from the COVID-19 pandemic

L Zhou, Z Gong, L Tian, Z Chen - Heliyon, 2024 - cell.com
Several research studies globally focus on the volatility of gold and oil prices, neglecting an
examination of silver price volatility in relation to other market commodities. The current …

Dynamic spillover between crude oil, gold, and Chinese stock market sectors–analysis of spillovers during financial crisis data during the last two decades

YT Wu, C Mai - Heliyon, 2024 - cell.com
The present study investigates the presence of asymmetric return spillovers among crude oil
futures, gold futures, and ten Chinese stock sector markets. Time-varying asymmetric …

Hybrid DE-Optimized GPR and NARX/SVR Models for Forecasting Gold Spot Prices: A Case Study of the Global Commodities Market

E García-Gonzalo, PJ García-Nieto, G Fidalgo Valverde… - Mathematics, 2024 - mdpi.com
In this work, we highlight three different techniques for automatically constructing the dataset
for a time-series study: the direct multi-step, the recursive multi-step, and the direct–recursive …