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 …

Financial institutions, investors, mining companies and related firms need an effective
accurate forecasting model to examine gold price fluctuations in order to make correct …

This study examines the relationship between domestic macroeconomic factors and
domestic precious metals prices across developed and emerging markets from 1979 to …

We analyse the relationship between geopolitical risk and asset prices and show that
geopolitical risk is distinct from existing measures of economic, financial, and political risk …

Prediction of volatility for different types of financial assets is one of the tasks of greater
mathematical complexity in time series prediction, mainly due to its noisy, non-stationary and …

Using high frequency data and connectedness measures based on a time-varying
parameter vector autoregression (TVP-VAR) model, we study dynamic connectedness …

This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …

This paper explores the relationship between macro-factors and the realized volatility of
commodity futures. Three main commodities—soybeans, gold and crude oil—are …

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 …

The aim of this study is to examine the relationship between renewable energy and inflation.
Within this framework, Turkey is taken into consideration. In this context, the data regarding …