In this study, the volatility spillovers from the S&P 500 to the precious metals (gold, silver and platinum) are investigated. By using the TGARCH and DCC GARCH model, the evidence is found that there are spillovers between the S&P 500 and these global commodity markets. However, there are some...

This paper empirically examines the degree of persistence in four precious metal prices (i.e., gold, palladium, platinum, and silver) during the last four U.S. recessions. Unit root tests and fractional integration techniques suggest that gold still is the most prominent safe haven asset within...

This paper investigates the diversification contribution of four main precious metals (i.e., gold, silver, platinum, and palladium) to a traditional portfolio of stocks, bonds, cash, and currencies, as well as the impact of the global financial crisis of 2008 on that contribution. We use a...

This paper empirically examines the degree of persistence in four precious metal prices (i.e., gold, palladium, platinum, and silver) during the last four U.S. recessions. Unit root tests and fractional integration techniques suggest that gold still is the most prominent safe haven asset within...

In this paper, we investigate the extent to which precious metals can be used as a hedge from the perspective of global supply chain uncertainty (GSCU), which is significant for obtaining higher investment returns. This exploration uses the wavelet-based quantile-on-quantile regression (QQR)...

This paper investigates the role of precious metals in risk management (diversification, hedging, safe haven, leading and lagging roles) in the stock markets of BRICS-T (Brazil, Russia, India, China, South Africa, and Turkiye) countries using DCC-IGARCH-t-copula (Dynamic Conditional Correlation...