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Causality and volatility patterns between gold prices and exchange rates

Beckmann, Joscha; Czudaj, Robert; Pilbeam, Keith - In: The North American journal of economics and finance : a … 34 (2015), pp. 292-300

Persistent link: https://www.econbiz.de/10011540003

The role of precious metals in extreme market conditions : evidence from stock markets

Uyar, Sinem Guler Kangalli; Uyar, Umut; Balkan, Emrah - In: Studies in economics and finance 39 (2022) 1, pp. 63-78

Persistent link: https://www.econbiz.de/10012798498

Do precious metals act as hedges or safe havens for China's financial markets?

Peng, Xiaofan - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484877

Using precious metals to hedge cryptocurrency policy and price uncertainty

Hassan, M. Kabir; Hasan, Md. Bokhtiar; Rashid, Md. Mamunur - In: Economics letters 206 (2021), pp. 1-5

Persistent link: https://www.econbiz.de/10012886541

News-based uncertainty measures and returns on prices of precious metals : evidence from regime switching and time-varying causality approach

Adeosun, Opeoluwa Adeniyi; Adeosun, Olumide Adeola; … - In: Journal of economic studies 50 (2023) 2, pp. 173-200

Persistent link: https://www.econbiz.de/10014226466

Does gold offer a better protection against losses in sovereign debt bonds than other metals?

Agyei-Ampomah, Sam; Gounopoulos, Dimitrios; Mazouz, Khelifa - In: Journal of Banking & Finance 40 (2014) C, pp. 507-521

outcome of the hedge and safe haven properties is not always consistent across the different bonds. Finally, our analysis …

Persistent link: https://www.econbiz.de/10010738274

Dynamic spillovers between commodity and currency markets

Antonakakis, Nikolaos; Kizys, Renatas - In: International review of financial analysis 41 (2015), pp. 303-319

Persistent link: https://www.econbiz.de/10011509000

A dynamic hedging approach for refineries in multiproduct oil markets

Ji, Qiang; Fan, Ying - In: Energy 36 (2011) 2, pp. 881-887

A multiproduct portfolio hedge ratio strategy for oil futures is investigated using a multivariate GARCH model based on … model and dynamic B-GARCH model are selected to compare with our model for hedge effectiveness. Comparison of hedge … estimate the time-varying optimal hedge ratios for the oil-cracking margin. In addition, a naïve strategy, a traditional OLS …

Persistent link: https://www.econbiz.de/10011054892

Is gold a safe haven against equity market investment in emerging and developing countries?

Gürgün, Gözde; Ünalmış, İbrahim - In: Finance Research Letters 11 (2014) 4, pp. 341-348

The hedge and safe haven properties of gold in advanced economies’ financial markets are well documented in the … aims to fill this gap by empirically analyzing the hedge and safe haven properties of gold against equity market investment … is both a hedge and a safe haven in most of these countries. This result also holds in the post-2008 crisis period. In …

Persistent link: https://www.econbiz.de/10011118183

Modelling the nonlinear relationship between oil prices, stock markets, and exchange rates in oil-exporting and oil-importing countries

Chkir, Imed Eddine; Guesmi, Khaled; Brayek, Angham Ben; … - In: Research in international business and finance 54 (2020), pp. 1-13

Persistent link: https://www.econbiz.de/10012581526

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