outbreak. During the COVID-19 sub-period, gold is shown to be a strong hedge (diversifier) for the majority (minority) of Asian … analyses show that the hedge portfolio returns in many cases are mostly driven by gold implied volatility and inflation …This study examines the safe-haven and hedging roles of gold against thirteen Asian stock markets during the COVID-19 …

unknown set of drivers, could act as a diversifier in normal market conditions, and it might also have some borderline hedge …

In this study, I apply a quantile regression model to investigate how gold returns respond to changes in various … financial indicators. The model quantifies the asymmetric response of gold return in the tails of the distribution based on … the relationship between gold return and some key financial indicators changed three times throughout the sample period …

This paper examines the impact of changes in economic policy uncertainty (EPU) and COVID-19 shock on stock returns … negative effect from global EPU to U.S. stocks. Evidence suggests that the COVID-19 pandemic has a negative impact that …

properties of carbon futures and clean energy stocks against the U.S. climate policy uncertainty (CPU). We discover that carbon … futures and clean energy stocks have a weak hedge and a semi-strong safe haven in different market conditions. Carbon futures … exhibit a strong safe haven in both bull and bear markets, depending on the degree of uncertainty. Clean energy stocks, on the …

statistics suggest that the degree of uncertainty attached to these distributions changes through time and using the S&P 500 …