Salisu, Afees; Olaniran, Abeeb; Lasisi, Lukman - 2022
In this paper, we examine the predictive content of both transition and physical risks for the volatility of gold … literature. One, we show that the return volatility of gold has a positively significant relationship with transition risk and a … negatively significant relationship with physical risk. Given some salient features of gold, its safe haven property and its …
