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Is gold a hedge or a safe-haven asset in the COVID-19 crisis?

Akhtaruzzaman, Md.; Boubaker, Sabri; Lucey, Brian M.; … - In: Economic modelling 102 (2021), pp. 1-26

Persistent link: https://www.econbiz.de/10012797342

U.S. equity and commodity futures markets : hedging or financialization?

Nguyen, Duc Khuong; Sensoy, Ahmet; Sousa, Ricardo M.; … - In: Energy economics 86 (2020), pp. 1-15

Persistent link: https://www.econbiz.de/10012511797

Is Gold a Hedge or Safe Haven Asset during COVID–19 Crisis?

Akhtaruzzaman, Md - 2020

The COVID–19 pandemic has shaken the global financial markets. Our study examines the role of gold as a safe haven asset during the different phases of this COVID–19 crisis by utilizing an intraday dataset. The empirical findings show that dynamic conditional correlations (DCCs) between...

Persistent link: https://www.econbiz.de/10012831892

The influence of Bitcoin on portfolio diversification and design

Akhtaruzzaman, Md.; Sensoy, Ahmet; Corbet, Shaen - In: Finance research letters 37 (2020), pp. 1-8

Persistent link: https://www.econbiz.de/10012484864

Energy, precious metals, and GCC stock markets : is there any risk spillover?

Al-Yahyaee, Khamis Hamed; Mensi, Walid; Sensoy, Ahmet; … - In: Pacific-Basin finance journal 56 (2019), pp. 45-70

Persistent link: https://www.econbiz.de/10012169554

Analysing dynamic linkages and hedging strategies between Islamic and conventional sector equity indexes

Mensi, Walid; Hammoudeh, Shawkat; Sensoy, Ahmet; Yoon, … - In: Applied economics 49 (2017) 25, pp. 2456-2479

Persistent link: https://www.econbiz.de/10011819434

Volatility spillovers and hedging strategies between impact investing and agricultural commodities

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Sensoy, Ahmet; … - In: International review of financial analysis 94 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10014543920

Information content of order imbalance in the index options market

Sensoy, Ahmet; Omole, John - In: International review of economics & finance : IREF 78 (2022), pp. 418-432

Persistent link: https://www.econbiz.de/10013334583

Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19 : new results for ongoing portfolio allocation

Ali, Fahad; Sensoy, Ahmet; Goodell, John W. - In: International review of economics & finance : IREF 85 (2023), pp. 744-792

Persistent link: https://www.econbiz.de/10014428692