This paper analyses the gold sector's environmentally-adjusted (carbon dioxide – CO 2 emissions) efficiency using cross …

investor that observes these risks in the gold market. We further demonstrate the robustness of our findings to multiple …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 …

return volatility of gold while the GARCH-MIDAS framework is utilized. The utilization of this framework is hinged on its … contraction measure by Baumeister et al. (2020) which includes world industrial production in its measure, while that of Kilian … the return volatility of gold and that the increased uncertainty created by climate change makes gold to be a safe haven …