Using the GARCH model and quantile regression with dummy variables, we investigate the hedging and safe haven … futures and clean energy stocks have a weak hedge and a semi-strong safe haven in different market conditions. Carbon futures … other hand, possess a weak hedge across market conditions and a strong safe haven in bull markets. Sub-sample analyses of …

portfolio diversification theory. These findings pave the way for not only US investors to hedge long-term economic policy risk …. The analysis finds that green bonds act more as a hedge than a safe haven against economic policy uncertainty (EPU). In … properties against EPUs. This study contributes to the hedging and safe haven literature with some new insight considering the …

serve as a hedge in the classical sense while the findings for the period prior to 2008 mostly suggest that gold is able to …

bond markets, and investigate the role of gold as a hedge and safe haven asset from an ex-ante point of view. The results … show that gold is not expected to serve as hedge and safe haven for the bond and stock markets, but it is so realized ex …-post. Further, we find that gold is neither expected to be an inflation hedge nor is it realized. …