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. …

innovations to volatilities are correlated across assets and therefore can be used to measure and hedge geopolitical risk. We …

longevity risk arising from the prevalence of defined contribution pensions, uncertainty in improvements in life expectancy … flexible death benefit to meet bequest and liquidity needs. The longevity bonds are issued through a special purpose vehicle …

% VaR. I also find that the 1% VaR has positive relationships with the US economic policy uncertainty index and the …

forecasting accuracy significantly. Higher uncertainty is found to increase the leverage and macro effects from credit and … commodity markets on stock market realized volatility. Specifically, Economic Policy Uncertainty is shown to be one of the main …

evidence that clean energy stocks may hedge against oil market risks. This result is robust to alternative measures of oil risk …Purpose - This study aims to examine the ability of clean energy stocks to provide cover for investors against market …) approach to evaluating the hedging effectiveness of clean energy stocks. The out-of-sample forecast evaluations of the oil risk …