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Dynamic spillovers across precious metals and oil realized volatilities : evidence from quantile extended joint connectedness measures
Cuñado Eizaguirre, Juncal; Chatziantoniou, Ioannis; … - In: Journal of commodity markets 30 (2023), pp. 1-17
Persistent link: https://www.econbiz.de/10014426696
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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets
Mensi, Walid; Al Rababa'a, Abdel Razzaq; Xuan Vinh Vo; … - In: Energy economics 98 (2021), pp. 1-20
Persistent link: https://www.econbiz.de/10012873674
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Volatility integration of gold and crude oil prices with the interest rates in India
Rastogi, Shailesh; Doifode, Adesh; Kanoujiya, Jagjeevan; … - In: South Asian journal of business studies 12 (2023) 3, pp. 444-461
Persistent link: https://www.econbiz.de/10014380642
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Volatility spillovers and cross-hedging between gold, oil and equities : evidence from the Gulf Cooperation Council countries
Maghyereh, Aktham I.; Awartani, Basel; Tziogkidis, … - In: Energy economics 68 (2017), pp. 440-453
Persistent link: https://www.econbiz.de/10011905999
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Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Das, Debojyoti; Le Roux, Corlise L.; Jana, R. K.; … - In: Finance research letters 36 (2020), pp. 1-11
Persistent link: https://www.econbiz.de/10012483345
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Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Yousaf, Imran; Ali, Shoaib; Bouri, Elie; Saeed, Tareq - In: Economic research 35 (2022) 1,2, pp. 1913-1934
Persistent link: https://www.econbiz.de/10014381000
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Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications
Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - In: Cogent business & management 11 (2024) 1, pp. 1-17
conditional volatility association of gold, crude oil and yield (or IR) on the ER (the price of US$ in Indian rupee). The daily …, volatility integration has a larger and long-term impact. Therefore, the study endorses the views that gold, crude oil and IR …Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the …
Persistent link: https://www.econbiz.de/10014543455
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Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions
Hsu, Shu-Han; Sheu, Chwen; Yoon, Jiho - In: The North American journal of economics and finance : a … 57 (2021), pp. 1-21
Persistent link: https://www.econbiz.de/10012822235
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Time-frequency moment interdependence of equity, oil, and gold markets during the COVID-19 pandemic
Ahmed, Walid M. A.; Sleem, Mohamed A. E. - In: Cogent economics & finance 10 (2022) 1, pp. 1-30
, and kurtosis). With respect to the equity-gold nexus, we find that stock (gold) returns and volatility negatively …Like no other calamitous event in recent memory, the COVID-19 pandemic has plunged the world’s financial system into … examine the multiscale interdependence structure of global equity, gold, and oil markets prior to and following the COVID-19 …
Persistent link: https://www.econbiz.de/10013447921
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Dynamic spillovers and connectedness between oil returns and policy uncertainty
Wang, En-Ze; Lee, Chien-chiang - In: Applied economics 52 (2020) 35, pp. 3788-3808
Persistent link: https://www.econbiz.de/10012258981