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Dynamic global linkages of the brics stock markets with the United States and Europe under external crisis shocks : implications for portfolio risk forecasting
Hammoudeh, Shawkat; Kang, Sang Hoon; Mensi, Walid; … - In: The world economy : the leading journal on … 39 (2016) 11, pp. 1703-1727
Persistent link: https://www.econbiz.de/10011584204
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Design of power purchase under transmission congestion
Gurgur, Cigdem Z.; Newes, Emily K. - In: International journal of energy sector management : IJESM 6 (2012) 1, pp. 50-64
Persistent link: https://www.econbiz.de/10009550204
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TARCH model-based dynamic hedging strategy of ADR portfolios
Guo, Haochen; Zmeškal, Zdeněk - In: International journal of economics and accounting : IJEA 11 (2022) 2, pp. 199-211
Persistent link: https://www.econbiz.de/10013454273
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Are gold, USD, and Bitcoin hedge or safe haven against stock? : the implication for risk management
Sharma, Udayan; Karmakar, Madhusudan - In: Review of financial economics : RFE 41 (2023) 1, pp. 43-64
Persistent link: https://www.econbiz.de/10014278639
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Is gold a hedge against stock price risk in U.S. or Indian markets?
Manuj, Hemant - In: Risks : open access journal 9 (2021) 10, pp. 1-15
We study whether gold acts as a hedge or a safe haven in U.S. and the Indian stock markets. These two stock markets …, the BSE Sensex, and gold prices. We find that, for the period of our study, 1980-2020, gold has not served as a hedge or a … our study period. Gold returns do not exhibit a significant negative relationship with stock returns in any of the chosen …
Persistent link: https://www.econbiz.de/10012632191
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Can bitcoin replace gold in an investment portfolio?
Henriques, Irene; Sadorsky, Perry A. - In: Journal of risk and financial management : JRFM 11 (2018) 3, pp. 1-19
investigates the implications of replacing gold in an investment portfolio with bitcoin (“digital gold”). Our approach is to use … portfolio with gold to a portfolio with bitcoin. These results are robust to the inclusion of trading costs. …
Persistent link: https://www.econbiz.de/10011895634
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Shortfall risk through Fenchel duality
Cui, Zhenyu; Deng, Jun - In: International journal of financial engineering 5 (2018) 2, pp. 1-14
Persistent link: https://www.econbiz.de/10011923010
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Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period
Yousaf, Imran; Plakandaras, Vasilios; Bouri, Elie; … - In: The North American journal of economics and finance : a … 64 (2023), pp. 1-14
Persistent link: https://www.econbiz.de/10014246762
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Searching for assets to hedge against inflation in the U.S. market
Chiang, Thomas C. - In: Review of Pacific Basin financial markets and policies … 27 (2024) 1, pp. 1-18
Persistent link: https://www.econbiz.de/10014575253
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Typology for flight-to-quality episodes and downside risk measurement
Gubareva, Mariya; Borges, Maria Rosa - In: Applied economics 48 (2016) 10/12, pp. 835-853
Persistent link: https://www.econbiz.de/10011432728