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Higher-order moment nexus between the US Dollar, crude oil, gold, and bitcoin

Zhang, Yi; Zhou, Long; Li, Yuxue; Liu, Fang - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-11

Persistent link: https://www.econbiz.de/10014485587

Conditional correlations between stock index, investment grade yield, high yield and commodities (gold and oil) during stable and crisis periods

Tuysuz, Sukriye - In: International journal of economics and finance 5 (2013) 9, pp. 28-44

Persistent link: https://www.econbiz.de/10010190858

Portfolio co-integration dynamics of metal and energy commodities : evidence from India

Purankar, Shriram Anil; Singh, Vipul Kumar - In: International journal of management practice : IJMP 10 (2017) 3, pp. 273-294

Persistent link: https://www.econbiz.de/10011796555

Connectedness of cryptocurrency markets to crude oil and gold : an analysis of the efect of COVID-19 pandemic

Foroutan, Parisa; Lahmiri, Salim - In: Financial innovation : FIN 10 (2024), pp. 1-23

cryptocurrencies. Our fndings reveal that during the COVID 19 pandemic, gold is a strong safe-haven for Bitcoin, Litecoin, and Monero … while demonstrating a weaker safe-haven potential for Bitcoin Cash, EOS, Chainlink, and Cardano. In contrast, gold only …The notion that investors shift to gold during economic market crises remains unverifed for many cryptocurrency markets …

Persistent link: https://www.econbiz.de/10014547259

Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures

Joo, Young C.; Park, Sung Y. - In: The North American journal of economics and finance : a … 72 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10014534817

Time-varying market efficiency of safe-haven assets

Okoroafor, Ugochi C.; Leirvik, Thomas - In: Finance research letters 56 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014473576

Price volatility spillovers in commodities market : an analytical study of selected commodities

Pillai, Raji; Lokanadha Reddy M - In: Finance India : the quarterly journal of Indian … 36 (2022) 3, pp. 971-982

Persistent link: https://www.econbiz.de/10013477560

Hedging Gold and Oil Portfolios in Different Regimes

Rong, Ning - 2012

exhibited high volatility. Although there are a number of reasons to explain the fluctuation in oil and gold prices, such as …We investigate the dynamic correlation between oil, gold and commodity currencies and suggest optimal hedging … a minimum variance hedge portfolio consisting of investments in oil, gold and commodity currencies. We test our approach …

Persistent link: https://www.econbiz.de/10013102851

"Small things matter most" : the spillover effects in the cryptocurrency market and gold as a silver bullet

Toan Luu Duc Huynh; Nasir, Muhammad Ali; Xuan Vinh Vo; … - In: The North American journal of economics and finance : a … 54 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012665431

Quantile dependencies and connectedness between the gold and cryptocurrency markets : effects of the COVID-19 crisis

Mensi, Walid; El Khoury, Rim; Syed Riaz Mahmood Ali; … - In: Research in international business and finance 65 (2023), pp. 1-23

Persistent link: https://www.econbiz.de/10014432490