The financial economics of gold—A survey

FA O'Connor, BM Lucey, JA Batten, DG Baur - International Review of …, 2015 - Elsevier
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …

Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices

W Mensi, A Sensoy, XV Vo, SH Kang - Resources Policy, 2020 - Elsevier
This paper examines the impacts of COVID-19 on the multifractality of gold and oil prices
based on upward and downward trends. We apply the Asymmetric Multifractal Detrended …

The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets

C Gharib, S Mefteh-Wali, SB Jabeur - Finance research letters, 2021 - Elsevier
This paper examines the causal relationship between crude oil and gold spot prices to
assess how the economic impact of COVID-19 has affected them. We analyze West Texas …

Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico

S Singhal, S Choudhary, PC Biswal - Resources policy, 2019 - Elsevier
This study investigates the dynamic relationship among international oil prices, international
gold prices, exchange rate and stock market index in Mexico. Mexico is a major oil and gold …

Hedging oil price risk with gold during COVID-19 pandemic

AA Salisu, XV Vo, A Lawal - Resources Policy, 2021 - Elsevier
This paper assesses the role of gold as a safe haven or hedge against crude oil price risks.
We employ the asymmetric VARMA-GARCH model, using daily data from January 2016 to …

Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets

SH Kang, R McIver, SM Yoon - Energy Economics, 2017 - Elsevier
This paper examines spillover effects among six commodity futures markets–gold, silver,
West Texas Intermediate crude oil, corn, wheat, and rice–by employing the multivariate …

Dynamic linkages among oil price, gold price, exchange rate, and stock market in India

A Jain, PC Biswal - Resources Policy, 2016 - Elsevier
Governments impose taxes and levies to manage the effect of gold and crude oil imports on
the exchange rate. These in return have relations with the economy of the country, best …

Oil price shocks and the return and volatility spillover between industrial and precious metals

Z Umar, F Jareño, A Escribano - Energy Economics, 2021 - Elsevier
This study explores the dynamic return and volatility connectedness for some dominant
industrial (Aluminium, Copper, Lead, Nickel, Tin, and Zinc) and precious metals (Gold …

The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration

T Tursoy, F Faisal - Resources Policy, 2018 - Elsevier
This paper investigates the long-run and short-run interaction between stock prices, gold
prices and crude oil prices by applying monthly data from Turkey for the period between …