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 …

What do scientists know about inflation hedging?

S Arnold, BR Auer - The North American Journal of Economics and Finance, 2015 - Elsevier
In this article, we give an overview of the state of scientific knowledge on inflation hedging.
Specifically, we distill the results of several decades of research analysing the relationship …

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 …

Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm

Z Alameer, M Abd Elaziz, AA Ewees, H Ye, Z Jianhua - Resources Policy, 2019 - Elsevier
Develo** an accurate forecasting model for long-term gold price fluctuations plays a vital
role in future investments and decisions for mining projects and related companies. Viewed …

The effects of economic uncertainty, geopolitical risk and pandemic upheaval on gold prices

TC Chiang - Resources Policy, 2022 - Elsevier
This paper tests whether gold can be used to hedge against various forms of uncertainty,
using monthly data for the sample period from January 1998 through August 2020. The …

The effects of uncertainty measures on the price of gold

MH Bilgin, G Gozgor, CKM Lau, X Sheng - International Review of Financial …, 2018 - Elsevier
This paper analyzes the determinants of the price of gold with a special focus on four
uncertainty measures (namely, the volatility (VIX), skewness (SKEW), global economic …

Are gold and silver a hedge against inflation? A two century perspective

G Bampinas, T Panagiotidis - International Review of Financial Analysis, 2015 - Elsevier
This study examines the long-run hedging ability of gold and silver prices against alternative
measures of consumer price index for the UK and the US. We employ a dataset that spans …

The inflation hedging properties of gold, stocks and real estate: A comparative analysis

AA Salisu, ID Raheem, UB Ndako - Resources Policy, 2020 - Elsevier
This study is a comparative analysis of inflation hedging properties of stocks, gold and real
estates for the US. It is hypothesised that the assets have varying market characteristics and …

Can gold or silver be used as a hedge against policy uncertainty and COVID-19 in the Chinese market?

TC Chiang - China finance review international, 2022 - emerald.com
Purpose The purpose of this study is to present evidence as to whether the use of gold or
silver can be justified as an asset to hedge against policy uncertainty and COVID-19 in the …

Deep belief network for gold price forecasting

P Zhang, B Ci - Resources Policy, 2020 - Elsevier
Fluctuations in gold price have historically attracted the attention of governments, institutions
and individuals alike. Accurate forecasting of gold price can effectively capture the price …