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 …

Bitcoin is not the New Gold–A comparison of volatility, correlation, and portfolio performance

T Klein, HP Thu, T Walther - International Review of Financial Analysis, 2018 - Elsevier
Cryptocurrencies such as Bitcoin are establishing themselves as an investment asset and
are often named the New Gold. This study, however, shows that the two assets could barely …

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 …

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 …

[HTML][HTML] Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 …

S Kumar, R Jain, F Balli, M Billah - International Review of Economics & …, 2023 - Elsevier
Economic and political disorders have multidimensional impacts on all economies around
the world. The global world has faced out COVID-19 pandemic in 2020, and now the …

Oil volatility, oil and gas firms and portfolio diversification

N Antonakakis, J Cunado, G Filis, D Gabauer… - Energy Economics, 2018 - Elsevier
This paper investigates the volatility spillovers and co-movements among oil prices and
stock prices of major oil and gas corporations over the period between 18th June 2001 and …

Time-varying impact of geopolitical risk on natural resources prices: evidence from the hybrid TVP-VAR model with large system

J Zhao - Resources Policy, 2023 - Elsevier
In this paper, we investigate the time-varying effects of geopolitical risks on various natural
resources prices from October 1992 to October 2022. We divided natural resources into …

Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies

AH Elsayed, S Nasreen, AK Tiwari - Energy Economics, 2020 - Elsevier
This study explores the time patterns of volatility spillovers between energy market and stock
prices of seven major global financial markets including clean energy, energy, information …

Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies

P Sadorsky - Energy economics, 2012 - Elsevier
In this paper, multivariate GARCH models are used to model conditional correlations and to
analyze the volatility spillovers between oil prices and the stock prices of clean energy …

Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management

MEH Arouri, J Jouini, DK Nguyen - Journal of International money and …, 2011 - Elsevier
In this article we take a recent generalized VAR-GARCH approach to examine the extent of
volatility transmission between oil and stock markets in Europe and the United States at the …