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 …

Financial institutions, investors, mining companies and related firms need an effective
accurate forecasting model to examine gold price fluctuations in order to make correct …

This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …

We analyse the relationship between geopolitical risk and asset prices and show that
geopolitical risk is distinct from existing measures of economic, financial, and political risk …

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 …

Prediction of volatility for different types of financial assets is one of the tasks of greater
mathematical complexity in time series prediction, mainly due to its noisy, non-stationary and …

Predictions of prices for a wide variety of commodities have been relied upon by
governments and investors over the course of history. The purpose of this study is to …

This article uses the VAR–GARCH framework of Ling and McAleer (2003) to explore both
return and volatility spillovers between world gold prices and stock market in China over the …

Using high frequency data and connectedness measures based on a time-varying
parameter vector autoregression (TVP-VAR) model, we study dynamic connectedness …

In this paper, we empirically examine the impact of uncertainty shocks on the volatility of
commodity prices. Using several alternative measures of economic uncertainty for the US …