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 …

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 …

This paper explores the interrelation between the geopolitical situation in Russia and the
international gold market and further investigates whether Russian geopolitics can stimulate …

This paper studies the connectedness between oil price shocks and agricultural
commodities. Our sample period ranges from January 2002 to July 2020, covering the three …

This paper investigates whether the uncertainty-hedging aura of gold has faded away. The
rolling window Granger causality tests are employed to detect the mutual relationship …

Understanding of complex relationships among economic variables has much significance
for investors, researchers and policy makers alike. This study is conducted to examine …

This study focuses on the dynamics of the gold price against bonds, stocks and exchange
rates based on a disaggregation of the underlying relationships across different frequencies …

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 …

This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …

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 …