Hedging oil price risk with gold during COVID-19 pandemic
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DOI: 10.1016/j.resourpol.2020.101897
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More about this item
Keywords
Gold; Oil; Safe haven; Hedging; VARMA GARCH;All these keywords.
JEL classification:
- C3 - Mathematical and Quantitative Methods - - Multiple or Simultaneous Equation Models; Multiple Variables
- G1 - Financial Economics - - General Financial Markets
- Q41 - Agricultural and Natural Resource Economics; Environmental and Ecological Economics - - Energy - - - Demand and Supply; Prices
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