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The financial economics of gold — A survey
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Cited by:
- Wu, Shan & Tong, Mu & Yang, Zhongyi & Derbali, Abdelkader, 2019. "Does gold or Bitcoin hedge economic policy uncertainty?," Finance Research Letters, Elsevier, vol. 31(C), pages 171-178.
- Thi Hong Van Hoang & Zhenzhen Zhu & Bing Xiao & Wing‐Keung Wong, 2020.
"The seasonality of gold prices in China does the risk‐aversion level matter?,"
Accounting and Finance, Accounting and Finance Association of Australia and New Zealand, vol. 60(3), pages 2617-2664, September.
- Thi Hong Van Hoang & Zhenzhen Zhu & Bing Xiao & Wing‐keung Wong, 2018. "The seasonality of gold prices in China: Does the risk-aversion level matter?," Post-Print hal-01903522, HAL.
- Smimou, K., 2017. "Does gold Liquidity learn from the greenback or the equity?," Research in International Business and Finance, Elsevier, vol. 41(C), pages 461-479.
- Michael Murach, 2019. "Global Determinants of the Gold Price: A Multivariate Cointegration Analysis," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 198-214, February.
- Marei Elbadri & Eralp Bektaş, 2022. "Dynamic relationship among the bank stability, oil, and gold prices: Evidence from the Islamic banks operating in the Gulf Cooperation Council countries," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 27(2), pages 2153-2168, April.
- Giannellis, Nikolaos & Koukouritakis, Minoas, 2019.
"Gold price and exchange rates: A panel smooth transition regression model for the G7 countries,"
The North American Journal of Economics and Finance, Elsevier, vol. 49(C), pages 27-46.
- Nikolaos Giannellis & Minoas Koukouritakis, 2018. "Gold Price and Exchange Rates: A Panel Smooth Transition Regression Model for the G7 Countries," Working Papers 1806, University of Crete, Department of Economics.
- Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Pérez-Pico, Ada María & Ribeiro-Navarrete, Belén, 2018. "Does social network sentiment influence the relationship between the S&P 500 and gold returns?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 57-64.
- Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2018.
"Turning over a golden leaf? Global liquidity and emerging market central banks’ demand for gold after the financial crisis,"
Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 57(C), pages 94-109.
- Gopalakrishnan, Balagopal & Mohapatra, Sanket, 2017. "Turning Over a Golden Leaf? Global Liquidity and Emerging Market Central Banks’ Demand for Gold after the Financial Crisis," IIMA Working Papers WP 2017-04-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019.
"Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil,"
Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 180-197, February.
- Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2018. "Volatility persistence and asymmetry under the microscope: The role of information demand for gold and oil," Working Paper series 18-13, Rimini Centre for Economic Analysis.
- Brian Lucey & Fergal O’connor, 2017. "Are gold bugs coherent?," Applied Economics Letters, Taylor & Francis Journals, vol. 24(2), pages 90-94, January.
- Zhu, Xuehong & Niu, Zibo & Zhang, Hongwei & Huang, Jiaxin & Zuo, Xuguang, 2022. "Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach," Resources Policy, Elsevier, vol. 79(C).
- Han, Liyan & Xu, Yang & Yin, Libo, 2017. "Does investor attention matter? The attention-return relation in gold futures market," Economics Discussion Papers 2017-37, Kiel Institute for the World Economy (IfW Kiel).
- Urquhart, Andrew & Zhang, Hanxiong, 2019. "Is Bitcoin a hedge or safe haven for currencies? An intraday analysis," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 49-57.
- Hasan, Mohammad Maruf & Du, Fang, 2023. "The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development," Resources Policy, Elsevier, vol. 80(C).
- Lucey, Brian M. & Vigne, Samuel A. & Ballester, Laura & Barbopoulos, Leonidas & Brzeszczynski, Janusz & Carchano, Oscar & Dimic, Nebojsa & Fernandez, Viviana & Gogolin, Fabian & González-Urteaga, Ana , 2018. "Future directions in international financial integration research - A crowdsourced perspective," International Review of Financial Analysis, Elsevier, vol. 55(C), pages 35-49.
- Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2019.
"The risk premium of gold,"
Journal of International Money and Finance, Elsevier, vol. 94(C), pages 140-159.
- Nguyen, Duc Binh Benno & Prokopczuk, Marcel & Wese Simen, Chardin, 2017. "The Risk Premium of Gold," Hannover Economic Papers (HEP) dp-616, Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät.
- Baumöhl, Eduard & Lyócsa, Štefan, 2017.
"Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis,"
Finance Research Letters, Elsevier, vol. 23(C), pages 152-164.
- Baumöhl, Eduard & Lyócsa, Štefan, 2017. "Directional predictability from stock market sector indices to gold: A cross-quantilogram analysis," MPRA Paper 76915, University Library of Munich, Germany.
- Hoang, Thi Hong Van & Lahiani, Amine & Heller, David, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Economic Modelling, Elsevier, vol. 54(C), pages 54-66.
- Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019. "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
- Liu, Guo-Dong & Su, Chi-Wei, 2019. "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, vol. 28(C), pages 101-106.
- Hoang, Thi-Hong-Van & Zhu, Zhenzhen & El Khamlichi, Abdelbari & Wong, Wing-Keung, 2019.
"Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis,"
Resources Policy, Elsevier, vol. 61(C), pages 617-626.
- Thi-Hong-Van Hoang & Zhenzhen Zhu & Abdelbari El Khamlichi & Wing-Keung Wong, 2019. "Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis," Post-Print hal-02179795, HAL.
- MĂRGINEAN Silvia Cristina & ORĂȘTEAN Ramona, 2020. "The Challenges Of Reforming The International Monetary System In The Post Covid-19 World," Studies in Business and Economics, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, vol. 15(3), pages 61-73, December.
- Otero, Luis A. & Reboredo, Juan C., 2018. "The performance of precious-metal mutual funds: Does uncertainty matter?," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 13-22.
- Goodell, John W. & Goutte, Stephane, 2021.
"Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis,"
Finance Research Letters, Elsevier, vol. 38(C).
- John W Goodell & Stéphane Goutte, 2020. "Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis," Working Papers halshs-02613277, HAL.
- Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
- Corbet, Shaen & Lucey, Brian & Urquhart, Andrew & Yarovaya, Larisa, 2019. "Cryptocurrencies as a financial asset: A systematic analysis," International Review of Financial Analysis, Elsevier, vol. 62(C), pages 182-199.
- Muhammad Mohsin & Mohammad Nurunnabi & Jijian Zhang & Huaping Sun & Nadeem Iqbal & Robina Iram & Qaiser Abbas, 2021. "The evaluation of efficiency and value addition of IFRS endorsement towards earnings timeliness disclosure," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(2), pages 1793-1807, April.
- Thi Hong Van Hoang & Amine Lahiani & David Heller, 2016. "Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach," Post-Print hal-02012307, HAL.
- Nguyen, Cuong & Bhatti, M. Ishaq & Komorníková, Magda & Komorník, Jozef, 2016. "Gold price and stock markets nexus under mixed-copulas," Economic Modelling, Elsevier, vol. 58(C), pages 283-292.
- Bilgin, Mehmet Huseyin & Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin, 2018. "The effects of uncertainty measures on the price of gold," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 1-7.
- Goodell, John W. & Goutte, Stephane, 2021. "Diversifying equity with cryptocurrencies during COVID-19," International Review of Financial Analysis, Elsevier, vol. 76(C).
- Štefan Lyócsa & Peter Molnár, 2016. "Volatility forecasting of strategically linked commodity ETFs: gold-silver," Quantitative Finance, Taylor & Francis Journals, vol. 16(12), pages 1809-1822, December.
- Tanin, Tauhidul Islam & Sarker, Ashutosh & Brooks, Robert, 2021. "Do currency exchange rates impact gold prices? New evidence from the ongoing COVID-19 period," International Review of Financial Analysis, Elsevier, vol. 77(C).
- Laurence E. Blose & Vijay Gondhalekar & Alan Kort, 2018. "Overnight versus day returns in gold and gold related assets," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 42(3), pages 526-549, July.
- Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2021. "Central bank gold reserves and sovereign credit risk," IIMA Working Papers WP 2021-03-02, Indian Institute of Management Ahmedabad, Research and Publication Department.
- Roman Grynberg & Teresa Kaulihowa & Fwasa K Singogo, 2019. "Structural Changes of the 21st Century and their Impact on the Gold Price," Journal of Economics and Behavioral Studies, AMH International, vol. 11(3), pages 72-83.
- Michele Piffer & Maximilian Podstawski, 2018.
"Identifying Uncertainty Shocks Using the Price of Gold,"
Economic Journal, Royal Economic Society, vol. 128(616), pages 3266-3284, December.
- Michele Piffer & Maximilian Podstawski, 2016. "Identifying Uncertainty Shocks Using the Price of Gold," Discussion Papers of DIW Berlin 1549, DIW Berlin, German Institute for Economic Research.
- Michele Piffer & Maximilian Podstawski, 2017. "Identifying Uncertainty Shocks Using the Price of Gold," CESifo Working Paper Series 6327, CESifo.
- Kang, Sang Hoon & McIver, Ron P. & Hernandez, Jose Arreola, 2019. "Co-movements between Bitcoin and Gold: A wavelet coherence analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 536(C).
- Ladislav Kristoufek, 2020. "Grandpa, grandpa, tell me the one about Bitcoin being a safe haven: Evidence from the COVID-19 pandemics," Papers 2004.00047, arXiv.org.
- Joscha Beckmann & Theo Berger & Robert Czudaj, 2019.
"Gold price dynamics and the role of uncertainty,"
Quantitative Finance, Taylor & Francis Journals, vol. 19(4), pages 663-681, April.
- Joscha Beckmann & Theo Berger & Robert Czudaj, 2017. "Gold Price Dynamics and the Role of Uncertainty," Chemnitz Economic Papers 006, Department of Economics, Chemnitz University of Technology, revised May 2017.
- Perry Sadorsky, 2021. "Predicting Gold and Silver Price Direction Using Tree-Based Classifiers," JRFM, MDPI, vol. 14(5), pages 1-21, April.
- Junttila, Juha & Pesonen, Juho & Raatikainen, Juhani, 2018. "Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 255-280.
- Mishra, Aswini Kumar & Arunachalam, Vairam & Olson, Dennis & Patnaik, Debasis, 2023. "Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach," Resources Policy, Elsevier, vol. 82(C).
- Iwatsubo, Kentaro & Watkins, Clinton, 2020.
"Who influences the fundamental value of commodity futures in Japan?,"
International Review of Financial Analysis, Elsevier, vol. 67(C).
- Kentaro Iwatsubo & Clinton Watkins, 2018. "Who Influences the Fundamental Value of Commodity Futures in Japan?," Discussion Papers 1830, Graduate School of Economics, Kobe University.
- Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert L., 2020.
"The Relative Valuation Of Gold,"
Macroeconomic Dynamics, Cambridge University Press, vol. 24(6), pages 1346-1391, September.
- Baur, Dirk G. & Beckmann, Joscha & Czudaj, Robert, 2016. "The relative valuation of gold," Ruhr Economic Papers 604, RWI - Leibniz-Institut für Wirtschaftsforschung, Ruhr-University Bochum, TU Dortmund University, University of Duisburg-Essen.
- Dirk G. Baur & Joscha Beckmann & Robert Czudaj, 2017. "The Relative Valuation of Gold," Chemnitz Economic Papers 005, Department of Economics, Chemnitz University of Technology, revised May 2017.
- Shubhasis Dey, 2016. "Historical Events and the Gold Price," Working papers 198, Indian Institute of Management Kozhikode.
- Seiler, Volker, 2021. "China-to-FOB price transmission in the rare earth elements market and the end of Chinese export restrictions," Energy Economics, Elsevier, vol. 102(C).
- Auer, Benjamin R., 2016. "On the performance of simple trading rules derived from the fractal dynamics of gold and silver price fluctuations," Finance Research Letters, Elsevier, vol. 16(C), pages 255-267.
- Qin, Yiyi & Cai, Jun & Wang, James J.D. & Webb, Robert I., 2023. "Gold-mining stocks, risk factors, and tail patterns," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 88(C).
- Lin, Min & Wang, Gang-Jin & Xie, Chi & Stanley, H. Eugene, 2018. "Cross-correlations and influence in world gold markets," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 490(C), pages 504-512.
- Dey Shubhasis & Sampath Aravind, 2017. "Dynamic Linkages between Gold and Equity Prices: Evidence from Indian Financial Services and Information Technology Companies," Working papers 251, Indian Institute of Management Kozhikode.
- Apergis, Nicholas & Eleftheriou, Sofia, 2016. "Gold returns: Do business cycle asymmetries matter? Evidence from an international country sample," Economic Modelling, Elsevier, vol. 57(C), pages 164-170.
- Salman, Firdaus & Masih, Mansur, 2017. "Is gold worth an investment ? a case study of Malaysia," MPRA Paper 108469, University Library of Munich, Germany.
- Dar, Arif Billah & Bhanja, Niyati & Paul, Manas, 2019. "Do gold mining stocks behave like gold or equities? Evidence from the UK and the US," International Review of Economics & Finance, Elsevier, vol. 59(C), pages 369-384.
- Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016.
"Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis,"
Post-Print
hal-02964594, HAL.
- El khamlichi, Abdelbari & HOANG, Thi Hong Van & Wong, Wing-Keung, 2017. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," MPRA Paper 76282, University Library of Munich, Germany.
- Abdelbari El Khamlichi & Thi Hong Van Hoang & Wing‐keung Wong, 2016. "Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis," Post-Print hal-02965765, HAL.
- Rathi, Sawan & Mohapatra, Sanket & Sahay, Arvind, 2022. "Central bank gold reserves and sovereign credit risk," Finance Research Letters, Elsevier, vol. 45(C).
- Bredin, Don & Conlon, Thomas & Potì, Valerio, 2017. "The price of shelter - Downside risk reduction with precious metals," International Review of Financial Analysis, Elsevier, vol. 49(C), pages 48-58.
- Sharma, Susan Sunila, 2016. "Can consumer price index predict gold price returns?," Economic Modelling, Elsevier, vol. 55(C), pages 269-278.
- Uddin, Gazi Salah & Rahman, Md Lutfur & Hedström, Axel & Ahmed, Ali, 2019. "Cross-quantilogram-based correlation and dependence between renewable energy stock and other asset classes," Energy Economics, Elsevier, vol. 80(C), pages 743-759.
- Sifat, Imtiaz, 2021. "On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments," Finance Research Letters, Elsevier, vol. 43(C).
- Corbet, Shaen & Dowling, Michael & Gao, Xiangyun & Huang, Shupei & Lucey, Brian & Vigne, Samuel A., 2019.
"An analysis of the intellectual structure of research on the financial economics of precious metals,"
Resources Policy, Elsevier, vol. 63(C), pages 1-1.
- Shaen Corbet & Michael Dowling & Xiangyun Gao & Shupei Huang & Brian Lucey & Samuel Vigne, 2019. "An analysis of the intellectual structure of research on the financial economics of precious metals," Post-Print hal-02194576, HAL.
- Sabry, Saajid & Masih, Mansur, 2018. "Is gold a hedge against equity risk? Malaysian experience based on NARDL approach," MPRA Paper 91584, University Library of Munich, Germany.
- Diniz-Maganini, Natalia & Diniz, Eduardo H. & Rasheed, Abdul A., 2021. "Bitcoin’s price efficiency and safe haven properties during the COVID-19 pandemic: A comparison," Research in International Business and Finance, Elsevier, vol. 58(C).
- Qian, Yao & Ralescu, Dan A. & Zhang, Bo, 2019. "The analysis of factors affecting global gold price," Resources Policy, Elsevier, vol. 64(C).
- Gozgor, Giray & Lau, Chi Keung Marco & Sheng, Xin & Yarovaya, Larisa, 2019. "The role of uncertainty measures on the returns of gold," Economics Letters, Elsevier, vol. 185(C).
- Gülseven, Osman & Ekici, Özgün, 2016. "The Turkish appetite for gold: An Islamic explanation," Resources Policy, Elsevier, vol. 48(C), pages 41-49.
- He, Zhen & O'Connor, Fergal & Thijssen, Jacco, 2018. "Is gold a Sometime Safe Haven or an Always Hedge for equity investors? A Markov-Switching CAPM approach for US and UK stock indices," International Review of Financial Analysis, Elsevier, vol. 60(C), pages 30-37.
- Karanasos, Menelaos & Menla Ali, Faek & Margaronis, Zannis & Nath, Rajat, 2018. "Modelling time varying volatility spillovers and conditional correlations across commodity metal futures," International Review of Financial Analysis, Elsevier, vol. 57(C), pages 246-256.
- Baur, Dirk G. & Dichtl, Hubert & Drobetz, Wolfgang & Wendt, Viktoria-Sophie, 2020. "Investing in gold – Market timing or buy-and-hold?," International Review of Financial Analysis, Elsevier, vol. 71(C).
- Lau, Marco Chi Keung & Vigne, Samuel A. & Wang, Shixuan & Yarovaya, Larisa, 2017. "Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 316-332.
- Todorova, Neda, 2017. "The asymmetric volatility in the gold market revisited," Economics Letters, Elsevier, vol. 150(C), pages 138-141.
- Bernardina Algieri & Arturo Leccadito & Pietro Toscano, 2021. "A Time-Varying Gerber Statistic: Application of a Novel Correlation Metric to Commodity Price Co-Movements," Forecasting, MDPI, vol. 3(2), pages 1-16, May.
- Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022.
"Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios,"
International Review of Financial Analysis, Elsevier, vol. 83(C).
- Afees A. Salisu & Christian Pierdzioch & Rangan Gupta & David Gabauer, 2021. "Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios," Working Papers 202161, University of Pretoria, Department of Economics.
- Bilgin, Mehmet Huseyin & Gogolin, Fabian & Lau, Marco Chi Keung & Vigne, Samuel A., 2018. "Time-variation in the relationship between white precious metals and inflation: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 55-70.
- Vigne, Samuel A. & Lucey, Brian M. & O’Connor, Fergal A. & Yarovaya, Larisa, 2017. "The financial economics of white precious metals — A survey," International Review of Financial Analysis, Elsevier, vol. 52(C), pages 292-308.
- Mensi, Walid & Al Rababa'a, Abdel Razzaq & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets," Energy Economics, Elsevier, vol. 98(C).
- Lucey, Michael E. & O'Connor, Fergal A., 2016. "Mind the gap: Psychological barriers in gold and silver prices," Finance Research Letters, Elsevier, vol. 17(C), pages 135-140.
- Charteris, Ailie & Kallinterakis, Vasileios, 2021. "Feedback trading in retail-dominated assets: Evidence from the gold bullion coin market," International Review of Financial Analysis, Elsevier, vol. 75(C).
- Chang, Meng-Shiuh & Kung, Chih-Chun & Chen, Meng-Wei & Tian, Yuan, 2021. "Volatility regime, inverted asymmetry, contagion, and flights in the gold market," Pacific-Basin Finance Journal, Elsevier, vol. 67(C).
- Zhang, Hanxiong & Auer, Benjamin R. & Vortelinos, Dimitrios I., 2018. "Performance ranking (dis)similarities in commodity markets," Global Finance Journal, Elsevier, vol. 35(C), pages 115-137.
- Baur, Dirk G. & Oll, Josua, 2019. "From financial to carbon diversification – The potential of physical gold," Energy Economics, Elsevier, vol. 81(C), pages 1002-1010.
- Ioannis E. Tsolas, 2020. "The Determinants of the Performance of Precious Metal Mutual Funds," JRFM, MDPI, vol. 13(11), pages 1-10, November.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2019.
"Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification,"
Empirical Economics, Springer, vol. 56(3), pages 1117-1144, March.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2016. "Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification," Post-Print hal-02053864, HAL.
- Joscha Beckmann & Theo Berger & Robert Czudaj & Thi-Hong-Van Hoang, 2017. "Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication," Chemnitz Economic Papers 012, Department of Economics, Chemnitz University of Technology, revised Jul 2017.
- Andrew Urquhart, 2017. "How predictable are precious metal returns?," The European Journal of Finance, Taylor & Francis Journals, vol. 23(14), pages 1390-1413, November.
- Risse, Marian & Ohl, Ludwig, 2017. "Using dynamic model averaging in state space representation with dynamic Occam’s window and applications to the stock and gold market," Journal of Empirical Finance, Elsevier, vol. 44(C), pages 158-176.
- Sun, Xiaolei & Wang, Jun & Yao, Yanzhen & Li, Jingyu & Li, Jianping, 2020. "Spillovers among sovereign CDS, stock and commodity markets: A correlation network perspective," International Review of Financial Analysis, Elsevier, vol. 68(C).
- Izabela Pruchnicka-Grabias, 2021. "The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach," International Journal of Energy Economics and Policy, Econjournals, vol. 11(4), pages 276-282.
- Elena V. Rozhentsova & Anastasiia D. Saltykova & Tatyana М. Devyatkova, 2021. "Unallocated Metal Accounts in Russia: Determinants of Quoted Bid-Ask Spreads," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 93-106, February.
- Dichtl, Hubert, 2020. "Forecasting excess returns of the gold market: Can we learn from stock market predictions?," Journal of Commodity Markets, Elsevier, vol. 19(C).
- Ciner, Cetin & Lucey, Brian & Yarovaya, Larisa, 2020. "Spillovers, integration and causality in LME non-ferrous metal markets," Journal of Commodity Markets, Elsevier, vol. 17(C).
- Rana, Hafiz Muhammad Usman & O'Connor, Fergal, 2023. "Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run," International Review of Financial Analysis, Elsevier, vol. 89(C).
- Luo, Xingguo & Qin, Shihua & Ye, Zinan, 2016. "The information content of implied volatility and jumps in forecasting volatility: Evidence from the Shanghai gold futures market," Finance Research Letters, Elsevier, vol. 19(C), pages 105-111.
- John W Goodell & Stéphane Goutte, 2021. "Cryptocurrencies and COVID-19: What have we learned?," Working Papers halshs-03211702, HAL.
- Beckmann, Joscha & Czudaj, Robert & Pilbeam, Keith, 2015. "Causality and volatility patterns between gold prices and exchange rates," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 292-300.
- Balcilar, Mehmet & Ozdemir, Zeynel Abidin, 2019. "The volatility effect on precious metals price returns in a stochastic volatility in mean model with time-varying parameters," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 534(C).
- Risse, Marian, 2019. "Combining wavelet decomposition with machine learning to forecast gold returns," International Journal of Forecasting, Elsevier, vol. 35(2), pages 601-615.
- Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Multiscale spillovers, connectedness, and portfolio management among precious and industrial metals, energy, agriculture, and livestock futures," Resources Policy, Elsevier, vol. 74(C).
- Wang, Gang-Jin & Xie, Chi & Jiang, Zhi-Qiang & Stanley, H. Eugene, 2016. "Extreme risk spillover effects in world gold markets and the global financial crisis," International Review of Economics & Finance, Elsevier, vol. 46(C), pages 55-77.
- Vasilios Plakandaras & Periklis Gogas & Theophilos Papadimitriou, 2021. "Gold Against the Machine," Computational Economics, Springer;Society for Computational Economics, vol. 57(1), pages 5-28, January.
- Schmidbauer, Harald & Rösch, Angi, 2018. "The impact of festivities on gold price expectation and volatility," International Review of Financial Analysis, Elsevier, vol. 58(C), pages 117-131.
- Lang, Korbinian & Auer, Benjamin R., 2020. "The economic and financial properties of crude oil: A review," The North American Journal of Economics and Finance, Elsevier, vol. 52(C).
- Trabelsi, Nader & Gozgor, Giray & Tiwari, Aviral Kumar & Hammoudeh, Shawkat, 2021. "Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management," Research in International Business and Finance, Elsevier, vol. 55(C).
- Li, Sile & Lucey, Brian M., 2017. "Reassessing the role of precious metals as safe havens–What colour is your haven and why?," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 1-14.
- Salisu, Afees A. & Ndako, Umar B. & Oloko, Tirimisiyu F., 2019. "Assessing the inflation hedging of gold and palladium in OECD countries," Resources Policy, Elsevier, vol. 62(C), pages 357-377.
- Charbel Bassil & Hassan Hamadi & Patrick Mardini, 2019. "Gold and oil prices: stable or unstable long-run relationship," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 43(1), pages 57-72, January.
- Narayanan, Priya & Gopalakrishnan, Balagopal & Sahay, Arvind, 2017. "Gold Monetization in India as a Transformative Policy: A Mixed Method Analysis," IIMA Working Papers WP2017-01-02, Indian Institute of Management Ahmedabad, Research and Publication Department.