Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS

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Cited by:

1. Hu, Zinan & Borjigin, Sumuya, 2024. "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
2. Xu Wang & Xu Chu & Chien-Chiang Lee, 2023. "How does anti-corruption policy affect the sensitivity of green innovation to executive incentives?," Economic Change and Restructuring, Springer, vol. 56(1), pages 79-109, February.
3. Qingmin Hao & Jim Huangnan Shen & Chien-Chiang Lee, 2023. "Risk contagion of bank-firm loan network: evidence from China," Eurasian Business Review, Springer;Eurasia Business and Economics Society, vol. 13(2), pages 341-361, June.
4. Lee, Chien-Chiang & Wang, Fuhao & Lou, Runchi & Wang, Keying, 2023. "How does green finance drive the decarbonization of the economy? Empirical evidence from China," Renewable Energy, Elsevier, vol. 204(C), pages 671-684.
5. Yang, Jizhe & Jiang, Tingfeng & Wen, Xingchun & Dai, Lu, 2024. "Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China," Journal of Asian Economics, Elsevier, vol. 90(C).
6. Luo, Kang & Liu, Yaobin & Chen, Pei-Fen & Zeng, Mingli, 2022. "Assessing the impact of digital economy on green development efficiency in the Yangtze River Economic Belt," Energy Economics, Elsevier, vol. 112(C).
7. Lee, Chien-Chiang & Lou, Runchi & Wang, Fuhao, 2023. "Digital financial inclusion and poverty alleviation: Evidence from the sustainable development of China," Economic Analysis and Policy, Elsevier, vol. 77(C), pages 418-434.
8. Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Adewuyi, Adeolu O. & Lee, Chien-Chiang, 2022. "Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak," Energy Economics, Elsevier, vol. 113(C).
9. Li, Yang & Zhang, Xiaoyan & Stan, Sebastian-Emanuel & Chang, Tsangyao, 2023. "The impact of natural resources on sustainable development in China: A critical analysis of globalization and renewable energy," Resources Policy, Elsevier, vol. 86(PA).
10. Salisu, Afees A. & Gupta, Rangan & Nel, Jacobus & Bouri, Elie, 2022. "The (Asymmetric) effect of El Niño and La Niña on gold and silver prices in a GVAR model," Resources Policy, Elsevier, vol. 78(C).
    • Afees A. Salisu & Rangan Gupta & Jacobus Nel & Elie Bouri, 2021. "The (Asymmetric) Effect of El Nino and La Nina on Gold and Silver Prices in a GVAR Model," Working Papers 202132, University of Pretoria, Department of Economics.
11. Hussain, Jafar & Lee, Chien-Chiang & Chen, Yongxiu, 2022. "Optimal green technology investment and emission reduction in emissions generating companies under the support of green bond and subsidy," Technological Forecasting and Social Change, Elsevier, vol. 183(C).
12. Lee, Chien-Chiang & Yuan, Zihao & He, Zhi-Wen & Xiao, Fu, 2024. "Do geopolitical risks always harm energy security? Their non-linear effects and mechanism," Energy Economics, Elsevier, vol. 129(C).
13. Chang, Hao-Wen & Chang, Tsangyao & Lee, Chien-Chiang, 2023. "Return and volatility connectedness among the BRICS stock and oil markets," Resources Policy, Elsevier, vol. 86(PA).
14. Umar, Zaghum & Bossman, Ahmed, 2023. "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, vol. 83(C).
15. Shui-Ying Jin & Hong Chai & Chien-Chiang Lee, 2024. "Knowledge Transfer of China’s HSR Standards “Going Global” Based on System Dynamics," Journal of the Knowledge Economy, Springer;Portland International Center for Management of Engineering and Technology (PICMET), vol. 15(2), pages 6111-6150, June.
16. Lee, Chien-Chiang & Yuan, Zihao & Lee, Chi-Chuan & Chang, Yu-Fang, 2022. "The impact of renewable energy technology innovation on energy poverty: Does climate risk matter?," Energy Economics, Elsevier, vol. 116(C).
17. Maosheng Ye & Jim H. Shen & Eric Golson & Chien‐Chiang Lee & Yuting Li, 2022. "The impact of Sino–US trade friction on the performance of China's textile and apparel industry," International Finance, Wiley Blackwell, vol. 25(2), pages 151-166, August.
18. Liu, Rongyan & He, Lingyun & Xia, Yufei & Fu, Yating & Chen, Ling, 2023. "Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective," The North American Journal of Economics and Finance, Elsevier, vol. 66(C).
19. Khan, Faridoon & Muhammadullah, Sara & Sharif, Arshian & Lee, Chien-Chiang, 2024. "The role of green energy stock market in forecasting China's crude oil market: An application of IIS approach and sparse regression models," Energy Economics, Elsevier, vol. 130(C).
20. Lee, Chien-Chiang & Zhou, Hegang & Xu, Chao & Zhang, Xiaoming, 2023. "Dynamic spillover effects among international crude oil markets from the time-frequency perspective," Resources Policy, Elsevier, vol. 80(C).
21. Zhang, Xiaoming & Zhang, Tong & Lee, Chien-Chiang, 2022. "The path of financial risk spillover in the stock market based on the R-vine-Copula model," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 600(C).
22. Choudhury, Tonmoy & Kinateder, Harald & Neupane, Biwesh, 2022. "Gold, bonds, and epidemics: A safe haven study," Finance Research Letters, Elsevier, vol. 48(C).
23. Huang, Jie & Cao, Yu & Zhong, Pengshu, 2022. "Searching for a safe haven to crude oil: Green bond or precious metals?," Finance Research Letters, Elsevier, vol. 50(C).
24. Zhu, Chen & Jin, Zhuo & Lee, Chien-Chiang, 2022. "The impact of informal care from children to their elderly parents on self-employment? Evidence from China," Economic Modelling, Elsevier, vol. 117(C).
25. Min Liu & Wei‐Chong Choo & Chi‐Chuan Lee & Chien‐Chiang Lee, 2023. "Trading volume and realized volatility forecasting: Evidence from the China stock market," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(1), pages 76-100, January.
26. Liu, Min & Liu, Hong-Fei & Lee, Chien-Chiang, 2024. "An empirical study on the response of the energy market to the shock from the artificial intelligence industry," Energy, Elsevier, vol. 288(C).
27. Lee, Chien-Chiang & Lee, Hsiang-Tai, 2023. "Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model," Global Finance Journal, Elsevier, vol. 55(C).
28. Qin, Meng & Su, Chi-Wei & Pirtea, Marilen Gabriel & Dumitrescu Peculea, Adelina, 2023. "The essential role of Russian geopolitics: A fresh perception into the gold market," Resources Policy, Elsevier, vol. 81(C).
29. Wen, Huwei & Wen, Changyong & Lee, Chien-Chiang, 2022. "Impact of digitalization and environmental regulation on total factor productivity," Information Economics and Policy, Elsevier, vol. 61(C).
30. Evrim Mandaci, Pınar & Azimli, Asil & Mandaci, Nazif, 2023. "The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach," Resources Policy, Elsevier, vol. 85(PA).
31. Ming, Lei & Yang, Ping & Tian, Xinyi & Yang, Shenggang & Dong, Minyi, 2023. "Safe haven for crude oil: Gold or currencies?," Finance Research Letters, Elsevier, vol. 54(C).