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   RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007780.

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2. Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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3. Structural and predictive analyses with a mixed copula‐based vector autoregression model. (2023). GUPTA, RANGAN ; Yamaka, Woraphon ; Thongkairat, Sukrit ; Maneejuk, Paravee.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:42:y:2023:i:2:p:223-239.

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4. Market-moving events and their role in portfolio optimization of generations X, Y, and Z. (2023). Iwanicz-Drozdowska, Małgorzata ; Pawe, Smaga ; Karol, Rogowicz ; Magorzata, Iwanicz-Drozdowska.
   In: International Journal of Management and Economics.
   RePEc:vrs:ijomae:v:59:y:2023:i:4:p:371-397:n:2.

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5. Diversification evidence of bitcoin and gold from wavelet analysis. (2023). Bhuiyan, Rubaiyat Ahsan ; Zhang, Changyong ; Husain, Afzol.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00495-1.

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6. Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Bedoui, Rihab ; Benkraiem, Ramzi ; Guesmi, Khaled ; Kedidi, Islem.
   In: Post-Print.
   RePEc:hal:journl:hal-04631234.

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7. Portfolio optimization through hybrid deep learning and genetic algorithms vine Copula-GARCH-EVT-CVaR model. (2023). Bedoui, Rihab ; Benkraiem, Ramzi ; Guesmi, Khaled ; Kedidi, Islem.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:197:y:2023:i:c:s0040162523005723.

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8. Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Shahzad, Syed Jawad Hussain ; Arreola Hernandez, Jose ; Hussain, Syed Jawad ; Kang, Sang Hoon ; Ur, Mobeen.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292.

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9. Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. (2023). Sharif, Arshian ; Suleman, Muhammad Tahir ; Khan, Muhammad Asif.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006560.

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10. Too much or too little information: how unknown uncertainty fuels time inconsistency. (2022). Gamble, Keith J ; Kim, Inhwa.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:2:d:10.1007_s43546-021-00189-9.

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11. Is gold a hedge or safe haven against oil and currency market movements? A revisit using multifractal approach. (2022). Ftiti, Zied ; Madani, Mohamed Arbi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:313:y:2022:i:1:d:10.1007_s10479-021-04288-6.

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12. Can Equity be Safe-haven for Investment?. (2022). Kayal, Parthajit ; Sri, Janani ; Balasubramanian, G.
    In: Journal of Emerging Market Finance.
    RePEc:sae:emffin:v:21:y:2022:i:1:p:32-63.

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13. Safe haven assets for international stock markets: A regime-switching factor copula approach. (2022). Tachibana, Minoru.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:60:y:2022:i:c:s0275531921002129.

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14. The nexus between green innovations and natural resources commodity prices in China. (2022). Wu, Wenzhuo ; Ding, Chen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722001672.

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15. Does implied volatility (or fear index) affect Islamic stock returns and conventional stock returns differently? Wavelet-based granger-causality, asymmetric quantile regression and NARDL approaches. (2022). Masih, Abul ; Ariff, Mohamed ; Kawsar, Najmul Haque ; Karim, Muhammad Mahmudul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:77:y:2022:i:c:s1042443122000233.

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16. Does oil impact gold during COVID-19 and three other recent crises?. (2022). Tanin, Tauhidul ; Do, Hung ; Brooks, Robert ; Sarker, Ashutosh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001165.

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17. Structural and Predictive Analyses with a Mixed Copula-Based Vector Autoregression Model. (2021). GUPTA, RANGAN ; Yamaka, Woraphon ; Thongkairat, Sukrit ; Maneejuk, Paravee.
    In: Working Papers.
    RePEc:pre:wpaper:202108.

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18. Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Post-Print.
    RePEc:hal:journl:hal-03671370.

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19. Gold against Asian Stock Markets during the COVID-19 Outbreak. (2021). Yousaf, Imran ; Bouri, Elie ; Ali, Shoaib ; Azoury, Nehme.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:186-:d:539304.

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20. Multi-Factorized Semi-Covariance of Stock Markets and Gold Price. (2021). Shi, Yun ; Huang, Mei ; Yang, Lin.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:4:p:172-:d:533407.

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21. A New Machine Learning Forecasting Algorithm Based on Bivariate Copula Functions. (2021). Nieto, M ; Velez, J F ; Carrillo, J A.
    In: Forecasting.
    RePEc:gam:jforec:v:3:y:2021:i:2:p:23-376:d:563347.

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22. Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549.

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23. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Qureshi, Fiza.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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24. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309570.

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25. The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk. (2021). Triki, Mohamed Bilel ; ben Maatoug, Abderrazek.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s030142072030903x.

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26. Examining the dynamic effect of COVID-19 pandemic on dwindling oil prices using structural vector autoregressive model. (2021). Adam, Shehu U ; Ahmed, Funmilola F ; Adedeji, Abdulkabir N.
    In: Energy.
    RePEc:eee:energy:v:230:y:2021:i:c:s0360544221010616.

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27. Dependence Structure Analysis and VaR Estimation Based on China’s and International Gold Price: A Copula Approach. (2020). Liang, Zhicheng ; Lai, Kin Keung ; Wang, Junwei.
    In: International Journal of Information Technology & Decision Making (IJITDM).
    RePEc:wsi:ijitdm:v:19:y:2020:i:01:n:s0219622019500445.

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28. Tail dependence in emerging ASEAN-6 equity markets: empirical evidence from quantitative approaches. (2020). Huynh, Toan ; Duc, Toan Luu ; Duong, Duy.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-019-0168-7.

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29. Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches.. (2020). de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01664146.

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30. Analyzing the Causality and Dependence between Gold Shocks and Asian Emerging Stock Markets: A Smooth Transition Copula Approach. (2020). Yamaka, Woraphon ; Maneejuk, Paravee.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:1:p:120-:d:308267.

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31. The Impact of Implied Volatility Fluctuations on Vertical Spread Option Strategies: The Case of WTI Crude Oil Market. (2020). Iwaszczuk, Natalia ; Amasz, Bartosz.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:20:p:5323-:d:427209.

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32. Dynamic Characteristics of Crude Oil Price Fluctuation—From the Perspective of Crude Oil Price Influence Mechanism. (2020). Li, Zhenghui ; Peng, Jiaying ; Drakeford, Benjamin M.
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:17:p:4465-:d:405903.

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33. Effects of International Crude Oil Prices on Energy Consumption in China. (2020). Chau, Kwong Wing ; Zou, Gao Lu .
    In: Energies.
    RePEc:gam:jeners:v:13:y:2020:i:15:p:3891-:d:391968.

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34. Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Nasir, Muhammad Ali ; Huynh, Toan ; Hille, Erik ; Duc, Toan Luu.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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35. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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36. Revisiting the valuable roles of commodities for international stock markets. (2020). Shahzad, Syed Jawad Hussain ; Czudaj, Robert ; Bouri, Elie ; Hussain, Syed Jawad ; Ali, Sajid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719307275.

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37. Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes. (2020). Uddin, Gazi ; Ghosh, Sajal ; Yahya, Muhammad ; Kanjilal, Kakali ; Dutta, Anupam.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308847.

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38. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Arreola Hernandez, Jose ; Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

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39. Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification. (2019). Czudaj, Robert ; Beckmann, Joscha ; Thi-Hong-Van Hoang, ; Berger, Theo.
    In: Empirical Economics.
    RePEc:spr:empeco:v:56:y:2019:i:3:d:10.1007_s00181-017-1381-8.

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40. Risk spillovers and portfolio management between precious metal and BRICS stock markets. (2019). Fu, Yuyuan ; Jiang, Yonghong ; Ruan, Weihua.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:534:y:2019:i:c:s0378437119306016.

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41. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; EL KHAMLICHI, ABDELBARI ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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42. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models. (2019). Tiwari, Aviral ; Ji, Qiang ; Ibrahim, Muazu ; Boako, Gideon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612318307104.

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43. Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2019). OOSTERLINCK, Kim ; van Hoang, Thi Hong ; Gallaishamonno, Georges.
    In: Economic History Review.
    RePEc:bla:ehsrev:v:72:y:2019:i:3:p:1048-1072.

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44. The Generalisation of the DMCA Coefficient to Serve Distinguishing Between Hedge and Safe Haven Capabilities of the Gold. (2019). Ftiti, Zied ; Madani, Mohamed Arbi.
    In: Papers.
    RePEc:arx:papers:1912.12590.

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45. Price formation on clandestine markets: the case of the Paris gold market during the Second World War. (2018). OOSTERLINCK, Kim ; Gallaishamonno, Georges ; van Hoang, Thi Hong.
    In: Post-Print.
    RePEc:hal:journl:hal-03533053.

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46. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Post-Print.
    RePEc:hal:journl:hal-01817067.

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47. Leverage and Volatility Feedback Effects and Conditional Dependence Index: A Nonparametric Study. (2018). Wu, Ximing ; Sun, Yiguo.
    In: JRFM.
    RePEc:gam:jjrfmx:v:11:y:2018:i:2:p:29-:d:151386.

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48. Dependence structures between Chinese stock markets and the international financial market: Evidence from a wavelet-based quantile regression approach. (2018). Yang, Lu ; Hamori, Shigeyuki ; Tian, Shuairu ; Xu, Mingli.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:116-137.

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49. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:75:y:2018:i:c:p:105-116.

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50. Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Xiao, Wen ; Fang, Libing ; Yu, Honghai.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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51. Measuring the response of gold prices to uncertainty: An analysis beyond the mean. (2018). Wohar, Mark ; Selmi, Refk ; bouoiyour, jamal.
    In: Papers.
    RePEc:arx:papers:1806.07623.

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52. Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep012.

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53. How predictable are precious metal returns?. (2017). Urquhart, Andrew.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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54. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:76282.

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55. Can asymmetric conditional volatility imply asymmetric tail dependence?. (2017). Kim, Jong-Min ; Jung, Hojin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:64:y:2017:i:c:p:409-418.

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46. A Bibliometrics Portrait of Chinese Research through the Lens of China Economic Review. A research proposal.. (2011). Du, Yuxin.
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48. The macroeconomic sources of systemic risk in the banking sectors of five new EU member states. (2011). Repina, Sebastijan ; Festic, Mejra ; Kavkler, Alenka.
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49. Extreme dependence with asymmetric thresholds: Evidence for the European Monetary Union. (2011). Herrera, Rodrigo ; Eichler, Stefan.
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50. Volatility transmission in emerging European foreign exchange markets. (2011). Kočenda, Evžen ; Bubak, Vit ; Zikes, Filip.
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