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Assessing the safe haven property of the gold market during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Raheem, Ibrahim.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000090.

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  2. Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective. (2025). Ali, Shoaib ; Khurram, Mahrukh ; Du, Anna Min ; Ijaz, Muhammad Shahzad.
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  3. Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba.
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  15. Are life insurance futures a safe haven during COVID-19?. (2023). wang, kuan min ; Lee, Yuan-Ming.
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  16. Gold in household portfolios during a pandemic: Evidence from an emerging economy. (2023). Mohapatra, Sanket ; Chatterjee, Oindrila ; Gopalakrishnan, Balagopal.
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  17. Novel COVID-19 Outbreak and Global Uncertainty in the Top-10 Affected Countries: Evidence from Wavelet Coherence Approach. (2023). Khan, Shabeer ; Rehman, Mohd Ziaur ; Alhashim, Mohammed ; Abbas, Ghulam.
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  18. Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Kayral, İhsan Erdem ; Loukil, Sahar ; Jeribi, Ahmed.
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  20. Interconnectivity and investment strategies among commodity prices, cryptocurrencies, and G-20 capital markets: A comparative analysis during COVID-19 and Russian-Ukraine war. (2023). Billah, Syed ; Balli, Faruk ; Kumar, Sanjeev ; Jain, Reetika.
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  24. Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Omoke, Philip C ; Tchankam, Jean Paul.
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  26. Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin.
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  28. Macroeconomic information, global economic policy uncertainty and gold futures return predictability. (2023). Yu, Fanchao.
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  31. Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos.
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  34. Can news-based economic sentiment predict bubbles in precious metal markets?. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
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  35. Can Twitter-based economic uncertainty predict safe-haven assets under all market conditions and investment horizons?. (2022). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
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  36. On the stylized facts of precious metals’ volatility: A comparative analysis of pre- and during COVID-19 crisis. (2022). Bentes, Sonia R.
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  33. Salisu, A.A. ; Adediran, I. Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks. 2020 Resources Policy. 66 101606-

  34. Salisu, A.A. ; Raheem, I.D. ; Ndako, U.B. The inflation hedging properties of gold, stocks and real estate: A comparative analysis. 2020 Resources Policy. 66 101605-

  35. Shahzad, S.J.H. ; Bouri, E. ; Roubaud, D. ; Kristoufek, L. Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin. 2020 Economic Modelling. 87 212-224

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    Paper not yet in RePEc: Add citation now
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Cocites

Documents in RePEc which have cited the same bibliography

  1. Forecasting precious metal returns with multivariate random forests. (2020). Risse, Marian ; Pierdzioch, Christian.
    In: Empirical Economics.
    RePEc:spr:empeco:v:58:y:2020:i:3:d:10.1007_s00181-018-1558-9.

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  2. Gold as a Financial Instrument. (2020). Shi, Shuping ; Gomis-Porqueras, Pedro ; Tan, David.
    In: MPRA Paper.
    RePEc:pra:mprapa:102782.

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  3. Art investment: hedging or safe haven through financial crises. (2020). TOGAN, Asli ; Ozturkkal, Ayse ; Togan-Erican, Asli.
    In: Journal of Cultural Economics.
    RePEc:kap:jculte:v:44:y:2020:i:3:d:10.1007_s10824-019-09371-2.

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  4. Global crises and gold as a safe haven: Evidence from over seven and a half centuries of data. (2020). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317455.

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  5. Spillovers, integration and causality in LME non-ferrous metal markets. (2020). Yarovaya, Larisa ; lucey, brian ; Ciner, Cetin.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:17:y:2020:i:c:s240585131730243x.

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  6. 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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  7. 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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  8. Investor Sentiment and Crash Risk in Safe Havens. (2019). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
    In: Journal of Economics and Behavioral Studies.
    RePEc:rnd:arjebs:v:10:y:2019:i:6:p:97-108.

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  9. Moments-Based Spillovers across Gold and Oil Markets. (2019). Wang, Shixuan ; Lau, Chi Keung ; GUPTA, RANGAN ; Bonato, Matteo ; Marco, Chi Keung.
    In: Working Papers.
    RePEc:pre:wpaper:201966.

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  10. Forecasting Volatility and Co-volatility of Crude Oil and Gold Futures: Effects of Leverage, Jumps, Spillovers, and Geopolitical Risks. (2019). GUPTA, RANGAN ; Asai, Manabu.
    In: Working Papers.
    RePEc:pre:wpaper:201951.

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  11. Forecasting Realized Gold Volatility: Is there a Role of Geopolitical Risks?. (2019). Pierdzioch, Christian ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos.
    In: Working Papers.
    RePEc:pre:wpaper:201943.

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  12. Global Crises and Gold as a Safe Haven: Evidence from Over Seven and a Half Centuries of Data. (2019). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal ; Boubaker, Heni.
    In: Working Papers.
    RePEc:pre:wpaper:201941.

    Full description at Econpapers || Download paper

  13. The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach. (2019). Wohar, Mark ; GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201915.

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  14. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
    In: JRFM.
    RePEc:gam:jjrfmx:v:12:y:2019:i:1:p:33-:d:205819.

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  15. Hedging U.S. metals & mining Industrys credit risk with industrial and precious metals. (2019). Umar, Zaghum ; Shahzad, Syed Jawad Hussain ; Kenourgios, Dimitris ; Hussain, Syed Jawad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:63:y:2019:i:c:9.

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  16. Assessing the inflation hedging of gold and palladium in OECD countries. (2019). Salisu, Afees ; Oloko, Tirimisiyu ; Ndako, Umar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:357-377.

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  17. Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153.

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  18. Price volatility and speculative activities in futures commodity markets: A combination of combinations of p-values test. (2019). Algieri, Bernardina ; Leccadito, Arturo.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:13:y:2019:i:c:p:40-54.

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  19. High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. (2019). Sensoy, Ahmet ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:50:y:2019:i:c:s1062940819301093.

    Full description at Econpapers || Download paper

  20. Investor Sentiment and Crash Risk in Safe Havens. (2018). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Ben Nasr, Adnen.
    In: Working Papers.
    RePEc:pre:wpaper:201804.

    Full description at Econpapers || Download paper

  21. The intertemporal relation between expected returns and conditional correlations between precious metals and the stock market. (2018). Sakemoto, Ryuta.
    In: Economics and Business Letters.
    RePEc:ove:journl:aid:12565.

    Full description at Econpapers || Download paper

  22. The impact of monetary policy on gold price dynamics. (2018). Fan, Jingwen ; Zhu, Yanhui ; Tucker, Jon.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:44:y:2018:i:c:p:319-331.

    Full description at Econpapers || Download paper

  23. Oil–gold time varying nexus: A time–frequency analysis. (2018). Khalfaoui, Rabeh.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:86-104.

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  24. Interdependence structure of precious metal prices: A multi-scale perspective. (2018). Tweneboah, George ; ALAGIDEDE, IMHOTEP.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:59:y:2018:i:c:p:427-434.

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  25. Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach. (2018). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:196-212.

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  26. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach. (2018). Tiwari, Aviral ; Shahbaz, Muhammad ; Das, Debojyoti ; Bhatia, Vaneet ; Hasim, Haslifah M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:55:y:2018:i:c:p:244-252.

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  27. Are gold and silver cointegrated? New evidence from quantile cointegrating regressions. (2018). Schweikert, Karsten.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:88:y:2018:i:c:p:44-51.

    Full description at Econpapers || Download paper

  28. Do precious and industrial metals act as hedges and safe havens for currency portfolios?. (2018). Sakemoto, Ryuta.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:24:y:2018:i:c:p:256-262.

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  29. Inflation Expectations and Monetary Policy Surprises. (2018). Zachariadis, Marios ; EMINIDOU, SNEZANA ; Michis, Antonis A.
    In: Working Papers.
    RePEc:cyb:wpaper:2018-1.

    Full description at Econpapers || Download paper

  30. Does investor attention matter? The attention-return relation in gold futures market. (2017). Yin, Libo ; Xu, Yang ; Han, Liyan.
    In: Economics Discussion Papers.
    RePEc:zbw:ifwedp:201737.

    Full description at Econpapers || Download paper

  31. Gold Price Dynamics and the Role of Uncertainty. (2017). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
    In: Chemnitz Economic Papers.
    RePEc:tch:wpaper:cep006.

    Full description at Econpapers || Download paper

  32. Does gold Liquidity learn from the greenback or the equity?. (2017). Smimou, K.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:461-479.

    Full description at Econpapers || Download paper

  33. The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach. (2017). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:51:y:2017:i:c:p:77-84.

    Full description at Econpapers || Download paper

  34. The financial economics of white precious metals — A survey. (2017). Yarovaya, Larisa ; O'Connor, Fergal ; lucey, brian ; Vigne, Samuel A ; Oconnor, Fergal A.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:52:y:2017:i:c:p:292-308.

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  35. Can investors of Chinese energy stocks benefit from diversification into commodity futures?. (2017). Nguyen, Duc Khuong ; Wen, Xiaoqian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:66:y:2017:i:c:p:184-200.

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  36. Time-Varying Linkage of Possible Safe Haven Assets: A Cross-Market and Cross-asset Analysis. (2017). Liu, Wei-Han ; Nguyen, Phong.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:17:y:2017:i:1:p:43-76.

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  37. A boosting approach to forecasting gold and silver returns: economic and statistical forecast evaluation. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: Applied Economics Letters.
    RePEc:taf:apeclt:v:23:y:2016:i:5:p:347-352.

    Full description at Econpapers || Download paper

  38. Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach. (2016). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo.
    In: Working Papers.
    RePEc:pre:wpaper:201645.

    Full description at Econpapers || Download paper

  39. The Effect of Investor Sentiment on Gold Market Dynamics. (2016). GUPTA, RANGAN ; Demirer, Riza ; Bonato, Matteo ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:pre:wpaper:201638.

    Full description at Econpapers || Download paper

  40. Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees. (2016). Risse, Marian ; Pierdzioch, Christian ; Rohloff, Sebastian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:38:y:2016:i:c:p:27-38.

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  41. Will precious metals shine ? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Charles, Amelie ; Darne, Olivier.
    In: Post-Print.
    RePEc:hal:journl:hal-01238706.

    Full description at Econpapers || Download paper

  42. The impact of speculation on precious metals futures markets. (2015). Pradkhan, Elina ; Bosch, David.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:44:y:2015:i:c:p:118-134.

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  43. Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies. (2015). Bessler, Wolfgang ; Wolff, Dominik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:60:y:2015:i:c:p:1-20.

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  44. Does gold glitter in the long-run? Gold as a hedge and safe haven across time and investment horizon. (2015). Potì, Valerio ; Conlon, Thomas ; Bredin, Don ; Poti, Valerio.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:320-328.

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  45. Dynamic spillovers between commodity and currency markets. (2015). Antonakakis, Nikolaos ; Kizys, Renatas.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:303-319.

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  46. Will precious metals shine? A market efficiency perspective. (2015). Kim, Jae ; Darné, Olivier ; Darne, Olivier ; Charles, Amelie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:41:y:2015:i:c:p:284-291.

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  47. Is gold different for risk-averse and risk-seeking investors? An empirical analysis of the Shanghai Gold Exchange. (2015). Zhenzhen, Zhu ; Wong, Wing-Keung ; HOANG, Thi Hong Van ; Zhu, Zhenzhen.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:50:y:2015:i:c:p:200-211.

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  48. Precious metals shine? A market efficiency perspective. (2014). Kim, Jae ; Darné, Olivier ; CHARLES, Amelie ; Darne, Olivier.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01010516.

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  49. Investing in gold: Individual asset risk in the long run. (2014). Michis, Antonis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:11:y:2014:i:4:p:369-374.

    Full description at Econpapers || Download paper

  50. Investing in Gold: Individual Asset Risk in the Long Run. (2014). Michis, Antonis.
    In: Working Papers.
    RePEc:cyb:wpaper:2014-2.

    Full description at Econpapers || Download paper

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