1. Is Bitcoin the best safe haven against geopolitical risk ?. (2025). Janson, Nathalie ; Chibane, Messaoud.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324015721.

   Full description at Econpapers || Download paper

1. Aguilera, R.F. ; Radetzki, M. The synchronized and exceptional price performance of oil and gold: explanations and prospects. 2017 Resour. Policy. 54 81-87

2. Akhtaruzzaman, M. ; Boubaker, S. ; Lucey, B.M. ; Sensoy, A. Is gold a hedge or a safe haven asset in the COVID–19 crisis?. 2021 Econ. Model.. 102 -

3. Basher, S.A. ; Sadorsky, P. Hedging emerging market stock prices with oil, gold, VIX, and bonds: a comparison between DCC, ADCC and GO-GARCH. 2016 Energy Econ.. 54 235-247

4. Batten, J.A. ; Boubaker, S. ; Kinateder, H. ; Choudhury, T. ; Wagner, N.F. Volatility impacts on global banks: insights from the GFC, COVID-19, and the Russia-Ukraine war. 2023 J. Econ. Behav. Org.. 215 325-350

5. Baur, D.G. ; McDermott, T.K. Is gold a safe haven? international evidence. 2010 J. Bank. Finance. 34 1886-1898

6. Baur, D.G. ; Trench, A. Not all gold shines in crisis times—gold firms, gold bullion and the COVID-19 shock. 2022 J. Commod. Mark.. 28 -
   Paper not yet in RePEc: Add citation now
   

7. Beaudry, P. ; Galizia, D. ; Portier, F. Putting the cycle back into business cycle analysis. 2020 Am. Econ. Rev.. 110 1-47

8. Begenau, J. Capital requirements, risk choice, and liquidity provision in a business-cycle model. 2020 J. Financ. Econ.. 136 355-378

9. Bengtsson, E. Fund management and systemic risk—Lessons from the global financial crisis. 2014 Financ. Mark. Ins. Instrum.. 23 101-124
   Paper not yet in RePEc: Add citation now
   

10. Cheema, M.A. ; Faff, R. ; Szulczyk, K.R. The 2008 global financial crisis and COVID-19 pandemic: how safe are the safe haven assets?. 2022 Int. Rev. Financ. Anal.. 83 -

11. Chen, R. ; Xu, J. Forecasting volatility and correlation between oil and gold prices using a novel multivariate GAS model. 2019 Energy Econ.. 78 379-391

12. Coibion, O. ; Gorodnichenko, Y. ; Weber, M. The Cost of the COVID-19 crisis: Lockdowns, Macroeconomic expectations, and Consumer spending, Working Paper 27141. 2020 National Bureau of Economic Research:

13. DeVault, L. ; Turtle, H.J. ; Wang, K. Blessing or curse? institutional investment in leveraged ETFs. 2021 J. Bank. Finance. 129 -

14. Duffy, J. ; Rabanal, J.P. ; Rud, O.A. The impact of ETFs in secondary asset markets: experimental evidence. 2021 J. Econ. Behav. Org.. 188 674-696

15. Engle, R. Dynamic conditional correlation: a simple class of multivariate generalized autoregressive conditional heteroskedasticity models. 2002 J. Bus. Econom. Statist.. 20 339-350

16. Fabius, V. ; Kohli, S. ; Veranen, S.M. ; Timelin, B. Meet the next-normal consumer. 2020 McKinsey Company. 1-9
    Paper not yet in RePEc: Add citation now
    
17. iShares Global ETF Market Facts: Three Things to Know from Q3 2023. 2023 :
    Paper not yet in RePEc: Add citation now
    

18. Kaminsky, G. ; Lyons, R.K. ; Schmukler, S.L. Managers, investors, and crises: mutual fund strategies in emerging markets. 2004 J. Int. Econ.. 64 113-134

19. Kinateder, H. ; Campbell, R. ; Choudhury, T. Safe haven in GFC versus COVID-19: 100 turbulent days in the financial markets. 2021 Finance Res. Lett.. 43 -

20. Ming, L. ; Zhang, X. ; Liu, Q. ; Yang, S. A revisit to the hedge and safe haven properties of gold: new evidence from China. 2020 J. Futures Markets. 40 1442-1456

21. Sehgal, S. ; Sobti, N. ; Diesting, F. Who leads in intraday gold price discovery and volatility connectedness: spot, futures, or exchange-traded fund?. 2021 J. Futures Markets. 41 1092-1123

22. Shrestha, K. ; Naysary, B. ; Philip, S.S.S. Price discovery in carbon exchange traded fund markets. 2023 Int. Rev. Financ. Anal.. 89 -

23. Sturm, R.R. Select sector SPDRs and the S&P 500: is the sum of the parts greater than the whole?. 2010 J. Wealth Manag.. 13 62-74
    Paper not yet in RePEc: Add citation now
    

24. Zarnowitz, V. What is a Business cycle?, Working Paper 3863. 1991 National Bureau of Economic Research:

1. The time‐varying volatility spillover effects between Chinas coal and metal market. (2024). Lin, Boqiang ; Lan, Tianxu.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:5:p:699-719.

   Full description at Econpapers || Download paper

2. Do asymmetric oil shocks impact gold and Bitcoin returns symmetrically? A comparison between the COVID-19 pandemic and the Russo-Ukrainian war. (2024). GUENICHI, Hassan ; Ayad, Hicham ; Djedaiet, Aissa.
   In: Journal of Economics and Finance.
   RePEc:spr:jecfin:v:48:y:2024:i:4:d:10.1007_s12197-024-09692-9.

   Full description at Econpapers || Download paper

3. Energy Market Uncertainties and Gold Return Volatility: A GARCH-MIDAS Approach. (2024). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN ; Shiba, Sisa.
   In: Working Papers.
   RePEc:pre:wpaper:202431.

   Full description at Econpapers || Download paper

4. Analyzing the Co-movement of FinTech market efficiency and oil Resource efficiency: An Input-Output study. (2024). Liu, Jiexian.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724000357.

   Full description at Econpapers || Download paper

5. Navigating crises: Golds role as a safe haven for U.S. sectors. (2024). Gurrib, Ikhlaas ; Kinateder, Harald ; Choudhury, Tonmoy.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401239x.

   Full description at Econpapers || Download paper

6. Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders. (2024). Shah, Mohamed ; Karim, Muhammad Mahmudul ; Yarovaya, Larisa ; Hanifa, Abu.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005490.

   Full description at Econpapers || Download paper

7. Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724.

   Full description at Econpapers || Download paper

8. Did real economic uncertainty drive risk connectedness in the oil–stock nexus during the COVID-19 outbreak? A partial wavelet coherence analysis. (2023). Maghyereh, Aktham ; Al-Shboul, Mohammad.
   In: Journal of Economic Structures.
   RePEc:spr:jecstr:v:12:y:2023:i:1:d:10.1186_s40008-023-00306-x.

   Full description at Econpapers || Download paper

9. Gold and crude oil: A time-varying causality across various market conditions. (2023). Bouri, Elie ; Raggad, Bechir.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009844.

   Full description at Econpapers || Download paper

10. Shock transmission between crude oil prices and stock markets. (2023). Esparcia, Carlos ; Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723004658.

    Full description at Econpapers || Download paper

11. Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Muda, Iskandar ; Mabrouk, Fatma ; Li, Zeyun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761.

    Full description at Econpapers || Download paper

12. A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

    Full description at Econpapers || Download paper

13. Does renewable energy index respond to the pandemic uncertainty?. (2021). Benlagha, Noureddine ; Hemrit, Wael.
    In: Renewable Energy.
    RePEc:eee:renene:v:177:y:2021:i:c:p:336-347.

    Full description at Econpapers || Download paper

14. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

    Full description at Econpapers || Download paper

15. Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

    Full description at Econpapers || Download paper

16. Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Zhu, Xuehong ; Chen, Jinyu ; Liao, Jianhui.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001563.

    Full description at Econpapers || Download paper

17. Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Ji, Qiang ; Albulescu, Claudiu.
    In: Working Papers.
    RePEc:hal:wpaper:hal-02501815.

    Full description at Econpapers || Download paper

18. A New Wavelet Tool to Quantify Non-Periodicity of Non-Stationary Economic Time Series. (2020). Bolos, Vicente J ; Ferrer, Roman ; Benitez, Rafael.
    In: Mathematics.
    RePEc:gam:jmathe:v:8:y:2020:i:5:p:844-:d:361975.

    Full description at Econpapers || Download paper

19. Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308680.

    Full description at Econpapers || Download paper

20. Copula-based local dependence among energy, agriculture and metal commodities markets. (2020). Tiwari, Aviral ; Ji, Qiang ; Albulescu, Claudiu.
    In: Energy.
    RePEc:eee:energy:v:202:y:2020:i:c:s0360544220308690.

    Full description at Econpapers || Download paper

21. Copula-based local dependence between energy, agriculture and metal commodity markets. (2020). Tiwari, Aviral ; Ji, Qiang ; Albulescu, Claudiu.
    In: Papers.
    RePEc:arx:papers:2003.04007.

    Full description at Econpapers || Download paper

22. Revisiting gold price behaviour: a structural VAR. (2019). Robinson, Zurika.
    In: Mineral Economics.
    RePEc:spr:minecn:v:32:y:2019:i:3:d:10.1007_s13563-019-00204-4.

    Full description at Econpapers || Download paper

23. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. (2019). Tiwari, Aviral ; Sohag, Kazi ; Shahbaz, Muhammad ; Husain, Shaiara.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:57-65.

    Full description at Econpapers || Download paper

24. Gold and crude oil prices after the great moderation. (2018). Sephton, Peter ; Mann, Janelle.
    In: Energy Economics.
    RePEc:eee:eneeco:v:71:y:2018:i:c:p:273-281.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 07:41:06 || Missing content? Let us know