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Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees

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Cited by:

  1. Sinem Guler Kangalli Uyar & Umut Uyar & Emrah Balkan, 2024. "Fundamental predictors of price bubbles in precious metals: a machine learning analysis," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 37(1), pages 65-87, March.
  2. Reboredo, Juan Carlos & Ugolini, Andrea & Hernandez, Jose Arreola, 2021. "Dynamic spillovers and network structure among commodity, currency, and stock markets," Resources Policy, Elsevier, vol. 74(C).
  3. Chi-Wei Su & Kai-Hua Wang & Oana-Ramona Lobonţ & Meng Qin, 2023. "Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals," Mathematics, MDPI, vol. 11(5), pages 1-18, February.
  4. Naeem, Muhammad & Tiwari, Aviral Kumar & Mubashra, Sana & Shahbaz, Muhammad, 2019. "Modeling volatility of precious metals markets by using regime-switching GARCH models," Resources Policy, Elsevier, vol. 64(C).
  5. Kucher, Oleg & McCoskey, Suzanne, 2017. "The long-run relationship between precious metal prices and the business cycle," The Quarterly Review of Economics and Finance, Elsevier, vol. 65(C), pages 263-275.
  6. Bhatia, Vaneet & Das, Debojyoti & Tiwari, Aviral Kumar & Shahbaz, Muhammad & Hasim, Haslifah M., 2018. "Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach," Resources Policy, Elsevier, vol. 55(C), pages 244-252.
  7. 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.
  8. Azimli, Asil, 2024. "Is gold a safe haven for the U.S. dollar during extreme conditions?," International Economics, Elsevier, vol. 177(C).
  9. 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.
  10. Ioannis E. Tsolas, 2020. "Precious Metal Mutual Fund Performance Evaluation: A Series Two-Stage DEA Modeling Approach," JRFM, MDPI, vol. 13(5), pages 1-13, April.
  11. Tweneboah, George & Alagidede, Paul, 2018. "Interdependence structure of precious metal prices: A multi-scale perspective," Resources Policy, Elsevier, vol. 59(C), pages 427-434.
  12. 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.
  13. Hanif, Waqas & Mensi, Walid & Alomari, Mohammad & Andraz, Jorge Miguel, 2023. "Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis," Resources Policy, Elsevier, vol. 81(C).
  14. Pierdzioch, Christian & Risse, Marian & Gupta, Rangan & Nyakabawo, Wendy, 2019. "On REIT returns and (un-)expected inflation: Empirical evidence based on Bayesian additive regression trees," Finance Research Letters, Elsevier, vol. 30(C), pages 160-169.
  15. Talbi, Marwa & de Peretti, Christian & Belkacem, Lotfi, 2020. "Dynamics and causality in distribution between spot and future precious metals: A copula approach," Resources Policy, Elsevier, vol. 66(C).
  16. Xiaojie Xu & Yun Zhang, 2023. "Steel price index forecasting through neural networks: the composite index, long products, flat products, and rolled products," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 36(4), pages 563-582, December.
  17. Cheng, Sheng & Zhang, Zongyou & Cao, Yan, 2022. "Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis," Resources Policy, Elsevier, vol. 79(C).
  18. Kunkler, Michael, 2022. "Hedging local currency risk with precious metals," The North American Journal of Economics and Finance, Elsevier, vol. 59(C).
  19. Trotta, Gianluca & Sommer, Stephan, 2024. "The effect of changing registration taxes on electric vehicle adoption in Denmark," Transportation Research Part A: Policy and Practice, Elsevier, vol. 185(C).
  20. Höfler, Markus & Schertler, Andrea, 2024. "Financial integration and hedging and safe haven properties of metals for sovereign bonds," Journal of International Money and Finance, Elsevier, vol. 149(C).
  21. Kliber, Agata, 2022. "Looking for a safe haven against American stocks during COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, vol. 63(C).
  22. Huifu Nong, 2024. "Connectedness and risk transmission of China’s stock and currency markets with global commodities," Economic Change and Restructuring, Springer, vol. 57(1), pages 1-24, February.
  23. Aktham Maghyereh & Hussein Abdoh, 2022. "Can news-based economic sentiment predict bubbles in precious metal markets?," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 8(1), pages 1-29, December.
  24. Bingzi Jin & Xiaojie Xu, 2025. "Machine learning price index forecasts of flat steel products," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(1), pages 97-117, March.
  25. Jianhua Ding & Turen Guo & Bin Guo, 2018. "Fat Tails, Value at Risk, and the Palladium Returns," Journal of Applied Management and Investments, Department of Business Administration and Corporate Security, International Humanitarian University, vol. 7(2), pages 95-103, May.
  26. Anna Gainetdinova & Kazi Sohag, 2025. "The dynamic response of Russian exchange rate to precious metals and minerals prices," Mineral Economics, Springer;Raw Materials Group (RMG);Luleå University of Technology, vol. 38(1), pages 59-75, March.
  27. Wu, Wei & Tang, Xiaoping & Lv, Jiake & Yang, Chao & Liu, Hongbin, 2021. "Potential of Bayesian additive regression trees for predicting daily global and diffuse solar radiation in arid and humid areas," Renewable Energy, Elsevier, vol. 177(C), pages 148-163.
  28. Mensi, Walid & Hernandez, Jose Arroeola & Yoon, Seong-Min & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor," International Review of Financial Analysis, Elsevier, vol. 74(C).
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