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What precious metals act as safe havens, and when? Some US evidence

Citations

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Cited by:

  1. Schweikert, Karsten, 2018. "Are gold and silver cointegrated? New evidence from quantile cointegrating regressions," Journal of Banking & Finance, Elsevier, vol. 88(C), pages 44-51.
  2. Wang, Zhixuan & Dong, Yanli & Liu, Ailan, 2022. "How does China's stock market react to supply chain disruptions from COVID-19?," International Review of Financial Analysis, Elsevier, vol. 82(C).
  3. Demirer, Riza & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2019. "Time-varying risk aversion and realized gold volatility," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  4. Thampanya, Natthinee & Nasir, Muhammad Ali & Huynh, Toan Luu Duc, 2020. "Asymmetric correlation and hedging effectiveness of gold & cryptocurrencies: From pre-industrial to the 4th industrial revolution✰," Technological Forecasting and Social Change, Elsevier, vol. 159(C).
  5. Akhtaruzzaman, Md & Boubaker, Sabri & Lucey, Brian M. & Sensoy, Ahmet, 2021. "Is gold a hedge or a safe-haven asset in the COVID–19 crisis?," Economic Modelling, Elsevier, vol. 102(C).
  6. Belanes, Amel & Saâdaoui, Foued & Amirat, Amina & Rabbouch, Hana, 2024. "Safety assessment of cryptocurrencies as risky assets during the COVID-19 pandemic," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 651(C).
  7. Ahmed, Walid M.A., 2022. "On the higher-order moment interdependence of stock and commodity markets: A wavelet coherence analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 83(C), pages 135-151.
  8. Beckmann, Joscha & Berger, Theo & Czudaj, Robert, 2015. "Does gold act as a hedge or a safe haven for stocks? A smooth transition approach," Economic Modelling, Elsevier, vol. 48(C), pages 16-24.
  9. Mensi, Walid & Sensoy, Ahmet & Aslan, Aylin & Kang, Sang Hoon, 2019. "High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets," The North American Journal of Economics and Finance, Elsevier, vol. 50(C).
  10. Adekoya, Oluwasegun B. & Oliyide, Johnson A. & Oduyemi, Gabriel O., 2021. "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," Resources Policy, Elsevier, vol. 70(C).
  11. Yarovaya, Larisa & Matkovskyy, Roman & Jalan, Akanksha, 2022. "The COVID-19 black swan crisis: Reaction and recovery of various financial markets," Research in International Business and Finance, Elsevier, vol. 59(C).
  12. Muhammad Shafiullah & Sajid M. Chaudhry & Muhammad Shahbaz & Juan C. Reboredo, 2021. "Quantile causality and dependence between crude oil and precious metal prices," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 26(4), pages 6264-6280, October.
  13. Jia, Lijun & Xu, Ruoyu & Wu, Jian & Song, Malin & Chen, Xueli, 2023. "Impacts of geopolitical risk and economic policy uncertainty on metal futures price volatility: Evidence from China," Resources Policy, Elsevier, vol. 87(PB).
  14. Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Raza, Syed Ali, 2018. "Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach," Resources Policy, Elsevier, vol. 57(C), pages 10-29.
  15. Mensi, Walid & Hammoudeh, Shawkat & Rehman, Mobeen Ur & Al-Maadid, Alanoud Ali S. & Hoon Kang, Sang, 2020. "Dynamic risk spillovers and portfolio risk management between precious metals and global foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, vol. 51(C).
  16. Yahya, Muhammad & Ghosh, Sajal & Kanjilal, Kakali & Dutta, Anupam & Uddin, Gazi Salah, 2020. "Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes," Energy, Elsevier, vol. 202(C).
  17. Siemaszkiewicz Karolina, 2021. "Safe Haven Instruments – A Comparison Between the Global Financial Crisis and the Covid-19 Pandemic," Econometrics. Advances in Applied Data Analysis, Sciendo, vol. 25(4), pages 1-16, December.
  18. Zubair Ahmad Parrey & Arif Billah Dar & Manas Paul, 2025. "Revisiting precious metal mining stocks and precious metals as hedge, diversifiers and safe-havens: a multidimensional scaling and wavelet quantile correlation perspective," Empirical Economics, Springer, vol. 68(2), pages 511-533, February.
  19. Raza, Syed Ali & Masood, Amna & Benkraiem, Ramzi & Urom, Christian, 2023. "Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach," Energy Economics, Elsevier, vol. 120(C).
  20. Wang, Pengfei & Zhang, Wei & Li, Xiao & Shen, Dehua, 2019. "Is cryptocurrency a hedge or a safe haven for international indices? A comprehensive and dynamic perspective," Finance Research Letters, Elsevier, vol. 31(C), pages 1-18.
  21. Bo, Congcong & Shen, Dehua, 2023. "The road less travelled: GameFi as a hedge or a safe haven for international indices," Finance Research Letters, Elsevier, vol. 57(C).
  22. Le, Lan-TN & Yarovaya, Larisa & Nasir, Muhammad Ali, 2021. "Did COVID-19 change spillover patterns between Fintech and other asset classes?," Research in International Business and Finance, Elsevier, vol. 58(C).
  23. Ali, Sajid & Bouri, Elie & Czudaj, Robert Lukas & Shahzad, Syed Jawad Hussain, 2020. "Revisiting the valuable roles of commodities for international stock markets," Resources Policy, Elsevier, vol. 66(C).
  24. Mokni, Khaled & Al-Shboul, Mohammed & Assaf, Ata, 2021. "Economic policy uncertainty and dynamic spillover among precious metals under market conditions: Does COVID-19 have any effects?," Resources Policy, Elsevier, vol. 74(C).
  25. Raza, Syed Ali & Guesmi, Khaled & Benkraiem, Ramzi & Anwar, Rija, 2024. "Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods," Research in International Business and Finance, Elsevier, vol. 67(PA).
  26. Rehman, Shafique Ur & Wu, Desheng, 2025. "Managing extreme risks and interdependence between green cryptocurrencies and precious metals," International Review of Financial Analysis, Elsevier, vol. 106(C).
  27. Wasiuzzaman, Shaista & Haji Abdul Rahman, Hajah Siti Wardah, 2021. "Performance of gold-backed cryptocurrencies during the COVID-19 crisis," Finance Research Letters, Elsevier, vol. 43(C).
  28. Chattopadhyay, Dhriti & Saha, Bidipta & Saha, Dikshita & Saha, Madhurima & Chakrabarti, Gagari, 2025. "Adding precious metals to a risk avert Investor's portfolio – Is gold alone?," Resources Policy, Elsevier, vol. 106(C).
  29. Antonakakis, Nikolaos & Kizys, Renatas, 2015. "Dynamic spillovers between commodity and currency markets," International Review of Financial Analysis, Elsevier, vol. 41(C), pages 303-319.
  30. Salisu, Afees A. & Adediran, Idris, 2020. "Gold as a hedge against oil shocks: Evidence from new datasets for oil shocks," Resources Policy, Elsevier, vol. 66(C).
  31. Dibooglu, Sel & Cevik, Emrah I. & Gillman, Max, 2022. "Gold, silver, and the US dollar as harbingers of financial calm and distress," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 200-210.
  32. Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Oluwaseun A. & Alobaloke, Kafayat A. & Vo, Xuan Vinh, 2022. "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," Resources Policy, Elsevier, vol. 79(C).
  33. Enilov, Martin & Mensi, Walid & Stankov, Petar, 2023. "Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic," Journal of Commodity Markets, Elsevier, vol. 29(C).
  34. Wang, Xinya & Liu, Huifang & Huang, Shupei & Lucey, Brian, 2019. "Identifying the multiscale financial contagion in precious metal markets," International Review of Financial Analysis, Elsevier, vol. 63(C), pages 209-219.
  35. Pablo Agnese & Pedro Garcia del Barrio & Luis Alberiko Gil-Alana & Fernando Perez de Gracia, 2024. "Precious metal prices: a tale of four US recessions," Studies in Economics and Finance, Emerald Group Publishing Limited, vol. 41(5), pages 1012-1022, March.
  36. P. S. Niveditha, 2025. "Identifying Safe Haven Assets: Evidence from Fractal Market Hypothesis," Computational Economics, Springer;Society for Computational Economics, vol. 65(1), pages 313-335, January.
  37. Aktham Maghyereh & Hussein Abdoh & Marcin Wątorek, 2023. "The impact of COVID-19 pandemic on the dynamic correlations between gold and U.S. equities: evidence from multifractal cross-correlation analysis," Quality & Quantity: International Journal of Methodology, Springer, vol. 57(2), pages 1889-1903, April.
  38. Pedini, Luca & Severini, Sabrina, 2022. "Exploring the hedge, diversifier and safe haven properties of ESG investments: A cross-quantilogram analysis," MPRA Paper 112339, University Library of Munich, Germany.
  39. Troster, Victor & Bouri, Elie & Roubaud, David, 2019. "A quantile regression analysis of flights-to-safety with implied volatilities," Resources Policy, Elsevier, vol. 62(C), pages 482-495.
  40. Katarzyna Mamcarz, 2019. "Gold Market and Selected Stock Markets–Granger Causality Analysis," Springer Proceedings in Business and Economics, in: Waldemar Tarczyński & Kesra Nermend (ed.), Effective Investments on Capital Markets, chapter 0, pages 405-422, Springer.
  41. Abrar, Afsheen & Naeem, Muhammad Abubakr & Karim, Sitara & Lucey, Brian M. & Vigne, Samuel A., 2024. "Shining in or fading out: Do precious metals sparkle for cryptocurrencies?," Resources Policy, Elsevier, vol. 90(C).
  42. Naeem, Muhammad Abubakr & Agyemang, Abraham & Hasan Chowdhury, Md Iftekhar & Hasan, Mudassar & Shahzad, Syed Jawad Hussain, 2022. "Precious metals as hedge and safe haven for African stock markets," Resources Policy, Elsevier, vol. 78(C).
  43. Joel Verghese & Phaik Nie Chin, 2022. "Factors affecting investors’ intention to purchase gold and silver bullion: evidence from Malaysia," Journal of Financial Services Marketing, Palgrave Macmillan, vol. 27(1), pages 41-51, March.
  44. Wen, Xiaoqian & Cheng, Hua, 2018. "Which is the safe haven for emerging stock markets, gold or the US dollar?," Emerging Markets Review, Elsevier, vol. 35(C), pages 69-90.
  45. Naveed, Muhammad & Ali, Shoaib & Gubareva, Mariya & Omri, Anis, 2024. "When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets," Research in International Business and Finance, Elsevier, vol. 67(PA).
  46. Ameet Kumar Banerjee & HK Pradhan, 2024. "Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach," Journal of Emerging Market Finance, Institute for Financial Management and Research, vol. 23(4), pages 399-423, December.
  47. Jose Arreola Hernandez & Sang Hoon Kang & Seong-Min Yoon, 2022. "Spillovers and portfolio optimization of precious metals and global/regional equity markets," Applied Economics, Taylor & Francis Journals, vol. 54(20), pages 2320-2342, April.
  48. Karanasos, M. & Yfanti, S., 2021. "On the Economic fundamentals behind the Dynamic Equicorrelations among Asset classes: Global evidence from Equities, Real estate, and Commodities," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 74(C).
  49. Tangyong Liu & Xu Gong & Boqiang Lin, 2021. "Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(9), pages 1375-1396, September.
  50. Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023. "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, vol. 82(C).
  51. Sokhombela, Andiswa Luncedo Lwandile & Bonga-Bonga, Lumengo & Manguzvane, Mathias Mandla, 2024. "Assessing the performance of safe haven assets during major crises," MPRA Paper 123066, University Library of Munich, Germany.
  52. Cunado, Juncal & Gil-Alana, Luis A. & Gupta, Rangan, 2019. "Persistence in trends and cycles of gold and silver prices: Evidence from historical data," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 514(C), pages 345-354.
  53. Gustafsson, Robert & Dutta, Anupam & Bouri, Elie, 2022. "Are energy metals hedges or safe havens for clean energy stock returns?," Energy, Elsevier, vol. 244(PA).
  54. Salisu, Afees A. & Bouri, Elie & Gupta, Rangan, 2022. "Out-of-sample predictability of gold market volatility: The role of US Nonfarm Payroll," The Quarterly Review of Economics and Finance, Elsevier, vol. 86(C), pages 482-488.
  55. Chung Baek & Thomas Jackman, 2021. "Safe-haven assets for U.S. equities during the 2020 COVID-19 bear market," Economics and Business Letters, Oviedo University Press, vol. 10(3), pages 331-335.
  56. 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.
  57. Mokni, Khaled & Hammoudeh, Shawkat & Ajmi, Ahdi Noomen & Youssef, Manel, 2020. "Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?," Resources Policy, Elsevier, vol. 69(C).
  58. Pierdzioch, Christian & Risse, Marian & Rohloff, Sebastian, 2016. "Are precious metals a hedge against exchange-rate movements? An empirical exploration using bayesian additive regression trees," The North American Journal of Economics and Finance, Elsevier, vol. 38(C), pages 27-38.
  59. Memet Agustiar & Fariastuti Djafar & Afrizal, 2017. "Construction of an Optimum Currency Area Index Anchored to the Gold Dinar: The Case of Selected Islamic Countries," International Journal of Economics and Financial Issues, Econjournals, vol. 7(3), pages 51-56.
  60. Bilgin, Mehmet Huseyin & Gogolin, Fabian & Lau, Marco Chi Keung & Vigne, Samuel A., 2018. "Time-variation in the relationship between white precious metals and inflation: A cross-country analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, vol. 56(C), pages 55-70.
  61. 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.
  62. Mensi, Walid & Ali, Syed Riaz Mahmood & Vo, Xuan Vinh & Kang, Sang Hoon, 2022. "Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis," Resources Policy, Elsevier, vol. 77(C).
  63. Gupta, Rangan & Pierdzioch, Christian, 2022. "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, vol. 77(C).
  64. Azimli, Asil, 2024. "Is gold a safe haven for the U.S. dollar during extreme conditions?," International Economics, Elsevier, vol. 177(C).
  65. Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024. "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, vol. 71(C).
  66. Bentes, Sónia R., 2023. "Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 623(C).
  67. Chen, Jinyu & Wang, Yilin & Ren, Xiaohang, 2023. "Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression," Research in International Business and Finance, Elsevier, vol. 64(C).
  68. Luu Duc Huynh, Toan, 2020. "The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR," Resources Policy, Elsevier, vol. 66(C).
  69. Naeem, Muhammad Abubakr & Peng, Zhe & Bouri, Elie & Hussain Shahzad, Syed Jawad & Karim, Sitara, 2022. "Examining the asymmetries between equity and commodity ETFs during COVID-19," Resources Policy, Elsevier, vol. 79(C).
  70. Shah, Adil Ahmad & Paul, Manas & Bhanja, Niyati & Dar, Arif Billah, 2021. "Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains," Resources Policy, Elsevier, vol. 73(C).
  71. Bhanja, Niyati & Shah, Adil Ahmad & Dar, Arif Billah, 2023. "Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency," Resources Policy, Elsevier, vol. 80(C).
  72. Talbi, Marwa & Bedoui, Rihab & de Peretti, Christian & Belkacem, Lotfi, 2021. "Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches," Resources Policy, Elsevier, vol. 73(C).
  73. Al-Yahyaee, Khamis Hamed & Mensi, Walid & Sensoy, Ahmet & Kang, Sang Hoon, 2019. "Energy, precious metals, and GCC stock markets: Is there any risk spillover?," Pacific-Basin Finance Journal, Elsevier, vol. 56(C), pages 45-70.
  74. 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.
  75. N.S. Al-Nassar & Sabri Boubaker & A. Chaibi & B. Makram, 2023. "In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty," Post-Print hal-04435437, HAL.
  76. Văn, Lê & Bảo, Nguyễn Khắc Quốc, 2022. "The relationship between global stock and precious metals under Covid-19 and happiness perspectives," Resources Policy, Elsevier, vol. 77(C).
  77. Tweneboah, George & Alagidede, Paul, 2018. "Interdependence structure of precious metal prices: A multi-scale perspective," Resources Policy, Elsevier, vol. 59(C), pages 427-434.
  78. Rehman, Mobeen Ur, 2020. "Do bitcoin and precious metals do any good together? An extreme dependence and risk spillover analysis," Resources Policy, Elsevier, vol. 68(C).
  79. Walid Mensi & Debasish Maitra & Refk Selmi & Xuan Vinh Vo, 2023. "Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 9(1), pages 1-27, December.
  80. Rana, Hafiz Muhammad Usman & O'Connor, Fergal, 2023. "Domestic macroeconomic determinants of precious metals prices in developed and emerging economies: An international analysis of the long and short run," International Review of Financial Analysis, Elsevier, vol. 89(C).
  81. Zhidan Luo & Wei Guo & Qingfu Liu & Yiuman Tse, 2023. "A hybrid prediction model with time‐varying gain tracking differentiator in Taylor expansion: Evidence from precious metals," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(5), pages 1138-1149, August.
  82. Faraj, Hussain & McMillan, David & Al-Sabah, Mariam, 2025. "The diminishing lustre: Gold's market volatility and the fading safe haven effect," Global Finance Journal, Elsevier, vol. 67(C).
  83. Zhang, Yongjie & Wang, Meng & Xiong, Xiong & Zou, Gaofeng, 2021. "Volatility spillovers between stock, bond, oil, and gold with portfolio implications: Evidence from China," Finance Research Letters, Elsevier, vol. 40(C).
  84. Mensi, Walid & Aslan, Aylin & Vo, Xuan Vinh & Kang, Sang Hoon, 2023. "Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 219-232.
  85. Yuandong, Su & Khaskheli, Asadullah & Raza, Syed Ali & Yousufi, Sara Qamar, 2022. "How COVID-19 influences prices of oil and precious metals: Comparison between data extracted from online searching trends and actual events," Resources Policy, Elsevier, vol. 78(C).
  86. Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2021. "Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters," Resources Policy, Elsevier, vol. 72(C).
  87. Li, Sile & Lucey, Brian M., 2017. "Reassessing the role of precious metals as safe havens–What colour is your haven and why?," Journal of Commodity Markets, Elsevier, vol. 7(C), pages 1-14.
  88. 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.
  89. Raza, Naveed & Ibrahimy, Ahmad & Ali, Azwadi, 2015. "Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS," MPRA Paper 69366, University Library of Munich, Germany.
  90. Vieira, Duarte Saldanha & Carvalho, Paulo Viegas de & Curto, José Dias & Laureano, Luís, 2023. "Gold's hedging and safe haven properties for European stock and bond markets," Resources Policy, Elsevier, vol. 85(PA).
  91. Rim El Khoury & Nohad Nasrallah & Khaled Hussainey & Rima Assaf, 2023. "Spillover analysis across FinTech, ESG, and renewable energy indices before and during the Russia–Ukraine war: International evidence," Post-Print hal-04564870, HAL.
  92. Sen, Chitrakalpa & Chakrabarti, Gagari, 2024. "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, vol. 96(C).
  93. Raza, Naveed & Ali, Sajid & Shahzad, Syed Jawad Hussain & Rehman, Mobeen Ur & Salman, Aneel, 2019. "Can alternative hedging assets add value to Islamic-conventional portfolio mix: Evidence from MGARCH models," Resources Policy, Elsevier, vol. 61(C), pages 210-230.
  94. Feng, Lingbing & Qi, Jiajun & Liu, Ye & Wang, Wei, 2025. "The spillover effects of the "Binance Incident" on financial markets: A study based on machine learning approach," Finance Research Letters, Elsevier, vol. 71(C).
  95. Azimli, Asil, 2022. "Degree and structure of return dependence among commodities, energy stocks and international equity markets during the post-COVID-19 period," Resources Policy, Elsevier, vol. 77(C).
  96. Urom, Christian & Anochiwa, Lasbrey & Yuni, Denis & Idume, Gabriel, 2019. "Asymmetric linkages among precious metals, global equity and bond yields: The role of volatility and business cycle factors," The Journal of Economic Asymmetries, Elsevier, vol. 20(C).
  97. S. A. Raza & K. Guesmi & R. Benkraiem & R. Anwar, 2024. "Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods," Post-Print hal-04720743, HAL.
  98. Joo, Young C. & Park, Sung Y., 2024. "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
  99. Michael Murach, 2019. "Global Determinants of the Gold Price: A Multivariate Cointegration Analysis," Scottish Journal of Political Economy, Scottish Economic Society, vol. 66(1), pages 198-214, February.
  100. Al-Nassar, Nassar S. & Assaf, Rima & Chaibi, Anis & Makram, Beljid, 2024. "The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises," Resources Policy, Elsevier, vol. 96(C).
  101. He, Zhen & O'Connor, Fergal & Thijssen, Jacco, 2025. "Can risk-free and zero-beta portfolios be constructed? UK and US Evidence," Economics Letters, Elsevier, vol. 250(C).
  102. Cheng, Wan-Hsiu & Chen, Chun-Da & Lai, Hsiao-Pin, 2020. "Revisiting the roles of gold: Does gold ETF matter?," The North American Journal of Economics and Finance, Elsevier, vol. 54(C).
  103. Charoula Daskalaki, 2021. "New evidence on commodity stocks," Journal of Futures Markets, John Wiley & Sons, Ltd., vol. 41(6), pages 811-874, June.
  104. Urszula Gieraltowska & Andrzej Rzeczycki, 2025. "Can Bitcoin Replace Gold in an Investment Portfolio in the Polish Capital Market?," European Research Studies Journal, European Research Studies Journal, vol. 0(3), pages 1587-1608.
  105. Papathanasiou, Spyros & Dokas, Ioannis & Koutsokostas, Drosos, 2022. "Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors," The North American Journal of Economics and Finance, Elsevier, vol. 62(C).
  106. Arnold, Stephan & Auer, Benjamin R., 2015. "What do scientists know about inflation hedging?," The North American Journal of Economics and Finance, Elsevier, vol. 34(C), pages 187-214.
  107. Kaczmarek, Tomasz & Będowska-Sójka, Barbara & Grobelny, Przemysław & Perez, Katarzyna, 2022. "False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network," Research in International Business and Finance, Elsevier, vol. 60(C).
  108. Ghulam Mujtaba & Asima Siddique & Nader Naifar & Syed Jawad Hussain Shahzad, 2024. "Hedge and safe haven role of commodities for the US and Chinese equity markets," International Journal of Finance & Economics, John Wiley & Sons, Ltd., vol. 29(2), pages 2381-2414, April.
  109. 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).
  110. Godil, Danish Iqbal & Sarwat, Salman & Khan, Muhammad Kamran & Ashraf, Muhammad Sajjad & Sharif, Arshian & Ozturk, Ilhan, 2022. "How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach," Resources Policy, Elsevier, vol. 75(C).
  111. 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).
  112. Lahiani, Amine & Mefteh-Wali, Salma & Vasbieva, Dinara G., 2021. "The safe-haven property of precious metal commodities in the COVID-19 era," Resources Policy, Elsevier, vol. 74(C).
  113. Abdulsalam Abidemi Sikiru & Afees A. Salisu, 2022. "Assessing the hedging potential of gold and other precious metals against uncertainty due to epidemics and pandemics," Quality & Quantity: International Journal of Methodology, Springer, vol. 56(4), pages 2199-2214, August.
  114. Cheema, Muhammad A. & Faff, Robert & Szulczyk, Kenneth R., 2022. "The 2008 global financial crisis and COVID-19 pandemic: How safe are the safe haven assets?," International Review of Financial Analysis, Elsevier, vol. 83(C).
  115. Semeyutin, Artur & Downing, Gareth, 2022. "Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors," International Review of Financial Analysis, Elsevier, vol. 81(C).
  116. Le, TN-Lan & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar, 2021. "Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution," Technological Forecasting and Social Change, Elsevier, vol. 162(C).
  117. Adekoya, Oluwasegun B. & Oliyide, Johnson A., 2022. "Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses," Resources Policy, Elsevier, vol. 76(C).
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