Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs
Sign Up to like & getrecommendations! Published in 2021 at "Energy Economics"
DOI: 10.1016/j.eneco.2021.105278
Abstract: Abstract This study uses time-frequency analysis to examine directional connectedness between US sector equity ETFs, oil, gold, stock market, and uncertainty factors over the short and long terms. Frequency-based spillover index and portfolio hedging methods… read more here.
Keywords: oil gold; sector; frequency; uncertainty ... See more keywords
The bubble contagion effect of COVID-19 outbreak: Evidence from crude oil and gold markets
Sign Up to like & getrecommendations! Published in 2020 at "Finance Research Letters"
DOI: 10.1016/j.frl.2020.101703
Abstract: Abstract This paper examines the causal relationship between crude oil and gold spot prices to assess how the economic impact of COVID-19 has affected them. We analyze West Texas Light crude oil (WTI) and gold… read more here.
Keywords: gold markets; oil gold; gold; crude oil ... See more keywords
On the study of conditional dependence structure between oil, gold and USD exchange rates
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DOI: 10.1016/j.irfa.2018.07.001
Abstract: Abstract Energy commodities and precious metals differ from other trading products. In fact, both oil and gold prices are leading economic variables and drive the evolution of the world economy. Since the US dollar is… read more here.
Keywords: dependence; gold usd; oil gold; oil ... See more keywords
Impact of global oil and gold prices on the Iran stock market returns during the Covid-19 pandemic using the quantile regression approach
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DOI: 10.1016/j.resourpol.2022.102602
Abstract: The main aim of this paper is to investigate the influence of global oil and gold prices on the Iran stock market during the Covid-19 pandemic. The approach used in this study is the quantile… read more here.
Keywords: iran stock; oil gold; global oil; stock ... See more keywords