Directional spillover effects and time-frequency nexus between oil, gold and stock markets: evidence from pre and during COVID-19 outbreak

NT Hung, XV Vo - International Review of Financial Analysis, 2021 - Elsevier
The Covid-19 crisis has been spread rapidly throughout the world so far. However, how
deep and long the turbulence would depend on the success of solutions taken to deter the …

Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling

X Wang, B Lucey, S Huang - Journal of Commodity Markets, 2022 - Elsevier
Gold is usually regarded as having the potential to hedge or to act as a safe haven in the
financial market. Does this follow onto the oil market and if so at what frequencies and to …

New insight into the causal linkage between economic expansion, FDI, coal consumption, pollutant emissions and urbanization in South Africa

U Joshua, FV Bekun, SA Sarkodie - Environmental Science and Pollution …, 2020 - Springer
This study examines the relationship between foreign direct investment inflows and
economic growth in a carbon function, by incorporating the role of urbanization, and coal …

Energy transition concern: Time-varying effect of climate policy uncertainty on renewables consumption

Y Xi, ANQ Huynh, Y Jiang, Y Hong - Technological Forecasting and Social …, 2023 - Elsevier
Since COP26, the global energy transition has entered a critical period, and renewable
energy has received great attention. Considering the importance of climate policy, this paper …

Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA

P Golitsis, P Gkasis, SK Bellos - The North American Journal of Economics …, 2022 - Elsevier
This paper focuses on the price determinants of gold, and on the challenges associated with
gold's safe haven property. Specifically, it analyses the interlinkages and the return spillover …

Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model

AK Tiwari, GC Aye, R Gupta, K Gkillas - Energy Economics, 2020 - Elsevier
This paper examines the dependence structure and dynamics between gold and oil prices.
Specifically, we study the hedge and safe haven ability of gold for oil prices using daily gold …

Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets

G Tuna, VE Tuna - Resources Policy, 2022 - Elsevier
The purpose of this study is to examine the effect of COVID-19 pandemic on gold, oil,
conventional and Islamic stock markets. Two variables as the number of new COVID-19 …

On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach

M Balcilar, ZA Ozdemir, B Tunçsiper, H Ozdemir… - Environment …, 2020 - Springer
This paper investigates the relationship between carbon dioxide emissions, energy
consumption and economic growth in the G-7 countries from a historical perspective. To this …

Analyzing the nexus between geopolitical risk, policy uncertainty, and tourist arrivals: evidence from the United States

U Shahzad, M Ramzan, MI Shah, B Doğan… - Evaluation …, 2022 - journals.sagepub.com
This study attempts to explore the causal linkage of the COVID-19 pandemic, economic
policy uncertainty, geopolitical risk, and tourism arrivals in the United States taking data from …

Dynamic return and volatility spillovers among S&P 500, crude oil, and gold

M Balcilar, ZA Ozdemir… - International Journal of …, 2021 - Wiley Online Library
This article examines the return and volatility spillover effects among the S&P 500, crude oil,
and gold by employing the spillover index of Diebold and Yilmaz (2012). Monthly realized …