Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors

A Samitas, S Papathanasiou, D Koutsokostas… - International Review of …, 2022 - Elsevier
Motivated by the growing necessity of portfolio diversification, this paper investigates the
dynamic connectedness among fine wine, equities, bonds, crude oil, commodities, gold …

Fine wine returns: A review of the literature

E Le Fur, JF Outreville - Journal of Asset Management, 2019 - Springer
This paper provides a critical review of research on fine wine returns issues. To date, no
review article has assessed the various findings of studies analyzing the benefits of wine …

Wine prices in economics: A bibliometric analysis

E Le Fur, AS Thelisson, O Guyottot - Strategic Change, 2024 - Wiley Online Library
This article presents a literature review and a bibliometric analysis of academic research on
wine prices in economics. The study comprises a review of 180 articles published in journals …

What can we learn from the analysis of the fine wines market efficiency?

HB Ameur, Z Ftiti, E Le Fur - International Journal of Finance & …, 2024 - Wiley Online Library
This study analyzes the efficiency hypothesis for three major wine indices using different
parametric and non‐parametric tests for the short and long‐term horizons. Based on monthly …

Analyzing the risks of an illiquid and global asset: The case of fine wine

P Masset, JP Weisskopf, JM Cardebat, B Faye… - The quarterly review of …, 2021 - Elsevier
We use a unique and very deep database to examine the performance of wine investments
over the period 2003–2014. Our results reveal that the returns stemming from those …

Macroeconomic determinants of wine prices

L Jiao - International Journal of Wine Business Research, 2017 - emerald.com
Purpose The purpose of this paper is to identify the macroeconomic determinants of fine-
wine prices and estimate their impacts. Design/methodology/approach The author models …

Risk and return of classic car market prices: passion or financial investment?

E Le Fur - Journal of Asset Management, 2023 - Springer
This paper examines the risk and returns of classic car price indices over the 1994–2021
period. We calculate the central tendency, dispersion, shape of risk and returns, the unit root …

[HTML][HTML] The contagion effect of jump risk across Asian stock markets during the COVID-19 pandemic

Y Zhang, L Zhou, Y Chen, F Liu - The North American Journal of Economics …, 2022 - Elsevier
This paper tests the market jump contagion hypothesis in the context of the Covid-19
pandemic. We first use a nonparametric approach to identify jumps by decomposing the …

Volatility transmission to the fine wine market

HB Ameur, E Le Fur - Economic Modelling, 2020 - Elsevier
The goal of this paper is to explore volatility transmission from various markets to the fine
wine market. Knowledge of these channels for transmitting volatility to the wine market …

Looking for alternatives in times of market stress: A tail dependence between the european stock markets and bitcoin, gold and fine wine market

B Łęt, K Siemaszkiewicz - Finance a Uver, 2020 - search.proquest.com
This study investigates relations between returns from the traditional stock markets and
alternative investments over different investment horizons. Using a quantile coherency, we …