This paper presents a review of different theoretical approaches to the optimal futures hedge
ratios. These approaches are based on minimum variance, mean-variance, expected utility …

This study has been inspired by the emergence of socially responsible investment practices
in mainstream investment activity as it examines the transmission of return patterns between …

The use of futures contracts as a hedging instrument has been the focus of much research.
At the theoretical level, an optimal hedge strategy is traditionally based on the expected …

The paper examines the return and volatility transmission between NFTs, Defi assets, and
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …

This study examines how financial contagion occurs through financial and nonfinancial firms
between China and G7 countries during the COVID–19 period. The empirical results show …

This paper investigates the volatility spillover effects and the dynamic relationships among
WTI crude oil, gold and the Chinese stock markets of new energy vehicle, environmental …

This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

This study employs the time-varying vector parameter autoregression model and Diebold-
Yilmaz (2012, 2014) spillover approach to explore the static, net, dynamic and directional …

The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

We compare gold and Bitcoin for the G7 stock markets, finding that gold and Bitcoin have
distinct safe haven and hedging characteristics. Gold is an undisputable safe haven and …