How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques
OB Adekoya, JA Oliyide - Resources Policy, 2021 - Elsevier
With many commodity and financial markets reportedly experiencing poor performances
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …
during this COVID-19 pandemic, this study intends to examine the effect of the pandemic on …
Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data
The spreading COVID-19 outbreak has wreaked havoc on the world's financial system that
raises an urgent need for the re-evaluation of the gold as safe haven for their money …
raises an urgent need for the re-evaluation of the gold as safe haven for their money …
Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications
This paper examines the safe-haven and hedging potential of oil and gold against industrial
metals and agricultural commodities using a novel approach of quantile-on-quantile …
metals and agricultural commodities using a novel approach of quantile-on-quantile …
Oil, gold, US dollar and stock market interdependencies: a global analytical insight
M Arfaoui, A Ben Rejeb - European Journal of Management and …, 2017 - emerald.com
Purpose The purpose of this paper is to examine, in a global perspective, the oil, gold, US
dollar and stock prices interdependencies and to identify instantaneously direct and indirect …
dollar and stock prices interdependencies and to identify instantaneously direct and indirect …
Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA
We investigate the connectedness among crude oil prices, stock index and metal prices
covering the period of 1990M1-2017M3 for US economy applying time domain Spillover …
covering the period of 1990M1-2017M3 for US economy applying time domain Spillover …
Do oil prices and economic policy uncertainty matter for precious metal returns? New insights from a TVP-VAR framework
J Huang, X Dong, J Chen, M Zhong - International Review of Economics & …, 2022 - Elsevier
Oil price shocks and economic policy uncertainty are the two main drivers of many
macroeconomic and financial variables. In the context of commodity financialization, these …
macroeconomic and financial variables. In the context of commodity financialization, these …
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's safe haven property. Specifically, it analyses the interlinkages and the return spillover …
[图书][B] Oiling the urban economy: Land, labour, capital, and the state in Sekondi-Takoradi, Ghana
F Obeng-Odoom - 2014 - taylorfrancis.com
This book presents a critical analysis of the 'resource curse'doctrine and a review of the
international evidence on oil and urban development to examine the role of oil on property …
international evidence on oil and urban development to examine the role of oil on property …
Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: an extension
While the literature is obviously flooded with studies on the nexus between oil and metal
market, the volatility connectedness dynamics that measures the forward and backward …
market, the volatility connectedness dynamics that measures the forward and backward …
The hedging effectiveness of industrial metals against different oil shocks: evidence from the four newly developed oil shocks datasets
OB Adekoya, JA Oliyide - Resources Policy, 2020 - Elsevier
Against the failure of precious metals, particularly gold, in hedging oil market risks, this study
attempts to determine if industrial metals would prove otherwise. On this note, we undertake …
attempts to determine if industrial metals would prove otherwise. On this note, we undertake …