The financial economics of gold—A survey

FA O'Connor, BM Lucey, JA Batten, DG Baur - International Review of …, 2015 - Elsevier
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …

The history and economics of safe assets

G Gorton - Annual Review of Economics, 2017 - annualreviews.org
Safe assets play a critical role in an (y) economy. A safe asset is an asset that is (almost
always) valued at face value without expensive and prolonged analysis. By design, there is …

Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?

F Wen, X Tong, X Ren - International Review of Financial Analysis, 2022 - Elsevier
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …

[HTML][HTML] A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies

B Ren, B Lucey - Energy Economics, 2022 - Elsevier
Is clean energy a safe haven for cryptocurrencies, or vice versa? In this paper, we
investigate the hedge and safe haven property of a wide range of clean energy indices …

Searching for safe-haven assets during the COVID-19 pandemic

Q Ji, D Zhang, Y Zhao - International Review of Financial Analysis, 2020 - Elsevier
The ongoing COVID-19 pandemic has shaken the global financial system and caused great
turmoil. Facing unprecedented risks in the markets, people have increasing needs to find a …

A CNN–LSTM model for gold price time-series forecasting

IE Livieris, E Pintelas, P Pintelas - Neural computing and applications, 2020 - Springer
Gold price volatilities have a significant impact on many financial activities of the world. The
development of a reliable prediction model could offer insights in gold price fluctuations …

Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis

JW Goodell, S Goutte - Finance Research Letters, 2021 - Elsevier
We apply wavelet methods to daily data of COVID-19 world deaths and daily Bitcoin prices
from 31th December 2019 to 29th April 2020. We find, especially for the period post April 5 …

Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

M Akhtaruzzaman, S Boubaker, BM Lucey, A Sensoy - Economic Modelling, 2021 - Elsevier
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 …

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold

R Chemkha, A BenSaïda, A Ghorbel… - The Quarterly Review of …, 2021 - Elsevier
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 …

Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin

SJH Shahzad, E Bouri, D Roubaud, L Kristoufek - Economic Modelling, 2020 - Elsevier
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 …