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Is gold a hedge or safe haven against oil price movements? · Study

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ArticleIs gold a hedge or safe haven against oil price movements?

Juan C. Reboredo2013

Article2013

Is gold a hedge or safe haven against oil price movements?

Juan C. Reboredo

362 citations·0/0 files stored·Resources Policy

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Market Dynamics and Volatility Economics of Agriculture and Food Markets Financial Risk and Volatility Modeling

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks 1999An Introduction to Copulas 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold 1994Threshold heteroskedastic models 2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2010Is gold a safe haven? International evidence 1998Evaluating Density Forecasts with Applications to Financial Risk Management 2003Modelling Dependence with Copulas and Applications to Risk Management

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2020Hedging geopolitical risk with precious metals 2016Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test 2015The financial economics of gold — A survey 2020Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices 2012Do food and oil prices co-move?2018Commodity market based hedging against stock market risk in times of financial crisis: The case of crude oil and gold

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Year2013

Typearticle

Published2013-03-29

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations362

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ShelfMarket Dynamics and Volatility

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doi10.1016/j.resourpol.2013.02.003

openalex_workW2065589331

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2018Optimal hedge ratios for clean energy equities

2017Black swan events and safe havens: The role of gold in globally integrated emerging markets