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

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References

1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
1999An Introduction to Copulas7,743 cited
2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
1994Threshold heteroskedastic models2,294 cited
2006MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*2,119 cited
2010Is gold a safe haven? International evidence1,944 cited
1998Evaluating Density Forecasts with Applications to Financial Risk Management1,452 cited
2003Modelling Dependence with Copulas and Applications to Risk Management1,056 cited
2007Measuring financial contagion: A Copula approach826 cited
2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
2003Extreme Value Dependence in Financial Markets: Diagnostics, Models, and Financial Implications633 cited
2005Gold as a hedge against the dollar572 cited
2009Dynamics of oil price, precious metal prices, and exchange rate504 cited
2007Oil spills on other commodities454 cited
2010The crude oil market and the gold market: Evidence for cointegration, causality and price discovery

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405 cited

2005Estimation and model selection of semiparametric copula-based multivariate dynamic models under copula misspecification402 cited

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2017Oil, gold, US dollar and stock market interdependencies: a global analytical insight163 cited
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2019Co-movements between Bitcoin and Gold: A wavelet coherence analysis146 cited
2020How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models145 cited
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