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Hedging oil price risk with gold during COVID-19 pandemic
16 references·16 citing·33 second hopsampled
Hedging oil price risk with gold during COVID-19 pandemic (2020)Hedging oil price risk with gold during C…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Searching for safe-haven assets during the COVID-19 pandemic (2020)Searching for safe-haven asse…Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Safe haven or risky hazard? B…Financial markets under the global pandemic of COVID-19 (2020)Financial markets under the g…Financial contagion during COVID–19 crisis (2020)Financial contagion during CO…Coronavirus (COVID-19) — An epidemic or pandemic for financial markets (2020)Coronavirus (COVID-19) — An e…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management (2011)Volatility spillovers between…Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Gold a Hedge or a Safe Hav…ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL (2003)ASYMPTOTIC THEORY FOR A VECTO…Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime (2002)Are Oil Shocks Inflationary?:…Modeling Asymmetric Comovements of Asset Returns (1998)Modeling Asymmetric Comovemen…Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures (1993)Time-Varying Distributions an…Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Loss Aversion in Riskless Cho…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management (2023)Higher-order moments and co-m…Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War? (2023)Are Bitcoin and Gold a Safe H…What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning (2022)What do the AI methods tell u…Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic (2022)Revisiting the safe haven rol…Predicting the changes in the WTI crude oil price dynamics using machine learning models (2022)Predicting the changes in the…Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa (2022)Economic Growth, Exchange Rat…Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic (2022)Diversification and hedging s…COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis (2022)COVID-19 and risk spillovers …The safe-haven property of precious metal commodities in the COVID-19 era (2021)The safe-haven property of pr…The impact of extreme events on energy price risk (2021)The impact of extreme events …The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning (2021)The effect of green energy, g…Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic (2021)Intraday volatility transmiss…Gold and US sectoral stocks during COVID-19 pandemic (2021)Gold and US sectoral stocks d…Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility (2021)Dynamic and frequency-domain …Contagion and portfolio management in times of COVID-19 (2021)Contagion and portfolio manag…Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets (2021)Asymmetric spillover and netw…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Multivariate Simultaneous Generalized ARCH (1995)Asymmetric correlations of equity portfolios (2002)International Asset Allocation With Regime Shifts (2002)Asymmetric Dynamics in the Correlations of Global Equity and Bond Returns (2006)Prospect theory: An analysis of decision under risk (1988)Status quo bias in decision making (1988)Advances in prospect theory: Cumulative representation of uncertainty (1992)A Theory of Fairness, Competition, and Cooperation (1999)Time Discounting and Time Preference: A Critical Review (2002)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Testing for a Unit Root in Time Series Regression (1988)Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Generalized autoregressive conditional heteroskedasticity (1986)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Maximum likelihood estimation of pure GARCH and ARMA-GARCH processes (2004)Dynamic Conditional Correlation (2002)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Return connectedness across asset classes around the COVID-19 outbreak (2020)Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)COVID-19 and finance: Agendas for future research (2020)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)COVID-19 and the march 2020 stock market crash. Evidence from S&P1500 (2020)Deaths, Panic, Lockdowns and US Equity Markets: The Case of COVID-19 Pandemic (2020)Is Gold a Hedge or a Safe-Haven Asset in the COVID–19 Crisis? (2020)Judgment Under Uncertainty: Heuristics and Biases. (1984)Is gold a safe haven? International evidence (2010)The Sum of All FEARS Investor Sentiment and Asset Prices (2014)Econometric Analysis of Cross Section and Panel Data (2001)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Stock markets’ reaction to COVID-19: Cases or fatalities? (2020)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 1991Loss Aversion in Riskless Choice: A Reference-Dependent Model6,428 cited
  • 2020Financial markets under the global pandemic of COVID-192,349 cited
  • 2010Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold2,340 cited
  • 1998Modeling Asymmetric Comovements of Asset Returns1,588 cited
  • 1993Time-Varying Distributions and Dynamic Hedging with Foreign Currency Futures1,528 cited
  • 2020Financial contagion during COVID–19 crisis937 cited
  • 2003ASYMPTOTIC THEORY FOR A VECTOR ARMA-GARCH MODEL887 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
  • 2020Safe haven or risky hazard? Bitcoin during the Covid-19 bear market832 cited
  • 2002Are Oil Shocks Inflationary?: Asymmetric and Nonlinear Specifications versus Changes in Regime737 cited
  • 2020Coronavirus (COVID-19) — An epidemic or pandemic for financial markets715 cited
  • 2011Volatility spillovers between oil prices and stock sector returns: Implications for portfolio management666 cited
  • 2020Searching for safe-haven assets during the COVID-19 pandemic656 cited
  • 2020

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
603 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • Cited by

    • 2021Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic179 cited
    • 2021Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets168 cited
    • 2021The impact of extreme events on energy price risk157 cited
    • 2021The effect of green energy, global environmental indexes, and stock markets in predicting oil price crashes: Evidence from explainable machine learning148 cited
    • 2021Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility110 cited
    • 2021The safe-haven property of precious metal commodities in the COVID-19 era95 cited
    • 2022Predicting the changes in the WTI crude oil price dynamics using machine learning models91 cited
    • 2023Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?62 cited
    • 2021Gold and US sectoral stocks during COVID-19 pandemic58 cited
    • 2023Higher-order moments and co-moments' contribution to spillover analysis and portfolio risk management55 cited
    • 2022Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic54 cited
    • 2022What do the AI methods tell us about predicting price volatility of key natural resources: Evidence from hyperparameter tuning37 cited
    • 2021Contagion and portfolio management in times of COVID-1936 cited
    • 2022Diversification and hedging strategies of green bonds in financial asset portfolios during the COVID-19 pandemic34 cited
    • 2022COVID-19 and risk spillovers of China's major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis30 cited
    • 2022Economic Growth, Exchange Rate and Remittance Nexus: Evidence from Africa21 cited