How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models-Reference-Cited by-同舟云学术

How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models

Published:2021-03 Issue: Volume:70 Page:101926
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Adekoya Oluwasegun B.^ORCID,Oliyide Johnson A.^ORCID,Oduyemi Gabriel O.

Publisher

Elsevier BV

Subject

Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science

Reference51 articles.

1. The hedging effectiveness of industrial metals against different oil shocks: evidence from the four newly developed oil shocks datasets;Adekoya;Resour. Pol.,2020

2. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Pol.,2020

3. The relationship of gold price with the stock market: the case of Frankfurt stock exchange;Al-Ameer;Int. J. Energy Econ. Pol.,2018

4. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies;Albulescu;Energy Econ.,2019

5. Is gold an inflation-hedge? Evidence from an interrupted Markov-switching cointegration model;Aye;Resour. Pol.,2016

Cited by 111 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets: New evidence from various financial crises;Research in International Business and Finance;2025-01

2. Portfolio optimization based on network centralities: Which centrality is better for asset selection during global crises?;Journal of Management Science and Engineering;2024-09

3. Regime-Specific Spillover Effects Between Financial Stress, GCC Stock Markets, Brent Crude Oil, and the Gold Market;Journal of the Knowledge Economy;2024-08-12

4. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments;Energy Economics;2024-08

5. Volatility spillover and dynamic correlation between Islamic, conventional, cryptocurrency and precious metal markets during the immediate outbreak of COVID-19 pandemic;International Journal of Islamic and Middle Eastern Finance and Management;2024-07-24