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

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

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