Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations-Reference-Cited by-同舟云学术

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Reinvestigating the role of oil and gold for portfolio optimization in view of COVID-19 and structural breaks: Empirical evidence of BEKK, DCC and wavelet quantile based estimations

Published:2024-05 Issue: Volume:92 Page:104957
ISSN:0301-4207
Container-title:Resources Policy
language:en
Short-container-title:Resources Policy

Author:

Aziz Ghazala^ORCID,Sarwar Suleman,Yuan Qiong,Waheed Rida^ORCID,Morales Lucía^ORCID

Publisher

Elsevier BV

Reference76 articles.

1. Hedging UK stock portfolios with gold and oil: the impact of Brexit;Abuzayed;Resour. Pol.,2022

2. Corporate derivatives and foreign exchange risk management: a case study of non-financial firms of Pakistan;Afza;J. Risk Finance,2011

3. Bayesian analysis of dynamic linkages among gold price, stock prices, exchange rate and interest rate in Pakistan;Akbar;Resour. Pol.,2019

4. Exchange rate, gold price, and stock market nexus: a quantile regression approach;Ali;Risks,2020

5. Extreme return spillovers and connectedness between crude oil and precious metals futures markets: implications for portfolio management;Alomari;Resour. Pol.,2022

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