Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS

Author:

Liu Min,Lee Chien-ChiangORCID

Publisher

Elsevier BV

Subject

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

Reference84 articles.

1. Oil, gold, US dollar and stock market interdependencies : a global analytical insight;Arfaoui;Eur. J. Manag. Bus. Econ.,2017

2. The importance of the macroeconomic variables in forecasting stock return variance: a GARCH-MIDAS approach;Asgharian;J. Forecast.,2013

3. Time-varying transmission between oil and equities in the MENA region : new evidence from DCC-MIDAS analyses;Awartani;J. Adv. Res.,2018

4. Oil spills on other commodities;Baffes;Resour. Pol.,2007

5. Measuring economic policy uncertainty;Baker;Q. J. Econ.,2016

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