Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications
Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, Muhammad Tahir Suleman, Sang Hoon Kang
| Year of publication: |
2022
|
|---|---|
| Authors: | Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Arif, Muhammad ; Suleman, Muhammad Tahir ; Kang, Sang Hoon |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 105.2022, p. 1-15
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| Subject: | Agriculture commodities | Metals | Oil and gold | Quantile-on-quantile | Gold | Hedging | Warenbörse | Commodity exchange | Rohstoffderivat | Commodity derivative | Welt | World | Erdöl | Petroleum | Metallmarkt | Metal market | Volatilität | Volatility | Ölpreis | Oil price | Portfolio-Management | Portfolio selection | Goldbergbau | Gold mining | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2021.105758 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013201963