metal markets, namely Gold, Silver, Copper, Zinc and Aluminium. We employ a multivariate Fractionally Integrated Generalized …'s point of view and implying the portfolio strategies difficult to apply. Additionally, Zinc is proved to be the most immune …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

assets (gold, oil, and stocks) covering the period from 1987 to 2012. The analysis is performed on both intra-day and daily …. Heterogeneity prevails in correlations between gold and stocks. After the 2008 crisis, correlations among all three assets increase …

This study adopts a copula wavelet approach to analyze dynamics of the gold price against bonds, stocks and exchange … rates based on disaggregation of the underlying relationships across different frequencies. We also examine whether gold … 1985, we find that the role of gold changes significantly after the collapse of Lehman Brothers in 2008. Gold is unable to …

increasing demand for metals like copper and lithium due to the growth in renewable energies and electromobility, metal abundant … the causal relationships among these energy transition metals and other major assets like gold and bitcoin, and how they …

. Fortunately, Sweden possessed one major asset, the largest copper mine in Europe. The crown sent copper ingots to Amsterdam, for … sought to obtain the lucrative monopoly for the sale of copper. On one side there was Louis de Geer, a successful weapons …

market, COMEX and LBMA maintain their dominant positions and act as the net spillover spreaders in the world gold market with … contract prices from the Commodity Exchange Inc. (COMEX), London Bullion Market Association (LBMA) and Shanghai Gold Exchange …

investor who holds a portfolio consisting of Australian conventional and Islamic indices, crude oil, gold, Bitcoin, and the … contribution lies in unveiling an Australian investor's diversification opportunities of a portfolio containing Bitcoin, gold, oil … volatility. The evidence further suggests that Australian investors may benefit from diversification with gold. Nonetheless, the …

This article investigates similarities and differences between gold and four cryptocurrencies (Bitcoin, Ethereum … premia exist in either gold and cryptocurrencies. Third, the response of cryptocurrencies to ex- change rate changes is more … pronounced than for gold at least if developing countries are included. Fourth, gold exhibits a safe haven status, while cryp …