Search Results - subject_exact:"Gold"

The gold channel : how regional gold saving behavior shapes house price dynamics in Türkiye

Çolak, Mehmet Selman; Şamcı, Mehmet Emre - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015624567

Long-run linkages and parameter instability in the gold–silver relationship, 2010-2025

Caporale, Guglielmo Maria; Palomares, Antonio Fons; … - 2026

This paper examines long-run linkages and possible instabilities in the gold–silver price relationship using daily futures prices over the period from 4 January 2010 to 28 November 2025. The empirical analysis includes unit-root and cointegration tests as well as endogenous structural break...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015626655

The role of fear of missing out (FOMO), loss aversion, and herd behavior in gold investment decisions : a study in the Vietnamese market

Xuan Hung Nguyen; Dieu Anh Bui; Nam Anh Le; Nguyen … - 2025

This study investigates the influence of FOMO, loss aversion, and herd behavior on gold investment decisions in the Vietnamese market. Employing data collected from 727 investors and the Partial Least Squares Structural Equation Modeling (PLS-SEM) method, the analysis results confirm the pivotal...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015462974

Volatility spillovers, hedging and safe-havens under pandemics : all that glitters is not gold!

Ghabri, Yosra; Luu Duc Toan Huynh; Nasir, Muhammad Ali - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014533219

Are there any safe haven assets against oil price falls?

Cheema, Muhammad A.; Faff, Robert; Ryan, Michael - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015135153

Cryptocurrency as an alternative inflation hedge?

Smales, L. A. - 2024

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015164425

Volatility integration of crude oil, gold, and interest rates on the exchange rate : DCC GARCH and BEKK GARCH applications

Rastogi, Shailesh; Kanoujiya, Jagjeevan; Doifode, Adesh - 2024

Literature is replete with evidence of market integration between crude oil, gold and interest rates (IR) with the exchange rate (ER) due to varied reasons. However, it is observed that the explored market integration is limited for the price and return volatilities. Bivariate GARCH models...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014543455

Gold and the external wealth of nations

Bindseil, Ulrich; Daskalova, Svetla; Senner, Richard - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654835

The U.S. dollar as a dollar-channel proxy in gold return dynamics : evidence from 2000-2025

Sayegh, Rosette Ghossoub; Accary, Johnny - 2026

This study examines the determinants of gold returns over the period 2000-2025, a period marked by recurrent financial crises, geopolitical tensions, and major shifts in global monetary conditions. As gold represents both a strategic commodity and a key reserve asset, understanding the channels...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015628650

The best defensive strategies : two centuries of evidence

Baltussen, Guido; Martens, Martin; Linden, Lodewijk van der - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015647110

Gold and the external wealth of nations

Bindseil, Ulrich; Daskalova, Svetla; Senner, Richard - 2026 - This version: 30 May 2026

We analyse the portfolio-reallocation incentives faced by NIIP-surplus economies under cross-border seizure risk. Assets, such as gold, can be physically imported and held domestically in contrast to financial claims on other jurisdictions. Gold purchases not only reduce the NIIP but can also...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015654167

Geopolitical revaluation of Gold : the renaissance of Gold

Horváth, Marcell - 2026

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015635646

Reine Versprechen? : Transparenzversprechen in globalen Goldlieferketten auf dem Prüfstand

Küblböck, Karin - 2026

Gold gilt als Inbegriff von Reinheit, Sicherheit und Beständigkeit. Gleichzeitig sind seine Gewinnung und Verarbeitung vielfach mit problematischen Arbeitsbedingungen, Umweltzerstörung, Landkonflikten, Informalität und gewaltsamen Konflikten verbunden. Vor diesem Hintergrund haben sich im...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015666964

Oil prices and their long-term relationship with macroeconomic and financial indicators

Bucevska, Vesna; Gjelevski, Borjan; Matevska, Lea - 2023

The objective of this paper is to find out whether there is a long-term relationship or in other words cointegration, between the prices of oil futures and the following factors: the consumer price index (CPI), the exchange rate of the USD to the EUR, the prices of gold, and the price of...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014466537

Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian-Ukraine War

Shaik, Muneer; Jamil, Syed Ahsan; Hawaldar, Iqbal Thonse; … - 2023

The study uses wavelet power spectrum and wavelet coherence transformation methodologies to examine how geopolitical risk affected the returns on stocks, oil, and gold during the GFC, COVID-19, and Russia-Ukraine war-three disruptive events that affected the world's financial markets. For better...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014500724

Is gold an inflation hedge in Vietnam? : a non-linear approach

Đỗ Minh Đức; Tran Tho Dat; Nguyen Hong Nhung; Le … - 2023

This paper investigates the inflation-hedging ability of gold in Vietnam from 2011 to 2022. In order to assess how government management has affected the domestic gold market, two local gold prices (SJC and 9999) were employed. The non-linear autoregressive distributed lags (NARDL) approach is...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014503052

Gold in household portfolios during a pandemic : evidence from an emerging economy

Chatterjee, Oindrila; Gopalakrishnan, Balagopal; … - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014319499

The effect of gold, dollar and Composite Stock Price Index on cryptocurrency

Rivai, Aswin - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014323207

Risk spillovers between Bitcoin and ASEAN+6 Stock markets before and after COVID-19 outbreak : a comparative analysis with gold

Parichat Sinlapates; Tanit Sriwong; Surachai Chancharat - 2023

This paper applies the multivariate GARCH models to investigate the role of Bitcoin as a hedge and safe haven for ASEAN+6 stock markets compared to gold. We used daily data for the dates 2 January 2017–20 January 2023, covering the recent COVID-19 pandemic. The empirical findings provide...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014305903

Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets : evidence from South Asia and China

Zeng, Hongjun; Lu, Ran; Ahmed, Abdullahi Dahir - 2023

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014252621

The safe haven feature of gold in the recent crisis : rolling regression approach

Arnerić, Josip; Paić, Filip - 2023

The global repercussions of the COVID-19 pandemic had a substantial adverse impact on the overall economy, resulting in equity markets decline worldwide. Amidst this turbulent environment, plagued with uncertainty, investors have redirected their attention towards secure assets to protect their...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10014480968

Valoración de Bitcoin : reserva de valor y diversificación de inversiones

Santiago Moreno, Ismael - 2025

Bitcoin has emerged as a disruptive monetary asset, sparking debates regarding its valuation, its capacity as a store of value, and its suitability for portfolio diversification. However, it faces significant challenges due to its extreme volatility, lack of regulation, and decentralized nature....

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015625820

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Valoración de Bitcoin: Reserva de valor y diversificación de inversiones

Santiago Moreno, Ismael - 2025

Article

Unveiling the gold-oil whirl amidst market uncertainty shocks in China

Li, Houjian; Li, Yanjiao; Luo, Fangyuan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015371766

Which uncertainty measure better predicts gold prices? : new evidence from a CNN-LSTM approach

You, Wan-hai; Chen, Jianyong; Xie, Haoqi; Ren, Ying-hua - 2025

Quantifying the influence of uncertainty on gold prices is significant for improving related financial decision making. This study proposes a novel CNN-LSTM neural network that can extract potential features from sample data to effectively predict gold prices. Specifically, we demonstrate...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015372600

Connections between gold, main agricultural commodities, and Turkish stock markets

Kazak, Hasan; Mensi, Walid; Gunduz, Mehmet Akif; … - 2025

This study investigates the relationship between gold prices, agricultural commodity prices (rice, flour, bean, chickpea, lentil, and sugar), and Turkish stock markets. Using the Fourier Toda-Yamamoto causality test and wavelet coherency approach, we find that gold prices significantly influence...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015337348

The dynamic volatility nexus of blue-green economy, cryptocurrency and gold indices during uncertain times

Loukil, Sahar; Zulfiqar, Noshaba; Papadas, Dimıtrios; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015339852

India's gold trade : recommendations for the path forward in 2025

Narayanaswami, Sundaravalli - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192286

Mohan, M. P. Ram; Venkitesh, Vijay V.; Gupta, Aditya - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015192287

Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015472561

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Energy market uncertainties and gold return volatility : a GARCH-MIDAS approach

Salisu, Afees A.; Ogbonna, Ahamuefula Ephraim; Gupta, Rangan - 2024

Book / Working Paper

The connectedness between gold, oil, and bist sector stock markets : evidence from the asymmetric tvp-var method and portfolio strategies

Şenol, Zekai; Tekin, Bahri; Yıldırım, Eda - 2025

This study investigates the connectedness and portfolio strategies between gold, oil, and Borsa Istanbul (BIST) sector indices of banking, trade, services, and industrials. The study period is from January 3, 2018 to May 21, 2024, a period of high volatility in the Turkish economy and financial...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015449625

Disentangling supply-side and demand-side effects of uncertainty shocks on U.S. financial markets : identification using prices of gold and oil

Bettendorf, Timo - 2025

This paper investigates the effects of uncertainty shocks on selected U.S. financial asset prices by decomposing a traditional uncertainty shock into its supply-side and demand-side components. Following the approach by Piffer and Podstawski (2018), we identify uncertainty shocks using the price...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015410353

A framework for gold price prediction combining classical and intelligent methods with financial, economic, and sentiment data fusion

Taneva-Angelova, Gergana; Raychev, Stefan; Ilieva, Galina - 2025

Accurate gold price forecasting is essential for informed financial decision-making, as gold is sensitive to economic, political, and social factors. This study presents a hybrid framework for multivariate gold price prediction that integrates classical econometric modelling, traditional machine...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015434014

Connectedness between bitcoin, gold, gold-backed cryptocurrencies and energy commodities during the COVID-19 Pandemic and the Russia-Ukraine Conflict

Mchirgui, Dirin; Digheem, Mohammed Ali Sulyman; Adwela, … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015434791

An empirical analysis of the impact of global risk sentiment, gold prices, and interest rate differentials on exchange rate dynamics in South Africa

Lefatsa, Palesa Milliscent; Msomi, Simiso; Muguto, … - 2025

Exchange rate volatility poses significant challenges for emerging markets, influencing trade balances, inflation, and capital flows. South Africa's Rand is particularly vulnerable to global risk sentiment, gold price fluctuations, and interest rate differentials, yet prior studies often analyse...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457434

Is Bitcoin a safe-haven asset during U.S. presidential transitions? : a time-varying analysis of asset correlations

Pathairat Pastpipatkul; Htwe Ko - 2025

Amid the growing debate over how cryptocurrencies are reshaping global finance, this study explores the nexus between Bitcoin, Brent Crude Oil, Gold and the U.S. Dollar Index. We used a time-varying vector autoregressive (tvVAR) model to examine the connection among these four assets during the...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015457569

Currency-market devaluations : treating gold as a currency

Kunkler, Michael - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015444657

A safe haven index

Baur, Dirk; Dimpfl, Thomas; Pena, Javier - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015562542

From mine to market : streamlining sustainable gold production with cutting-edge technologies for enhanced productivity and efficiency in Central Asia

Shamsuddoha, Mohammad; Kaibaliev, Adil; Nasir, Tasnuba - 2025

Background: Gold mining is a critical part of the industry of Central Asia, contributing significantly to regional economic growth. However, gold production management faces numerous challenges, including adopting innovative technologies such as AI, using improved logistical equipment, resolving...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015506400

Is gold in the process of a bubble formation? : new evidence from the ex-post global financial crisis period

Grobys, Klaus - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015608124

Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?

Wang, Wei; Enilov, Martin; Stankov, Petar - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015610052

Economic diversification in the GCC : does gold price influence the nexus between oil, green energy, innovation, tourism, and economic growth?

Bala, Hussaini - 2025

Economic diversification remains a pressing concern for Gulf Cooperation Council (GCC) economies that remain heavily dependent on petroleum revenues, which make them vulnerable to commodity price shocks. While gold has been regarded as a safe-haven asset, its possible intervening role in...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015612168

The cross of gold : Brazilian treasure and the decline of Portugal

Kedrosky, Davis; Palma, Nuno - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015550525

Dynamic responses of Bitcoin, gold, and green bonds to geopolitical risk : a quantile wavelet analysis

Mejri, Sami; Leccadito, Arturo; Yildirim, Ramazan - 2025

This study investigates the heterogeneous responses of Bitcoin (BTC), gold (GOLD), and green bonds (GBOND) to geopolitical risk (GPR) shocks across different market regimes and investment horizons. Using a triadic empirical framework that encompasses wavelet quantile-on-quantile regression...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015551279

Green bond, stock, cryptocurrency, and commodity markets : a multiscale analysis and portfolio implications

Kamal, Elham; Bouri, Elie - 2025

This paper examines the dependence, systemic risk spillover, return and volatility spillover, and portfolio implications across various timescales between the Green Bond (GB) and U.S. S&P 500 Stock (SP), Vanguard Total World Stock Index Fund (VT), Bitcoin (BTC), Ethereum (ETH), Ripple, OIL, and...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557865

Decoding systemic risks across commodities and emerging market stock markets

Ghallabi, Fahmi; Ghorbel, Ahmed; Karim, Sitara - 2025

This study explores correlations and risk spillovers, essential concepts for financial risk management, among commodities (crude oil, gold, and a global commodities index) and emerging stock markets. Using the Asymmetric Dynamic Conditional Correlation-Conditional Value-at-Risk (ADCC-CoVaR)...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015557983

Responsible gold investments

Lavrador, Daniela - 2025

This SSF Spotlight sheds a light of the gold value chain, emphasizing significant environmental, social, and governance (ESG) challenges encountered by diverse stakeholders. It builds on solutions proposed by Swiss investment actors to promote responsible ESG practices and positive impact. The...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015585126

An analytical framework for real-time gold trading using sentiment and time-series forecasting

Varela, Angel; Siam, Md Kamrul; Al Maruf, Abdullah; Gu, … - 2025

Predicting financial markets remains a significant challenge due to their volatility and the complex interplay of various factors influencing price movements. This study presents a method named AchillesV111Achilles is named after the Greek hero Achilles to reflect the model's powerful...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015586593

Reaching for gold! : the impact of a positive reputation shock on career choice

Goller, Daniel; Wolter, Stefan C. - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015580711

Inter- and intra-connectedness between energy, gold, Bitcoin, and Gulf cooperation council stock markets : new evidence from various financial crises

Younis, Ijaz; Naeem, Muhammad Abubakr; Shah, Waheed Ullah; … - 2025

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015606212

Illicit flows of gold concentrates in the maritime space

2025

In recent years, gold has emerged as a preferred channel for the illicit storage and transfer of value. Despite increasing scrutiny, some illicit gold flows remain largely unexamined. This brief examines one of these: trade in gold concentrates in the maritime space. Although significant volumes...

Persistent link: https://www.econbiz.de, ebvufind01.dmz1.zbw.eu/10015629086