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The Protective Nature of Gold During Times of Oil Price Volatility: An Analysis of the COVID-19 Pandemic

This research explores gold's safe-haven properties amid oil price instability, focusing on the COVID-19 pandemic. The study examines how gold hedges against oil price swings in the context of the pandemic's exceptional market circumstances. A VAR (Vector Autoregressive) model analyzes gol...

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Detalles Bibliográficos
Autores principales: Li, Yu, Umair, Muhammad
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Elsevier Ltd. 2023
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC10242154/
https://www.ncbi.nlm.nih.gov/pubmed/37362401
http://dx.doi.org/10.1016/j.exis.2023.101284