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Original Articles

Which precious metals spill over on which, when and why? Some evidence

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Jose Arreola Hernandez, Sang Hoon Kang & Seong-Min Yoon. (2022) Spillovers and portfolio optimization of precious metals and global/regional equity markets. Applied Economics 54:20, pages 2320-2342.
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Debdatta Pal & Subrata Kumar Mitra. (2020) Time-frequency dynamics of return spillover from crude oil to agricultural commodities. Applied Economics 52:49, pages 5426-5445.
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Štefan Lyócsa & Peter Molnár. (2016) Volatility forecasting of strategically linked commodity ETFs: gold-silver. Quantitative Finance 16:12, pages 1809-1822.
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Aleksandra Hałka & Karol Szafranek. (2016) Whose Inflation Is It Anyway? Inflation Spillovers Between the Euro Area and Small Open Economies. Eastern European Economics 54:2, pages 109-132.
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Bashar Yaser Almansour, Sabri Elkrghli, Jesus Cuauhtemoc Tellez Gaytan & Rajesh Mohnot. (2023) Interconnectedness dynamic spillover among US, Russian, and Ukrainian equity indices during the COVID-19 pandemic and the Russian–Ukrainian war. Heliyon 9:12, pages e22974.
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Mohammad Enamul Hoque, Low Soo-Wah & Mabruk Billah. (2023) Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications. Energy Economics 127, pages 107034.
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Prachi Jain, Debasish Maitra, Ron P. McIver & Sang Hoon Kang. (2023) Quantile dependencies and connectedness between stock and precious metals markets. Journal of Commodity Markets 30, pages 100284.
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Nicholas Apergis. (2023) Realized higher-order moments spillovers across cryptocurrencies. Journal of International Financial Markets, Institutions and Money 85, pages 101763.
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Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav & Sakshi Sharma. (2023) Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging. American Business Review 26:1, pages 148-179.
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Shegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav & Sakshi Sharma. (2023) Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio Hedging. American Business Review 26:1, pages 148-179.
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Heng Lei, Minggao Xue, Huiling Liu & Jing Ye. (2023) Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. Resources Policy 80, pages 103170.
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Niyati Bhanja, Adil Ahmad Shah & Arif Billah Dar. (2023) Aggregate, asymmetric and frequency-based spillover among equity, precious metals, and cryptocurrency. Resources Policy 80, pages 103145.
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Hao Wu, Huiming Zhu, Fei Huang & Weifang Mao. (2023) How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. The North American Journal of Economics and Finance 64, pages 101865.
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Walid Mensi, Aylin Aslan, Xuan Vinh Vo & Sang Hoon Kang. (2023) Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. International Review of Economics & Finance 83, pages 219-232.
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Muhammad Abubakr Naeem, Zhe Peng, Elie Bouri, Syed Jawad Hussain Shahzad & Sitara Karim. (2022) Examining the asymmetries between equity and commodity ETFs during COVID-19. Resources Policy 79, pages 103048.
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Theu Dinh, Stéphane Goutte, Duc Khuong Nguyen & Thomas Walther. (2022) Economic drivers of volatility and correlation in precious metal markets. Journal of Commodity Markets 28, pages 100242.
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Xu Gong, Jun Xu, Tangyong Liu & Zicheng Zhou. (2022) Dynamic volatility connectedness between industrial metal markets. The North American Journal of Economics and Finance 63, pages 101814.
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M. Kabir Hassan, Hadrian Geri Djajadikerta, Tonmoy Choudhury & Muhammad Kamran. (2022) Safe havens in Islamic financial markets: COVID-19 versus GFC. Global Finance Journal 54, pages 100643.
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Jozo Frankovic, Bin Liu & Sandy Suardi. (2022) On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia. Global Finance Journal 54, pages 100642.
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Sameen Fatima, Christopher Gan & Baiding Hu. (2022) Price Stability Properties and Volatility Analysis of Precious Metals: An ICSS Algorithm Approach. Journal of Risk and Financial Management 15:10, pages 465.
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Jinyu Chen, Zhipeng Liang, Qian Ding & Zhenhua Liu. (2022) Quantile connectedness between energy, metal, and carbon markets. International Review of Financial Analysis 83, pages 102282.
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Arife ÖZDEMİR HÖL & Nazlıgül GÜLCAN. (2022) Kıymetli Madenlerin Range-Based Realized Volatilite Serileri Arasındaki Asimetrik İlişkilerAssymetric Relations Between Range-Based Realized Volatility Series of Precious Metals. Alanya Akademik Bakış 6:3, pages 3215-3236.
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Simona Bigerna, Maria Chiara D’Errico & Paolo Polinori. (2022) Dynamic forecast error variance decomposition as risk management process for the Gulf Cooperation Council oil portfolios. Resources Policy 78, pages 102937.
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Wei Jiang & Yunfei Chen. (2022) The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak. Resources Policy 77, pages 102763.
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Jinyu Chen, Yuxin Huang, Xiaohang Ren & Jingxiao Qu. (2022) Time-varying spillovers between trade policy uncertainty and precious metal markets: Evidence from China-US trade conflict. Resources Policy 76, pages 102577.
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Artur Semeyutin & Gareth Downing. (2022) Co-jumps in the U.S. interest rates and precious metals markets and their implications for investors. International Review of Financial Analysis 81, pages 102078.
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Muhammad Kamran, Pakeezah Butt, Assim Abdel-Razzaq & Hadrian Geri Djajadikerta. (2021) Is Bitcoin a safe haven? Application of FinTech to safeguard Australian stock markets. Studies in Economics and Finance 39:3, pages 386-402.
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Ramzi Nekhili, Jahangir Sultan & Walid Mensi. (2021) Co-movements among precious metals and implications for portfolio management: A multivariate wavelet-based dynamic analysis. Resources Policy 74, pages 102419.
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Adil Ahmad Shah, Manas Paul, Niyati Bhanja & Arif Billah Dar. (2021) Dynamics of connectedness across crude oil, precious metals and exchange rate: Evidence from time and frequency domains. Resources Policy 73, pages 102154.
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Zaghum Umar, Saqib Aziz & Dima Tawil. (2021) The impact of COVID-19 induced panic on the return and volatility of precious metals. Journal of Behavioral and Experimental Finance 31, pages 100525.
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Tangyong Liu, Xu Gong & Boqiang Lin. (2021) Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets. Journal of Futures Markets 41:9, pages 1375-1396.
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Saqib Farid, Ghulam Mujtaba Kayani, Muhammad Abubakr Naeem & Syed Jawad Hussain Shahzad. (2021) Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. Resources Policy 72, pages 102101.
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Ahmed H. Elsayed, Shawkat Hammoudeh & Ricardo M. Sousa. (2021) Inflation synchronization among the G7and China: The important role of oil inflation. Energy Economics 100, pages 105332.
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Aviral Kumar Tiwari, Bibhuti Ranjan Mishra & Sakiru Adebola Solarin. (2021) Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA. Energy 220, pages 119732.
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Massimiliano Caporin, Muhammad Abubakr Naeem, Muhammad Arif, Mudassar Hasan, Xuan Vinh Vo & Syed Jawad Hussain Shahzad. (2021) Asymmetric and time-frequency spillovers among commodities using high-frequency data. Resources Policy 70, pages 101958.
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Walid Mensi, Jose Arroeola Hernandez, Seong-Min Yoon, Xuan Vinh Vo & Sang Hoon Kang. (2021) Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor. International Review of Financial Analysis 74, pages 101672.
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Jian Liu, Shuai Tang & Chun-Ping Chang. (2020) Spillover effect between carbon spot and futures market: evidence from EU ETS. Environmental Science and Pollution Research 28:12, pages 15223-15235.
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Sezer Bozkus Kahyaoglu & Hakan Kahyaoglu. 2021. Financial Ecosystem and Strategy in the Digital Era. Financial Ecosystem and Strategy in the Digital Era 77 96 .
Ron P. McIver & Sang Hoon Kang. (2020) Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. Research in International Business and Finance 54, pages 101276.
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Walid Mensi, Mobeen Ur Rehman & Xuan Vinh Vo. (2020) Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. Resources Policy 69, pages 101836.
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Athanasios P. Fassas. (2020) Risk aversion connectedness in developed and emerging equity markets before and after the COVID-19 pandemic. Heliyon 6:12, pages e05715.
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Mehmet Balcilar, Zeynel Abidin Ozdemir, Huseyin Ozdemir & Mark E. Wohar. (2020) Fed’s unconventional monetary policy and risk spillover in the US financial markets. The Quarterly Review of Economics and Finance 78, pages 42-52.
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Xueping Tan, Kavita Sirichand, Andrew Vivian & Xinyu Wang. (2020) How connected is the carbon market to energy and financial markets? A systematic analysis of spillovers and dynamics. Energy Economics 90, pages 104870.
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Binqing Xiao, Honghai Yu, Libing Fang & Sifang Ding. (2019) Estimating the connectedness of commodity futures using a network approach. Journal of Futures Markets 40:4, pages 598-616.
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Yilin Wang, Zeming Zhang, Xiafei Li, Xiaodan Chen & Yu Wei. (2020) Dynamic return connectedness across global commodity futures markets: Evidence from time and frequency domains. Physica A: Statistical Mechanics and its Applications 542, pages 123464.
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Cetin Ciner, Brian Lucey & Larisa Yarovaya. (2020) Spillovers, integration and causality in LME non-ferrous metal markets. Journal of Commodity Markets 17, pages 100079.
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Tangyong Liu & Xu Gong. (2020) Analyzing time-varying volatility spillovers between the crude oil markets using a new method. Energy Economics 87, pages 104711.
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Christian Pierdzioch & Marian Risse. (2018) Forecasting precious metal returns with multivariate random forests. Empirical Economics 58:3, pages 1167-1184.
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S. Maria Immanuvel & D. Lazar. (2020) Does Information Spillover and Leverage Effect Exist in World Gold Markets?. Global Business Review, pages 097215091988547.
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Aviral Kumar Tiwari, Samia Nasreen, Muhammad Shahbaz & Shawkat Hammoudeh. (2020) Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals. Energy Economics 85, pages 104529.
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Jose Areola Hernandez, Syed Jawad Hussain Shahzad, Gazi Salah Uddin & Sang Hoon Kang. (2019) Can agricultural and precious metal commodities diversify and hedge extreme downside and upside oil market risk? An extreme quantile approach. Resources Policy 62, pages 588-601.
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Xinya Wang, Huifang Liu, Shupei Huang & Brian Lucey. (2019) Identifying the multiscale financial contagion in precious metal markets. International Review of Financial Analysis 63, pages 209-219.
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Theu Dinh, Stephane Goutte, Duc Khuong Nguyen & Thomas Walther. (2021) Economic drivers of volatility and correlation in precious metal markets. SSRN Electronic Journal.
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Christian Pierdzioch & Marian Risse. (2017) Forecasting Precious Metal Returns with Multivariate Random Forests. SSRN Electronic Journal.
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Shaen Corbet, Andrew Meegan, Charles James Larkin, Brian M. Lucey & Larisa Yarovaya. (2017) Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets. SSRN Electronic Journal.
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Jonathan A. Batten, Janusz Brzeszczynski, Cetin Ciner, Chi Keung Marco Lau, Brian M. Lucey & Larisa Yarovaya. (2017) Price and Volatility Spillovers Across the International Steam Coal Market. SSRN Electronic Journal.
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Aleksandra Halka & Karol Szafranek. (2015) Whose Inflation Is It Anyway? The Inflation Spillovers Between The Euro Area and Small Open Economies. SSRN Electronic Journal.
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