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Are oil, gold and the euro inter-related? Time series and neural network analysis. (2013). Malliaris, Anastasios.
In: Review of Quantitative Finance and Accounting.
RePEc:kap:rqfnac:v:40:y:2013:i:1:p:1-14.

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  1. Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979.

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  2. Precious Metals and Oil Price Dynamics. (2023). Ali, Idiris Sid ; Mohamed, Abdulrazak Nur.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-06-14.

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  4. Artificial intelligence and machine learning in finance: A bibliometric review. (2022). Hammami, Helmi ; el Ammari, Anis ; Alshater, Muneer M ; Ahmed, Shamima.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000344.

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  5. Can gold hedge against oil price movements: Evidence from GARCH-EVT wavelet modeling. (2022). Huang, Shupei ; Lucey, Brian ; Wang, Xinya.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000593.

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  6. An empirical analysis of the Co-movement of Crude, Gold, Rupee-Dollar Exchange rate and Nifty 50 Stock Index during Sub-prime and Coronavirus crisis periods. (2020). Paliwal, Riya ; Shahani, Rakesh.
    In: MPRA Paper.
    RePEc:pra:mprapa:103568.

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  7. Oil shocks and volatility jumps. (2020). Wohar, Mark ; GUPTA, RANGAN ; Gkillas, Konstantinos.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:54:y:2020:i:1:d:10.1007_s11156-018-00788-y.

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  8. Asymmetric impacts of disaggregated oil price shocks on uncertainties and investor sentiment. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Bouri, Elie ; Hussain, Syed Jawad ; Raza, Naveed.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:52:y:2019:i:3:d:10.1007_s11156-018-0730-9.

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  9. Is gold a hedge against inflation? A wavelet time-scale perspective. (2018). Uddin, Gazi ; lucey, brian ; Conlon, Thomas.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:51:y:2018:i:2:d:10.1007_s11156-017-0672-7.

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  10. The extent of virgin olive-oil prices’ distribution revealing the behavior of market speculators. (2018). Kaffel, Bilel ; Abid, Fathi.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:2:d:10.1007_s11156-017-0638-9.

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  11. Convergence of trading strategies in continuous double auction markets with boundedly-rational networked traders. (2018). Musial, Katarzyna ; McBurney, Peter ; Zhang, Junhuan.
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:50:y:2018:i:1:d:10.1007_s11156-017-0631-3.

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  12. Time–frequency wavelet analysis of the interrelationship between the global macro assets and the fear indexes. (2018). Kaffel, Bilel ; Abid, Fathi.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:490:y:2018:i:c:p:1028-1045.

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  13. Do terror attacks predict gold returns? Evidence from a quantile-predictive-regression approach. (2017). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:65:y:2017:i:c:p:276-284.

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  14. Do Terror Attacks Predict Gold Returns? Evidence from a Quantile-Predictive-Regression Approach. (2016). Wohar, Mark ; Pierdzioch, Christian ; GUPTA, RANGAN ; Majumdar, Anandamayee.
    In: Working Papers.
    RePEc:pre:wpaper:201626.

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  15. Steel scrap and equity market in Japan. (2016). Omura, Akihiro ; Chung, Richard ; Li, Bin ; Todorova, Neda.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:47:y:2016:i:c:p:115-124.

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  16. What drives gold returns? A decision tree analysis. (2015). Malliaris, Anastasios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:13:y:2015:i:c:p:45-53.

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  17. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Department of Economics Working Paper Series.
    RePEc:wiw:wus005:4082.

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  18. Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
    In: Department of Economics Working Papers.
    RePEc:wiw:wiwwuw:wuwp166.

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  19. Optimal portfolio choice of gold assets in the differential market and differential game structures. (2014). Lu, Jin-Ray ; Chan, Chih-Ming .
    In: Review of Quantitative Finance and Accounting.
    RePEc:kap:rqfnac:v:42:y:2014:i:2:p:309-325.

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  20. Gold and exchange rates: Downside risk and hedging at different investment horizons. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A..
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:34:y:2014:i:c:p:267-279.

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  21. Dynamic spillovers of oil price shocks and economic policy uncertainty. (2014). Filis, George ; Antonakakis, Nikolaos ; Chatziantoniou, Ioannis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:44:y:2014:i:c:p:433-447.

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  22. Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha.
    In: International Economics and Economic Policy.
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  23. Is gold a safe haven or a hedge for the US dollar? Implications for risk management. (2013). Reboredo, Juan.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:2665-2676.

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  50. Forecasting Pre-World War I Inflation: The Fisher Effect and the Gold Standard. (). DeLong, James ; barsky, robert.
    In: J. Bradford De Long's Working Papers.
    RePEc:wop:calbec:_121.

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