Resources Policy · 2013 · 360 citations · 36 references
ManagementEconomicsFinanceCommodity MarketsEnergy EconomicsFinancial EconomicsCommodity HedgingCommodity Price RiskHedge FundsHedgingMarket RiskOil EconomicsOil HedgingOil Price ShocksOil Price VolatilitySafe Haven AdoptionSafe Haven Behavior
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Multivariate Models and Dependence Concepts.
Trevor J. Ringrose, Harry Joe · Biometrics · 1998 · 3.5K citations
Threshold heteroskedastic models
Jean‐Michel Zakoïan · Journal of Economic Dynamics and Control · 1994 · 2.3K citations
Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold
Dirk G. Baur, Brian M. Lucey · Financial Review · 2010 · 2.3K citations
MODELLING ASYMMETRIC EXCHANGE RATE DEPENDENCE*
Andrew J. Patton · International Economic Review · 2006 · 2.1K citations