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Hedging oil price risk with gold during COVID-19 pandemic

Afees A. Salisu, Xuan Vinh Vo, Adedoyin Isola Lawal

Resources Policy · 2020 · 197 citations · 76 references

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References

76

Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation

Robert F. Engle · Econometrica · 1982 · 20.6K citations

, , +15

Loss Aversion in Riskless Choice: A Reference-Dependent Model

Amos Tversky, Daniel Kahneman · The Quarterly Journal of Economics · 1991 · 6.4K citations

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Financial markets under the global pandemic of COVID-19

Dayong Zhang, Min Hu, Qiang Ji · Finance research letters · 2020 · 2.3K citations · Full text

, , +14

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

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Modeling Asymmetric Comovements of Asset Returns

Kenneth F. Kroner, Victor Ng · Review of Financial Studies · 1998 · 1.6K citations

, , +17