The financial economics of gold—A survey

FA O'Connor, BM Lucey, JA Batten, DG Baur - International Review of …, 2015 - Elsevier
We review the literature on gold as an investment. We summarize a wide variety of literature,
including the papers in this special issue of International Review of Financial Analysis to …

The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

The role of global economic conditions in forecasting gold market volatility: Evidence from a GARCH-MIDAS approach

AA Salisu, R Gupta, E Bouri, Q Ji - Research in International Business and …, 2020 - Elsevier
In this study, we examine the role of global economic conditions in the predictability of gold
market volatility using alternative measures. Based on the available data frequency for the …

Investing in gold–Market timing or buy-and-hold?

DG Baur, H Dichtl, W Drobetz, VS Wendt - International Review of Financial …, 2020 - Elsevier
The literature on gold is dominated by empirical studies on its diversification, hedging, and
safe haven properties. In contrast, the question “When to invest in gold?” is generally not …

The impact of festivities on gold price expectation and volatility

H Schmidbauer, A Rösch - International Review of Financial Analysis, 2018 - Elsevier
A majority of gold worldwide is bought as jewelry. China and India together account for
about 60% of worldwide gold jewelry consumption. Gold is a traditional gift in many cultures …

The performance of precious-metal mutual funds: does uncertainty matter?

LA Otero, JC Reboredo - International Review of Financial Analysis, 2018 - Elsevier
We studied the relative risk-adjusted returns and downside risk performance of precious-
metal mutual funds (PMFs) in different uncertainty periods (pre-crisis, crisis and post-crisis) …

[PDF][PDF] As Good as Gold?

SA Vigne - 2017 - tara.tcd.ie
International currency or production asset? Safe haven or classical commodity? This thesis
offers insights into the financial implications of gold and silver by focusing on three distinct …

[PDF][PDF] The Financial Economics of White Precious Metals-A Survey

BM Luceya, FA O'Connorb, SA Vignec, L Yarovayad - tara.tcd.ie
The excellent paper on the financial aspects of gold produced by O'Connor et al.(2015)
provided fellow researchers with a great overview on the state of past research on the matter …