The Financial Economics of Gold – A Survey

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Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets (2021, background): “3(b) shows that the spillover from all stocks to gold almost resembles that to oil market during the GFC and ESDC period.”
Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021, unknown): “In their survey, O’Connor et al. (2015) show that gold prices have a broad range of predictors, covering the fields of commodities, financial variables, macroeconomic data, and interest rates.”
Identifying Uncertainty Shocks Using the Price of Gold (2018, unknown): “15Following O’Connor et al. (2015), in 2013 the net transactions in London had a daily turnover of 21bn US dollars.”
Gold price dynamics and the role of uncertainty (2018, methodology): “∗∗ In the remainder we will briefly state the applied wavelet setup and we refer to Percival and Walden (2000) and Gençay et al.”