What precious metals act as safe havens, and when? Some US evidence

264 citations recorded by the source corpus.

How researchers see this paper

The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.

Reassessing the role of precious metals as safe havens–What colour is your haven and why? (2017, unknown): “This paper expands the Lucey and Li (2015) analysis of time-varying safe haven status of gold, silver, platinum and palladium against US stock and bond indices to eleven countries.”
Is Bitcoin a hedge or safe haven for currencies? An intraday analysis (2019, unknown): “Bredin et al (2015) employ a wavelet analysis and show that gold can be safe haven up to a year while Lucey and Li (2014) find the instability of the safe haven property of gold, indicating that gold’s ability to act as a hedge and safe haven fluctuate over time.”
Dynamic spillovers between commodity and currency markets (2015, methodology): “Conceptually, our research resembles Ciner et al. (2013) and Lucey and Li (2015), who build upon the dynamic conditional correlation (DCC) methodology of Engle (2002), and Aboura and Chevallier (2014), who draw on a more advanced factor dynamic conditional correlation (FDCC) methodology of Zhang…”