Is gold a hedge or safe haven against oil price movements
By Juan Carlos Reboredo. 2013
363 citations recorded by the source corpus.
Subfields: Economics and Econometrics, General Energy
View Paper: https://www.semanticscholar.org/paper/d2ca299ed75ac967b3dcc0d6ad4630b57ac622b6
How researchers see this paper
The researchers whose trusted networks rank it highest, strongest advocate first. Every researcher gets a different order.
In Economics and Econometrics
- Walid Mensi
- Duc Khuong Nguyen
- Shawkat Hammoudeh
- A. B. Rejeb
- Juan Carlos Reboredo
- Brian M. Lucey
- M. Wohar
- Dirk G. Baur
In General Energy
- A. B. Rejeb
- Satish Kumar
- Walid Mensi
- Shawkat Hammoudeh
- Duc Khuong Nguyen
- Dirk G. Baur
- Refk Selmi
- Jamal Bouoiyour
Citations in the corpus
- The Financial Economics of Gold – A Survey (2015, background): “This paper also finds gold as a safe haven against extreme oil price movements, also found in Reboredo (2013).”
- Assessing the safe haven property of the gold market during COVID-19 pandemic (2021, neutral): “…debt crisis (Agyei-Ampomah, Gounopoulos, & Mazouz, 2014; Boubaker, Cunado, Gil-Alana, & Gupta, 2020; Bredin, Conlon, & Potì, 2015), exchange rate crisis (Joy, 2011; Reboredo, 2013b; Reboredo * Corresponding author at: Centre for Econometric & Allied Research, University of Ibadan, Ibadan, Nigeria.”
- Do global factors impact BRICS stock markets? A quantile regression approach (2014, background): “The four BRIC countries are expected to account for 41% of the world’s stock market capitalization by 2030, when China is expected to overtake the United States in equity market capitalization, thus becoming the largest equity market in the world.”
- Forecasting precious metal returns with multivariate random forests (2018, neutral): “…and various aspects of the links between precious metal prices and important economic variables like exchange rates, interest rates, and the oil price (Beckmann and Czudaj 2013; Pukthuanthong and Roll 2011; Reboredo 2013a, b; Pierdzioch et al. 2016a, b; Balcilar et al. 2017, to name just a few).”
- On the nonlinear relation between crude oil and gold (2017, background): “Rising oil prices negatively impact the economic growth and lead to reduction in asset prices, forcing investors to buy gold as an alternative at least to store some asset value (Reboredo, 2013).”