Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis
In this study, we compare the safe-haven properties of Bitcoin, gold, and the commodity
index against world, developed, emerging, USA, and Chinese stock market indices for the …
index against world, developed, emerging, USA, and Chinese stock market indices for the …
Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?
This study evaluates the safe-haven role of twelve assets against the US stock market during
the 2008 global financial crisis (GFC) and the COVID-19 pandemic. Our results show that …
the 2008 global financial crisis (GFC) and the COVID-19 pandemic. Our results show that …
Should investors include bitcoin in their portfolios? A portfolio theory approach
E Platanakis, A Urquhart - The British accounting review, 2020 - Elsevier
Many papers in recent years have examined the benefits of adding alternative assets to
traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative …
traditional portfolios containing stocks and bonds. Bitcoin has emerged as a new alternative …
Should investors include commodities in their portfolios after all? New evidence
C Daskalaki, G Skiadopoulos - Journal of Banking & Finance, 2011 - Elsevier
This paper investigates whether an investor is made better off by including commodities in a
portfolio that consists of traditional asset classes. First, we revisit the posed question within …
portfolio that consists of traditional asset classes. First, we revisit the posed question within …
Safe-haven properties of soft commodities during times of COVID-19
G Rubbaniy, AA Khalid, K Syriopoulos… - Journal of Commodity …, 2022 - Elsevier
We use wavelet coherence analysis on global COVID-19 fear index and, soft commodities'
spot and futures prices to investigate safe-haven properties of soft commodities over the …
spot and futures prices to investigate safe-haven properties of soft commodities over the …
On the diversification benefits of commodities from the perspective of euro investors
J Belousova, G Dorfleitner - Journal of Banking & Finance, 2012 - Elsevier
This paper investigates the diversification contribution of several commodities to a portfolio
of traditional assets from the perspective of a euro investor. The approach applied in our …
of traditional assets from the perspective of a euro investor. The approach applied in our …
Do commodities add value in multi-asset portfolios? An out-of-sample analysis for different investment strategies
W Bessler, D Wolff - Journal of Banking & Finance, 2015 - Elsevier
An essential motive for investing in commodities is to enhance the performance of portfolios
traditionally including only stocks and bonds. We analyze the in-sample and out-of-sample …
traditionally including only stocks and bonds. We analyze the in-sample and out-of-sample …
[BOOK][B] A handbook of primary commodities in the global economy
M Radetzki, L Wårell - 2020 - books.google.com
" The antecedent to the present work is Marian Radetzki's book A Guide to Primary
Commodities in the World Economy, published by Blackwell in 1990, three decades ago. In …
Commodities in the World Economy, published by Blackwell in 1990, three decades ago. In …
Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers
The study examines return spillovers across commodities and financial markets to explore
diversification opportunities of commodities against financial markets over time and across …
diversification opportunities of commodities against financial markets over time and across …
Dependence of stock and commodity futures markets in China: Implications for portfolio investment
We examine the recent trends in dependence structure between the fast-growing commodity
markets and the stock markets in China. We address this issue by using copula functions …
markets and the stock markets in China. We address this issue by using copula functions …