Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis

E Bouri, SJH Shahzad, D Roubaud, L Kristoufek… - The Quarterly Review of …, 2020 - Elsevier
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 …

Are safe haven assets really safe during the 2008 global financial crisis and COVID-19 pandemic?

MB Hasan, MK Hassan, MM Rashid, Y Alhenawi - Global Finance Journal, 2021 - Elsevier
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 …

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 …

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 …

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 …

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 …

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 …

[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 …

Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers

AA Shah, AB Dar - Resources Policy, 2021 - Elsevier
The study examines return spillovers across commodities and financial markets to explore
diversification opportunities of commodities against financial markets over time and across …

Dependence of stock and commodity futures markets in China: Implications for portfolio investment

S Hammoudeh, DK Nguyen, JC Reboredo… - Emerging Markets …, 2014 - Elsevier
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 …