What do scientists know about inflation hedging?

S Arnold, BR Auer - The North American Journal of Economics and Finance, 2015 - Elsevier
In this article, we give an overview of the state of scientific knowledge on inflation hedging.
Specifically, we distill the results of several decades of research analysing the relationship …

The financial economics of white precious metals—A survey

SA Vigne, BM Lucey, FA O'Connor… - International Review of …, 2017 - Elsevier
This article provides a review of the academic literature on the financial economics of silver,
platinum and palladium. The survey covers the findings on a wide variety of topics relation to …

Is gold a hedge against inflation? New evidence from a nonlinear ARDL approach

TH Van Hoang, A Lahiani, D Heller - Economic Modelling, 2016 - Elsevier
This paper aims to study the role of gold as a hedge against inflation based on local monthly
gold prices in China, India, Japan, France, the United Kingdom and the United States of …

Gold as an inflation hedge in a time-varying coefficient framework

J Beckmann, R Czudaj - The North American Journal of Economics and …, 2013 - Elsevier
This study analyzes the question whether gold provides the ability of hedging against
inflation from a new perspective. Using data for four major economies, namely the USA, the …

Are gold and silver a hedge against inflation? A two century perspective

G Bampinas, T Panagiotidis - International Review of Financial Analysis, 2015 - Elsevier
This study examines the long-run hedging ability of gold and silver prices against alternative
measures of consumer price index for the UK and the US. We employ a dataset that spans …

Gold prices, cost of carry, and expected inflation

LE Blose - Journal of Economics and Business, 2010 - Elsevier
How do changes in expected inflation affect gold prices? Using unexpected changes in the
Consumer Price Index (CPI) this paper shows that surprises in the CPI do not affect gold …

[HTML][HTML] Can news-based economic sentiment predict bubbles in precious metal markets?

A Maghyereh, H Abdoh - Financial Innovation, 2022 - Springer
This study examines the role of market sentiment in predicting the price bubbles of four
strategic metal commodities (gold, silver, palladium, and platinum) from January 1985 to …

Return spillovers between white precious metal ETFs: The role of oil, gold, and global equity

MCK Lau, SA Vigne, S Wang, L Yarovaya - International Review of …, 2017 - Elsevier
This paper investigates the relationship between white precious metals and gold, oil and
global equity by means of spillovers and volatility transmission. Relying on the recently …

Gold and inflation (s)–A time-varying relationship

BM Lucey, SS Sharma, SA Vigne - Economic Modelling, 2017 - Elsevier
What is the relationship between the price of gold and inflation? How stable is it–over time
and across measures of inflation? We examine this for three countries (the USA, the UK and …

The gold price in times of crisis

J Białkowski, MT Bohl, PM Stephan… - International Review of …, 2015 - Elsevier
Motivated by the recent gold price boom, this paper examines whether an asset bubble
exists in the gold market. We approximate gold's fundamental value using several …