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Is gold a long-run hedge, diversifier, or safe haven for oil? Empirical evidence based on DCC-MIDAS

Liu, M; Lee, CC

Lee, CC (通讯作者),Nanchang Univ, Sch Econ & Management, Nanchang, Jiangxi, Peoples R China.

RESOURCES POLICY, 2022; 76 ():

Abstract

We aim at facilitating risk management in the oil market by identifying the long-run gold-oil dynamic correlation using the DCC-MIDAS approach. We reg......

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