Search Results - "Lucey, Brian M."

What precious metals act as safe havens, and when? Some US evidence by Lucey, Brian M., Li, Sile

“…Gold's role as a safe haven asset has been intensively studied in recent years. This article extends the previous literature and examines the safe haven…”
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The dynamic linkages between crude oil and natural gas markets by Batten, Jonathan A., Ciner, Cetin, Lucey, Brian M.

“…The time varying price spillovers between natural gas and crude oil markets for the period 1994 to 2014 are investigated. Contrary to earlier research, we show…”
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The impact of macroeconomic news on Bitcoin returns by Corbet, Shaen, Larkin, Charles, Lucey, Brian M., Meegan, Andrew, Yarovaya, Larisa

“…This paper examines the relationship between news coverage and Bitcoin returns. Previous studies have provided evidence to suggest that macroeconomic news…”
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Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold by Baur, Dirk G., Lucey, Brian M.

“…Is gold a hedge, defined as a security that is uncorrelated with stocks or bonds on average, or is it a safe haven, defined as a security that is uncorrelated…”
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Systemic risk contagion of green and Islamic markets with conventional markets by Naeem, Muhammad Abubakr, Karim, Sitara, Yarovaya, Larisa, Lucey, Brian M

“…Financial markets are exposed to extreme uncertain circumstances escalating their tail risk. Sustainable, religious, and conventional markets represent three…”
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The financial economics of gold — A survey by O'Connor, Fergal A., Lucey, Brian M., Batten, Jonathan A., Baur, Dirk G.

“…We review the literature on gold as an investment. We summarize a wide variety of literature, including the papers in this special issue of International…”
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Psychological barriers in oil futures markets by Dowling, Michael, Cummins, Mark, Lucey, Brian M.

“…WTI and Brent futures are tested for the presence of psychological barriers around $10 price levels, applying a multiple hypothesis testing approach for…”
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Gold and inflation(s) – A time-varying relationship by Lucey, Brian M., Sharma, Susan Sunila, Vigne, Samuel A.

“…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…”
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The financial economics of white precious metals — A survey by Vigne, Samuel A., Lucey, Brian M., O’Connor, Fergal A., Yarovaya, Larisa

“…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…”
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Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis by Gogolin, Fabian, Kearney, Fearghal, Lucey, Brian M., Peat, Maurice, Vigne, Samuel A.

“…Establishing the relation between oil price movements and macroeconomic performance is of great importance for firms and policymakers, alike. Prior studies…”
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Flights and contagion—An empirical analysis of stock–bond correlations by Baur, Dirk G., Lucey, Brian M.

“…This paper analyzes the existence of flights from stocks to bonds and vice versa. We propose a definition and a test for flight-to-quality, flight-from-quality…”
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A power GARCH examination of the gold market by Tully, Edel, Lucey, Brian M.

“…This paper investigates macroeconomic influences on gold using the asymmetric power GARCH model (APGARCH) of [Ding, Z., Granger, C.W.J., Engle, R.F, 1993. Long…”
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Corruption in finance research: The state of art and future research agenda by Lucey, Brian M., Kumar, Satish, Sureka, Riya

“…Corruption in finance is a relatively new topic which is gathering researcher’s attention because of the increase in frauds and alike activities in the…”
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Gold markets around the world - who spills over what, to whom, when? by Lucey, Brian M., Larkin, Charles, O'Connor, Fergal

“…Gold is traded worldwide, mainly in London, New York, Tokyo and Shanghai. We apply the recently developed spillover index approach of Diebold and Yilmaz (2009)…”
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Is gold a hedge or a safe-haven asset in the COVID–19 crisis? by Akhtaruzzaman, Md, Boubaker, Sabri, Lucey, Brian M., Sensoy, Ahmet

“…This study examines the role of gold as a hedge or safe-haven asset in different phases of the COVID-19 pandemic crisis, corresponding to the timing of fiscal…”
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The Effects of Central Bank Digital Currencies News on Financial Markets by Wang, Yizhi, Lucey, Brian M., Vigne, Samuel A., Yarovaya, Larisa

“…•Two Central Bank Digital Currency (CBDC) indices are made available: CBDC Uncertainty and CBDC Attention indices.•The relationships between the CBDC indices…”
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Sustainable behaviors and firm performance: The role of financial constraints’ alleviation by Zhang, Dongyang, Lucey, Brian M.

“…Financial mechanisms play a vital role in maintaining firm performance alongside sustainable growth practices, which include factors such as low-carbon…”
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Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates by Ciner, Cetin, Gurdgiev, Constantin, Lucey, Brian M.

“…In this paper we investigate the return relations between major asset classes using data from both the US and the UK. Our first objective is to examine time…”
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Psychological barriers in gold prices? by Aggarwal, Raj, Lucey, Brian M.

“…This paper examines for the first time the existence of psychological barriers in a variety of daily and intra-day gold price series. This paper uses a number…”
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Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain by Naeem, Muhammad Abubakr, Karim, Sitara, Hasan, Mudassar, Lucey, Brian M., Kang, Sang Hoon

“…Oil shocks demonstrate an effective economic event in the face of several unprecedented financial challenges. The current study endeavors to investigate the…”
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