This study examines the volatility spillovers between the US stock market (S&P500 index) and both oil and gold before and during the global health crisis (GHC). We apply the FIAPARCH-DCC model to the 15-minute intraday data. The results showed negative (positive) conditional correlations between the S&P500 and gold (oil). The time-varying conditional correlations between markets were higher during COVID-19 spread. Moreover, gold offers more diversification gains than oil does during the pandemic. Hedging is more expensive during a pandemic than before. Oil provides higher hedging effectiveness (HE) than gold for all sub-periods. HE was lower during the COVID-19 outbreak for both oil and gold. These findings have important implications for both equity investors and policymakers.
Download full-text PDF |
Source |
|---|---|
| http://www.ncbi.nlm.nih.gov/pmc/articles/PMC8993454 | PMC |
| http://dx.doi.org/10.1016/j.eap.2022.04.001 | DOI Listing |
Publication Analysis
Top Keywords
Similar Publications
Applying hollow octahedron PtNPs/Pd-CuO nanozyme and highly conductive AuPtNPs/Ni-Co NCs to colorimetric -electrochemical dual-mode aptasensor for AFB1 detection.
Anal Chim Acta
February 2025
College of Food Science and Technology, Henan Key Laboratory of Cereal and Oil Food Safety Inspection and Control, Henan University of Technology, Zhengzhou, 450001, China.
Background: Aflatoxin B1 (AFB1) is a secondary metabolite produced by Aspergillus flavus and Aspergillus parasiticus. This toxin is highly carcinogenic and toxic, posing a serious threat to human and animal health. AFB1 primarily enters the human body through contaminated food, particularly peanuts, corn, nuts, and wheat.
View Article and Find Full Text PDFDynamic linkages and spillover effects of biodiversity risk in socially responsible investment and commodity markets.
J Environ Manage
January 2025
Institute of Policy Studies, Universiti Brunei Darussalam, Jalan Tungku Link, BE1410, Brunei Darussalam; Crawford School of Public Policy, Australian National University, ACT 2600, Australia.
This study employs a novel biodiversity risk measure, developed through textual analysis, to examine how biodiversity risk affects socially responsible investment (SRI) and commodity markets. Biodiversity-related financial risks, arising from ecosystem degradation, represent an emerging and underexplored dimension of market risk, particularly for investors seeking sustainability-aligned portfolios. Our analysis reveals that both SRI equity and commodity indices consistently exhibit negative time-varying correlations with biodiversity risk, with correlations as low as -0.
View Article and Find Full Text PDFLipid-encapsulated gold nanoparticles: an advanced strategy for attenuating the inflammatory response in SARS-CoV-2 infection.
J Nanobiotechnology
January 2025
Graduate School of Biotechnology, and College of Life Science, Kyung Hee University, Yongin-Si, 17104, Gyeonggi-Do, Republic of Korea.
Background: Nanodrugs play a crucial role in biomedical applications by enhancing drug delivery. To address safety and toxicity concerns associated with nanoparticles, lipid-nanocarrier-based drug delivery systems have emerged as a promising approach for developing next-generation smart nanomedicines. Ginseng has traditionally been used for various therapeutic purposes, including antiviral activity.
View Article and Find Full Text PDFHierarchical structures of surface-accessible plasmonic gold and silver nanoparticles for SERS detection.
Soft Matter
January 2025
Faculty of Chemistry, Ho Chi Minh City University of Science, Vietnam National University, Ho Chi Minh City, 227 Nguyen Van Cu Street, Ward 4, District 5, Ho Chi Minh City 70000, Vietnam.
Surface-enhanced Raman spectroscopy (SERS) is a highly sensitive analytical technique with excellent molecular specificity. However, separate pristine nanoparticles produce relatively weak Raman signals. It is necessary to focus on increasing the "hot-spot" density generated at the nanogaps between the adjacent nanoparticles (second-generation SERS hotspot), thus significantly boosting the Raman signal by creating an electromagnetic field.
View Article and Find Full Text PDFAn electrochemical immunosensing of electrochemically modified carbon cloth electrode based on functionalized gold nanoparticle-Prussian blue for the detection of aflatoxin B1 in vegetable oil industry.
Food Chem
January 2025
College of Food and Bioengineering, Xihua University, Chengdu 610039, China.
This study developed an electrochemical immunosensor for the detection of aflatoxin B1 (AFB1) in vegetable oil, based on an electrochemical modified carbon cloth (EMCC) electrode modified with a composite functional layer of cross-linked o-aminothiophenol functionalized AuNPs (o-ATP@AuNPs)/Prussian Blue (PB). The EMCC electrode substrate was prepared by modifying carbon cloth through electrochemical methods to increase its surface area, which allowed for the effective deposition of o-ATP@AuNPs/PB composite functional layer and improved the conductivity of the electrode material. The synergistic effect of o-ATP@AuNPs and PB significantly enhanced the sensitivity of the electrochemical sensor.
View Article and Find Full Text PDFWant AI Summaries of new PubMed Abstracts delivered to your In-box?
Enter search terms and have AI summaries delivered each week - change queries or unsubscribe any time!