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Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model

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dc.contributor.authorERTUĞRUL, HASAN MURAT
dc.contributor.authorÖmer Esen
dc.contributor.authorHasan Murat Ertuğrul
dc.contributor.orcid0000-0003-4168-2792
dc.contributor.orcid0000-0002-4762-9282
dc.contributor.orcid0000-0001-9822-4683
dc.date.accessioned2025-11-13T09:41:52Z
dc.date.issued2022-08-18
dc.identifier.doihttps://doi.org/10.1016/j.resourpol.2022.102939
dc.identifier.endpage102939
dc.identifier.issn0301-4207
dc.identifier.openalexW4292478607
dc.identifier.startpage102939
dc.identifier.urihttps://hdl.handle.net/11421/1916
dc.identifier.urihttps://doi.org/10.1016/j.resourpol.2022.102939
dc.identifier.volume79
dc.language.isoen
dc.relation.ispartofResources Policy
dc.rightsopenAccess
dc.subjectPrecious metal
dc.subjectPortfolio
dc.subjectDiversification (marketing strategy)
dc.subjectPandemic
dc.subjectEmpirical evidence
dc.subjectOil price
dc.subjectMonetary economics
dc.subjectCoronavirus disease 2019 (COVID-19)
dc.subjectEconomics
dc.subjectFinancial economics
dc.subjectTransmission (telecommunications)
dc.subjectNegative correlation
dc.subjectBusiness
dc.subjectMetal
dc.subjectMedicine
dc.subject.sdg3
dc.titleImpact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model
dc.typeArticle
dspace.entity.typePublication
local.authorid.openalexA5062124185

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