Call for Chapters: Volatility Transmission and Spillover Dynamics in Gold Investment Markets

Editors

Hani CHAARANI, Beirut Arab University, Lebanon
Philipp Plugmann, SRH University of Applied Sciences, Germany
Krunal Purohit, Woxsen University, India
Nikhil Belavadi, Woxsen University, India

Call for Chapters

Proposals Submission Deadline: June 14, 2026
 Full Chapters Due: August 16, 2026
 Submission Date: August 16, 2026

Introduction

Gold has long remained one of the most significant assets in the global financial system, serving as a store of value, inflation hedge, and safe-haven investment during periods of economic and geopolitical uncertainty. In recent years, the emergence and rapid expansion of Gold Exchange-Traded Funds (Gold ETFs) and Gold Mutual Funds (Gold MFs) have transformed traditional gold investment into a highly integrated and globally accessible financial ecosystem. These instruments have increased participation from retail and institutional investors across developed and emerging economies, creating complex interconnections in price discovery, market behavior, and volatility transmission. At the same time, global developments such as post-pandemic financial restructuring, inflationary pressures, monetary policy divergence, geopolitical instability, central bank gold accumulation, and the rise of digital investment platforms have intensified the importance of understanding volatility spillovers within gold investment markets. This edited book aims to provide a comprehensive and internationally relevant platform for advancing scholarly research on volatility transmission and spillover dynamics in Gold Exchange-Traded Funds (Gold ETFs) and Gold Mutual Funds (Gold MFs). The volume seeks to attract high-quality theoretical, empirical, methodological, and policy-oriented contributions from researchers, academicians, industry experts, and policymakers worldwide. Particular emphasis will be given to contemporary analytical approaches including Generalized Autoregressive Conditional Heteroskedasticity (GARCH) family models, Dynamic Conditional Correlation (DCC), Time-Varying Parameter Vector Autoregression (TVP-VAR), connectedness frameworks, machine learning applications, behavioral finance perspectives, and cross-market comparative studies. By addressing emerging challenges and opportunities in global gold investment markets, the book intends to contribute significantly to the fields of finance, investment management, financial econometrics, and international capital markets, while serving as a valuable reference source for scholars, practitioners, and policymakers across the world.

Objective

To examine the nature, direction, and magnitude of volatility transmission between Gold Exchange-Traded Funds (Gold ETFs), Gold Mutual Funds (Gold MFs), spot gold markets, and related financial assets across global markets. To evaluate advanced econometric, time-frequency, and computational methodologies for analyzing static and dynamic spillover effects in gold investment markets. To investigate the behavioral, regulatory, and macroeconomic determinants influencing volatility spillovers across countries and market structures. To provide practical insights for portfolio managers, institutional investors, retail participants, financial analysts, and policymakers engaged in gold-based investment markets. To develop a comparative global perspective covering emerging, developed, and frontier economies to facilitate cross-regional understanding and future research directions.

Target Audience

Academic researchers and faculty members in finance, economics, investment management, and financial econometrics. Postgraduate, and doctoral students pursuing research in financial markets, commodity finance, and risk management. Investment professionals, portfolio managers, wealth advisors, commodity analysts, and institutional investors. Policymakers, financial regulators, and central bank researchers focusing on market stability and systemic risk. FinTech professionals and digital asset practitioners working on digital gold and technology-driven investment platforms. Libraries, research institutions, business schools, and universities seeking advanced reference resources in finance and investment studies.

Recommended Topics

Volatility transmission in Gold Exchange-Traded Funds (Gold ETFs) and Gold Mutual Funds (Gold MFs). Spillover dynamics between gold, equity, currency, bond, and cryptocurrency markets. Cross-border volatility contagion in global gold investment markets. Gold ETFs as safe-haven and portfolio diversification instruments. Dynamic connectedness and frequency-domain analysis in gold markets. Applications of GARCH-family models, Dynamic Conditional Correlation (DCC), and Time-Varying Parameter Vector. Autoregression (TVP-VAR) in volatility analysis. Machine learning and artificial intelligence techniques for gold market volatility forecasting. Behavioral finance and investor sentiment in gold investment markets. Gold Mutual Funds, macroeconomic uncertainty, and financial market integration. Monetary policy transmission and central bank gold reserve dynamics. Futures, spot market, and ETF volatility interactions in gold trading. ESG, sustainability, and responsible investment perspectives in gold markets. Digital gold, tokenized gold, and FinTech-driven gold investment platforms. Regulatory frameworks, systemic risk, and policy implications for gold investment products. Comparative studies on developed, emerging, and frontier gold investment markets.

Submission Procedure

Researchers and practitioners are invited to submit on or before June 14, 2026, a chapter proposal of 1,000 to 2,000 words clearly explaining the mission and concerns of his or her proposed chapter. Authors will be notified by June 28, 2026 about the status of their proposals and sent chapter guidelines.Full chapters of a minimum of 10,000 words (word count includes references and related readings) are expected to be submitted by August 16, 2026, and all interested authors must consult the guidelines for manuscript submissions at https://www.igi-global.com/publish/contributor-resources/before-you-write/ prior to submission. All submitted chapters will be reviewed on a double-anonymized review basis. Contributors may also be requested to serve as reviewers for this project.

Note: There are no submission or acceptance fees for manuscripts submitted to this book publication, Volatility Transmission and Spillover Dynamics in Gold Investment Markets. All manuscripts are accepted based on a double-anonymized peer review editorial process.

All proposals should be submitted through the eEditorial Discovery® online submission manager.

Publisher

This book is scheduled to be published by IGI Global Scientific Publishing, an international academic publisher of the "Information Science Reference", "Medical Information Science Reference", "Business Science Reference", and "Engineering Science Reference" imprints. IGI Global Scientific Publishing specializes in publishing reference books, scholarly journals, and electronic databases featuring academic research on a variety of innovative topic areas including, but not limited to, education, social science, medicine and healthcare, business and management, information science and technology, engineering, public administration, library and information science, media and communication studies, and environmental science. For additional information regarding the publisher, please visit https://www.igi-global.com. This publication is anticipated to be released in 2027.

Indexing Information for Prospective Authors

IGI Global Scientific Publishing meets the criteria for inclusion in major indexing services such as Scopus; however, it is important to note that all indexing decisions are made independently by these services. IGI Global Scientific Publishing books are selectively indexed by the indexing organization after publication. Indexing cannot be guaranteed for any book prior to publication, and the indexing organization has complete control over the final selection and timeline.

Important Dates

June 14, 2026: Proposal Submission Deadline
June 28, 2026: Notification of Acceptance
August 16, 2026: Full Chapter Submission
September 20, 2026: Review Results Returned
October 18, 2026: Final Acceptance Notification
October 25, 2026: Final Chapter Submission

Inquiries

Krunal Purohit
Woxsen University
krunal.purohit@woxsen.edu.in

Nikhil Belavadi
Woxsen University
nikhil.belavadi@woxsen.edu.in
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