SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets
16 references·8 citing·37 second hop
Which one is more informative in determining price movements of hedging assets? Evidence from Bitcoin, gold and crude oil markets (2019)Which one is more informative in determin…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does Bitcoin hedge global unc…Index Investment and the Financialization of Commodities (2012)Index Investment and the Fina…Capital flows, push versus pull factors and the global financial crisis (2012)Capital flows, push versus pu…Statistical tests for power-law cross-correlated processes (2011)Statistical tests for power-l…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Index Investment and Financialization of Commodities (2010)Index Investment and Financia…Detrending moving average algorithm for multifractals (2010)Detrending moving average alg…Cross-correlations between volume change and price change (2009)Cross-correlations between vo…Multifractal detrended cross-correlation analysis for two nonstationary signals (2008)Multifractal detrended cross-…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Measuring Financial Asset Ret…Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series (2008)Detrended Cross-Correlation A…Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2007)Measuring Financial Asset Ret…Multifractal detrended fluctuation analysis of nonstationary time series (2002)Multifractal detrended fluctu…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…One Security, Many Markets: Determining the Contributions to Price Discovery (1995)One Security, Many Markets: D…The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models (2024)The nexus between the volatil…Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network (2023)Dynamic volatility spillover …Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data (2022)Do oil, gold and metallic pri…Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning (2022)Analysing and forecasting co-…How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets? (2021)How does economic policy unce…Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model (2021)Can both Bitcoin and gold ser…Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices (2020)Time and frequency domain qua…Financial modelling, risk management of energy instruments and the role of cryptocurrencies (2020)Financial modelling, risk man…Modelling the Coherence in Short-Run Nominal Exchange Rates: A Multivariate Generalized Arch Model (1990)ARCH modeling in finance (1992)Multivariate Simultaneous Generalized ARCH (1995)Modeling and Forecasting Realized Volatility (2003)Introductory Econometrics for Finance (2008)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Detecting long-range correlations with detrended fluctuation analysis (2001)DCCA cross-correlation coefficient: Quantifying level of cross-correlation (2010)Fractional Differencing (1981)Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market (2009)Financialization of Commodity Markets (2013)Speculators, commodities and cross-market linkages (2013)A Model of Financialization of Commodities (2016)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Cointegration and Tests of Present Value Models (1987)Inferring Trade Direction from Intraday Data (1991)Market microstructure: A survey (2000)An Empirical Analysis of the Dynamic Relation between Investment‐Grade Bonds and Credit Default Swaps (2005)Realized Variance and Market Microstructure Noise (2006)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Oil prices, US stock return, and the dependence between their quantiles (2015)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Dynamic connectedness and integration in cryptocurrency markets (2018)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The robustness of identified VAR conclusions about money (1998)No Contagion, Only Interdependence: Measuring Stock Market Comovements (2002)Market Liquidity and Funding Liquidity (2008)Deciphering the Liquidity and Credit Crunch 2007–2008 (2009)The Global Crisis and Equity Market Contagion (2014)US Monetary Policy and the Global Financial Cycle (2015)Measuring Geopolitical Risk (2018)Introduction to Multifractal Detrended Fluctuation Analysis in Matlab (2012)Physical approach to complex systems (2012)
this work references cited by second hop

References

  • 2002Dynamic Conditional Correlation7,126 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2002Multifractal detrended fluctuation analysis of nonstationary time series3,650 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 1995One Security, Many Markets: Determining the Contributions to Price Discovery1,625 cited
  • 2008Detrended Cross-Correlation Analysis: A New Method for Analyzing Two Nonstationary Time Series1,476 cited
  • 2012Index Investment and the Financialization of Commodities1,333 cited
  • 2017Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions816 cited
  • 2008Multifractal detrended cross-correlation analysis for two nonstationary signals769 cited
  • 2012Capital flows, push versus pull factors and the global financial crisis751 cited
  • 2010Index Investment and Financialization of Commodities723 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2009Cross-correlations between volume change and price change631 cited
  • 2007Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

501 cited
  • 2011Statistical tests for power-law cross-correlated processes443 cited
  • 2010Detrending moving average algorithm for multifractals440 cited
  • Cited by

    • 2020Financial modelling, risk management of energy instruments and the role of cryptocurrencies98 cited
    • 2020Time and frequency domain quantile coherence of emerging stock markets with gold and oil prices89 cited
    • 2021Can both Bitcoin and gold serve as safe-haven assets? — A comparative analysis based on the NARDL model89 cited
    • 2021How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?83 cited
    • 2022Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data74 cited
    • 2024The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models30 cited
    • 2022Analysing and forecasting co-movement between innovative and traditional financial assets based on complex network and machine learning28 cited
    • 2023Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network27 cited