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Information interdependence among energy, cryptocurrency and major commodity markets

16 references·16 citing·47 second hopsampled

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References

2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
2005Asset pricing with liquidity risk2,816 cited
2012Econometric measures of connectedness and systemic risk in the finance and insurance sectors2,527 cited
2010Is gold a safe haven? International evidence1,944 cited
2002A Rational Expectations Model of Financial Contagion1,080 cited
2018Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance832 cited
2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
2018Dynamic connectedness and integration in cryptocurrency markets627 cited
2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
2017Oil shocks and stock markets revisited: Measuring connectedness from a global perspective382 cited
2018Global financial crisis and rising connectedness in the international commodity markets382 cited
2018Return and volatility spillovers among cryptocurrencies330 cited
2018Price discovery of cryptocurrencies: Bitcoin and beyond326 cited
2017Price dynamics and speculative trading in bitcoin324 cited
2017

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Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?

324 cited

2014Synthetic commodity money321 cited

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