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Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
16 references·4 citing·41 second hop
Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak (2021)Information transmission and hedging effe…The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)The contagion effects of the …Return connectedness across asset classes around the COVID-19 outbreak (2020)Return connectedness across a…Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis (2020)Co-movement of COVID-19 and B…Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis (2020)Bitcoin, gold, and commoditie…Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)Are cryptocurrencies a safe h…RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)RETRACTED: Is Bitcoin a bette…Information interdependence among energy, cryptocurrency and major commodity markets (2019)Information interdependence a…Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Portfolio diversification wit…Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold (2018)Is Bitcoin a hedge, a safe ha…Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven? (2017)Bitcoin for energy commoditie…Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Dynamic spillover effects amo…Is gold a hedge or safe haven against oil price movements? (2013)Is gold a hedge or safe haven…Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Is gold a safe haven? International evidence (2010)Is gold a safe haven? Interna…Dynamic Conditional Correlation (2002)Dynamic Conditional Correlati…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Autoregressive Conditional He…Does the big boss of coins—Bitcoin—protect a portfolio of new-generation cryptos? Evidence from memecoins, stablecoins, NFTs and DeFi (2023)Does the big boss of coins—Bi…Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war (2023)Diversification, hedge, and s…An investigation of financial contagion between cryptocurrency and equity markets: Evidence from developed and emerging markets (2023)An investigation of financial…Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management (2022)Are gold, USD, and Bitcoin he…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)Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Distribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Testing for a Unit Root in Time Series Regression (1988)Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach (2021)Forecasting gold price with the XGBoost algorithm and SHAP interaction values (2021)Geopolitical risk and dynamic connectedness between commodity markets (2022)Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Effects of the geopolitical risks on Bitcoin returns and volatility (2018)Safe haven, hedge and diversification for G7 stock markets: Gold versus bitcoin (2019)Testing the null hypothesis of stationarity against the alternative of a unit root (1992)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Is Bitcoin a Hedge or Safe-Haven for Currencies? An Intraday Analysis (2018)Searching for safe-haven assets during the COVID-19 pandemic (2020)Generalized autoregressive conditional heteroskedasticity (1986)On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier? (2016)Economic impact of government interventions during the COVID-19 pandemic: International evidence from financial markets (2020)Infected Markets: Novel Coronavirus, Government Interventions, and Stock Return Volatility around the Globe (2020)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)Quantile connectedness in the cryptocurrency market (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)Loss Aversion in Riskless Choice: A Reference-Dependent Model (1991)Measuring Economic Policy Uncertainty* (2016)Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Econometric Analysis of Cross Section and Panel Data (2001)Hedges and safe havens: An examination of stocks, bonds, gold, oil and exchange rates (2012)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)A CNN–LSTM model for gold price time-series forecasting (2020)
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References

  • 1982Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation20,684 cited
  • 2002Dynamic Conditional Correlation7,126 cited
  • 2010Is gold a safe haven? International evidence1,944 cited
  • 2020The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies880 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2019RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities?696 cited
  • 2018Portfolio diversification with virtual currency: Evidence from bitcoin633 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2020Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic603 cited
  • 2016Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets575 cited
  • 2018Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold526 cited
  • 2020Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis524 cited
  • 2020Co-movement of COVID-19 and Bitcoin: Evidence from wavelet coherence analysis476 cited
  • 2013Is gold a hedge or safe haven against oil price movements?

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362 cited
  • 2017Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?324 cited
  • 2019Information interdependence among energy, cryptocurrency and major commodity markets303 cited
  • Cited by

    • 2023Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war61 cited
    • 2023Does the big boss of coins—Bitcoin—protect a portfolio of new-generation cryptos? Evidence from memecoins, stablecoins, NFTs and DeFi23 cited
    • 2023An investigation of financial contagion between cryptocurrency and equity markets: Evidence from developed and emerging markets21 cited
    • 2022Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management21 cited