Crude oil price and cryptocurrencies : evidence of volatility connectedness and hedging strategy
David Iheke Okorie, Boqiang Lin
| Year of publication: |
2020
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|---|---|
| Authors: | Okorie, David Iheke ; Lin, Boqiang |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 87.2020, p. 1-10
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| Subject: | Cryptocurrencies | Spillover effects | Volatility | Wald tests, hypothesis testing | Volatilität | Ölpreis | Oil price | Hedging | Virtuelle Währung | Virtual currency | Spillover-Effekt | Spillover effect | Statistischer Test | Statistical test | Welt | World | Schätzung | Estimation | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2020.104703 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012512456