Does Bitcoin hedge crude oil implied volatility and structural shocks? : a comparison with gold, commodity and the US Dollar
Debojyoti Das, Corlise Liesl Le Roux, R. K. Jana, Anupam Dutta
| Year of publication: |
2020
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|---|---|
| Authors: | Das, Debojyoti ; Le Roux, Corlise L. ; Jana, R. K. ; Dutta, Anupam |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 36.2020, p. 1-11
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| Subject: | Bitcoin | Commodity | Crude oil | Gold | Hedge | Quantile regression | Safe-haven | Volatilität | Volatility | Ölpreis | Oil price | Hedging | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Welt | World | US-Dollar | US dollar | Warenbörse | Commodity exchange | Wechselkurs | Exchange rate | Rohstoffpreis | Commodity price |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2019.101335 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012483345