Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Year of publication: |
2024
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Authors: | Joo, Young C. ; Park, Sung Y. |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 72.2024, Art.-No. 102127, p. 1-11
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Subject: | ADCC-GARCH | Commodity futures | Cryptocurrency | DCC-GARCH | Hedging | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Warenbörse | Commodity exchange | Gold | Rohstoffpreis | Commodity price | Ölpreis | Oil price | Virtuelle Währung | Virtual currency | Welt | World | Kupfer | Copper | Derivat | Derivative | Rohstoffmarkt | Commodity market |
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