Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Year of publication: |
2022
|
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Authors: | Yousaf, Imran ; Ali, Shoaib ; Bouri, Elie ; Saeed, Tareq |
Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,2, p. 1913-1934
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Subject: | Crude oil | gold | Bitcoin | return and volatility spill-overs | hedging effectiveness | safe haven | COVID-19 | Coronavirus | Hedging | Volatilität | Volatility | Welt | World | ARCH-Modell | ARCH model | Ölpreis | Oil price | Schätzung | Estimation | Erdöl | Petroleum | Rohstoffderivat | Commodity derivative | Kapitaleinkommen | Capital income |
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