Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Ilyes Abidi, Kamel Touhami
| Year of publication: |
2024
|
|---|---|
| Authors: | Abidi, Ilyes ; Touhami, Kamel |
| Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 1, p. 184-195
|
| Subject: | Bitcoin | Brent | Dynamic Conditional Correlation | Precious Metals | Safe Haven | Spillover | Time Varying Coefficient-Vector Autoregressive Model | ARCH-Modell | ARCH model | Volatilität | Volatility | Virtuelle Währung | Virtual currency | Schätzung | Estimation | Korrelation | Correlation | Schätztheorie | Estimation theory | VAR-Modell | VAR model |
freely available
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.32479/ijeep.15107 [DOI] hdl:11159/653300 [Handle] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014484270