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Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Marionettes behind co-movement of commodity prices : roles of speculative and hedging activities

Wu, Nan; Wen, Fenghua; Gong, Xu - In: Energy economics 115 (2022), pp. 1-19

Persistent link: https://www.econbiz.de/10013541835

The good, the bad and the ugly relation between oil and commodities : an analysis of asymmetric volatility connectedness and portfolio implications

Maitra, Debasish; Guhathakurta, Kousik; Kang, Sang Hoon - In: Energy economics 94 (2021), pp. 1-30

Persistent link: https://www.econbiz.de/10012649444

Can commodity prices forecast exchange rates?

Liu, Li; Tan, Siming; Wang, Yudong - In: Energy economics 87 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012512427

Volatility linkages between energy and agricultural commodity prices

López Cabrera, Brenda; Schulz, Franziska - In: Energy economics 54 (2016), pp. 190-203

Persistent link: https://www.econbiz.de/10011662808

Period specific volatility spillover based connectedness between oil and other commodity prices and their portfolio implications

Guhathakurta, Kousik; Dash, Saumya Ranjan; Maitra, Debasish - In: Energy economics 85 (2020), pp. 1-22

Persistent link: https://www.econbiz.de/10012510102

Hedgers, funds, and small speculators in the energy futures markets : an analysis of the CFTC's Commitments of Traders reports

Sanders, Dwight R.; Boris, Keith; Manfredo, Mark - In: Energy economics 26 (2004) 3, pp. 425-445

Persistent link: https://www.econbiz.de/10002132603

A semiparametric estimation of the optimal hedge ratio

Ai, Chunrong; Chatrath, Arjun; Song, Frank M. - In: The quarterly review of economics and finance : journal … 47 (2007) 2, pp. 366-381

Persistent link: https://www.econbiz.de/10003492932

Do the pure martingale and joint normality hypotheses hold for futures contracts? : implications for the optimal hedge ratios

Chen, Sheng-syan; Lee, Cheng F.; Shrestha, Keshab - In: The quarterly review of economics and finance : journal … 48 (2008) 1, pp. 153-174

Persistent link: https://www.econbiz.de/10003683377

Hedging stocks with oil

Batten, Jonathan A.; Kinateder, Harald; Szilágyi, Péter G. - In: Energy economics 93 (2021), pp. 1-14

Persistent link: https://www.econbiz.de/10012643309