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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
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The effect of gold in a traditional portfolio
Heidorn, Thomas; Demidova-Menzel, Nadeshda - In: The handbook of commodity investing, (pp. 738-762). 2008
Persistent link: https://www.econbiz.de/10003795270
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A primer on commodity investing
Fabozzi, Frank J.; Füss, Roland; Kaiser, Dieter G. - In: The handbook of commodity investing, (pp. 3-37). 2008
Persistent link: https://www.econbiz.de/10003794992
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Commodity futures investments : a review of strategic motivations and tactical opportunities
Woodard, Joshua D. - In: The handbook of commodity investing, (pp. 56-86). 2008
Persistent link: https://www.econbiz.de/10003794997
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The diversification benefits of commodity futures indexes : a mean-variance spanning test
Scherer, Bernd; He, Li - In: The handbook of commodity investing, (pp. 241-265). 2008
Persistent link: https://www.econbiz.de/10003795047
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Some thoughts on risk management for commodity portfolios
Christian, Jeffrey M. - In: The handbook of commodity investing, (pp. 313-321). 2008
Persistent link: https://www.econbiz.de/10003795184
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Effective risk management strategies for commodity portfolios
Khoja, Moazzam - In: The handbook of commodity investing, (pp. 322-334). 2008
Persistent link: https://www.econbiz.de/10003795186
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Quantifying cross-commodity risk in portfolios of futures contracts
Kury, Ted - In: The handbook of commodity investing, (pp. 335-357). 2008
Persistent link: https://www.econbiz.de/10003795188
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Efficient frontier of commodity portfolios
Proelss, Juliane; Schweizer, Denis - In: The handbook of commodity investing, (pp. 454-478). 2008
Persistent link: https://www.econbiz.de/10003795203
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Active management of commodity investments : the role of CTAs and hedge funds
Lamm, R. McFall - In: The handbook of commodity investing, (pp. 479-503). 2008
Persistent link: https://www.econbiz.de/10003795206