Huynh, Toan Luu Duc; Shahbaz, Muhammad; Nasir, Muhammad Ali - In: Annals of Operations Research 313 (2020) 1, pp. 47-75
This paper empirically investigates whether cryptocurrencies might have a useful role in financial modelling and risk management in the energy markets. To do so, the causal relationship between movements on the energy markets (specifically the price of crude oil) and the value of...
