Ozturk, Serda Selin - In: Journal of risk and financial management : JRFM 13 (2020) 11/275, pp. 1-14
methods indicate that volatility connectedness is higher than the return connectedness among these assets. Furthermore …This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019 … it is mined like crude oil, namely, a commodity. These similarities can be investigated by analyzing the connectedness …