Mirzaee Ghazani, Majid; Jafari, Mohammad Ali - In: Financial innovation : FIN 7 (2021), pp. 1-26
This study examined the evolving oil market efficiency by applying daily historical data to the three benchmark cryptocurrencies (Bitcoin, Ethereum, and Ripple), gold, and West Texas Intermediate (WTI) crude oil. The data coverage of daily returns was from August 2015 to April 2019. We applied...