negatives in however way they can; but to better understand its correlation with respect to commodities, we take a look at two … commodities, Gold and Energy product (Crude) and assess the correlation that exist between these two commodities …

Bitcoin is regularly referred to as new gold, digital gold or gold 2.0. If Bitcoin is indeed gold-like the correlation … of Bitcoin and gold returns should be positive. We estimate the correlation of the two assets across time, across … different return frequencies and across quantiles and find a near-zero correlation inconsistent with the claimed similarity. We …

correlations. For higher time scales, Ripple is the only cryptocurrency with significant correlation. … with a sliding windows approach) and detrended cross-correlation analysis and the respective correlation coefficient. We …