A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets
Year of publication: |
2021
|
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Authors: | Ur Rehman, Mobeen ; Kang, Sang Hoon |
Published in: |
Global finance journal. - Amsterdam [u.a.] : Elsevier Inc., ISSN 1044-0283, ZDB-ID 1117243-5. - Vol. 49.2021, p. 1-17
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Subject: | Bitcoin hashrate | Bitcoin prices | Causality in quantiles analysis | Commodity futures | Wavelet analysis | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Virtuelle Währung | Virtual currency | Zustandsraummodell | State space model | Rohstoffpreis | Commodity price | Korrelation | Correlation | Welt | World | Elektronisches Geld | Electronic money |
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