A time-frequency comovement and causality relationship between Bitcoin hashrate and energy commodity markets
Mobeen Ur Rehman, Sang Hoon Kang
| 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 | Virtuelle Währung | Virtual currency | Rohstoffderivat | Commodity derivative | Kausalanalyse | Causality analysis | Börsenkurs | Share price | Korrelation | Correlation | Rohstoffpreis | Commodity price | Zustandsraummodell | State space model | Rohstoffmarkt | Commodity market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.gfj.2020.100576 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012887193