Asymmetric dynamics between cryptocurrency uncertainty and the oil and gold markets : evidence from Granger causality in quantiles
Jian Zhang, Jinsong Zhao and Chi-Chuan Lee
| Year of publication: |
2025
|
|---|---|
| Authors: | Zhang, Jian ; Zhao, Jinsong ; Lee, Chi-Chuan |
| Published in: |
Applied economics. - New York, NY : Routledge, ISSN 1466-4283, ZDB-ID 1473581-7. - Vol. 57.2025, 7, p. 709-722
|
| Subject: | Cryptocurrency uncertainty | cryptocurrency | crude oilprice | gold price | Granger-causality | Virtuelle Währung | Virtual currency | Kausalanalyse | Causality analysis | Gold | Volatilität | Volatility | Ölpreis | Oil price | Risiko | Risk | Welt | World |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/00036846.2024.2305618 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10015192479