Does Bitcoin affect decomposed oil shocks differently? : evidence from a quantile-based framework
Hao Feng, Da Gao, Kun Duan, Andrew Urquhart
| Year of publication: |
2023
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| Authors: | Feng, Hao ; Gao, Da ; Duan, Kun ; Urquhart, Andrew |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 89.2023, p. 1-19
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| Subject: | Bitcoin | Causality-in-quantiles | Decomposed oil shocks | Investment shelter | Quantiles-on-quantiles | Ölpreis | Oil price | Schock | Shock | Virtuelle Währung | Virtual currency | Schätzung | Estimation | Volatilität | Volatility | Wirkungsanalyse | Impact assessment | Dekompositionsverfahren | Decomposition method |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2023.102756 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014467082