Hedging Bitcoin with commodity futures : an analysis with copper, gas, gold, and crude oil futures
Year of publication: |
2024
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Authors: | Joo, Young C. ; Park, Sung Y. |
Subject: | ADCC-GARCH | Commodity futures | Cryptocurrency | DCC-GARCH | Hedging | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Virtuelle Währung | Virtual currency | Warenbörse | Commodity exchange | Gold | Rohstoffpreis | Commodity price | Kupfer | Copper | Ölmarkt | Oil market | Derivat | Derivative | Welt | World |
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