Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak
Imran Yousaf, Shoaib Ali, Elie Bouri and Tareq Saeed
| Year of publication: |
2022
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|---|---|
| Authors: | Yousaf, Imran ; Ali, Shoaib ; Bouri, Elie ; Saeed, Tareq |
| Published in: |
Economic research. - Abingdon : Routledge, Taylor & Francis Group, ISSN 1331-677X, ZDB-ID 2171828-3. - Vol. 35.2022, 1,2, p. 1913-1934
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| Subject: | Crude oil | gold | Bitcoin | return and volatility spill-overs | hedging effectiveness | safe haven | COVID-19 | Hedging | Coronavirus | Volatilität | Volatility | Welt | World | Rohstoffderivat | Commodity derivative | Erdöl | Petroleum | Kapitaleinkommen | Capital income | ARCH-Modell | ARCH model |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1331677X.2021.1927787 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014381000