Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? : a comparison with gold
Refk Selmi, Walid Mensi, Shawkat Hammoudeh, Jamal Bouoiyour
| Year of publication: |
August 2018
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|---|---|
| Authors: | Selmi, Refk ; Mensi, Walid ; Hammoudeh, Shawkat ; Bouoiyour, Jamal |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 74.2018, p. 787-801
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| Subject: | Oil, Bitcoin and gold | Diversifier, hedge and safe haven | Quantile-on-quantile regression | CoVaR | Hedging | Gold | Ölpreis | Oil price | Welt | World | Virtuelle Währung | Virtual currency | Ölmarkt | Oil market | Portfolio-Management | Portfolio selection | Finanzkrise | Financial crisis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2018.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011972972