Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model
Year of publication: |
2024
|
---|---|
Authors: | Abidi, Ilyes ; Touhami, Kamel |
Published in: |
International Journal of Energy Economics and Policy : IJEEP. - Mersin : EconJournals, ISSN 2146-4553, ZDB-ID 2632577-9. - Vol. 14.2024, 1, p. 184-195
|
Subject: | Bitcoin | Brent | Dynamic Conditional Correlation | Precious Metals | Safe Haven | Spillover | Time Varying Coefficient-Vector Autoregressive Model | ARCH-Modell | ARCH model | Edelmetall | Precious metal | Welt | World | Ölpreis | Oil price | Autokorrelation | Autocorrelation | Schätzung | Estimation | Volatilität | Volatility | Korrelation | Correlation |
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