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Does Bitcoin hedge commodity uncertainty?

Hoang, Khanh; Nguyen, Cuong; Poch, Kongchheng; Nguyen, … - In: Journal of risk and financial management : JRFM 13 (2020) 6/119, pp. 1-14

This paper examines the connectedness between Bitcoin and commodity volatilities, including oil, wheat, and corn, during the period Oct. 2013-Jun. 2018, using time- and frequency-domain frameworks. The time-domain framework's results show that the connectedness is 23.49%, indicating a low level...

Persistent link: https://www.econbiz.de/10012305145

Commodity financialization and sector ETFs : Evidence from crude oil futures

Liu, Pan; Vedenov, Dmitrij V.; Power, Gabriel J. - In: Research in international business and finance 51 (2020), pp. 1-9

Persistent link: https://www.econbiz.de/10012208332

Diversification and Financialization in Commodity Markets : Evidence from Commodity Trading Advisors

Chen, Yong - 2019

stocks, implying declined diversification benefits with increased capital in commodity markets. Exploiting exogenous shocks … commodity-stock return comovement. Overall, our findings highlight the link between dynamics of diversification benefits and …

Persistent link: https://www.econbiz.de/10012897343

Liquidity commonality in commodities

Marshall, Ben R.; Nguyen, Nhut H.; Visaltanachoti, Nuttawat - In: Journal of banking & finance 37 (2013) 1, pp. 11-20

Persistent link: https://www.econbiz.de/10009675559

Co-movements in commodity markets andimplications in diversification benefits

Cai, Xiao Jing; Fang, Zheng; Youngho, Chang; Tian, Shuairu - In: Empirical economics : a journal of the Institute for … 58 (2020) 2, pp. 393-425

Persistent link: https://www.econbiz.de/10012219019

A study of first generation commodity indices : indices based on financial diversification

Ahn, Jung-Hyun; Six, Pierre - In: Finance research letters 30 (2019), pp. 194-200

Persistent link: https://www.econbiz.de/10012420486

Commodities and portfolio diversification : myth or fact?

Ruano, Fábio; Barros, Victor - In: The quarterly review of economics and finance : journal … 86 (2022), pp. 281-295

Persistent link: https://www.econbiz.de/10014249139

Unveiling outperformance : a portfolio analysis of top ai-related stocks against IT indices and robotics ETFs

Karoui, Ali Trabelsi; Sayari, Sonia; Dammak, Wael; … - In: Risks : open access journal 12 (2024) 3, pp. 1-21

In this study, we delve into the financial market to compare the performance of prominent AI and robotics-related stocks against traditional IT indices, such as the Nasdaq, and specialized AI and robotics ETFs. We evaluate the role of these stocks in diversifying portfolios, analyzing their...

Persistent link: https://www.econbiz.de/10014497423

International diversification through iShares and their rivals

Cao, Jie Jay; Fu, Rao; Jin, Yong - In: Journal of risk 19 (2016/2017) 3, pp. 25-55

Persistent link: https://www.econbiz.de/10011689719

Diversification and idiosyncratic volatility puzzle : evidence from ETFs

Duanmu, Jun; Hur, Jungshik; Li, Yongjia - In: Research in international business and finance 71 (2024), pp. 1-16

Persistent link: https://www.econbiz.de/10015062053