Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework-Reference-Cited by-同舟云学术

Does Bitcoin affect decomposed oil shocks differently? Evidence from a quantile-based framework

Published:2023-10 Issue: Volume:89 Page:102756
ISSN:1057-5219
Container-title:International Review of Financial Analysis
language:en
Short-container-title:International Review of Financial Analysis

Author:

Feng Hao^ORCID,Gao Da^ORCID,Duan Kun^ORCID,Urquhart Andrew

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference76 articles.

1. How is volatility in commodity markets linked to oil price shocks?;Ahmadi;Energy Economics,2016

2. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Economic Modelling,2021

3. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin;Al-Khazali;Economics Bulletin,2018

4. In search of hedges and safe havens during the COVID-19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty;Al-Nassar;The Quarterly Review of Economics and Finance,2022

5. The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test;Bahloul;Journal of Multinational Financial Management,2018

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