Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach

Author:

Syuhada KhreshnaORCID,Suprijanto Djoko,Hakim AriefORCID

Funder

Institut Teknologi Bandung

Publisher

Elsevier BV

Subject

Finance

Reference28 articles.

1. Pair-copula constructions of multiple dependence;Aas;Insur. Math. Econ.,2009

2. Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold;Baur;Financ. Rev.,2010

3. Is gold a safe haven? International evidence;Baur;J. Bank. Financ.,2010

4. Bitcoin for energy commodities before and after the 2013 crash: diversifier, hedge or safe haven?;Bouri;Appl. Econ.,2017

5. Cryptocurrencies as hedges and safe-havens for US equity sectors;Bouri;Q. Rev. Econ. Finance,2020

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