Information interdependence among energy, cryptocurrency and major commodity markets-Reference-Cited by-同舟云学术

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Information interdependence among energy, cryptocurrency and major commodity markets

Published:2019-06 Issue: Volume:81 Page:1042-1055
ISSN:0140-9883
Container-title:Energy Economics
language:en
Short-container-title:Energy Economics

Author:

Ji Qiang,Bouri Elie,Roubaud David,Kristoufek Ladislav

Funder

National Natural Science Foundation of China

Youth Innovation Promotion Association of Chinese Academy of Sciences

Charles University PRIMUS

Publisher

Elsevier BV

Subject

General Energy,Economics and Econometrics

Reference49 articles.

1. Asset pricing with liquidity risk;Acharya;J. Financ. Econ.,2005

2. A cross entropy approach to design of reliable networks;Altiparmak;Eur. J. Oper. Res.,2009

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

4. Why is gold a safe haven?;Baur;J. Behav. Exp. Financ.,2016

5. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets;Bekiros;Eur. J. Oper. Res.,2017

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