Bitcoin for energy commodities before and after the December 2013 crash: diversifier, hedge or safe haven?
By Elie Bouri, Naji Jalkh, Péter Molnár, David Roubaud. 2017
331 citations recorded by the source corpus.
Subfields: Economics and Econometrics, Information Systems, Renewable Energy, Sustainability and the Environment
View Paper: https://www.semanticscholar.org/paper/688c0e403803aef9bb6b5474c3969b046c6eee5f
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Citations in the corpus
- Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach (2019, neutral): “(2009), Brechmann and Czado (2013), Boubaker and Sghaier (2013), Weiß (2013), Kakouris and Rustem (2014), Han, Li, and Xia (2017), Abbara and Zevallos (2018) and Yu et al.”
- Spillovers between Bitcoin and other assets during bear and bull markets (2018, methodology): “…most of the asset classes studied, investors and fund managers must be cautious when combining Bitcoin with most of the asset classes, as several previous studies have shown (Baek and Elbeck 2015; Baur, Lee, and Hong 2015; Brière, Oosterlinck, and Szafarz 2015; Bouri et al. 2017b; Ji et al. 2018).”
- Can Bitcoin be a diversifier, hedge or safe haven tool? (2019, methodology): “…such as BEKK and the Constant Conditional Correlation (CCC) model are previously employed in the literature to assess hedge and safe haven capabilities of various assets, but as Bouri et al. (2017a) stated, these models may experience convergence problems and unreasonable parameter estimates.”
- Exploring the dynamic relationships between cryptocurrencies and other financial assets (2018, neutral): “Examples include [Dyhrberg, 2016b], [Dyhrberg, 2016a], [Bouri et al., 2017], [Bouri et al., 2017] and [Bouri et al., 2017].”