The nexus between black and digital gold: evidence from US markets

Huynh, TLD, Ahmed, R, Nasir, MA orcid.org/0000-0003-2779-5854 et al. (2 more authors) (2024) The nexus between black and digital gold: evidence from US markets. Annals of Operations Research, 334. pp. 521-546. ISSN 0254-5330

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Item Type: Article
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© The Author(s) 2021. This article is licensed under a Creative Commons Attribution 4.0 International License, which permits use, sharing, adaptation, distribution and reproduction in any medium or format, as long as you give appropriate credit to the original author(s) and the source, provide a link to the Creative Commons licence, and indicate if changes were made. The images or other third party material in this article are included in the article's Creative Commons licence, unless indicated otherwise in a credit line to the material. If material is not included in the article's Creative Commons licence and your intended use is not permitted by statutory regulation or exceeds the permitted use, you will need to obtain permission directly from the copyright holder. To view a copy of this licence, visit http://creativecommons.org/licenses/by/4.0/.

Keywords: Bitcoin; Copulas; Kendall plots; Partial cross-quantilogram; Oil market; US oil return; Tail risk and bootstrap test
Dates:
  • Published: March 2024
  • Published (online): 22 July 2021
  • Accepted: 25 June 2021
Institution: The University of Leeds
Academic Units: The University of Leeds > Faculty of Business (Leeds) > Economics Division (LUBS) (Leeds)
Depositing User: Symplectic Publications
Date Deposited: 16 May 2022 11:41
Last Modified: 15 May 2024 15:15
Status: Published
Publisher: Springer
Identification Number: 10.1007/s10479-021-04192-z
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