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Economic Research-Ekonomska Istraživanja Volume 35, 2022 - Issue 1
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Articles

Information transmission and hedging effectiveness for the pairs crude oil-gold and crude oil-Bitcoin during the COVID-19 outbreak

Imran Yousafa Air University School of Management, Air University, Islamabad, PakistanCorrespondence[email protected]
ORCID Iconhttps://orcid.org/0000-0003-1968-293X
ORCID Icon,
Shoaib Alia Air University School of Management, Air University, Islamabad, Pakistan
,
Elie Bourib Adnan Kassar School of Business, Lebanese American University, LebanonORCID Iconhttps://orcid.org/0000-0003-2628-5027
ORCID Icon &
Tareq Saeedc Nonlinear Analysis and Applied Mathematics (NAAM)-Research Group, Department of Mathematics, Faculty of Science, King Abdulaziz University, Jeddah, Saudi Arabia
Pages 1913-1934 | Received 29 Mar 2021, Accepted 05 May 2021, Published online: 26 May 2021

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Olivier Niyitegeka & Sheunesu Zhou. (2023) An investigation of financial contagion between cryptocurrency and equity markets: Evidence from developed and emerging markets. Cogent Economics & Finance 11:1.
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Chiang-Ching Tan, Pick-Soon Ling, Siew-Ling Sim & Kelvin Lee Yong Ming. (2023) Hedge and safe-haven properties of Cryptocurrencies: evidence in east asia-5 market. Cogent Economics & Finance 11:1.
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Muhammad Abubakr Naeem, Zaheer Anwer, Sitara Karim & Aviral Kumar Tiwari. (2023) Are Exchange Rate Contagions Asymmetric? Evidence from Emerging Market Economies. Emerging Markets Finance and Trade 59:15, pages 4107-4124.
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Yi-Chieh Wen, Bin Li, Xiaoyue Chen & Tarlok Singh. (2023) Spillover effects of the US stock market and the predictability of returns: international evidence based on daily data. Applied Economics 55:45, pages 5251-5266.
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Derya Güler. (2023) The Impact of Investor Sentiment on Bitcoin Returns and Conditional Volatilities during the Era of Covid-19. Journal of Behavioral Finance 24:3, pages 276-289.
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Monika Chopra & Chhavi Mehta. (2022) Is bitcoin a diversifier, hedge or safe haven for traditional and alternate asset classes?. Cogent Economics & Finance 10:1.
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Meng Qin, Tong Wu, Ran Tao, Chi-Wei Su & Stefea Petru. (2022) The inevitable role of bilateral relation: a fresh insight into the bitcoin market. Economic Research-Ekonomska Istraživanja 35:1, pages 4260-4279.
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Articles from other publishers (20)

Nezir Köse, Hakan Yildirim, Emre Ünal & Boqiang Lin. (2024) The Bitcoin price and Bitcoin price uncertainty: Evidence of Bitcoin price volatility. Journal of Futures Markets 44:4, pages 673-695.
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Stefan Cristian Gherghina, Daniel Stefan Armeanu, Jean Vasile Andrei & Camelia Catalina Joldes. (2024) Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. Journal of the Knowledge Economy.
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Monika Chopra, Chhavi Mehta, Prerna Lal & Aman Srivastava. (2023) Does the big boss of coins—Bitcoin—protect a portfolio of new-generation cryptos? Evidence from memecoins, stablecoins, NFTs and DeFi. China Finance Review International.
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Yadong Liu, Nathee Naktnasukanjn, Anukul Tamprasirt & Tanarat Rattanadamrongaksorn. (2023) Comparison of the Asymmetric Relationship between Bitcoin and Gold, Crude Oil, and the U.S. Dollar before and after the COVID-19 Outbreak. Journal of Risk and Financial Management 16:10, pages 455.
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Le Thanh Ha, Ahmed Bouteska, Salma Mefteh-Wali & Pham The Anh. (2023) Fluctuations in gold prices in Vietnam during the COVID-19 pandemic: Insights from a time-varying parameter autoregression model. Resources Policy 86, pages 104229.
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Mahdi Ghaemi Asl, Ibrahim D. Raheem & Muhammad Mahdi Rashidi. (2023) Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?. Resources Policy 86, pages 104186.
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Zynobia Barson & Peterson Owusu Junior. (2023) Connectedness in cross-assets and digital assets attention indices. Heliyon 9:10, pages e20668.
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Sitara Karim, Muhammad Abubakr Naeem, Aviral Kumar Tiwari & Sania Ashraf. (2023) Examining the avenues of sustainability in resources and digital blockchains backed currencies: evidence from energy metals and cryptocurrencies. Annals of Operations Research.
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Madhur Bhatia. (2023) On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. Resources Policy 82, pages 103574.
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Shoaib Ali, Imran Yousaf & Xuan Vinh Vo. (2023) Comovements and hedging effectiveness between conventional and Islamic cryptocurrencies: evidence from the COVID-19 pandemic. International Journal of Emerging Markets.
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Muhammad Asif Khan, Farhad Khan, Arshian Sharif & Muhammad Tahir Suleman. (2023) Dynamic linkages between Islamic equity indices, oil prices, gold prices, and news-based uncertainty: New insights from partial and multiple wavelet coherence. Resources Policy 80, pages 103213.
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Ijaz Younis, Waheed Ullah Shah & Imran Yousaf. (2023) Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. Resources Policy 80, pages 103199.
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Udayan Sharma & Madhusudan Karmakar. (2022) Are gold, USD, and Bitcoin hedge or safe haven against stock? The implication for risk management. Review of Financial Economics 41:1, pages 43-64.
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SHOAIB ALI, MUHAMMAD NAVEED, AISHA SALEEM & MUHAMMAD WAJAHAT NASIR. (2022) TIME-FREQUENCY CO-MOVEMENT BETWEEN COVID-19 AND PAKISTAN’S STOCK MARKET: EMPIRICAL EVIDENCE FROM WAVELET COHERENCE ANALYSIS. Annals of Financial Economics 17:04.
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Jung-Bin Su & Yu-Sheng Kao. (2022) How does the crisis of the COVID-19 pandemic affect the interactions between the stock, oil, gold, currency, and cryptocurrency markets?. Frontiers in Public Health 10.
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Haoyang Wu, Yizhe Zhang & Xiaohui Zhong. (2022) Research on Quantitative Trading Decision Based on BP Neural Network and Circular Decision Model. Highlights in Science, Engineering and Technology 4, pages 47-54.
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Taufeeque Ahmad Siddiqui, Mazia Fatima Khan, Mohammad Naushad & Abdul Malik Syed. (2022) Cross-Market Correlations and Financial Contagion from Developed to Emerging Economies: A Case of COVID-19 Pandemic. Economies 10:6, pages 147.
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Syed Kumail Abbas Rizvi, Bushra Naqvi & Nawazish Mirza. (2021) Is green investment different from grey? Return and volatility spillovers between green and grey energy ETFs. Annals of Operations Research 313:1, pages 495-524.
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Mutaju Isaack Marobhe. (2021) Cryptocurrency as a safe haven for investment portfolios amid COVID-19 panic cases of Bitcoin, Ethereum and Litecoin. China Finance Review International 12:1, pages 51-68.
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Erkan USTAOĞLU. (2022) Return and Volatility Spillover between Cryptocurrency and Stock Markets: Evidence from TurkeyKripto Para ve Borsalar Arasında Getiri ve Oynaklık Yayılımı: Türkiye'den Kanıtlar. Muhasebe ve Finansman Dergisi:93, pages 117-126.
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