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Applied Economics Letters Volume 28, 2021 - Issue 2
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Research Article

Hedging the downside risk of commodities through cryptocurrencies

Muhammad Abubakr Naeema School of Economics and Finance,Massey University,Auckland, New Zealand
,
Saqib Faridb School of Business & Economics,University of Management & Technology, Lahore, Pakistan
,
Faruk Ballia School of Economics and Finance,Massey University,Auckland, New Zealand;c Montpellier Business School,France
&
Syed Jawad Hussain Shahzadd Higher School of Economics and Business,Al-Farabi Kazakh National University;e South Ural State University,Chelyabinsk, Russian FederationCorrespondence[email protected]
Pages 153-160 | Published online: 11 Mar 2020

References

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  • Selmi, R., W. Mensi, S. Hammoudeh, and J. Bouoiyour. 2018. “Is Bitcoin A Hedge, A Safe Haven or A Diversifier for Oil Price Movements? A Comparison with Gold.” Energy Economics 74: 787–801. doi:10.1016/j.eneco.2018.07.007.
  • Shahzad, S. J. H., E. Bouri, D. Roubaud, and L. Kristoufek. 2019b. “Safe Haven, Hedge and Diversification for G7 Stock Markets: Gold versus Bitcoin.” Economic Modelling.
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