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COVID-19 and oil market crash: Revisiting the safe haven property of gold and Bitcoin
(Elsevier, 2020-12-01)
- article
The global crude oil market has experienced a significant downturn following the novel coronavirus outbreak (COVID-19) in December 2019. Thereafter, all the major oil markets have become extremely volatile, and investments ...
Does oil price volatility matter for the US transportation industry?
(Elsevier, 2023-12-30)
- article
Although the US transport sector is one of the major users of fossil fuel (e.g., crude oil), the impact of energy price volatility on transport stock sector indexes remains under-researched. The present study addresses ...
Assessing the Risk of Bitcoin Futures Market : New Evidence
(Springer, 2024-02-14)
- article
The main objective of this paper is to forecast the realized volatility (RV) of Bitcoin futures (BTCF) market. To serve our purpose, we propose an augmented heterogenous autoregressive (HAR) model to consider the information ...