Resources Policy, Journal Year: 2023, Volume and Issue: 85, P. 103974 - 103974
Published: Aug. 1, 2023
Language: Английский
Resources Policy, Journal Year: 2023, Volume and Issue: 85, P. 103974 - 103974
Published: Aug. 1, 2023
Language: Английский
Journal of Cleaner Production, Journal Year: 2023, Volume and Issue: 426, P. 138944 - 138944
Published: Sept. 22, 2023
Language: Английский
Citations
8Asia-Pacific Financial Markets, Journal Year: 2023, Volume and Issue: 31(4), P. 925 - 944
Published: Nov. 3, 2023
Language: Английский
Citations
7FinTech, Journal Year: 2024, Volume and Issue: 3(2), P. 324 - 336
Published: June 18, 2024
This paper examines the correlation between three prospective investing options: Bitcoin cryptocurrency price, gold, and Dow Jones stock index. The main research question is whether there a causal effect of gold DWJ on how this varies time. study begins with background analysis that explains definitions operation cryptocurrencies, followed by brief overview its derivatives. In addition, historical review markets provided, focus Then, literature follows. Daily data from separate periods are used, each spanning four years. first period, running October 2014 to September 2018, provides an introduction official price data. second Oct 2018 Sept 2022, captures more recent trends preceding COVID-19. third January 2020 December 2023, whole COVID-19 period initiation, embedded, terminal phases. Classical inductive statistical methods (descriptive, correlations, multiple linear regression) as well time series (autocorrelation, cross-correlation, Granger causality tests, ARIMA modeling) used analyze Rigorous testing for autocorrelation, multicollinearity, homoskedasticity performed estimated models. results show DWJ. over time, in mainly concerns it gold. By using models, was possible make forecast horizon few days. structure forecasting mechanism seems have changed during crisis. findings suggest future should encompass broader dataset, facilitating comprehensive comparisons enhancing reliability conclusions drawn.
Language: Английский
Citations
2Eurasian economic review, Journal Year: 2023, Volume and Issue: 13(2), P. 307 - 319
Published: June 1, 2023
Language: Английский
Citations
6Resources Policy, Journal Year: 2023, Volume and Issue: 85, P. 103974 - 103974
Published: Aug. 1, 2023
Language: Английский
Citations
4