Can gold and bitcoin hedge against the COVID-19 related news sentiment risk? New evidence from a NARDL approach
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DOI: 10.1016/j.resourpol.2022.103098
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- Koushik Mandal & Radhika Prosad Datta, 2024. "Oil Price Dynamics and Sectoral Indices in India – Pre, Post and during COVID Pandemic: A Comparative Evidence from Wavelet-based Causality and NARDL," International Journal of Economics and Financial Issues, Econjournals, vol. 14(4), pages 18-33, July.
- Su, Chi-Wei & Yang, Shengjie & Qin, Meng & Lobonţ, Oana-Ramona, 2023. "Gold vs bitcoin: Who can resist panic in the U.S.?," Resources Policy, Elsevier, vol. 85(PA).
- Tang, Yusui & Zhong, Juandan, 2023. "Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market," Finance Research Letters, Elsevier, vol. 58(PB).
- Li, Aihong & Li, Shuyan & Chen, Shuai & Sun, Xiaoqin, 2024. "The role of Fintech, natural resources, and renewable energy consumption in Shaping environmental sustainability in China: A NARDL perspective," Resources Policy, Elsevier, vol. 88(C).
- Qin Meng & Jing-Wen Zhang & Yunxu Wang & Hsu-Ling Chang & Chi-Wei Su, 2023. "Green Household Technology and Its Impacts on Environmental Sustainability in China," Sustainability, MDPI, vol. 15(17), pages 1-13, August.
- Wang, Lu & Guan, Li & Ding, Qian & Zhang, Hongwei, 2023. "Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets," Energy Economics, Elsevier, vol. 126(C).
- Marcin Wk{a}torek & Jaros{l}aw Kwapie'n & Stanis{l}aw Dro.zd.z, 2023. "Cryptocurrencies Are Becoming Part of the World Global Financial Market," Papers 2303.00495, arXiv.org.
- Kao, Yu-Sheng & Day, Min-Yuh & Chou, Ke-Hsin, 2024. "A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag," The North American Journal of Economics and Finance, Elsevier, vol. 72(C).
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Keywords
Gold; Bitcoin; NARDL model; COVID-19 news; Hedge;All these keywords.
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