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Published in 2022 at "Resources Policy"
DOI: 10.1016/j.resourpol.2022.102682
Abstract: This article tries to investigate the connectedness between Bitcoin and Crude Oil, S&P500 and Natural Gas with the health crisis. That is why one might apply fractional cointegration analysis on daily data over the period…
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Keywords:
fractional cointegration;
cointegration analysis;
relationship;
cointegration ... See more keywords