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Published in 2020 at "Applied Economics Letters"
DOI: 10.1080/13504851.2020.1739609
Abstract: ABSTRACT Today, commodities are exposed to ever-increasing price volatilities due to extreme market uncertainties linked with financialization. The paper addresses a timely question of whether cryptocurrencies are hedge and safe-haven for commodities. We focus on…
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Keywords:
risk commodities;
downside risk;
hedging downside;
commodities cryptocurrencies ... See more keywords