Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices

Elie Bouri; Rangan Gupta; Amine Lahiani; Muhammad Shahbaz

doi:10.1016/j.resourpol.2018.03.008

Journal Articles Resources Policy Year : 2018

Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices

, , (1) ,

1

Elie Bouri

Function : Author
PersonId : 779059
ORCID : 0000-0003-2628-5027

Rangan Gupta

Function : Author

Amine Lahiani

Function : Author
PersonId : 958295

Laboratoire d'Économie d'Orleans [FRE2014]

Muhammad Shahbaz

Function : Author
PersonId : 770133
ORCID : 0000-0003-4916-7648

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Economics and Finance

Mélie HENAULT : Connect in order to contact the contributor

https://hal-univ-orleans.archives-ouvertes.fr/hal-03533197

Submitted on : Tuesday, January 18, 2022-4:49:59 PM

Last modification on : Friday, March 24, 2023-2:53:25 PM

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hal-03533197 , version 1 (18-01-2022)

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HAL Id : hal-03533197 , version 1
DOI : 10.1016/j.resourpol.2018.03.008

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Elie Bouri, Rangan Gupta, Amine Lahiani, Muhammad Shahbaz. Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices. Resources Policy, 2018, 57, pp.224-235. ⟨10.1016/j.resourpol.2018.03.008⟩. ⟨hal-03533197⟩

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Testing for asymmetric nonlinear short- and long-run relationships between bitcoin, aggregate commodity and gold prices

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