Dynamic correlations between Bitcoin, carbon emission, oil and gold markets: New implications for portfolio management

In this paper, we aim to uncover the dynamic spillover effects of Bitcoin environmental attention (EBEA) on major asset classes: Carbon emission, crude oil and gold futures, and analyze whether the integration of Bitcoin into portfolio allocation performance. In this study, we document the propertie...

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Bibliographic Details

Published in:	AIMS Mathematics
Main Authors:	Kuo-Shing Chen, Wei-Chen Ong
Format:	Article
Language:	English
Published:	AIMS Press 2024-01-01
Subjects:	bitcoin environmental attention carbon emission futures dcc-gjr-garch model hedging strategy
Online Access:	https://www.aimspress.com/article/doi/10.3934/math.2024069?viewType=HTML