articleTop 1% cited
Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold
Energy Economics · 2018 · Vol. 74 · pp. 787–801
Refk Selmi(éklore-ed School of Management)Walid Mensi✉(Tunis El Manar University)Shawkat Hammoudeh(Montpellier Business School)Jamal Bouoiyour(éklore-ed School of Management)
Market Dynamics and VolatilityEnergy, Environment, and Transportation PoliciesGlobal Energy and Sustainability ResearchSafe havenHedgeGold as an investmentEconomicsDiversification (marketing strategy)Financial economicsDownside riskMonetary economicsEconometricsBusiness
Citations
499
FWCI
100.11
field-weighted impact
References
68
Percentile
100%
vs. same field & year
Citations per year
References
Estimating and Testing Linear Models with Multiple Structural Changes
Econometrica · 1998 · 5,907 citations
The Financial Accelerator and the Flight to Quality
The Review of Economics and Statistics · 1996 · 2,346 citations
Regression and time series model selection in small samples
Biometrika · 1989 · 6,298 citations
Oil prices, US stock return, and the dependence between their quantiles
Journal of Banking & Finance · 2015 · 1,284 citations
Modeling Asymmetric Comovements of Asset Returns
Review of Financial Studies · 1998 · 1,570 citations
Systemic risk measurement: Multivariate GARCH estimation of CoVaR
Journal of Banking & Finance · 2013 · 606 citations
Is gold a safe haven? International evidence
Journal of Banking & Finance · 2010 · 1,783 citations
Measuring Economic Policy Uncertainty*
The Quarterly Journal of Economics · 2016 · 11,387 citations
Citation Network
How this paper connects to the literature. Drag to explore, click any node to open that paper.