Dynamic Correlation Measurement Between Bitcoin, Crude Oil and Gold

Liu, Yadong and Naktnasukanjn, Nathee (2014) Dynamic Correlation Measurement Between Bitcoin, Crude Oil and Gold. In: Proceedings of the International Conference on Information Economy, Data Modeling and Cloud Computing, ICIDC 2022, 17-19 June 2022, Qingdao, China.

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Abstract

As a financial asset, bitcoin has attracted the attention of many financial financial advisors and investors. This paper aims to analyze the dynamic correlation between bitcoin and two important financial assets, i.e., crude oil and gold. This paper selects weekly data from January 2014 to April 202

Item Type: Conference or Workshop Item (UNSPECIFIED)
Date Deposited: 04 Mar 2026 15:45
Last Modified: 17 Apr 2026 04:51
URI: http://eprints.eai.eu/id/eprint/40680

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