Matches in SemOpenAlex for { <https://semopenalex.org/work/W4313367598> ?p ?o ?g. }
- W4313367598 endingPage "100305" @default.
- W4313367598 startingPage "100305" @default.
- W4313367598 abstract "Several common properties shared by cryptocurrencies and precious metals, such as safe haven, hedge and diversification for risk assets, have been widely discussed since Bitcoin was created in 2008. However, no studies have explored whether cryptocurrency market uncertainties can help to explain and forecast volatilities in precious metal markets. By using the GARCH-MIDAS model incorporating cryptocurrency policy and price uncertainty, as well as several other commonly used uncertainty measures, this paper compares the in-sample impacts and out-of-sample predictive abilities of these uncertainties on volatility forecasts of COMEX gold and silver futures markets. The in-sample results demonstrate the significant impacts of cryptocurrency uncertainty on the volatilities of precious metal futures markets, and the out-of-sample evidence further confirms the superior predictive power of cryptocurrency uncertainty on volatility forecasting of the precious metal market. Our conclusions are robust through various model evaluation approaches based not only on predicting errors but also on forecasting directions across different forecasting time horizons." @default.
- W4313367598 created "2023-01-06" @default.
- W4313367598 creator A5024367072 @default.
- W4313367598 creator A5080802028 @default.
- W4313367598 creator A5088507879 @default.
- W4313367598 creator A5090444944 @default.
- W4313367598 date "2023-03-01" @default.
- W4313367598 modified "2023-10-15" @default.
- W4313367598 title "Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets" @default.
- W4313367598 cites W1993067437 @default.
- W4313367598 cites W2000303290 @default.
- W4313367598 cites W2044947024 @default.
- W4313367598 cites W2050902901 @default.
- W4313367598 cites W2087736043 @default.
- W4313367598 cites W2125536334 @default.
- W4313367598 cites W2135606128 @default.
- W4313367598 cites W2145501956 @default.
- W4313367598 cites W246051667 @default.
- W4313367598 cites W2523675164 @default.
- W4313367598 cites W2617434451 @default.
- W4313367598 cites W2736872974 @default.
- W4313367598 cites W2792660547 @default.
- W4313367598 cites W2799918576 @default.
- W4313367598 cites W2914477525 @default.
- W4313367598 cites W2943884504 @default.
- W4313367598 cites W2971488781 @default.
- W4313367598 cites W2972379780 @default.
- W4313367598 cites W3022041122 @default.
- W4313367598 cites W3041553367 @default.
- W4313367598 cites W3043359482 @default.
- W4313367598 cites W3045504583 @default.
- W4313367598 cites W3121940608 @default.
- W4313367598 cites W3122070388 @default.
- W4313367598 cites W3124690764 @default.
- W4313367598 cites W3124791446 @default.
- W4313367598 cites W3126081245 @default.
- W4313367598 cites W3138473582 @default.
- W4313367598 cites W3158348414 @default.
- W4313367598 cites W3164067048 @default.
- W4313367598 cites W3175433451 @default.
- W4313367598 cites W4206245245 @default.
- W4313367598 cites W4206498178 @default.
- W4313367598 cites W4213121311 @default.
- W4313367598 cites W4221040930 @default.
- W4313367598 cites W4226530114 @default.
- W4313367598 cites W4281979572 @default.
- W4313367598 cites W4283076561 @default.
- W4313367598 cites W4292671038 @default.
- W4313367598 cites W4292853345 @default.
- W4313367598 doi "https://doi.org/10.1016/j.jcomm.2022.100305" @default.
- W4313367598 hasPublicationYear "2023" @default.
- W4313367598 type Work @default.
- W4313367598 citedByCount "5" @default.
- W4313367598 countsByYear W43133675982023 @default.
- W4313367598 crossrefType "journal-article" @default.
- W4313367598 hasAuthorship W4313367598A5024367072 @default.
- W4313367598 hasAuthorship W4313367598A5080802028 @default.
- W4313367598 hasAuthorship W4313367598A5088507879 @default.
- W4313367598 hasAuthorship W4313367598A5090444944 @default.
- W4313367598 hasBestOaLocation W43133675981 @default.
- W4313367598 hasConcept C106159729 @default.
- W4313367598 hasConcept C106306483 @default.
- W4313367598 hasConcept C111472728 @default.
- W4313367598 hasConcept C138885662 @default.
- W4313367598 hasConcept C144133560 @default.
- W4313367598 hasConcept C149782125 @default.
- W4313367598 hasConcept C162324750 @default.
- W4313367598 hasConcept C162853370 @default.
- W4313367598 hasConcept C178790620 @default.
- W4313367598 hasConcept C180706569 @default.
- W4313367598 hasConcept C180916674 @default.
- W4313367598 hasConcept C185592680 @default.
- W4313367598 hasConcept C18903297 @default.
- W4313367598 hasConcept C198531522 @default.
- W4313367598 hasConcept C23922673 @default.
- W4313367598 hasConcept C2778136018 @default.
- W4313367598 hasConcept C2778146478 @default.
- W4313367598 hasConcept C38652104 @default.
- W4313367598 hasConcept C41008148 @default.
- W4313367598 hasConcept C43617362 @default.
- W4313367598 hasConcept C544153396 @default.
- W4313367598 hasConcept C60092789 @default.
- W4313367598 hasConcept C70771513 @default.
- W4313367598 hasConcept C86803240 @default.
- W4313367598 hasConcept C91602232 @default.
- W4313367598 hasConceptScore W4313367598C106159729 @default.
- W4313367598 hasConceptScore W4313367598C106306483 @default.
- W4313367598 hasConceptScore W4313367598C111472728 @default.
- W4313367598 hasConceptScore W4313367598C138885662 @default.
- W4313367598 hasConceptScore W4313367598C144133560 @default.
- W4313367598 hasConceptScore W4313367598C149782125 @default.
- W4313367598 hasConceptScore W4313367598C162324750 @default.
- W4313367598 hasConceptScore W4313367598C162853370 @default.
- W4313367598 hasConceptScore W4313367598C178790620 @default.
- W4313367598 hasConceptScore W4313367598C180706569 @default.
- W4313367598 hasConceptScore W4313367598C180916674 @default.
- W4313367598 hasConceptScore W4313367598C185592680 @default.
- W4313367598 hasConceptScore W4313367598C18903297 @default.