Open Access
Issue
SHS Web Conf.
Volume 225, 2025
2025 3rd International Conference on Financial Management and the Digital Economy (ICFMDE 2025)
Article Number 02010
Number of page(s) 10
Section Finance, Risk & Global Markets
DOI https://doi.org/10.1051/shsconf/202522502010
Published online 13 November 2025
  1. D.G. Baur, B.M. Lucey, Is gold a hedge or a safe haven? An analysis of stocks, bonds and gold. Financ. Rev. 45, 217–229 (2010) https://doi.org/10.1111/j.15406288.2010.00244.x [CrossRef] [Google Scholar]
  2. Z. Alameer, M. Abd Elaziz, A.A. Ewees, H. Ye, Z. Jianhua, Forecasting gold price fluctuations using improved multilayer perceptron neural network and whale optimization algorithm. Resour. Policy 61, 250–260 (2019) https://doi.org/10.1016/j.resourpol.2019.02.014 [Google Scholar]
  3. S. Shafiee, E. Topal, An overview of global gold market and gold price forecasting. Resour. Policy 35, 178–189 (2010) https://doi.org/10.1016/j.resourpol.2010.05.004 [Google Scholar]
  4. J. Bouoiyour, A.K. Tiwari, R. Selmi, O.R. Olayeni, What drives Bitcoin price? Econ. Bull. 36, 843–850 (2016) [Google Scholar]
  5. S. Corbet, A. Meegan, C. Larkin, B. Lucey, L. Yarovaya, Exploring the dynamic relationships between cryptocurrencies and other financial assets. SSRN Electron. J. (2017) https://doi.org/10.1016/j.econlet.2018.01.004 [Google Scholar]
  6. W. Mensi, A. Sensoy, X.V. Vo, S.H. Kang, Impact of COVID-19 outbreak on asymmetric multifractality of gold and oil prices. Resour. Policy 69, 101829 (2020) https://doi.org/10.1016/j.resourpol.2020.101829 [Google Scholar]
  7. P. Ciaian, D.A. Kancs, M. Rajcaniova, The price of Bitcoin: GARCH evidence from high frequency data. arXiv preprint arXiv:1812.09452 (2018) [Google Scholar]
  8. F. Capie, T.C. Mills, G. Wood, Gold as a hedge against the dollar. J. Int. Financ. Mark. Inst. Money 15, 343–352 (2005) https://doi.org/10.1016/j.intfin.2004.07.002 [Google Scholar]
  9. Y. Liu, N. Naktnasukanjn, A. Tamprasirt, T. Rattanadamrongaksorn, Comparison of the asymmetric relationship between bitcoin and gold, crude oil, and the US dollar before and after the COVID-19 outbreak. J. Risk Financ. Manag. 16, 455 (2023) https://doi.org/10.3390/jrfm16100455 [Google Scholar]
  10. O. Poyser, Exploring the determinants of Bitcoin’s price: an application of Bayesian Structural Time Series. arXiv preprint arXiv:1706.01437 (2017) [Google Scholar]
  11. F. Jin, J. Li, G. Li, Modeling the linkages between Bitcoin, gold, dollar, crude oil, and stock markets: A GARCH‐EVT‐Copula approach. Discrete Dyn. Nat. Soc. 2022, 8901180 (2022) https://doi.org/10.1155/2022/8901180 [Google Scholar]
  12. Y. Chi, W. Hao, A horserace of volatility models for cryptocurrency: Evidence from bitcoin spot and option markets. arXiv preprint arXiv:2010.07402 (2020) [Google Scholar]
  13. K. Khan, J. Sun, S.D. Koseoglu, A.U. Rehman, Revisiting bitcoin price behavior under global economic uncertainty. SAGE Open 11, 21582440211040411 (2021) https://doi.org/10.1177/21582440211040411 [Google Scholar]

Current usage metrics show cumulative count of Article Views (full-text article views including HTML views, PDF and ePub downloads, according to the available data) and Abstracts Views on Vision4Press platform.

Data correspond to usage on the plateform after 2015. The current usage metrics is available 48-96 hours after online publication and is updated daily on week days.

Initial download of the metrics may take a while.