@article{selmi:hal-01879667, TITLE = {{Is Bitcoin a hedge, a safe haven or a diversifier for oil price movements? A comparison with gold}}, AUTHOR = {Selmi, Refk and Mensi, Walid and Hammoudeh, Shawkat and Bouoiyour, Jamal}, URL = {https://univ-pau.hal.science/hal-01879667}, JOURNAL = {{Energy Economics}}, PUBLISHER = {{Elsevier}}, VOLUME = {74}, PAGES = {787-801}, YEAR = {2018}, MONTH = Aug, DOI = {10.1016/j.eneco.2018.07.007}, KEYWORDS = {Oil ; Bitcoin and gold ; Diversifier ; hedge and safe haven ; Quantile-on-quantile regression ; CoVaR}, HAL_ID = {hal-01879667}, HAL_VERSION = {v1}, }