This study examines the relationship between geopolitical risk, energy price and BTCs. The study further investigate the co-movement between these mentioned variables to investigate the co-movement between geopolitical risk, energy price and BTCs in extreme market conditions. Previous studies have focused on the impact of geopolitical risk on the volatility and risk premium of BTC investment. However, Very limited studies have focused on integrating BTC as an extension of the mix of geopolitical risk on the co-movement with energy price.
|Publication status||Accepted/In press - 18 Oct 2021|
|Event||International Congress of Energy, Economy and Security 2021 - |
Duration: 13 Nov 2021 → 14 Nov 2021
|Conference||International Congress of Energy, Economy and Security 2021|
|Period||13/11/21 → 14/11/21|