On the Dynamics of Solid, Liquid and Digital Gold Futures

This paper examines the determinants of the volatility of futures prices and basis for three commodities: gold, oil and bitcoin -- often dubbed solid, liquid and digital gold -- by using contract-by-contract analysis which has been previously applied to crude oil futures volatility investigations. B...

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Veröffentlicht in:	arXiv.org 2022-02
Hauptverfasser:	Matsui, Toshiko, Al-Ali, Ali, Knottenbelt, William J
Format:	Artikel
Sprache:	eng
Schlagworte:	Digital currencies Gold Pricing Quantitative Finance - Risk Management Volatility
Online-Zugang:	Volltext
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