Work

How Safe Are the Safe Haven Assets? Insights From a Novel Cross-Frequency Analysis

Year: 2025

Type: article

Abstract: This study examines the safe haven properties of Bitcoin and Gold in relation to crude oil price fluctuations using a method that incorporates cross-frequency information spillover. The findings indicate that both Bitcoin and Gold exhibit cross-frequency safe haven properties. The results suggest that gold is a more effective safe haven asset. The identification of cross-frequency safe haven properties highlights the importance of developing diverse portfolio management strategies while considering potential cross-frequency information spillover.

Source: Energy RESEARCH LETTERS

DOI: 10.46557/001c.138282

Authors: Anoop S Kumar, Anandarao Suvvari, K Hafsal

Institutions: Indian Institute of Technology Goa, Madras Institute of Development Studies

Language: English

Topic: Market Dynamics and Volatility

Subfield: Economics and Econometrics

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: diamond

OpenAlex ID: W4412374207

FWCI: 0.952

Cites: 22

Cited by: 1

Related to: 10