Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability

Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability

In this paper, we mainly investigate three variables from the price volatility point of view: Brent crude oil, S&P500 and Bitcoin (BTCUSD), aiming to underline the impact of price volatility. Brent crude oil accounts for two-thirds of the oil market. Its price volatility has a significant...

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Bibliographic Details
Main Authors: Adela Bara, Irina Alexandra Georgescu, Simona-Vasilica Oprea, Marian Pompiliu Cristescu
Format: Article
Language:English
Published: IEEE 2024-01-01
Series:IEEE Access
Subjects:
Backtesting
Bitcoin
Brent crude oil
GARCH model
price volatility
S&P500
Online Access:https://ieeexplore.ieee.org/document/10445256/
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https://ieeexplore.ieee.org/document/10445256/

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