Federal finance and statistics / Central Bank of Nigeria

A Comparative Analysis of Hedging and Safe-Haven Properties of Cryptocurrencies and Commodities

This paper examines the hedging and safe-haven properties of cryptocurrencies (stablecoins, non-stablecoins), and commodities (gold and crude oil) and compares the hedging and safe-haven properties of cryptocurrencies and commodities using daily closing prices from January 2018 to December 2024. The study adopts dynamic conditional correlation (DCC) model to generate dynamic correlations and estimate dummy variable regressions to test the hedging and safe-haven features of the instruments | Keywords: Cryptocurrencies, crude oil, gold, hedging instrument, safe-haven asset, stablecoins, non-stab…

No file is held for this record yet. The catalogue entry and the link to where it was published are kept.

Source	Central Bank of Nigeria
Collection	Federal finance and statistics
Kind	Document
Publisher	Central Bank of Nigeria
Date	2026-02-17
Type	document
Found at	https://www.cbn.gov.ng/api/GetAllDocuments
Archived copy	Look it up in the Wayback Machine
Record ID	`cbn:cbn:95b09e8b230c62bd`

Cite this record

A Comparative Analysis of Hedging and Safe-Haven Properties of Cryptocurrencies and Commodities. Central Bank of Nigeria, 2026. Vero Archive, record cbn:cbn:95b09e8b230c62bd.