Abstract:PurposeThe aim of this research is to explore multiscale hedging strategies among cryptocurrencies, commodities, and GCC stocks. Particularly, this is done by evaluating the connectedness among these asset classes covering a period with COVID-19 implications. Using the wavelet approach, the present study aims to recommend whether there exist different time horizon-based hedging abilities across the asset classes.Design/methodology/approachThe approach used in this study is a multiscale decomposition of time se… Show more
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