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2020, vol. 66, br. 3, str. 73-80
Testiranje kauzalnosti između Bitcoina i cene zlata na svetskom tržištu primenom Grangerovog testa
Business applied studies Academy, Belgrade

e-adresabelosevic.sanja@yahoo.com
Ključne reči: the Granger causality test; Bitcoin; VAR model; VECM model
Sažetak
U radu se ispituje kauzalna veza u Grengerovom smislu između kretanja cene Bitcoina i cene zlata na gloalnom finansijskom tržiđtu kako bi se odgovorilo na pitanje da li je moguće predvideti kretanje cene Bitcoina na osnovu kretanja cene zlata na svetskom tržištu, ali i obratno. Istraživanje je sprovedeno u periodu d 1 januara 2019. Godine do 1. decembra 2019. Godine. U istraživanju je korišćen Grengerov testa kauzalnosti (1969). Rezultati istraživanja pokazuju da istorijskim podaci o kretanju cene zlata na svetskom tržištu ne mogu da se koriste za predviđanje promena u vrednosti i ceni Bitcoina. Sa druge strane, rezultati istraživanja ukazuju da je moguća pouzdana primena istorijskih podataka o kretanju vrednosti i cene Bitcoina za predviđanje cene zlata.
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O članku

jezik rada: engleski
vrsta rada: originalan članak
DOI: 10.5937/ekonomika2003073D
primljen: 22.05.2020.
prihvaćen: 08.07.2020.
objavljen u SCIndeksu: 07.11.2020.
Creative Commons License 4.0

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