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Table 1 Descriptive statistics

From: Take Bitcoin into your portfolio: a novel ensemble portfolio optimization framework for broad commodity assets

Commodities

Count

Mean

SD

Skewness

Kurtosis

ADF test

Stock

1797

228.17

45.32

0.32

2.12

 − 0.272

Wheat

1797

523.26

89.63

0.92

3.04

 − 2.853*

Crude oil

1797

64.95

21.34

0.69

2.14

 − 1.476

Gold

1797

1351.13

113.52

0.43

3.18

 − 2.566

Bitcoin

1797

3037.68

3771.70

1.24

3.66

 − 1.127

  1. *Statistical significance at the 10% level