Accepted Manuscript Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal Khamis Hamed Al-Yahyaee, Walid Mensi, Idries Mohammad Wanas Al-Jarrah, Atef Hamdi, Sang Hoon Kang PII: S1062-9408(18)30443-1 DOI: https://doi.org/10.1016/j.najef.2019.04.001 Reference: ECOFIN 958 To appear in: North American Journal of Economics & Finance Received Date: 26 August 2018 Revised Date: 30 March 2019 Accepted Date: 1 April 2019 Please cite this article as: K.H. Al-Yahyaee, W. Mensi, I.M.W. Al-Jarrah, A. Hamdi, S.H. Kang, Volatility forecasting, downside risk, and diversification benefits of Bitcoin and oil and international commodity markets: A comparative analysis with yellow metal, North American Journal of Economics & Finance (2019), doi: https:// doi.org/10.1016/j.najef.2019.04.001 This is a PDF file of an unedited manuscript that has been accepted for publication. As a service to our customers we are providing this early version of the manuscript. The manuscript will undergo copyediting, typesetting, and review of the resulting proof before it is published in its final form. Please note that during the production process errors may be discovered which could affect the content, and all legal disclaimers that apply to the journal pertain.