1. Forecasting cryptocurrency volatility: a novel framework based on the evolving multiscale graph neural network. (2025). Zhou, Yang ; Xie, Chi ; Zhu, You ; Gong, Jue ; Wang, Gang-Jin.
   In: Financial Innovation.
   RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-025-00768-x.

   Full description at Econpapers || Download paper

2. Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. (2025). Junttila, Juha ; Hasan, Md Bokhtiar ; Hossain, Md Naiem ; Rabbani, Mustafa Raza ; Uddin, Gazi Salah.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-022-04876-0.

   Full description at Econpapers || Download paper

3. Unveiling Inter-Market Reactions to Different Asset Classes/Commodities Pre- and Post-COVID-19: An Exploratory Qualitative Study. (2025). Bannerjee, Siddhartha S ; Pillai, Rekha ; Mohsen, Mujeeb Saif ; Tabash, Mosab I.
   In: Economies.
   RePEc:gam:jecomi:v:13:y:2025:i:3:p:66-:d:1604781.

   Full description at Econpapers || Download paper

4. Green bond underwriting, financial openness, and profitability of commercial banks. (2025). Chen, Gaohui ; Zhou, Tao ; Su, Yuxin ; Yang, Tingting ; Ding, Jie.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:99:y:2025:i:c:s1057521924008329.

   Full description at Econpapers || Download paper

5. Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Ştefan ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8.

   Full description at Econpapers || Download paper

6. Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models. (2024). Shahzad, Umer ; Tiwari, Sunil ; Mahendru, Mandeep ; Cheng, Jiyang ; Khaled, Djebbouri.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:198:y:2024:i:c:s0040162523006236.

   Full description at Econpapers || Download paper

7. Cryptocurrency volatility: A review, synthesis, and research agenda. (2024). Kumar, Satish ; Ahmed, Mohamed Shaker ; Al-Maghyereh, Aktham I ; El-Masry, Ahmed A.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002654.

   Full description at Econpapers || Download paper

8. Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars. (2024). Karimi, Mohammad Sharif ; Zeinedini, Shabnam ; Falahati, Ali ; Khanzadi, Azad.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:99:y:2024:i:c:s0301420724007724.

   Full description at Econpapers || Download paper

9. Oil shocks and currency behavior: A dual approach to digital and traditional currencies. (2024). ben Zaied, Younes ; Yaqoob, Tanzeela ; Afshan, Sahar ; Mishra, Sibanjan.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000747.

   Full description at Econpapers || Download paper

10. Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

    Full description at Econpapers || Download paper

11. Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
    In: Energy Economics.
    RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280.

    Full description at Econpapers || Download paper

12. Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

    Full description at Econpapers || Download paper

13. The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities. (2024). Guliyev, Taghi ; Aliyev, Khatai ; Ahmadova, Aysu.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-01-29.

    Full description at Econpapers || Download paper

14. Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies. (2024). Kushwah, Silky Vigg ; Hundal, Shab ; Goel, Payal.
    In: International Journal of Economics and Financial Issues.
    RePEc:eco:journ1:2024-03-16.

    Full description at Econpapers || Download paper

15. Review of deep learning models for crypto price prediction: implementation and evaluation. (2024). Zhang, Xinyi ; Chandra, Rohtiash ; Wu, Jingyang ; Zhou, Haochen ; Huang, Fangyixuan.
    In: Papers.
    RePEc:arx:papers:2405.11431.

    Full description at Econpapers || Download paper

16. Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Wang, Jiqian ; Ma, Feng ; Bouri, Elie.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

    Full description at Econpapers || Download paper

17. Covid-19 impact on financial growth and guidelines for green recovery in BRICS: fresh insights from econometric analysis. (2023). Huang, Xiaodong ; Lei, Chang.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09460-x.

    Full description at Econpapers || Download paper

18. How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?. (2023). ben Nouir, Jihed ; ben Haj, Hayet.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001957.

    Full description at Econpapers || Download paper

19. The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching. (2023). Tang, Yusui ; Ma, Feng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:83:y:2023:i:c:s0301420723003239.

    Full description at Econpapers || Download paper

20. Oil price and the Bitcoin market. (2023). Salisu, Afees ; Vo, Xuan Vinh ; Ndako, Umar B.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001459.

    Full description at Econpapers || Download paper

21. The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Hasan, Mohammad Maruf ; Du, Fang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645.

    Full description at Econpapers || Download paper

22. Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments. (2023). Hanif, Waqas ; Duc, Toan Luu ; Pham, Linh.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000868.

    Full description at Econpapers || Download paper

23. The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach. (2023). Wang, Ziyao ; Xia, Yufei ; He, Lingyun ; Sang, Chong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005682.

    Full description at Econpapers || Download paper

24. Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks. (2023). Yarovaya, Larisa ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Abrar, Afsheen ; Shah, Adil Ahmad.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002855.

    Full description at Econpapers || Download paper

25. Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries. (2023). Wang, Gang-Jin ; Uddin, Gazi ; Naifar, Nader ; Elsayed, Ahmed.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001187.

    Full description at Econpapers || Download paper

26. Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach. (2023). Bahou, Younes ; Zaghdoudi, Taha ; Kammoun, Niazi ; Maaloul, Mohamed Hedi ; Tissaoui, Kais.
    In: Energy.
    RePEc:eee:energy:v:285:y:2023:i:c:s0360544223028104.

    Full description at Econpapers || Download paper

27. The COVID-19 Crisis and Interaction between the JSE, Real Estate, Energy, Commodity and Cryptocurrency Markets. (2022). Muzindutsi, Paul-Francois ; Aboluwodi, Damilola ; Nomlala, Bomi.
    In: Journal of Economics and Financial Analysis.
    RePEc:trp:01jefa:jefa0055.

    Full description at Econpapers || Download paper

28. Green Bonds and Commodities: A New Asymmetric Sustainable Relationship. (2022). Ghosh, Bikramaditya ; Tsagkanos, Athanasios ; Sharma, Aarzoo.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:11:p:6852-:d:831284.

    Full description at Econpapers || Download paper

29. A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content. (2022). Pieiro-Chousa, Juan ; Gonzalez-Lopez, Isaac ; Lopez-Cabarcos, Angeles M ; Sevic, Aleksandar.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:181:y:2022:i:c:s0040162522002669.

    Full description at Econpapers || Download paper

30. Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model. (2022). Giannellis, Nikolaos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001878.

    Full description at Econpapers || Download paper

31. Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective. (2022). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004893.

    Full description at Econpapers || Download paper

32. Can Digital Currencies Serve as Safe Havens in the Post-Covid Era?. (2022). Adom, Dsir A.
    In: Business, Management and Economics Research.
    RePEc:arp:bmerar:2022:p:17-27.

    Full description at Econpapers || Download paper

33. Cryptocurrency price volatility and investor attention. (2021). al Guindy, Mohamed.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:556-570.

    Full description at Econpapers || Download paper

34. Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Jareño, Francisco ; Lopez, Raquel ; De, Maria ; Jareo, Francisco ; Ramos, Ana Rosa.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002920.

    Full description at Econpapers || Download paper

1. Akyildirim, E. ; Corbet, S. ; Lucey, B. ; Sensoy, A. ; Yarovaya, L. The relationship between implied volatility and cryptocurrency returns. 2020 Finance Research Letters. 33 101212-

2. Alkhazali, O.M. ; Bouri, E. ; Roubaud, D. The impact of positive and negative macroeconomic news surprises: Gold versus Bitcoin. 2018 Economics Bulletin. 38 373-382

3. Ardia, D. ; Bluteau, K. ; Rüede, M. Regime changes in Bitcoin GARCH volatility dynamics. 2019 Finance Research Letters. 29 266-271

4. Aruoba, S.B. ; Diebold, F.X. ; Scotti, C. Real-time measurement of business conditions. 2009 Journal of Business & Economic Statistics. 27 417-427

5. Baker, S.R. ; Bloom, N. ; Davis, S.J. Measuring economic policy uncertainty. 2016 Quarterly Journal of Economics. 131 1593-1636

6. Bariviera, A.F. ; Basgall, M.J. ; Hasperue, W. ; Naiouf, M. Some stylized facts of the Bitcoin market. 2017 Physica A: Statistical Mechanics and its Applications. 484 82-90

7. Bodenstein, M. ; Guerrieri, L. ; Kilian, L. Monetary policy responses to oil price fluctuations. 2012 IMF Economic Review. 60 470-504

8. Bollerslev, T. Generalized autoregressive conditional heteroskedasticity. 1986 Journal of Econometrics. 31 307-327

9. Bouoiyour, J. ; Selmi, R. What does Bitcoin look like?. 2015 Annals of Economics and Finance. 16 449-492

10. Bouoiyour, J. ; Selmi, R. ; Tiwari, A.K. ; Olayeni, O.R. What drives Bitcoin price?. 2016 Economics Bulletin. 36 843-850

11. Bouri, E. ; Azzi, G. ; Dyhrberg, A.H. On the return-volatility relationship in the Bitcoin market around the price crash of 2013. Economics: The Open-Access,. 2017 Open-Assessment E-Journal. 41 1-16

12. Bouri, E. ; Gupta, R. ; Roubaud, D. Herding behaviour in cryptocurrencies. 2019 Finance Research Letters. 29 216-221

13. Bouri, E. ; Jalkh, N. ; Molnár, P. ; Roubaud, D. Bitcoin for energy commodities before and after the December 2013 crash: Diversifier, hedge or safe haven?. 2017 Applied Economics. 49 5063-5073

14. Bouri, E. ; Lau, C.K. ; Lucey, B.M. ; Roubaud, D. Trading volume and the predictability of return and volatility in the cryptocurrency market. 2019 Finance Research Letters. 29 340-346

15. Bouri, E. ; Molnar, P. ; Azzi, G. ; Roubaud, D. ; Hagfors, L.I. On the hedge and safe haven properties of Bitcoin: Is it really more than a diversifier?. 2017 Finance Research Letters. 20 192-198

16. Bouri, E. ; Shahzad, S.J. ; Roubaud, D. Co-explosivity in the cryptocurrency market. 2019 Finance Research Letters. 29 178-183

17. Bouri, E. ; Shahzad, S.J. ; Roubaud, D. ; Kristoufek, L. ; Lucey, B. Bitcoin, gold, and commodities as safe havens for stocks: New insight through wavelet analysis. 2020 The Quarterly Review of Economics and Finance. 77 156-164

18. Cerqueti, R. ; Giacalone, M. ; Mattera, R. Skewed non-Gaussian GARCH models for cryptocurrencies volatility modelling. 2020 Information Sciences. 527 1-26

19. Chaim, P. ; Laurini, M.P. Volatility and return jumps in bitcoin. 2018 Economics Letters. 173 158-163

20. Cheah, E. ; Fry, J. Speculative bubbles in bitcoin markets? An empirical investigation into the fundamental value of bitcoin. 2015 Economics Letters. 130 32-36

21. Cheikh, N.B. ; Zaied, Y.B. ; Chevallier, J. Asymmetric volatility in cryptocurrency markets: New evidence from smooth transition GARCH models. 2020 Finance Research Letters. 35 101293-

22. Chen, W. ; Hamori, S. ; Kinkyo, T. Macroeconomic impacts of oil prices and underlying financial shocks. Journal of International Financial Markets. 2014 Institutions and Money. 29 1-12

23. Chiang, I.E. ; Hughen, W.K. ; Sagi, J.S. Estimating oil risk factors using information from equity and derivatives markets. 2015 The Journal of Finance. 70 769-804

24. Chowdhury, A. Is bitcoin the “paris hilton” of the currency world? Or are the early investors onto something that will make them rich?. 2016 Journal of Investing. 25 64-72
    Paper not yet in RePEc: Add citation now
    

25. Christoffersen, P. ; Pan, X. Oil volatility risk and expected stock returns. 2018 Journal of Banking & Finance. 95 5-26

26. Ciaian, P. ; Rajcaniova, M. ; Kancs, D.A. The economics of BitCoin price formation. 2016 Applied Economics. 48 1799-1815

27. Conrad, C. ; Custovic, A. ; Ghysels, E. Long- and short-term cryptocurrency volatility components: A GARCH-MIDAS analysis. 2018 Journal of Risk and Financial Management. 11 1-12

28. Corbet, S. ; Lucey, B.M. ; Yarovaya, L. Datestamping the bitcoin and Ethereum bubbles. 2017 Finance Research Letters. 26 81-88
    Paper not yet in RePEc: Add citation now
    

29. Corbet, S. ; Meegan, A. ; Larkin, C.J. ; Lucey, B.M. ; Yarovaya, L. Exploring the dynamic relationships between cryptocurrencies and other financial assets. 2018 Economics Letters. 165 28-34

30. Demir, E. ; Gozgor, G. ; Lau, C.K. ; Vigne, S.A. Does economic policy uncertainty predict the bitcoin returns? An empirical investigation. 2018 Finance Research Letters. 26 145-149

31. Dyhrberg, A.H. Bitcoin, gold and the dollar – a GARCH volatility analysis. 2016 Finance Research Letters. 16 85-92
    Paper not yet in RePEc: Add citation now
    

32. Engle, R.F. ; Ghysels, E. ; Sohn, B. Stock market volatility and macroeconomic fundamentals. 2013 The Review of Economics and Statistics. 95 776-797

33. Fang, L. ; Bouri, E. ; Gupta, R. ; Roubaud, D. Does global economic uncertainty matter for the volatility and hedging effectiveness of Bitcoin. 2019 International Review of Financial Analysis. 61 29-36

34. Fang, T. ; Su, Z. ; Yin, L. Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility. 2020 International Review of Financial Analysis. 71 101566-

35. Ferson, W.E. ; Harvey, C.R. The risk and predictability of international equity returns. 1993 Review of Financial Studies. 6 527-566

36. Fry, J. ; Cheah, E.T. Negative bubbles and shocks in cryptocurrency markets. 2016 International Review of Financial Analysis. 47 343-352

37. Ghysels, E. ; Sinko, A. ; Valkanov, R. MIDAS regressions: Further results and new directions. 2007 Econometric Reviews. 26 53-90

38. Guo, H. ; Wang, K. ; Zhou, H. Good jumps, bad jumps, and conditional equity premium. Asian Finance Association (AsianFA) Conference Paper. 2014 :
    Paper not yet in RePEc: Add citation now
    

39. He, Z. ; Kelly, B. ; Manela, A. Intermediary asset pricing: New evidence from many asset classes. 2017 Journal of Financial Economics. 126 1-35

40. Herwartz, H. ; Plödt, M. The macroeconomic effects of oil price shocks: Evidence from a statistical identification approach. 2016 Journal of International Money and Finance. 61 30-44

41. Ji, Q. ; Bouri, E. ; Kristoufek, L. ; Lucey, B. Realised volatility connectedness among Bitcoin exchange markets. Finance Research Letters, 101391. 2019 :
    Paper not yet in RePEc: Add citation now
    

42. Ji, Q. ; Bouri, E. ; Lau, C.K. ; Roubaud, D. Dynamic connectedness and integration in cryptocurrency markets. 2019 International Review of Financial Analysis. 63 257-272

43. Jurado, K. ; Ludvigson, S.C. ; Ng, S. Measuring uncertainty. 2015 The American Economic Review. 105 1177-1216

44. Katsiampa, P. Volatility estimation for bitcoin: A comparison of GARCH models. 2017 Economics Letters. 158 3-6

45. Kellogg, R. The effect of uncertainty on investment: Evidence from Texas oil drilling. 2014 The American Economic Review. 104 1698-1734

46. Kilian, L. Not all oil price shocks are alike: Disentangling demand and supply shocks in the crude oil market. 2009 The American Economic Review. 99 1053-1069

47. Kilian, L. The economic effects of energy price shocks. 2008 Journal of Economic Literature. 46 871-909

48. Kilian, L. ; Lewis, L.T. Does the Fed respond to oil price shocks. 2011 Economic Journal. 121 1047-1072

49. Klein, T. ; Thu, H.P. ; Walther, T. Bitcoin is not the New Gold – a comparison of volatility, correlation, and portfolio performance. 2018 International Review of Financial Analysis. 105-116

50. Köchling, G. ; Schmidtke, P. ; Posch, P.N. Volatility forecasting accuracy for Bitcoin. 2020 Economics Letters. 191 108836-

51. Ludvigson, S.C. ; Ma, S. ; Ng, S. Uncertainty and business cycles: Exogenous impulse or endogenous response?. 2015 National Bureau of Economic Research:

52. Mensi, W. ; Sensoy, A. ; Aslan, A. ; Kang, S.H. High-frequency asymmetric volatility connectedness between Bitcoin and major precious metals markets. 2019 The North American Journal of Economics and Finance. 50 101031-

53. Ober, M. ; Katzenbeisser, S. ; Hamacher, K. Structure and anonymity of the Bitcoin transaction graph. 2013 Future Internet. 5 237-250
    Paper not yet in RePEc: Add citation now
    

54. Pan, Z. ; Wang, Y. ; Wu, C. ; Yin, L. Oil price volatility and macroeconomic fundamentals: A regime switching GARCH-MIDAS model. 2017 Journal of Empirical Finance. 43 130-142

55. Polasik, M. ; Piotrowska, A. ; Wisniewski, T.P. ; Kotkowski, R. ; Lightfoot, G. Price fluctuations and the use of Bitcoin: An empirical inquiry. 2015 International Journal of Electronic Commerce. 20 9-49
    Paper not yet in RePEc: Add citation now
    

56. Selmi, R. ; Mensi, W. ; Hammoudeh, S. ; Bouoiyour, J. Is bitcoin a hedge, a safe haven or diversifier for oil price movements? A comparison with gold. 2018 Energy Economics. 74 787-801

57. Symitsi, E. ; Chalvatzis, K. The economic value of bitcoin: A portfolio analysis of currencies, gold, oil and stocks. 2019 Research in International Business and Finance. 48 97-110

58. Troster, V. ; Tiwari, A.K. ; Shahbaz, M. ; Macedo, D.N. Bitcoin returns and risk: A general GARCH and GAS analysis. 2019 Finance Research Letters. 30 187-193

59. Van Robays, I. Macroeconomic uncertainty and oil price volatility. 2016 Oxford Bulletin of Economics & Statistics. 78 671-693

60. van Wijk, D. What can be expected from the BitCoin. 2013 Erasmus Universiteit Rotterdam:
    Paper not yet in RePEc: Add citation now
    

61. Venter, P.J. ; Maré, E. GARCH generated volatility indices of bitcoin and CRIX. 2020 Journal of Risk and Financial Management. 13 121-

62. Walther, T. ; Klein, T. ; Bouri, E. Exogenous drivers of Bitcoin and Cryptocurrency volatility – a mixed data sampling approach to forecasting. Journal of International Financial Markets. 2019 Institutions and Money. 63 101133-

63. Wilson, M.G. ; Yelowitz, A. Characteristics of Bitcoin users: An analysis of Google search data. 2015 Applied Economics Letters. 22 1030-1036

64. Yin, L. ; Nie, J. ; Han, L. Intermediary asset pricing in commodity futures returns. 2020 Journal of Futures Markets. 40 1711-1730

1. Balanced Funds in India Amid COVID-19 Crisis: Spreader of Financial Contagion?. (2024). Sinha, Pankaj ; Malhotra, Priya.
   In: IIM Kozhikode Society & Management Review.
   RePEc:sae:iimkoz:v:13:y:2024:i:1:p:7-24.

   Full description at Econpapers || Download paper

2. Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

   Full description at Econpapers || Download paper

3. The asymmetric relationships between the Bitcoin futures’ return, volatility, and trading volume. (2024). Kao, Yu-Sheng ; Ku, Yu-Cheng ; Zhao, Kai ; Chuang, Hwei-Lin.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:524-542.

   Full description at Econpapers || Download paper

4. Navigating the storm: Time-frequency quantile dependence and non-linear causality between crypto-currency market volatility and financial instability. (2024). Chaâbane, Najeh ; Bouzouita, Nesrine ; Chaabane, Najeh ; Gaies, Brahim.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:93:y:2024:i:c:p:43-70.

   Full description at Econpapers || Download paper

5. Liquidity dynamics between virtual and equity markets. (2024). Huang, Sherena S.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001853.

   Full description at Econpapers || Download paper

6. Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective. (2024). Choudhary, Sangita ; Biswal, Pratap Chandra ; Jain, Anshul.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002502.

   Full description at Econpapers || Download paper

7. Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?. (2023). Guo, Yangli ; Wang, Jiqian ; Ma, Feng ; Bouri, Elie.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:42:y:2023:i:4:p:970-988.

   Full description at Econpapers || Download paper

8. Between financial and algorithmic dynamics of cryptocurrencies: An exploratory study. (2023). Nguyen, Canh ; Ling, Felicia Hui ; Schinckus, Christophe.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:3:p:3055-3070.

   Full description at Econpapers || Download paper

9. Exploring the asymmetric effect of COVID-19 pandemic news on the cryptocurrency market: evidence from nonlinear autoregressive distributed lag approach and frequency domain causality. (2023). Gherghina, Ştefan ; Simionescu, Liliana Nicoleta.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00430-w.

   Full description at Econpapers || Download paper

10. Risk Connectedness Between Green and Conventional Assets with Portfolio Implications. (2023). Tiwari, Aviral ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Computational Economics.
    RePEc:kap:compec:v:62:y:2023:i:2:d:10.1007_s10614-022-10296-w.

    Full description at Econpapers || Download paper

11. The impact of central bank digital currency variation on firms implied volatility. (2023). Lee, Chien-Chiang ; Chen, Wen-Ling ; Hsieh, Hsin-Yi ; Wang, Chih-Wei.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531923000041.

    Full description at Econpapers || Download paper

12. The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317.

    Full description at Econpapers || Download paper

13. Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Gambarelli, Luca ; Marchi, Gianluca.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252.

    Full description at Econpapers || Download paper

14. Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty. (2023). Yu, Jize ; Jin, Daxiang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008929.

    Full description at Econpapers || Download paper

15. Volatility connectedness between global COVOL and major international volatility indices. (2023). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004841.

    Full description at Econpapers || Download paper

16. Machine learning approaches to forecasting cryptocurrency volatility: Considering internal and external determinants. (2023). Wang, Yijun ; Andreeva, Galina ; Martin-Barragan, Belen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004301.

    Full description at Econpapers || Download paper

17. On the topology of cryptocurrency markets. (2023). Rudkin, Simon ; Dotko, Pawe.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002752.

    Full description at Econpapers || Download paper

18. Speculation or currency? Multi-scale analysis of cryptocurrencies—The case of Bitcoin. (2023). Hong, Yongmiao ; Sun, Yuying ; Wang, Shouyang ; Duan, Hongbo ; Zhang, Dingxuan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002168.

    Full description at Econpapers || Download paper

19. Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Rehman, Mohd Ziaur.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

    Full description at Econpapers || Download paper

20. The dark side of Bitcoin: Do Emerging Asian Islamic markets help subdue the ethical risk?. (2023). lucey, brian ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000383.

    Full description at Econpapers || Download paper

21. Predictability of crypto returns: The impact of trading behavior. (2023). Dunbar, Kwamie ; Owusu-Amoako, Johnson.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266.

    Full description at Econpapers || Download paper

22. Comparing cryptocurrencies and gold - a system-GARCH-approach. (2022). Klose, Jens.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:12:y:2022:i:4:d:10.1007_s40822-022-00218-4.

    Full description at Econpapers || Download paper

23. The Effects of Central Bank Digital Currencies News on Financial Markets. (2022). Yarovaya, Larisa ; lucey, brian ; Wang, Yizhi ; Vigne, Samuel A.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:180:y:2022:i:c:s0040162522002414.

    Full description at Econpapers || Download paper

24. Do financial volatilities mitigate the risk of cryptocurrency indexes?. (2022). lucey, brian ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Ghafoor, Abdul.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004111.

    Full description at Econpapers || Download paper

25. The cryptocurrency uncertainty index. (2022). Yarovaya, Larisa ; lucey, brian ; Wang, Yizhi ; Vigne, Samuel A.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002282.

    Full description at Econpapers || Download paper

26. Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin. (2022). Kumar, Satish ; Corbet, Shaen ; Yadav, Miklesh Prasad ; Malik, Kunjana ; Goodell, John W ; Sharma, Sudhi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003295.

    Full description at Econpapers || Download paper

27. Investor attention in cryptocurrency markets. (2022). Smales, Lee.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s105752192100288x.

    Full description at Econpapers || Download paper

28. Investor sentiment and Bitcoin relationship: A quantile-based analysis. (2022). Mokni, Khaled ; Nakhli, Mohamed Sahbi ; Bouteska, Ahmed.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000171.

    Full description at Econpapers || Download paper

29. Lottery-like preferences and the MAX effect in the cryptocurrency market. (2021). Sensoy, Ahmet ; Ozdamar, Melisa ; Akdeniz, Levent.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00291-9.

    Full description at Econpapers || Download paper

30. Cryptocurrencies and Gold - Similarities and Differences. (2021). Klose, Jens.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202128.

    Full description at Econpapers || Download paper

31. Long and short-term impacts of regulation in the cryptocurrency market. (2021). Chokor, Ahmad ; Alfieri, Elise.
    In: Post-Print.
    RePEc:hal:journl:hal-03275473.

    Full description at Econpapers || Download paper

32. A Survey on Volatility Fluctuations in the Decentralized Cryptocurrency Financial Assets. (2021). Kyriazis, Nikolaos A.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:293-:d:582208.

    Full description at Econpapers || Download paper

33. Cryptocurrency price volatility and investor attention. (2021). al Guindy, Mohamed.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:76:y:2021:i:c:p:556-570.

    Full description at Econpapers || Download paper

34. Do higher-order realized moments matter for cryptocurrency returns?. (2021). Ahmed, Walid ; al Mafrachi, Mustafa.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:483-499.

    Full description at Econpapers || Download paper

35. Understanding cryptocurrency volatility: The role of oil market shocks. (2021). Yin, Libo ; Han, Liyan ; Nie, Jing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:72:y:2021:i:c:p:233-253.

    Full description at Econpapers || Download paper

36. Long and short-term impacts of regulation in the cryptocurrency market. (2021). Alfieri, Elise ; Chokor, Ahmad.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:81:y:2021:i:c:p:157-173.

    Full description at Econpapers || Download paper

37. The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets. (2021). Yarovaya, Larisa ; Matkovskyy, Roman ; Jalan, Akanksha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121000408.

    Full description at Econpapers || Download paper

38. Does cryptocurrency pricing response to regulatory intervention depend on underlying blockchain architecture?. (2021). lucey, brian ; Larkin, Charles ; Corbet, Shaen ; Meegan, Andrew.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301645.

    Full description at Econpapers || Download paper

39. Does blockchain patent-development influence Bitcoin risk?. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:70:y:2021:i:c:s1042443120301475.

    Full description at Econpapers || Download paper

40. On cryptocurrencies as an independent asset class: Long-horizon and COVID-19 pandemic era decoupling from global sentiments. (2021). Sifat, Imtiaz.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000945.

    Full description at Econpapers || Download paper

41. Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic. (2021). Oxley, Les ; lucey, brian ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320305134.

    Full description at Econpapers || Download paper

42. How cryptocurrency affects economy? A network analysis using bibliometric methods. (2021). Yue, Yao ; Li, Xuerong ; Wang, Shouyang ; Zhang, Dingxuan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001976.

    Full description at Econpapers || Download paper

43. Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China. (2021). Wong, Wing-Keung ; van Hoang, Thi Hong ; Ly, Sel ; Lu, Richard ; Pho, Kim Hung.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s105752192100017x.

    Full description at Econpapers || Download paper

44. Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). Ahmed, Walid.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188.

    Full description at Econpapers || Download paper

45. Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic. (2020). Oxley, Les ; lucey, brian ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Working Papers in Economics.
    RePEc:wai:econwp:20/04.

    Full description at Econpapers || Download paper

46. Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning. (2020). Uddin, Gazi ; Corbet, Shaen ; Cepni, Oguzhan ; Akyildirim, Erdinc.
    In: Working Papers.
    RePEc:hhs:cbsnow:2020_020.

    Full description at Econpapers || Download paper

47. Cryptocurrency reaction to FOMC Announcements: Evidence of heterogeneity based on blockchain stack position. (2020). Yarovaya, Larisa ; lucey, brian ; Larkin, Charles ; Corbet, Shaen ; Meegan, Andrew.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:46:y:2020:i:c:s1572308919306576.

    Full description at Econpapers || Download paper

48. Tail dependence in the return-volume of leading cryptocurrencies. (2020). Roubaud, David ; Bouri, Elie ; Naeem, Muhammad ; Boako, Gideon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:36:y:2020:i:c:s1544612319306087.

    Full description at Econpapers || Download paper

49. Rough volatility of Bitcoin. (2020). Takaishi, Tetsuya.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:32:y:2020:i:c:s154461231930337x.

    Full description at Econpapers || Download paper

50. Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy. (2020). Lin, Boqiang ; Okorie, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300426.

    Full description at Econpapers || Download paper

Report date: 2025-09-22 12:58:16 || Missing content? Let us know