Green cryptocurrencies and portfolio diversification in the era of greener paths

F Ali, MU Khurram, A Sensoy, XV Vo - Renewable and Sustainable Energy …, 2024 - Elsevier
The shift towards cleaner fuels from hydrocarbons has influenced nearly all market types
and asset classes, and cryptocurrencies are no exception. The complex mechanism of …

[HTML][HTML] Economic policy uncertainty and cryptocurrency market as a risk management avenue: A systematic review

IU Haq, A Maneengam, S Chupradit, W Suksatan… - Risks, 2021 - mdpi.com
Cryptocurrency literature is increasing rapidly nowadays. Particularly, the role of the
cryptocurrency market as a risk management avenue has got the attention of researchers …

Anatomy of a Stablecoin's failure: The Terra-Luna case

A Briola, D Vidal-Tomás, Y Wang, T Aste - Finance Research Letters, 2023 - Elsevier
We quantitatively describe the main events that led to the Terra project's failure in May 2022.
We first review, in a systematic way, news from heterogeneous social media sources; we …

Are Bitcoin and Ethereum safe-havens for stocks during the COVID-19 pandemic?

CD Mariana, IA Ekaputra, ZA Husodo - Finance research letters, 2021 - Elsevier
Utilizing the WHO COVID-19 pandemic statement, we test Bitcoin and Ethereum as safe-
havens for stocks. We find that the two largest cryptocurrencies are suitable as short-term …

Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile …

EJA Abakah, AK Tiwari, S Ghosh, B Doğan - … Forecasting and Social …, 2023 - Elsevier
Against the milieu of rapidly growing investment in technologically induced assets, this study
examines the investment role of Bitcoin, fintech, and artificial intelligence (AI) stocks in …

[HTML][HTML] What keeps stablecoins stable?

RK Lyons, G Viswanath-Natraj - Journal of International Money and …, 2023 - Elsevier
Using trades between the stablecoin treasury and private investors, we quantify how
improved arbitrage design stabilizes the price of the dominant stablecoin, Tether. We identify …

Are ESG stocks safe-haven during COVID-19?

G Rubbaniy, AA Khalid, MF Rizwan… - Studies in Economics and …, 2022 - emerald.com
Purpose The purpose of this study is to investigate safe-haven properties of environmental,
social and governance (ESG) stocks in global and emerging ESG stock markets during the …

[HTML][HTML] On the stability of stablecoins

K Grobys, J Junttila, JW Kolari, N Sapkota - Journal of Empirical Finance, 2021 - Elsevier
This paper investigates the volatility processes of stablecoins and their potential stochastic
interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal …

[HTML][HTML] Stablecoins as a tool to mitigate the downside risk of cryptocurrency portfolios

A Díaz, C Esparcia, D Huélamo - The North American Journal of Economics …, 2023 - Elsevier
This paper empirically assesses the ability of three putative stablecoins (two dollar-backed,
Tether and USD Coin; and one gold-backed, Digix Gold) to mitigate the risk of facing severe …

The influence of stablecoin issuances on cryptocurrency markets

L Ante, I Fiedler, E Strehle - Finance Research Letters, 2021 - Elsevier
Stablecoins are digital currencies that are pegged to non-volatile assets. As alternatives to
fiat currencies, they constitute an important aspect of cryptocurrency markets. We analyze …