Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review

J Almeida, TC Gonçalves - Journal of Risk and Financial Management, 2022 - mdpi.com
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

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 …

[HTML][HTML] Tail dependence between bitcoin and green financial assets

MA Naeem, S Karim - Economics Letters, 2021 - Elsevier
The high power consumption of Bitcoin transactions has raised environmental and
sustainable concerns of green investors and regulatory bodies. We utilize the time-varying …

Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak

A Kumar, N Iqbal, SK Mitra, L Kristoufek… - Journal of International …, 2022 - Elsevier
The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …

Asymmetric efficiency of cryptocurrencies during COVID19

MA Naeem, E Bouri, Z Peng, SJH Shahzad… - Physica A: Statistical …, 2021 - Elsevier
In this study, we examine the asymmetric efficiency of cryptocurrencies using 1-hour data of
Bitcoin, Ethereum, Litecoin, and Ripple. In doing so, we utilize the asymmetric multifractal …

When bitcoin lost its position: cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic

M Al-Shboul, A Assaf, K Mokni - International Review of Financial Analysis, 2022 - Elsevier
This paper examines the dynamic spillovers among the major cryptocurrencies under
different market conditions and accounts for the ongoing COVID-19 health crisis. We also …

Good versus bad information transmission in the cryptocurrency market: Evidence from high-frequency data

MA Naeem, N Iqbal, BM Lucey, S Karim - Journal of International Financial …, 2022 - Elsevier
Using 5-minute high-frequency data, we study realized volatility spillovers in major
cryptocurrencies, employing generalized forecast error variance decomposition. We also …

[HTML][HTML] Assessing linkages between alternative energy markets and cryptocurrencies

MA Naeem, R Gul, S Farid, S Karim… - Journal of Economic …, 2023 - Elsevier
Surmounted environmental concerns and energy challenges have created an augmented
awareness among the public and policymakers about alternate energy resources. Using a …

On the prediction of systemic risk tolerance of cryptocurrencies

S Boubaker, S Karim, MA Naeem… - … Forecasting and Social …, 2024 - Elsevier
The role of big data in finance is pivotal, especially in forecasting stock prices, mitigating risk,
and assessing market anomalies. With the financial system becoming more interconnected …

Knowledge diffusion paths of blockchain domain: the main path analysis

D Yu, L Sheng - Scientometrics, 2020 - Springer
Blockchain technology, as a disruptive technology, has received widespread attention in the
past few years from all over the world, leading to rapid growth in research outputs. This …