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 …

[HTML][HTML] Cryptocurrencies in modern finance: a literature review

A Rejeb, K Rejeb, JG Keogh - Etikonomi, 2021 - journal.uinjkt.ac.id
The focus on cryptocurrencies in the finance and banking sectors is gaining momentum. In
this paper, we investigate the role of cryptocurrencies in modern finance. We apply a …

Interdependence of clean energy and green markets with cryptocurrencies

N Arfaoui, MA Naeem, S Boubaker, N Mirza, S Karim - Energy Economics, 2023 - Elsevier
The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …

Is gold a hedge or a safe-haven asset in the COVID–19 crisis?

M Akhtaruzzaman, S Boubaker, BM Lucey, A Sensoy - Economic Modelling, 2021 - Elsevier
This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

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 …

[HTML][HTML] Understanding digital bubbles amidst the COVID-19 pandemic: Evidence from DeFi and NFTs

Y Maouchi, L Charfeddine, G El Montasser - Finance Research Letters, 2022 - Elsevier
This paper investigates digital financial bubbles amidst the COVID-19 pandemic. Using a
sample of 9 DeFi tokens, 3 NFTs, Bitcoin, and Ethereum, we detect several bubbles …

A tale of two tails among carbon prices, green and non-green cryptocurrencies

L Pham, S Karim, MA Naeem, C Long - International Review of Financial …, 2022 - Elsevier
This paper studies the tail dependence among carbon prices, green and non-green
cryptocurrencies. Using daily closing prices of carbon, green and non-green …

Hedge and safe haven properties during COVID-19: Evidence from Bitcoin and gold

R Chemkha, A BenSaïda, A Ghorbel… - The Quarterly Review of …, 2021 - Elsevier
The COVID-19 pandemic has caused an unprecedented human and health crisis. The
measures taken to contain the damage caused a global economic slowdown. Investors face …

Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?

CW Su, M Qin, R Tao, M Umar - Technological Forecasting and Social …, 2020 - Elsevier
Bitcoin and the blockchain technology on which it is based are the key drivers behind the
accelerated pace of Fourth Industrial Revolution in the domain of Finance. The offshoots of …

Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China

Z Li, B Mo, H Nie - International Review of Economics & Finance, 2023 - Elsevier
This paper explored the connectedness of dynamic time-frequency between
cryptocurrencies and traditional financial assets in China using a weekly dataset from …