Analysis of the Impact of Macroeconomic Factors on Cryptocurrency Returns - Based on Quantile Regression Study DOI Creative Commons
Ming‐Yi Lin, Ye Liu,

Vincent Ng Kim Sheng

et al.

International Review of Economics & Finance, Journal Year: 2024, Volume and Issue: unknown, P. 103757 - 103757

Published: Nov. 1, 2024

Language: Английский

Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach DOI
Shoaib Ali,

Muhammad Umar,

Muhammad Naveed

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107523 - 107523

Published: April 4, 2024

Language: Английский

Citations

16
Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters DOI
Yi Wang, Shoaib Ali, Muhammad Ayaz

et al.

Energy Economics, Journal Year: 2024, Volume and Issue: 134, P. 107548 - 107548

Published: April 26, 2024

Language: Английский

Citations

15
Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors DOI
Imran Yousaf, Rami Zeitun, Shoaib Ali

et al.

Finance research letters, Journal Year: 2024, Volume and Issue: 62, P. 105221 - 105221

Published: March 11, 2024

Language: Английский

Citations

12
Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study DOI Creative Commons
Shoaib Ali,

Youssef Manel

Financial Innovation, Journal Year: 2025, Volume and Issue: 11(1)

Published: Jan. 2, 2025

Abstract This study examines the return connectedness between decentralized finance (DeFi)’s and Association of Southeast Asian Nations (ASEAN) stock markets using quantile vector autoregressive framework, which allows us to investigate at conditional quantiles. Our sample includes four major DeFi’s six ASEAN markets, spanning from March 2018 December 2022. The static results indicate a moderate level transmission system mean median quantile. propagation increases substantially under extreme market conditions, establishing an asymmetric across Despite being relatively new asset class, DeFi dominates equity acts as primary shock transmitter in most instances. dynamic analysis reveals that total fluctuates over time peaked during COVID-19 Russia–Ukraine conflict period, indicating impact global events on transmission. optimal weight hedge ratio estimated DCC-GARCH model is beneficial for portfolio construction risk management. rising trend pandemic demonstrates investors should decrease their investments increase hedging costs. Therefore, managers readjust allocation timely manner according different states build additional effective diversification strategies avoid large losses reduce exposure.

Language: Английский

Citations

1
FinTech-powered integration: Navigating the static and dynamic connectedness between GCC equity markets and renewable energy cryptocurrencies DOI
Shoaib Ali, Muhammad Naveed,

Manel Youssef

et al.

Resources Policy, Journal Year: 2023, Volume and Issue: 89, P. 104591 - 104591

Published: Dec. 30, 2023

Language: Английский

Citations

14
Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty DOI
Rana Muhammad Nasir, Feng He, Imran Yousaf

et al.

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: 75, P. 102743 - 102743

Published: Jan. 2, 2025

Language: Английский

Citations

0
Regional green economies and Bitcoin's electricity consumption: Paving the way for global sustainability DOI
Samet Günay, Destan Kırımhan, Sercan Demiralay

et al.

Journal of Environmental Management, Journal Year: 2025, Volume and Issue: 374, P. 123997 - 123997

Published: Jan. 8, 2025

Language: Английский

Citations

0
Sailing Towards Sustainability: Connectedness between ESG stocks and Green Cryptocurrencies DOI Creative Commons
Samar S. Alharbi, Muhammad Naveed, Shoaib Ali

et al.

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103848 - 103848

Published: Jan. 1, 2025

Language: Английский

Citations

0
Interconnected dynamics of sustainable cryptocurrencies: Insights from transfer entropy analysis DOI
Seungju Lee, Jaewook Lee, Woojin Lee

et al.

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 106914 - 106914

Published: Feb. 1, 2025

Language: Английский

Citations

0
Do Crypto and Equity Go Hand in Hand? An Empirical Study of G-7 Economies Using VECM, Granger Causality and Panel Data Analysis DOI
Priya Gupta, Parul Bhatia, Nidhi Malhotra

et al.

Management and Labour Studies, Journal Year: 2025, Volume and Issue: unknown

Published: Feb. 15, 2025

Cryptocurrencies have emerged as attractive investment options, offering the potential for portfolio diversification and serving hedging instruments. The primary aim of study is to explore opportunities strategies causal linkages between crypto equity markets, focusing on world’s largest developed markets within a group seven countries (G-7), namely Canada, France, Germany, Italy, Japan, United Kingdom States America. causality analysis G-7 with index (CCI30) spread over thirty digital currencies done using vector error correction model (VECM), Granger Causality tests, panel data approaches. results VECM shown long-term equilibrium only in France. However, also been found four other countries, that is, USA UK, varying levels significance. has that, group, indices significant impact cryptocurrency index, suggesting promising across these economies.

Language: Английский

Citations

0