Impact of oil and gold prices on Bitcoin price during Russia-Ukraine and Israel-Gaza wars DOI

Shabnam Zeinedini,

Mohammad Sharif Karimi,

Azad Khanzadi

et al.

Resources Policy, Journal Year: 2024, Volume and Issue: 99, P. 105405 - 105405

Published: Nov. 15, 2024

Language: Английский

A note on the relationship between digital assets and the energy markets: new evidence from the most prominent crypto heists DOI Creative Commons

Viktor Manahov,

Mingnan Li

European Journal of Finance, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 37

Published: Jan. 20, 2025

We explore volatility spillover effects between mainstream cryptocurrencies and energy token markets in the 120 days following three notable Blockchain bridge heists 2022. Using DCC-GARCH model, we find significant Bitcoin, Ethereum, tokens like Power Ledger Token Energy Web post-heists. This indicates heightened investor concern panic trading impacting markets. Our analysis also reveals a herding behaviour under market stress increased liquidity issues, leading to broader quality deterioration. Based on these findings, propose regulatory enhancements 'Energy Future Fund' support stability growth of

Language: Английский

Citations

1
Lan toả rủi ro đuôi của thị trường tiền điện tử DOI

Hưng Ngô Thái,

An Nguyễn Khánh

Tạp chí Kinh tế và Phát triển, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 1, 2025

Nghiên cứu được thực hiện nhằm mục tiêu đánh giá hiệu ứng lan truyền rủi ro đuôi giữa tám loại tiền điện tử (Bitcoin, Ethereum, Tether, Binance, USD Coin, XRP, Dogecoin và Cardano) trong giai đoạn 2018 – 2024. Để làm rõ vấn đề này, nghiên sử dụng mô hình tự hồi quy có điều kiện (Conditional Autoregressive Value-at-Risk: CAViaR) do Engle & Mangenelli (2004) xuất để ước tính trị bất đối xứng. Sau đó, chỉ số tỏa theo phân vị Chatziantoniou cộng sự (2021) xác định dưới các thị trường thay đổi (rủi cao, trung bình thấp). Kết quả tích nghiệm cho thấy đáng kể tại ảo cao. Ngoài ra, vai trò nhận của từng ràng cụ thể: (1) Trước COVID, (2) Trong COVID-19 (3) Chiến tranh Nga–Ukraine. là kênh thông tin quan trọng nhà đầu tư chính sách.

Citations

0
Unveiling the Impacts of Geopolitical Risk on the Transition to the Decentralized Financial Landscape DOI
Νikolaos Kyriazis, Emmanouil M. L. Economou

Peace Economics Peace Science and Public Policy, Journal Year: 2025, Volume and Issue: unknown

Published: Jan. 31, 2025

Abstract This paper examines the dynamic interplay between global geopolitical risk and eleven decentralized finance (DeFi) digital currencies during inflationary burden caused by Russia-Ukraine war episodes. Daily data spanning from 13 October 2021 to 29 2024 innovative Quantile-Vector Autoregressive (Q-VAR) methodology are employed for estimating pairwise, joint network linkages at lower, middle upper quantiles. High levels of more connected with bull markets DeFi assets new episodes strengthen this relation. Geopolitical tensions combined high inflation lead GPR becoming major determinant so contributing transition cashless financial system. Maker is leading asset in constitutes a promising successor fiat that suffer devaluation generated conflicts.

Language: Английский

Citations

0
Can metaverse coins crowd out traditional money forms when inflation surges? DOI Creative Commons
Νikolaos Kyriazis, Athanasios Fassas, Stephanos Papadamou

et al.

Published: March 1, 2025

Language: Английский

Citations

0
Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons DOI Creative Commons
Walid Mensi, Mariya Gubareva, Тамара Теплова

et al.

The North American Journal of Economics and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102459 - 102459

Published: May 1, 2025

Language: Английский

Citations

0
Are ETFs, digital assets and credit default swap connected? A fresh insight into dynamic modelling DOI
Miklesh Prasad Yadav, Rupinder Katoch,

Umra Rashid

et al.

Electronic Commerce Research, Journal Year: 2025, Volume and Issue: unknown

Published: May 30, 2025

Language: Английский

Citations

0
The Influence of Maritime Freight Cost Tail Risk on Publicly Traded Industrial and Transport Companies DOI Creative Commons
Erdinç Akyıldırım, Shaen Corbet, Michael Ryan

et al.

Journal of International Money and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103358 - 103358

Published: June 1, 2025

Language: Английский

Citations

0
Spillover Dynamics between Green and Non-Green Cryptocurrencies: Unrevealing the Role of Geopolitical Risk DOI Creative Commons

Sami Mejri,

Francisco Jareño, Nasir Khan

et al.

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 104224 - 104224

Published: June 1, 2025

Language: Английский

Citations

0
Commodity Market Downturn: Systemic Risk and Spillovers during Left Tail Events DOI
Samet Günay, Destan Kırımhan, Emrah İsmail Çevik

et al.

Journal of commodity markets, Journal Year: 2024, Volume and Issue: 36, P. 100445 - 100445

Published: Nov. 3, 2024

Language: Английский

Citations

1
Volatility estimation through stochastic processes: Evidence from cryptocurrencies DOI Creative Commons
Murad Harasheh,

Ahmed Bouteska

The North American Journal of Economics and Finance, Journal Year: 2024, Volume and Issue: unknown, P. 102320 - 102320

Published: Nov. 1, 2024

Language: Английский

Citations

0