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

Heterogeneous impacts of geopolitical risk factors on stock markets in the Middle East: A quantile regression analysis across four emerging economies DOI
Mohamed Abdelaziz Eissa, Hisham Al Refai, Georgios Chortareas

et al.

The Journal of Economic Asymmetries, Journal Year: 2024, Volume and Issue: 30, P. e00374 - e00374

Published: July 3, 2024

Language: Английский

Citations

9
Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network DOI
Xin Liao, Q. Li, Stephen Chan

et al.

Physica A Statistical Mechanics and its Applications, Journal Year: 2024, Volume and Issue: 647, P. 129892 - 129892

Published: June 24, 2024

Language: Английский

Citations

8
Analyzing Financial Market Reactions to the Palestine-Israel Conflict: An Event Study Perspective DOI Creative Commons
Muhammad Shahzad Ijaz, Shoaib Ali, Min Du

et al.

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 103864 - 103864

Published: Jan. 1, 2025

Language: Английский

Citations

0
Financial contagion in the US, European and Chinese stock markets during global shocks DOI Creative Commons
Марина Малкина

Journal of New Economy, Journal Year: 2025, Volume and Issue: 25(4), P. 47 - 67

Published: Jan. 13, 2025

Under globalisation, integration, and financialisation of national economies, the financial markets’ interdependence tends to swell, which increases probability disturbances spreading between countries, especially during global shocks, calls for development new standards regulation. The article studies contagion among stock markets different countries shocks associated with COVID-19 pandemic, energy crisis, special military operation Russia in Ukraine (SMO). concept underlies methodology research. is diag nosed based on construction DCC-GARCH models calculation dy namic conditional beta coefficients. Causal relationships interaction indices are established using Granger test. data average daily indices: Ameri can S&P 500, European STOXX 600, Shanghai Stock Exchange (SSE) Composite Index – December 2018 March 2024 obtained from portal Investing.com. study reveals a high level connectivity normal times American some autonomy Chinese market. However, 2020 there was short-term strong 500 600 SSE Index, as well longer-term, moderate cross-contagion 600. During 2021 crisis SMO, relatively long-lasting their much weaker Index. findings may be useful market players managing investment portfolios, state formulating stabilisation policies impact shocks.

Language: Английский

Citations

0
Does the crisis period affect the properties of various financial assets: evidence from G7, BRIC, GCC countries DOI Creative Commons

Marwa Eleuch,

Nada Souissi,

Mourad Mroua

et al.

Cogent Business & Management, Journal Year: 2025, Volume and Issue: 12(1)

Published: Jan. 12, 2025

This paper investigates the role of various financial assets as diversifiers, hedges, and safe havens using dynamic conditional correlation-GARCH quantile regression models, for period from August, 10 2015 to June, 5 2024 case G7, BRIC, GCC countries. Results show that gold's robust safe-haven status, alongside commodities like oil, gas, wheat, which exhibit varying degrees resilience in turbulent market conditions. Our findings identify G7 BRIC indices strong havens, contrasting with clean energy index, shows limited properties during crises. research provides critical insights into asset behavior under extreme volatility, offering practical implications investment strategies risk management by highlight strategic decisions allocation uncertain periods.

Language: Английский

Citations

0
The Dynamic Impact of Cryptocurrency Implied Exchange Rates on Stock Market Returns: An Empirical Study of G7 Countries DOI
Chao Feng, Shiqun Ma, Lijin Xiang

et al.

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102803 - 102803

Published: Feb. 1, 2025

Language: Английский

Citations

0
The Connectedness Across Healthcare Cryptocurrencies, Defi, and Nfts: Which Global Risks Factors Should Be Paid More Attention? DOI

nasir khan khattak,

Khaled Guesmi, Tong Su

et al.

Published: Jan. 1, 2025

Language: Английский

Citations

0
IS BITCOIN TIED TO BRICS MARKETS? A DEEP DIVE INTO COINTEGRATION AND WAVELET COHERENCE DOI

J Emmanuval,

S J Praseedha,

Sajeeve V P

et al.

Published: Feb. 28, 2025

This study explores the dynamic relationship between Bitcoin and BRICS stock markets using cointegration wavelet coherence analyses. We used daily market indices from 01 January, 2013 to 31 March, 2024. The findings of reveal valuable insights into Bitcoin's utility as an investment asset in emerging its role financial portfolios. independence traditional markets, particularly economies like nations, has significant implications for portfolio diversification, risk management, stability.

Language: Английский

Citations

0
Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach DOI
Bin Mo, J. R. Chen,

Qinghua Shi

et al.

The North American Journal of Economics and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102439 - 102439

Published: April 1, 2025

Language: Английский

Citations

0
Unveiling the interdependency of cryptocurrency and Indian stocks through wavelet and nonlinear time series analysis: An Econophysics approach DOI
Mohammad Ali Moni,

Sreeraj,

S. Sankararaman

et al.

Physica A Statistical Mechanics and its Applications, Journal Year: 2025, Volume and Issue: unknown, P. 130643 - 130643

Published: May 1, 2025

Language: Английский

Citations

0