Marketing tokens and marketing stocks: Tail risk connections with portfolio implications

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102784 - 102784

Published: Jan. 1, 2025

Language: Английский

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Reevaluating Intermarket Connectedness: The Impact of Monday Return Calculations on Cryptocurrencies and Traditional Assets

Finance research letters, Journal Year: 2025, Volume and Issue: unknown, P. 107016 - 107016

Published: Feb. 1, 2025

Language: Английский

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Investigating volatility spillovers: connectedness between green bonds, conventional bonds, and energy markets

Research in International Business and Finance, Journal Year: 2025, Volume and Issue: unknown, P. 102850 - 102850

Published: March 1, 2025

Language: Английский

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Hedge asset for stock markets: Cryptocurrency, Cryptocurrency Volatility Index (CVI) or Commodity

Quantitative Finance and Economics, Journal Year: 2025, Volume and Issue: 9(1), P. 131 - 166

Published: Jan. 1, 2025

Language: Английский

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Are green asset prices efficient? Evidence from a seasonal anomalies approach

Journal of Sustainable Finance & Investment, Journal Year: 2025, Volume and Issue: unknown, P. 1 - 23

Published: March 15, 2025

Language: Английский

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Unveiling time-frequency linkages among diverse cryptocurrency classes and climate change concerns

International Review of Economics & Finance, Journal Year: 2025, Volume and Issue: unknown, P. 104064 - 104064

Published: March 1, 2025

Language: Английский

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Analyzing Overnight Momentum Transmission: The Impact of Oil Price Volatility on Global Financial Markets

International Journal of Financial Studies, Journal Year: 2024, Volume and Issue: 12(3), P. 75 - 75

Published: July 30, 2024

Fluctuations in oil prices substantially impact both the real economy and international financial markets. Despite extensive studies on market dynamics overnight momentum, a comprehensive understanding of link between price changes energy as well their broader influence global markets, remains elusive. This study delves into intricate mechanics momentum transmission within focusing its origin fluctuations overarching dynamics. Employing quantile VAR method, we analyze daily data from 3 January 2014 to 17 2024. emphasizes significance volatility, particularly tails distribution, highlights necessity for efficient strategies govern stability. The shale revolution, COVID-19, Russia–Ukraine war, Israel–Hamas conflict have significantly impacted interconnectivity markets scale. It is crucial policymakers give priority monitoring reduce risks improve resilience system.

Language: Английский

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ESG Meets DeFi: Exploring Time‐Varying Linkages and Portfolio Implications

International Journal of Finance & Economics, Journal Year: 2024, Volume and Issue: unknown

Published: Oct. 30, 2024

ABSTRACT This study delves into the connection between Environmental, Social and Governance (ESG) indices emerging Decentralised Finance (DeFi) assets. Specifically, it explores ever‐changing, frequency‐based linkage these ESG innovative DeFi Employing wavelet coherence technique, we analyse a broad range of indices, spanning emerging, developed US alongside various examination covers period encompassing COVID‐19 pandemic Russian‐Ukrainian conflict to assess market linkages during extreme events. We then calculate optimal weights hedge ratios for ESG‐DeFi asset pairs evaluate portfolio implications. Wavelet analysis results frequently show no assets, underscoring diversification benefits adding an portfolio. However, this relationship notably strengthens at crisis's onset, indicating assets lose potential turbulent times. Portfolio allocation should mainly favour normal periods, with minimal variations in pre‐ post‐COVID. Meanwhile, ratio suggests make sound investments crises, although hedging costs increase periods. These findings hold relevance investors, managers policymakers.

Language: Английский

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Green cryptocurrency and business strategies: Framework and insights from a stewardship literature review

Business Strategy and the Environment, Journal Year: 2024, Volume and Issue: unknown

Published: Oct. 24, 2024

Abstract This study critically evaluates the extant research on green cryptocurrency (GC). It incorporates systematic literature review (SLR) approach of executed through analysis and compilation 54 relevant studies. The focus is identifying interpreting thematic foci existing gaps about GC to inform potential areas future research. SLR findings aggregated around key themes: interconnectedness, portfolio diversification, environmental impact, blockchain, behavioral regulatory policy. Additionally, develops profile selected studies in terms data methodology, findings, variables investigated, critical knowledge corpus. proffers an integrated framework actionable inferences for supporting merits novel project applications GC. crucial understanding advancing domain, which currently has scant academic efforts toward sustainable investment.

Language: Английский

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Sustainable Synergy: Static and Dynamic nexus between ESG and BRICS Equity Markets

Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 74, P. 102698 - 102698

Published: Dec. 3, 2024

Language: Английский

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