Assessing the connectedness between cryptocurrency environment attention index and green cryptos, energy cryptos, and green financial assets
Research in International Business and Finance,
Год журнала:
2024,
Номер
70, С. 102339 - 102339
Опубликована: Март 28, 2024
Using
the
cross-quantile
&
wavelet
quantile
correlation
methods,
we
investigate
connectedness
between
cryptocurrency
environment
attention
index
(ICEA)
and
green
crypto,
renewable
energy
conventional
market.
The
interdependence
of
ICEA
with
considered
assets
is
weak,
providing
investors
new
avenues
for
reducing
systematic
risk
their
portfolios.
correlations
intensity
emerging
markets
especially
low.
appears
as
a
strong
diversifier
Cardano
sustainability-conscious
industries
from
developed
economies.
WQC
indicates
low
level
selected
assets.
does
not
remain
significantly
connected
any
asset.
This
study
provides
valuable
implications
investors,
portfolio
managers
policy
diversification.
Язык: Английский
Can Cryptocurrencies Improve Portfolio Diversification? Evidence from the Prospect Risk Perspective
Research in International Business and Finance,
Год журнала:
2025,
Номер
unknown, С. 102828 - 102828
Опубликована: Фев. 1, 2025
Язык: Английский
Changes in the network structure of energy markets and financial markets under the different shocks of the Russia-Ukraine conflict and COVID-19
PLoS ONE,
Год журнала:
2025,
Номер
20(4), С. e0318291 - e0318291
Опубликована: Апрель 7, 2025
Employing
the
quantile
coherency
method,
we
analyze
different
impacts
of
Russia-Ukraine
conflict
and
global
shock
caused
by
COVID-19
on
energy
stock
markets,
highlighting
how
market
behaviors
varied
under
these
two
crises.
The
findings
reveal
that
natural
gas
performed
better
than
oil
during
pandemic
in
short
medium
term.
In
contrast,
outperforms
over
long
Язык: Английский
Decentralized finance: a comparative bibliometric analysis in the Scopus and WoS databases
Future Business Journal,
Год журнала:
2024,
Номер
10(1)
Опубликована: Июль 31, 2024
Abstract
DeFi
blockchain
technology,
known
as
decentralized
finance
today,
separates
from
the
traditional
financial
ecosystem
and
ushers
new
landscape
onto
digital
platforms.
In
applications,
all
assets
are
safeguarded
by
technology.
Thanks
to
this
investors
can
transfer
their
without
being
dependent
on
banking
authorities.
Despite
numerous
advantages
they
bring,
based
come
with
certain
disadvantages.
These
difficult
control,
easily
manipulated,
at
risk
due
vulnerability
cyberattacks.
This
study
conducted
bibliometric
analyses
a
total
of
930
publications
registered
in
Web
Science
(WoS)
Scopus
databases
using
VOSviewer
program.
both
databases,
“all
fields”
were
filtered
scanned
keyword
“decentralized
finance.”
According
results,
database
has
much
richer
content
compared
WoS
database.
The
most
cited
author
was
Chen
Y,
while
database,
it
Nakomoto
S.
There
been
significant
increase
number
since
2020.
Additionally,
detected
that
countries
USA,
China
England,
respectively.
It
observed
computer
science
comes
fore
publication
rankings.
Decentralized
is
an
interdisciplinary
field
study.
Therefore,
many
more
qualified
hybrid
studies
needed.
More
needed,
especially
examining
investor
behavior.
presented
article
will
enable
researchers
grasp
bigger
picture
holistic
perspective.
Язык: Английский
Exploring the impact of ESG factors on corporate risk: empirical evidence for New York Stock Exchange listed companies
Future Business Journal,
Год журнала:
2024,
Номер
10(1)
Опубликована: Авг. 5, 2024
Abstract
This
paper
aims
to
investigate
the
impact
of
influential
ESG
factors
on
risk,
focusing
debt
risk
and
liquidity
risk.
The
influence
a
sample
companies
listed
New
York
Stock
Exchange
belonging
NYSE
index
is
analyzed
over
10-year
period,
2012–2021.
quantitative
framework
covers
multitude
indicators
regarding
debt,
liquidity,
corporate
governance,
environment,
CEO
characteristics,
performance,
other
variables,
research
methodology
uses
method
least
squares
highlight
their
impact,
using
regression
models
with
fixed
random
effects,
both
linear
nonlinear.
By
estimating
models,
empirical
results
confirm
hypotheses
found
in
existing
knowledge
stage
that
are
significantly
influenced
by
asset
profitability,
duality
influences
while
gender
diversity
has
negative
specifically
Additionally,
it
shown
emergence
COVID-19
brings
significant
changes
company
autonomy
financial
pandemic
negatively
through
restrictions,
economic
uncertainty,
amplification
risks.
These
crucial
for
practitioners
necessity
integrating
criteria
into
assessment
process
decision-making.
Furthermore,
concerning
policy
decision-makers,
they
help
promote
sustainability
responsible
approach.
Therefore,
can
companies'
performance
how
perceived
investors.
understanding
correctly
evaluating
these
factors,
one
identify
manage
risks
more
efficiently,
achieve
better
long-term
returns,
make
appropriate
decisions,
business
environment.
Язык: Английский
The spillover effects of the "Binance Incident" on financial markets: A study based on machine learning approach
Finance research letters,
Год журнала:
2024,
Номер
unknown, С. 106383 - 106383
Опубликована: Окт. 1, 2024
Язык: Английский
Pandemic Fallout: Analyzing the Impact of COVID-19 on Taiwan’s Hotel Stocks
Annals of Financial Economics,
Год журнала:
2024,
Номер
19(01)
Опубликована: Март 1, 2024
This
study
attempts
to
evaluate
Taiwanese
hotel
stock
returns
in
response
the
COVID-19
outbreak.
uses
data
from
fifteen
stocks
Taiwan
Capitalization
Weighted
Stock
Index
(TAIEX)
and
implements
a
t-test
event
methodology.
We
create
window
December
31,
2018
March
2020,
which
includes
estimation
period
2019,
pre-announcement
January
1,
2020
post-announcement
February
2020.
In
average
daily
exhibited
distinct
pattern,
as
all
witnessed
negative
following
announcement
of
pandemic
alert.
The
results
indicate
that
show
significant
difference
mean.
Moreover,
persistent
impact
on
selected
stock.
It
is
therefore
important
for
policymakers
formulate
outbreak
strategies
advance
may
help
investors
devise
diversification
strategies.
Язык: Английский
Analysing Network Dynamics: The Contagion Effects of SVB’s Collapse on the US Tech Industry
Journal of risk and financial management,
Год журнала:
2024,
Номер
17(10), С. 427 - 427
Опубликована: Сен. 24, 2024
The
collapse
of
Silicon
Valley
Bank
in
2023
was
historically
significant,
and
based
on
past
experiences
with
similar
banking
sector
shocks,
it
is
widely
expected
to
trigger
domino
effects
among
tech
giants
startups.
However,
the
analysis
risk
spillover
networks
established
by
VARs
estimation,
we
find
little
evidence
such
a
spread
contagion.
We
observe
clear
downward
trend
total
connectedness
index
large-cap
companies
right
after
SVB
collapse.
Moreover,
market
quickly
responded
way
that
isolated
financial
services
subcategory
within
sector,
forming
distinct
community
network.
This
explains
how
contagion
paths
were
cut
off.
also
provide
visualised
comparisons
network
before
SVB’s
Язык: Английский