Volatility connectedness of major cryptocurrency: The role of geopolitical risk

YF Sin - 2023 - eprints.utar.edu.my
… those that examine the impact of geopolitical risk on just the volatility of cryptocurrency market
(Aysan et … The purpose of this study is to examine the impact of geopolitical risk on volatility

Impact of geo-political risk on stocks, oil, and gold returns during GFC, COVID-19, and Russian–Ukraine War

M Shaik, SA Jamil, IT Hawaldar… - Cogent Economics & …, 2023 - Taylor & Francis
… The empirical study of the relationship between stock indices, crypto assets, and COVID-19 …
Geopolitical risk and volatility spillovers in oil and stock markets. The Quarterly Review of …

Geopolitical Risk and Cryptocurrency Market Volatility

Y Fang, Q Tang, Y Wang - Emerging Markets Finance and Trade, 2024 - Taylor & Francis
… Therefore, we provide a more nuanced understanding of the impact of geopolitical risk
on the cryptocurrency market, which can inform investment and regulatory decisions. …

Investigating the impact of geopolitical risks on the commodity futures

S Mitsas, P Golitsis, K Khudoykulov - Cogent Economics & Finance, 2022 - Taylor & Francis
… the returns and price volatility of Bitcoin at the upper quantiles. Based on that… Bitcoin can
be used as a hedging tool towards geopolitical risks, and specifically in extreme geopolitical

Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia …

TH Le - Renewable Energy, 2023 - Elsevier
geopolitical risks could help to predict volatility in the oil market and highlight its importance.
In an analysis of the impact of geopolitical risk uncertainty on the volatility of … geopolitical risk

Dynamic dependence and predictability between volume and return of Non-Fungible Tokens (NFTs): The roles of market factors and geopolitical risks

C Urom, G Ndubuisi, K Guesmi - Finance Research Letters, 2022 - Elsevier
… markets and economic policy on return and volatility connectedness among these markets.
… Also, we account for the effects of fluctuation of cryptocurrency prices on the returns of NFTs …

Gold and geopolitical risk

DG Baur, LA Smales - Available at SSRN 3109136, 2018 - papers.ssrn.com
… but not the volatility of gold. Fifth, the price of Bitcoin is not related to geopolitical risks and …
For comparative purposes, we also consider the effect of change in geopolitical risk on copper …

Economic Uncertainty and Bitcoin Volatility: Evidence during COVID-19

M Ghani, U Ghani, S Ali, M Mustafa, R Kosar - The Journal of Prediction …, 2023 - ubplj.org
… and geopolitical risk uncertainty index are effective predictors of Bitcoin volatility during high
volatility … (2022), we examine the effect of economic uncertainty indices on the volatility of …

[PDF][PDF] Different GARCH models analysis of returns and volatility in Bitcoin

C Wang - Data Science in Finance and Economics, 2021 - aimspress.com
… the returns and volatility of Bitcoin are without a “leverage effectBitcoin, as a safe-haven
property, can hedge financial risks … indicated that BTC is a viable tool to hedge geopolitical risks, …

[HTML][HTML] Hedging geopolitical risks with different asset classes: a focus on the Russian invasion of Ukraine

B Będowska-Sójka, E Demir, A Zaremba - Finance Research Letters, 2022 - Elsevier
… This paper explores the impact of geopolitical risk on financial markets during the recent …
higher coherence between geopolitical risk and long-term bonds, Islamic bonds, Bitcoin, gold or …