Extreme co-movements between decomposed oil price shocks and sustainable investments

X Lu, P He, Z Zhang, N Apergis, D Roubaud - Energy Economics, 2024 - Elsevier
This paper investigates the extreme co-movements between three types of decomposed oil
price shocks, eg, supply shock, demand shock, and risk shock, and sustainable investments …

[HTML][HTML] Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects

AH Fetais, AF Aysan, R Nagayev - Journal of Multinational Financial …, 2024 - Elsevier
The study investigates the interconnectedness of GCC real estate markets using wavelet
coherence analysis of daily data from 2013 to 2023 and analyzes the impact of various …

Are metaverse coins more prone to geopolitical risk than traditional crypto assets?

RK Jana - International Review of Economics & Finance, 2024 - Elsevier
The present research explores the nexus of geopolitical risk (GPR) with metaverse coins
and traditional crypto assets. We apply wavelet-based techniques to capture their time …

Interrelations between bitcoin market sentiment, crude oil, gold, and the stock market with bitcoin prices: Vision from the hedging market

G Wang, C Liu, E Sbai, MS Sheng, J Hu… - Studies in Economics …, 2024 - emerald.com
Purpose The purpose of this study is to examine Bitcoin's price behavior across market
conditions, focusing on the influence of Bitcoin's historical prices, news sentiment and …

A simulated electronic market with speculative behaviour and bubble formation

N Cofre, M Mosionek-Schweda - Finance Research Letters, 2024 - Elsevier
This paper presents an agent-based model of an electronic market with two types of trading
agents. One type follows a mean reverting strategy and the other, the speculative trader …

Emoji Driven Crypto Assets Market Reactions

X Zuo, YT Chen, WK Härdle - arXiv preprint arXiv:2402.10481, 2024 - arxiv.org
In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become
pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT …

Emoji-Driven Sentiments in Cryptocurrency Markets: Integrating Visual and Textual Contexts

X ZUO, YT CHEN, WK Härdle - Available at SSRN, 2024 - papers.ssrn.com
In the burgeoning realm of cryptocurrency, social media platforms like Twitter have become
pivotal in influencing market trends and investor sentiments. In our study, we leverage GPT …

Government Oversight and Institutional Influence: Exploring the Dynamics of Individual Adoption of Spot Bitcoin ETPs

S Hasavari, M Maddah, P Esmaeilzadeh - 2024 - aisel.aisnet.org
This paper investigates the impact of the US Securities and Exchange Commission (SEC)
regulatory decisions on investor perceptions and their desire to access bitcoin through …