Dynamic dependence between quantum computing stocks and Bitcoin: Portfolio strategies for a new era of asset classes

SB Jabeur, G Gozgor, H Rezgui… - International Review of …, 2024 - Elsevier
Quantum computing and digital currencies еmеrgеs as an еssеntial arеa of inquiry within
thе rеalms of science, technology, and finance. A pivotal yеt lеss еxplorеd aspect of this …

Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy

A Kliber, B Będowska-Sójka - Energy Economics, 2024 - Elsevier
This article examines whether high-and low-environmental impact cryptocurrencies play a
role as hedging instruments for green and non-green energy instruments. We differentiate …

Is cryptocurrency a new digital gold? Evidence from the macroeconomic shocks in selected emerging economies

SB Majumder - Journal of Economic Studies, 2025 - emerald.com
Purpose The purpose of the study is to analyze the hedging abilities of the cryptocurrencies
vis-à-vis gold against macroeconomic shocks in four emerging economies, India, China …

Statistical methods for managing risks in planning foreign economic and logistics activities for sustainable development of the enterprise

М Іванова, С Саннікова, О Варяниченко… - Financial and credit …, 2024 - fkd.net.ua
The article examines the topical issue of risk management in foreign economic and logistics
activities, which is closely related to the enterprise's chosen strategy and ensures its …

Cryptocurrency volatility and Egyptian stock market indexes: A note

T Eldomiaty, N Mohab - Modern Finance, 2024 - ceeol.com
This paper examines the effect of the riskiness of the top four cryptocurrencies on the
riskiness of stock market indexes in Egypt, being recognized as a developing country. The …

[HTML][HTML] Revisiting the Currency-Commodity Nexus: New Insights into the R2 Decomposed Connectedness and the Role of Global Shocks

J Huang, H Li, B Chen, M Liu, C An, X Xia - International Review of …, 2025 - Elsevier
In this study, we incorporate the novel R 2 decomposed connectedness and event-driven
statistical analysis to empirically investigate the dynamic return and volatility connectedness …

Intraday spillovers in high-order moments among main cryptocurrency markets: the role of uncertainty indexes

W Mensi, AS Kumar, HU Ko, SH Kang - Eurasian Economic Review, 2024 - Springer
This study examines hourly realized volatility and high-order moments (realized kurtosis,
realized skewness, and Jumps) spillovers among leading cryptocurrency markets (Bitcoin …

Green Assets and Global Portfolio Tail Risk? A Stress-Testing exercise under multiple asset classes under distinct market phases

I Ramlall - Journal of Environmental Management, 2024 - Elsevier
Despite a burgeoning literature in the sphere of cryptocurrencies and green assets, yet, as of
date, the literature fares poorly in terms of a holistic assessment of all asset classes, let …

Portfolio Risk Management in the Crypto Era: A Quantitative Analysis on Cryptocurrency's Safe Haven Status for BRICS and G7 Portfolios Using Wavelet Coherence …

A Husain - 2024 - figshare.swinburne.edu.au
This thesis explores whether cryptocurrencies can act as safe-haven assets during financial
crises, comparing their behaviour with traditional investments across G7 and BRICS …

Reduce extreme losses and retain extreme profits through hedging with gold and cryptocurrencies: A global stock market perspective

K Echaust, M Just - Przegląd Statystyczny, 2023 - ceeol.com
The study focuses on the safe-haven and hedging properties of gold and selected
cryptocurrencies against stock markets' extreme risk observed during the COVID-19 …