The shift towards cleaner fuels from hydrocarbons has influenced nearly all market types
and asset classes, and cryptocurrencies are no exception. The complex mechanism of …

This survey develops a dual analysis, consisting, first, in a bibliometric examination and,
second, in a close literature review of all the scientific production around cryptocurrencies …

In this paper, we investigate the stochastic properties of six major cryptocurrencies and their
bilateral linkages with six stock market indices using fractional integration techniques. From …

Literature suggests assets become more correlated during economic downturns. The COVID-
19 crisis provides an unprecedented opportunity to investigate this considerably further …

This paper studies the time-varying market linkages between Bitcoin and green assets
before and during the COVID-19 pandemic through a TVP-VAR model with stochastic …

Through the application of three pair-wise bivariate BEKK models, this paper examines the
conditional volatility dynamics along with interlinkages and conditional correlations between …

The Fourth industrial revolution has seen many innovative technologies that are now
challenging traditional economies. The innovative and technological financial instruments …

In the age of the Fourth Industrial Revolution, cryptocurrencies have emerged as a marvel of
technological financial products, and a global phenomenon with a profound potential for …

We analyse minute-level multi-dimensional information flows within and between bitcoin
spot and derivatives. We show that perpetual swaps and futures traded on the unregulated …

We examine the volume-volatility relationship across Bitcoin futures and spot markets, using
daily realised volatility measures estimated from high frequency intraday data. We estimate …