Forecasting has always been at the forefront of decision making and planning. The
uncertainty that surrounds the future is both exciting and challenging, with individuals and …

This paper surveys the academic literature concerning the formation of pricing bubbles in
digital currency markets. Studies indicate that several bubble phases have taken place in …

We construct a new index to measure the intensity of the Russia-Ukraine conflict and use it
to examine to what extent and through which channels does this conflict affect the volatility …

This study examines the role of gold as a hedge or safe-haven asset in different phases of
the COVID-19 pandemic crisis, corresponding to the timing of fiscal and monetary stimuli to …

This paper offers two main innovations. First, we construct a global fear index (GFI) for the
COVID-19 pandemic to support economic, financial, and policy analyses in this area …

Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …

This paper examines the return and volatility connectedness among green finance markets
including the green bonds, clean energy and socially responsible stocks, especially …

We compare gold and Bitcoin for the G7 stock markets, finding that gold and Bitcoin have
distinct safe haven and hedging characteristics. Gold is an undisputable safe haven and …

Understanding the impact of infectious disease pandemic on stock market volatility is of
great concerns for investors and policy makers, especially during recent new coronavirus …

This paper empirically investigates the impact of COVID‐19 on the volatility of stock prices in
India with the help of a generalized autoregressive conditional heteroscedasticity model …