Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment?

CW Su, M Qin, R Tao, M Umar - Technological Forecasting and Social …, 2020 - Elsevier
Bitcoin and the blockchain technology on which it is based are the key drivers behind the
accelerated pace of Fourth Industrial Revolution in the domain of Finance. The offshoots of …

Can Bitcoin hedge the risks of geopolitical events?

CW Su, M Qin, R Tao, XF Shao, LL Albu… - … Forecasting and Social …, 2020 - Elsevier
This paper investigates the role of the Bitcoin currency, in avoiding and surpassing the risks
that are associated with the global geopolitical events, and circumstances. For this purpose …

[HTML][HTML] Connectedness of non-fungible tokens and conventional cryptocurrencies with metals

I Yousaf, M Gubareva, T Teplova - The North American Journal of …, 2023 - Elsevier
Employing the vector auto-regression based on generalized forecast error variance
decomposition, this paper investigates the connectedness of non-fungible tokens (NFTs) …

Information Flow from COVID‐19 Pandemic to Islamic and Conventional Equities: An ICEEMDAN‐Induced Transfer Entropy Analysis

A Bossman - Complexity, 2021 - Wiley Online Library
With the steady growth in the data set on the COVID‐19 pandemic, empirical works that
employ novel and yet appropriate statistical techniques to corroborate previous findings of …

Flights‐to‐and‐from‐Quality with Islamic and Conventional Bonds in the COVID‐19 Pandemic Era: ICEEMDAN‐Based Transfer Entropy

A Bossman, SK Agyei, P Owusu Junior, EA Agyei… - …, 2022 - Wiley Online Library
We revisit the flight‐to‐quality (FTQ) and flight‐from‐quality (FFQ) occurrences vis‐à‐vis the
stock‐bond nexus across differing investment time scales in the COVID‐19 era, using a …

COVID‐19 as Information Transmitter to Global Equity Markets: Evidence from CEEMDAN‐Based Transfer Entropy Approach

P Owusu Junior, S Frimpong, AM Adam… - Mathematical …, 2021 - Wiley Online Library
This study provides an analysis of chaotic information transmission from the COVID‐19
pandemic to global equity markets in a novel denoised frequency domain entropy …

Safe flight to which haven when Russia invades Ukraine? A 48-hour story

A Mohamad - Economics Letters, 2022 - Elsevier
We examine the flight-to-safety phenomenon from ruble (risky asset) to other safe-haven
assets at the onset of the Russian invasion of Ukraine on 24 February 2022. We find …

Can both Bitcoin and gold serve as safe-haven assets?—A comparative analysis based on the NARDL model

S Long, H Pei, H Tian, K Lang - International Review of Financial Analysis, 2021 - Elsevier
This paper uses the nonlinear autoregressive distributed lag (NARDL) model to analyze the
different performances of Bitcoin and gold under the impacts of three different uncertainties …

Is Bitcoin a better portfolio diversifier than gold? A copula and sectoral analysis for China

KH Pho, S Ly, R Lu, TH Van Hoang… - International Review of …, 2021 - Elsevier
This paper aims to compare Bitcoin with gold in the diversification of Chinese portfolios
using daily data over the 2010–2020 period. We propose a new development of copula …

Price and volatility spillovers between global equity, gold, and energy markets prior to and during the COVID-19 pandemic

MM Elgammal, WMA Ahmed, A Alshami - Resources Policy, 2021 - Elsevier
This study sets out to provide fresh evidence on the dynamic interrelationships, at both
return and volatility levels, between global equity, gold, and energy markets prior to and …