Cryptocurrency is a new sort of asset that has emerged as a result of the advancement of
financial technology and it has created a big opportunity for researches. Cryptocurrency …

This paper sets out to explore whether Bitcoin can be considered as a globally accepted
asset that has a resemblance to gold, which is widely considered to be the safest choice. An …

This study is an integrated survey of GARCH methodologies applications on 67 empirical
papers that focus on cryptocurrencies. More sophisticated GARCH models are found to …

We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …

This research explores the impact of COVID-19-related media coverage on the dynamic
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …

Our article employs a quantile vector autoregression (QVAR) to identify the connectedness
of seven variables from April 1, 2019, to June 13, 2022, in order to examine the relationships …

This paper investigates the volatility processes of stablecoins and their potential stochastic
interdependencies with Bitcoin volatility. We employ a novel approach to choose the optimal …

This study explores potential non-linear and asymmetric interdependencies between oil
price shocks and leading cryptocurrency returns. In addition, this research splits changes in …

This study examines the impact of investor sentiment on cryptocurrency returns. We use a
direct survey-based measure that captures the investors' sentiment on Bitcoins. This direct …

This research investigates the influence of green technology innovation on the energy
transition process using machine learning methods and econometric approach. To examine …