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Understanding cryptocurrency volatility: The role of oil market shocks

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  1. Pham, Linh & Huynh, Toan Luu Duc & Hanif, Waqas, 2023. "Time-varying asymmetric spillovers among cryptocurrency, green and fossil-fuel investments," Global Finance Journal, Elsevier, vol. 58(C).
  2. Silky Vigg Kushwah & Shab Hundal & Payal Goel, 2024. "Unveiling Interconnectedness and Volatility Transmission: A Novel GARCH Analysis of Leading Global Cryptocurrencies," International Journal of Economics and Financial Issues, Econjournals, vol. 14(3), pages 132-139, May.
  3. Hasan, Mohammad Maruf & Du, Fang, 2023. "The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development," Resources Policy, Elsevier, vol. 80(C).
  4. Damilola ABOLUWODI & Bomi NOMLALA & Paul-Francois MUZINDUTSI, 2022. "The COVID-19 Crisis and Interaction between the JSE, Real Estate, Energy, Commodity and Cryptocurrency Markets," Journal of Economics and Financial Analysis, Tripal Publishing House, vol. 6(1), pages 55-76.
  5. Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024. "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, vol. 14(1), pages 281-289, January.
  6. Będowska-Sójka, Barbara & Kliber, Agata, 2022. "Can cryptocurrencies hedge oil price fluctuations? A pandemic perspective," Energy Economics, Elsevier, vol. 115(C).
  7. Ben Nouir, Jihed & Ben Haj Hamida, Hayet, 2023. "How do economic policy uncertainty and geopolitical risk drive Bitcoin volatility?," Research in International Business and Finance, Elsevier, vol. 64(C).
  8. Giannellis, Nikolaos, 2022. "Cryptocurrency market connectedness in Covid-19 days and the role of Twitter: Evidence from a smooth transition regression model," Research in International Business and Finance, Elsevier, vol. 63(C).
  9. Al Guindy, Mohamed, 2021. "Cryptocurrency price volatility and investor attention," International Review of Economics & Finance, Elsevier, vol. 76(C), pages 556-570.
  10. Athanasios Tsagkanos & Aarzoo Sharma & Bikramaditya Ghosh, 2022. "Green Bonds and Commodities: A New Asymmetric Sustainable Relationship," Sustainability, MDPI, vol. 14(11), pages 1-16, June.
  11. Jiqian Wang & Feng Ma & Elie Bouri & Yangli Guo, 2023. "Which factors drive Bitcoin volatility: Macroeconomic, technical, or both?," Journal of Forecasting, John Wiley & Sons, Ltd., vol. 42(4), pages 970-988, July.
  12. Zaghdoudi, Taha & Tissaoui, Kais & Maaloul, Mohamed Hédi & Bahou, Younès & Kammoun, Niazi, 2023. "Asymmetric connectedness between oil price, coal and renewable energy consumption in China: Evidence from Fourier NARDL approach," Energy, Elsevier, vol. 285(C).
  13. Xia, Yufei & Sang, Chong & He, Lingyun & Wang, Ziyao, 2023. "The role of uncertainty index in forecasting volatility of Bitcoin: Fresh evidence from GARCH-MIDAS approach," Finance Research Letters, Elsevier, vol. 52(C).
  14. A. Désiré Adom, 2022. "Can Digital Currencies Serve as Safe Havens in the Post-Covid Era?," Business, Management and Economics Research, Academic Research Publishing Group, vol. 8(2), pages 17-27, 06-2022.
  15. Choudhary, Sangita & Jain, Anshul & Biswal, Pratap Chandra, 2024. "Dynamic linkages among bitcoin, equity, gold and oil: An implied volatility perspective," Finance Research Letters, Elsevier, vol. 62(PB).
  16. Piñeiro-Chousa, Juan & López-Cabarcos, M. Ángeles & Sevic, Aleksandar & González-López, Isaac, 2022. "A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content," Technological Forecasting and Social Change, Elsevier, vol. 181(C).
  17. Tang, Yusui & Ma, Feng, 2023. "The volatility of natural resources implications for sustainable development: Crude oil volatility prediction based on the multivariate structural regime switching," Resources Policy, Elsevier, vol. 83(C).
  18. Lu, Xunfa & Huang, Nan & Mo, Jianlei, 2024. "Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil," Energy Economics, Elsevier, vol. 132(C).
  19. Cheng, Jiyang & Tiwari, Sunil & Khaled, Djebbouri & Mahendru, Mandeep & Shahzad, Umer, 2024. "Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models," Technological Forecasting and Social Change, Elsevier, vol. 198(C).
  20. Naeem, Muhammad Abubakr & Karim, Sitara & Abrar, Afsheen & Yarovaya, Larisa & Shah, Adil Ahmad, 2023. "Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks," International Review of Financial Analysis, Elsevier, vol. 89(C).
  21. Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023. "Oil price and the Bitcoin market," Resources Policy, Elsevier, vol. 82(C).
  22. Jareño, Francisco & González, María de la O. & López, Raquel & Ramos, Ana Rosa, 2021. "Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic," Resources Policy, Elsevier, vol. 74(C).
  23. Jingyang Wu & Xinyi Zhang & Fangyixuan Huang & Haochen Zhou & Rohtiash Chandra, 2024. "Review of deep learning models for crypto price prediction: implementation and evaluation," Papers 2405.11431, arXiv.org, revised Jun 2024.
  24. Elsayed, Ahmed H. & Naifar, Nader & Uddin, Gazi Salah & Wang, Gang-Jin, 2023. "Multilayer information spillover networks between oil shocks and banking sectors: Evidence from oil-rich countries," International Review of Financial Analysis, Elsevier, vol. 87(C).
  25. Kliber, Agata & Będowska-Sójka, Barbara, 2024. "Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy," Energy Economics, Elsevier, vol. 138(C).
  26. Xiaodong Huang & Chang Lei, 2023. "Covid-19 impact on financial growth and guidelines for green recovery in BRICS: fresh insights from econometric analysis," Economic Change and Restructuring, Springer, vol. 56(2), pages 1243-1261, April.
  27. Ahmed, Mohamed Shaker & El-Masry, Ahmed A. & Al-Maghyereh, Aktham I. & Kumar, Satish, 2024. "Cryptocurrency volatility: A review, synthesis, and research agenda," Research in International Business and Finance, Elsevier, vol. 71(C).
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