In the midst of the 2020 global COVID-2019 pandemic and subsequent financial market collapse, corporate entities have to navigate a number of truly unforeseen contagion risks. However, one such group included those who shared their corporate identity with aspects of the rapidly evolving...

Controlling for the polarity and subjectivity of social media data based on the development of the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies and such time-varying realisation as to the scale of the economic shock centralised within the...

Crude oil is prone to large upward price shocks, creating challenges for personal and corporate budgeting. In this paper, we systematically assess a range of possible shock havens against large oil price shocks. Empirical tests uncover a rich set of assets which act both as hedges and shock...

Chinese oil futures products were created in 2018, and have since presented an alternative, regional exchange through which to invest. This research tests for evidence of developing market maturity during the time since the market was established, specifically focusing on static and time-varying...

The ownership structures of European banks are today quite different relative to those before the Global Financial Crisis (GFC), particularly due to new takeovers, government guarantees, bailouts, and other defensive market responses post-GFC. These new ownership structures raise questions as to...

Intertwined with the persisting effects of the COVID-19 pandemic on the world economy, the price of WTI crude oil futures became negative on April 20, 2020. This anomalous incident has drawn much attention within the literature. This paper attempts to investigate the origins and specific impacts...

In this paper, we investigate both constant and time-varying hedge ratios in terms of the effectiveness of CSI300 index futures during the COVID-19 crisis. Using naïve, OLS and EC/ROLS strategies to estimate constant hedge ratios, results indicate that the CSI300 spot index presents decreased...

The paper presents a novel analysis specifically investigating as to whether stocks associated with leading blockchain patent-developments influence the price volatility of Bitcoin across multiple time frequencies. It is important to further develop our understanding of the inter-dynamics...

The circumstances surrounding the outbreak of the COVID-19 pandemic have generated substantial international political strain as governments attempt to mitigate the widespread associated social and economic repercussions. One theory has focused on the potential for Chinese informational...

Utilising Chinese-developed data based on long-standing influenza indices and the more recently-developed coronavirus and face-mask indices, we set out to test for the presence of volatility spillovers from Chinese financial markets during the outbreak of the COVID-19 pandemic upon a broad...