This paper empirically investigates whether cryptocurrencies might have a useful role in financial modelling and risk management in the energy markets. To do so, the causal relationship between movements on the energy markets (specifically the price of crude oil) and the value of...

Cohn et al. (2019) designed the field experiment about the lost wallets across 40 countries to examine whether people attempt to contact the owners to return the 17,000 wallets. We discussed the design flaw in their experimental settings by reanalyzing the relationship between the rates of...

We present a textual analysis that explains how Elon Musk's sentiments in his Twitter content correlates with price and volatility in the Bitcoin market using the dynamic conditional correlation-generalized autoregressive conditional heteroscedasticity model, allowing less sensitive to window...

Abstract In the context of the debate on cryptocurrencies as the ‘digital gold’, this study explores the nexus between the Bitcoin and US oil returns by employing a rich set of parametric and non-parametric approaches. We examine the dependence structure of the US oil market and Bitcoin...

The COVID-19 pandemic has wrought havocs on economies around the world. Yet, much needs to be learnt on the distributional impacts of the pandemic. We contribute new theoretical and empirical evidence on the distributional impacts of the pandemic on different income groups in a multi-country...

The COVID-19 pandemic has wrought havocs on economies around the world. Yet, barely any evidence currently exists on the distributional impacts of the pandemic. We provide the first study that offers new theoretical and empirical evidence on the distributional impacts of the pandemic on...

Voluminous vaccine campaigns are used globally since the COVID-19 pandemic owes devastating mortality and destructively unprecedented consequences on different aspects of economies. Notwithstanding different approaches to measure the effectiveness of COVID-19 vaccines in clinical medicines, this...