Showing 1 - 8 of 8
With the advent of greening the global economy and the introduction of green financial assets, this study examines the connectedness and spillover effect of green assets using a QVAR approach focusing on the average connectedness and connectedness under extreme market conditions. The time of the...
Persistent link: https://www.econbiz.de/10015197828
The purpose of the research is to explore the dynamic multiscale linkage between economic policy uncertainty, equity market volatility, energy and sustainable cryptocurrencies during the COVID-19 period. We use a multiscale TVP-VAR model considering level (EPUs and IDEMV) and returns series...
Persistent link: https://www.econbiz.de/10014230895
Bitcoin's evolution has attracted the attention of investors and researchers looking for a better understanding of the efficiency of cryptocurrency markets, considering their prices and volatility. The purpose of this paper is to contribute to this understanding by studying the degree of...
Persistent link: https://www.econbiz.de/10012239310
In recent years, increasing attention has been devoted to cryptocurrencies, owing to their great development and valorization. In this study, we propose to analyse four of the major cryptocurrencies, based on their market capitalization and data availability: Bitcoin, Ethereum, Ripple, and...
Persistent link: https://www.econbiz.de/10012150298
The rapid development of cryptocurrencies has drawn attention to this particular market, with investors trying to understand its behaviour and researchers trying to explain it. The evolution of cryptocurrencies' prices showed a kind of bubble and a crash at the end of 2017. Based on this event,...
Persistent link: https://www.econbiz.de/10012027054
Cryptocurrency investments are often perceived as uncertain and risky. In this study, we assessed if this is indeed the case, using a sample of seven cryptocurrencies and considered a period that encompassed the first real global shock in the life of these relatively new financial assets, the...
Persistent link: https://www.econbiz.de/10013475240
Persistent link: https://www.econbiz.de/10015063336
The annual electricity consumption of cryptocurrency mining has witnessed significant growth in recent years, fueled by an increase in market participation and the escalating complexity of the mining process. This has led to carbon emissions that exceed those generated by several developed...
Persistent link: https://www.econbiz.de/10015338061