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Seungwon Lee & Changryong Baek. (2023) Volatility changes in cryptocurrencies: evidence from sparse VHAR-MGARCH model. Applied Economics Letters 30:11, pages 1496-1504.
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Myriam Ben Osman, Emilios Galariotis, Khaled Guesmi, Haykel Hamdi & Kamel Naoui. (2024) Are markets sentiment driving the price bubbles in the virtual?. International Review of Economics & Finance 89, pages 272-285.
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Anoop S. Kumar & Balaga Mohana Rao. (2023) Are non‐fungible token coins a good hedge against the stock market volatility?. Australian Economic Papers 62:4, pages 764-772.
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Imran Yousaf, Mariya Gubareva & Tamara Teplova. (2023) Connectedness of non-fungible tokens and conventional cryptocurrencies with metals. The North American Journal of Economics and Finance 68, pages 101995.
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Voicu D. Dragomir & Valentin Florentin Dumitru. (2023) Recognition and Measurement of Crypto-Assets from the Perspective of Retail Holders. FinTech 2:3, pages 543-559.
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Erkan Ustaoglu. (2023) Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. Resources Policy 84, pages 103791.
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José Almeida & Tiago Cruz Gonçalves. (2022) Portfolio Diversification, Hedge and Safe-Haven Properties in Cryptocurrency Investments and Financial Economics: A Systematic Literature Review. Journal of Risk and Financial Management 16:1, pages 3.
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Mudassar Hasan, Muhammad Abubakr Naeem, Muhammad Arif, Syed Jawad Hussain Shahzad & Xuan Vinh Vo. (2022) Liquidity connectedness in cryptocurrency market. Financial Innovation 8:1.
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Yun-Shi Dai, Ngoc Quang Anh Huynh, Qing-Huan Zheng & Wei-Xing Zhou. (2022) Correlation structure analysis of the global agricultural futures market. Research in International Business and Finance 61, pages 101677.
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Md. Bokhtiar Hasan, Md. Naiem Hossain, Juha Junttila, Gazi Salah Uddin & Mustafa Raza Rabbani. (2022) Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?. Annals of Operations Research.
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Javed Bin Kamal, Mark Wohar & Khaled Bin Kamal. (2022) Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?. Resources Policy 78, pages 102920.
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Bin Mo, Juan Meng & Liping Zheng. (2022) Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets. Resources Policy 77, pages 102731.
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Linh Pham, Sitara Karim, Muhammad Abubakr Naeem & Cheng Long. (2022) A tale of two tails among carbon prices, green and non-green cryptocurrencies. International Review of Financial Analysis 82, pages 102139.
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Erkan Ustaoglu. (2022) Safe-haven properties and portfolio applications of cryptocurrencies: Evidence from the emerging markets. Finance Research Letters 47, pages 102716.
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Syed Ali Raza, Nida Shah, Khaled Guesmi & Badreddine Msolli. (2022) How does COVID-19 influence dynamic spillover connectedness between cryptocurrencies? Evidence from non-parametric causality-in-quantiles techniques. Finance Research Letters 47, pages 102569.
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Francisco Jareño, María De La O González & Pascual Belmonte. (2022) Asymmetric interdependencies between cryptocurrency and commodity markets: the COVID-19 pandemic impact. Quantitative Finance and Economics 6:1, pages 83-112.
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Muhammad Abubakr Naeem, Mudassar Hasan, Muhammad Arif, Muhammad Tahir Suleman & Sang Hoon Kang. (2022) Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. Energy Economics 105, pages 105758.
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Alexander V. Panin, Dmitriy V. Timokhin, Lidia A. Golovina & Lyubov V. Degteva. 2022. Towards an Increased Security: Green Innovations, Intellectual Property Protection and Information Security. Towards an Increased Security: Green Innovations, Intellectual Property Protection and Information Security
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Noshaba Zulfiqar & Saqib Gulzar. (2021) Implied volatility estimation of bitcoin options and the stylized facts of option pricing. Financial Innovation 7:1.
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Walid M.A. Ahmed. (2021) How do Islamic equity markets respond to good and bad volatility of cryptocurrencies? The case of Bitcoin. Pacific-Basin Finance Journal 70, pages 101667.
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Muhammad Abubakr Naeem, Imen Mbarki, Majed Alharthi, Abdelwahed Omri & Syed Jawad Hussain Shahzad. (2021) Did COVID-19 Impact the Connectedness Between Green Bonds and Other Financial Markets? Evidence From Time-Frequency Domain With Portfolio Implications. Frontiers in Environmental Science 9.
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Massimiliano Caporin, Muhammad Abubakr Naeem, Muhammad Arif, Mudassar Hasan, Xuan Vinh Vo & Syed Jawad Hussain Shahzad. (2021) Asymmetric and time-frequency spillovers among commodities using high-frequency data. Resources Policy 70, pages 101958.
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