This study assesses the roles of Bitcoin as a hedge, a safe haven and/or a diversifier against
extreme oil price movements, in comparison to the corresponding roles of gold. We use a …

We examine whether Bitcoin can hedge global uncertainty, measured by the first principal
component of the VIXs of 14 developed and developing equity markets. After decomposing …

We study the relationship between Bitcoin and commodities by assessing the ability of
Bitcoin to act as a diversifier, hedge, or safe haven against daily movements in commodities …

We use the GARCH-MIDAS model to extract the long-and short-term volatility components of
cryptocurrencies. As potential drivers of Bitcoin volatility, we consider measures of volatility …

The high energy consumption of cryptocurrency transactions has raised concerns about the
environment and sustainability among green investors and regulatory authorities. The …

This article contributes to the embryonic literature on the relations between Bitcoin and
conventional investments by studying return and volatility spillovers between this largest …

Cryptocurrencies have emerged as an innovative alternative investment asset class, traded
in data-rich markets by globally distributed investors. Although significant attention has been …

We use a data-driven methodology, namely the directed acyclic graph, to uncover the
contemporaneous and lagged relations between Bitcoin and other asset classes. The …

Long short-term memory (LSTM) networks are a state-of-the-art sequence learning in deep
learning for time series forecasting. However, less study applied to financial time series …

This paper analyses the time and frequency dynamics of connectedness between
cryptocurrencies and commodity sectors. It supports that cryptocurrency plays a virtual …