Sustainable finance and blockchain: A systematic review and research agenda

YS Ren, CQ Ma, XQ Chen, YT Lei, YR Wang - Research in International …, 2023 - Elsevier
Sustainable finance and blockchain studies have garnered considerable interest recently.
but there has been no systematic analysis of blockchain in sustainable finance to far. To fill …

Portfolio diversification, hedge and safe-haven properties in cryptocurrency investments and financial economics: A systematic literature review

J Almeida, TC Gonçalves - Journal of Risk and Financial Management, 2022 - mdpi.com
Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

Gold or Bitcoin, which is the safe haven during the COVID-19 pandemic?

F Wen, X Tong, X Ren - International Review of Financial Analysis, 2022 - Elsevier
This study compares the dynamic spillover effects of gold and Bitcoin prices on the oil and
stock market during the COVID-19 pandemic via time-varying parameter vector …

Connectedness among major cryptocurrencies in standard times and during the COVID-19 outbreak

A Kumar, N Iqbal, SK Mitra, L Kristoufek… - Journal of International …, 2022 - Elsevier
The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …

[HTML][HTML] The effects of central bank digital currencies news on financial markets

Y Wang, BM Lucey, SA Vigne, L Yarovaya - Technological Forecasting and …, 2022 - Elsevier
Based on coverage of over 660m news stories from LexisNexis News & Business between
2015–2021, we provide two new indices around the growing area of Central Bank Digital …

Connectedness and portfolio management between renewable energy tokens and metals: Evidence from TVP-VAR approach

S Ali, MS Ijaz, I Yousaf, Y Li - Energy Economics, 2023 - Elsevier
The rise of new types of renewable digital assets in the recent decade has spurred
international investors to explore their inclusion in portfolios for optimal returns. Therefore …

Connectedness between Defi assets and equity markets during COVID-19: A sector analysis

I Yousaf, F Jareño, M Tolentino - Technological Forecasting and Social …, 2023 - Elsevier
This paper explores the dynamic connectedness between Defi assets and sector stock
markets focused around the COVID-19 pandemic crisis. For that aim, this research applies …

Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin

JW Goodell, S Corbet, MP Yadav, S Kumar… - International Review of …, 2022 - Elsevier
Green investment funds continue to interest as a sustainable non-conventional asset class.
We examine their interconnectedness, using network and wavelet analyses, with both …

Gold vs bitcoin: Who can resist panic in the US?

CW Su, S Yang, M Qin, OR Lobonţ - Resources Policy, 2023 - Elsevier
Comparing the safe-haven property of gold and bitcoin from the perspective of panic is
significant to maximise returns for investors. The analysis utilises the TVP-SV-VAR system to …

Dynamic spillovers and portfolio risk management between defi and metals: Empirical evidence from the Covid-19

S Ali, MS Ijaz, I Yousaf - Resources Policy, 2023 - Elsevier
Using a novel TVP-VAR approach, we investigate the connectedness between precious
metals, industrial metals, and decentralized finance (DeFi) assets during pre-pandemic and …