In this study, we explore the research published from 2009 to 2021 and summarize what
extant literature has contributed in the last decade to the analysis of volatility and risk …

Blockchain has emerged as an innovative technology with potential to transform business
management, through operational efficiency improvements. Nevertheless, several …

In recent years, investors, corporations, and enterprises have shown great interest in the
Bitcoin network; thus, promoting its products and services is crucial. This study utilizes an …

Traders and investors are interested in accurately predicting cryptocurrency prices to
increase returns and minimize risk. However, due to their uncertainty, volatility, and …

In recent years, there is a widespread belief among researchers and academicians that
Bitcoin usage is imposing an additional burden on the environment inducing climate …

Abstract We forecast the Range Value at Risk (RVaR) of main cryptocurrencies using the
GARCH model with different error distributions. We compare the performance of the different …

Several procedures to forecast daily risk measures in cryptocurrency markets have been
recently implemented in the literature. Among them, long‐memory processes, procedures …

Bubble detection in Bitcoin and Ethereum and its relationship with volatility regimes | Emerald
Insight Books and journals Case studies Expert Briefings Open Access Publish with us …

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 …

In this paper, we analyzed a dataset of over 2000 crypto-assets to assess their credit risk by
computing their probability of death using the daily range. Unlike conventional low …