...Olfa El Aoun Purpose This paper examines the volatility spillover effects across four key commodities (gas, WTI, wheat, gold), bitcoin and G7 stocks during crisis periods, including the COVID-19 pandemic and the Ukraine war. The objective is to comprehend how linkages vary under extreme conditions...

...), subject to full attribution to the original publication and authors. The full terms of this license may be seen at http://creativecommons.org/licences/by/4.0/legalcode Cryptocurrency Corporate disclosure Bitcoin Corporate treasury Risk management G01 G11 O16 O33 The increasing...

...Khumbulani L. Masuku; Thabo J. Gopane Purpose The study considers time-varying risk premium in investigating the capability of technical analysis (TA) to predict and outperform a buy–hold strategy in Bitcoin exchange rate returns. Design/methodology/approach The study tests the technical...

... Bitcoin and energy commodities returns and volatilities during the period from August 11, 2015 to March 31, 2018. Design/methodology/approach To assess empirically the unanticipated component of the US and ECB monetary policy, the authors pursue the Kuttner's approach and use the federal funds futures...

... to develop the risk and return characteristics of the efficient portfolios, along with the optimal weights of the asset class components in the portfolios. Findings The authors provide evidence that as a single investment, the best cryptocurrency is Ripple, followed by Bitcoin and Litecoin. Furthermore...