...Ihsen Abid Purpose This study investigates the dynamic relationships between Bitcoin returns, global oil prices and equity markets, with a particular focus on the USA (S&P 500) and Saudi Arabia (Tadawul All Share Index – TASI ). This study also aims to assess how macro-financial conditions...

...Sercan Demiralay; Petros Golitsis; Athanasios Fassas; Jocelyn Chen Purpose This study aims to investigate whether alternative assets – specifically Bitcoin, gold, oil and real estate – can effectively hedge risks associated with conventional equity markets. Design/methodology/approach...

...-use rights only Bitcoin US economic policy uncertainty index Volatility index Asymmetric dynamic conditional correlation-GARCH model Financial crises are increasingly common and global. They are driven by pervasive financial and economic uncertainties that have shaken global financial...

...Jin Cai; Gerard Pinto Purpose This paper aims to improve how investors can better manage their exposure to bitcoin (BTC), given the growing importance of BTC and the accompanying high volatility of BTC. This paper tests whether altcoins can serve as safe havens and diversifiers against exposure...

...Pablo Agnese Purpose This paper aims to analyze the connectedness between bitcoin (BTC) and other traditional assets (e.g. metals) in times of financial turbulence like the COVID pandemic. The purpose is to see to what extent BTC is mimicking the role precious metals are known for, that of being...

...Tezer Yelkenci; Birce Dobrucalı Yelkenci; Gülin Vardar; Berna Aydoğan Purpose This study aims to empirically investigate the linkages between digital trails of social signals (content and profile features of bitcoin-related tweets) and bitcoin price return using a VAR-BEKK-GARCH model. Design...

..., Ripple, Solana, Cardano and Bitcoin Cash show the opposite behavior of the leverage effect. The findings of the GJR-GARCH model also show positive feedback trading for USD Coin, Binance USD, Ripple, Solana and Bitcoin Cash and negative feedback trading for Ethereum and Cardano only. Originality/value...

...Miriam Sosa; Edgar Ortiz; Alejandra Cabello-Rosales Purpose The purpose of this research is to analyze the Bitcoin (BTC) and Ether (ETH) long memory and conditional volatility. Design/methodology/approach The empirical approach includes ARFIMA-HYGARCH and ARFIMA-FIGARCH, both models under...

...Matin Keramiyan; Korhan K. Gokmenoglu Purpose This paper aims to examine the predictive power of the volume of Economic Uncertainty Related Queries and the Macroeconomic Uncertainty Index on the Bitcoin returns. Design/methodology/approach Data consists of 118 monthly observations from...

...Md Hakim Ali; Christophe Schinckus; Md Akther Uddin; Saeed Pahlevansharif Purpose Even though Bitcoin has been often labelled as a safe haven asset class in the literature, the influence of economic policy uncertainty (EPU) on the diversifying opportunities offered by Bitcoin in relation to other...

... of this study is to consider that the difficulty to mine a block might be a better indicator of the Bitcoin\Ether’s electricity consumption. Design/methodology/approach This study applies the vector error correction model to investigate data related to primary energy consumption and electricity production...

...Thibaut G. Morillon; Ryan G. Chacon Purpose Perhaps the most popular pricing model among Bitcoin enthusiasts is the stock-to-flow (S2F) model. The model gained significant traction after successfully predicting the meteoric rise of Bitcoin prices from late 2020 to early 2021. This paper dissects...

... cryptocurrencies in addition to Bitcoin. This study also notes seasonality in crash risk, with higher crash risk during the June–August period and lower crash risk in the Halloween period that runs from November to April. Originality/value The results provide insights that are not apparent in previous analyses...

...Natalia Diniz-Maganini; Abdul A. Rasheed Purpose When investors experience extreme uncertainty, they seek “safe havens” to reduce their risk, to limit their losses and to protect the value of their portfolios. The purpose of this paper is to examine the safe-haven properties of Bitcoin compared...

...Ikhlaas Gurrib; Firuz Kamalov Purpose Cryptocurrencies such as Bitcoin (BTC) attracted a lot of attention in recent months due to their unprecedented price fluctuations. This paper aims to propose a new method for predicting the direction of BTC price using linear discriminant analysis (LDA...

...Muhammad Kamran; Pakeezah Butt; Assim Abdel-Razzaq; Hadrian Geri Djajadikerta Purpose This study aims to address the timely question of whether Bitcoin exhibited a safe haven property against the major Australian stock indices during the first and second waves of the COVID-19 pandemic in Australia...

...Irfan Haider Shakri Purpose The purpose of this study is to compare five data-driven-based ML techniques to predict the time series data of Bitcoin returns, namely, alternating model tree, random forest (RF), multiple linear regression, multi-layer perceptron regression and M5 Tree algorithms...

...Samah Hazgui; Saber Sebai; Walid Mensi Purpose This paper aims to examine the frequency of co-movements and asymmetric dependencies between bitcoin (BTC), gold, Brent crude oil and the US economic policy uncertainty (EPU) index. Design/methodology/approach The authors use a wavelet approach...

...Daniel Modenesi de Andrade; Fernando Barros Jr; Fabio Yoshio Motoki; Matheus Oliveira da Silva Purpose This paper aims to study the dynamics of bitcoin prices in Brazil, a large emerging economy with an unregulated bitcoin market. Design/methodology/approach First, this study tests if the Law...

...Thibaut Morillon Purpose Professionals and academics alike hold polarized opinions about Bitcoin’s purpose and its fundamental value. This paper aims to describe Bitcoin’s unique features that make it such an intriguing asset and proposes a new way to consider Bitcoin and its underlying value...