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Information interdependence among energy, cryptocurrency and major commodity markets

Ji, Qiang; Bouri, Elie; Roubaud, David; Krištoufek, … - In: Energy economics 81 (2019), pp. 1042-1055

Persistent link: https://www.econbiz.de/10012173059

On the hedge and safe haven properties of Bitcoin : is it really more than a diversifier?

Bouri, Elie; Molnár, Peter; Azzi, Georges; Roubaud, David - In: Finance research letters 20 (2017), pp. 192-198

Persistent link: https://www.econbiz.de/10011806908

Bitcoin for energy commodities before and after the December 2013 crash : diversifier, hedge or safe haven?

Bouri, Elie; Jalkh, Naji; Molnár, Peter; Roubaud, David - In: Applied economics 49 (2017) 50, pp. 5063-5073

Persistent link: https://www.econbiz.de/10011844889

Quantile connectedness in the cryptocurrency market

Bouri, Elie; Saeed, Tareq; Xuan Vinh Vo; Roubaud, David - In: Journal of international financial markets, … 71 (2021), pp. 1-16

Persistent link: https://www.econbiz.de/10012800041

The volatility surprise of leading cryptocurrencies : transitory and permanent linkages

Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: Finance research letters 33 (2020), pp. 1-6

Persistent link: https://www.econbiz.de/10012430869

Cryptocurrencies and the downside risk in equity investments

Bouri, Elie; Lucey, Brian M.; Roubaud, David - In: Finance research letters 33 (2020), pp. 1-14

Persistent link: https://www.econbiz.de/10012430937

Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market

Boako, Gideon; Tiwari, Aviral Kumar; Roubaud, David - In: International economics : a journal published by CEPII … 158 (2019), pp. 77-90

Persistent link: https://www.econbiz.de/10012318740

Trading volume and the predictability of return and volatility in the cryptocurrency market

Bouri, Elie; Lau, Chi Keung; Lucey, Brian M.; Roubaud, David - In: Finance research letters 29 (2019), pp. 340-346

Persistent link: https://www.econbiz.de/10012419202

Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies : fresh evidence from intra-day-based good and bad volatilities

Asl, Mahdi Ghaemi; Roubaud, David - In: Financial innovation : FIN 10 (2024), pp. 1-49

This study examines the nexus between the good and bad volatilities of three technological revolutions-fnancial technology (FinTech), the Internet of Things, and artifcial intelligence and technology-as well as the two main conventional and Islamic cryptocurrency platforms, Bitcoin and Stellar,...

Persistent link: https://www.econbiz.de/10014548110

Financial modelling, risk management of energy instruments and the role of cryptocurrencies

Huynh, Toan Luu Duc; Shahbaz, Muhammad; Nasir, Muhammad Ali - In: Annals of Operations Research 313 (2020) 1, pp. 47-75

This paper empirically investigates whether cryptocurrencies might have a useful role in financial modelling and risk management in the energy markets. To do so, the causal relationship between movements on the energy markets (specifically the price of crude oil) and the value of...

Persistent link: https://www.econbiz.de/10014504290