superior predictive power of cryptocurrency uncertainty on volatility forecasting of these markets. Our conclusions are robust … the GARCH-MIDAS model incorporating cryptocurrency policy and price uncertainty, as well as several other commonly used … cryptocurrency uncertainty on the volatilities of precious metal futures markets, and the out-of-sample evidence further confirms the …

This study explores the stylized facts, volatility clustering, other highly irregular behaviour, and risk measures of … analysed cryptocurrencies. This paper provides new insights about cryptocurrency behaviour and the main measures of risk and … dependence and risk strategies for investment and hedging purposes, especially during more volatile periods in the markets as …

cryptocurrency investors. Can alternative assets hedge Bitcoin risk? This study investigates the ability of equities, commodities …The recent 50% drop in the price of the flagship cryptocurrency Bitcoin reinforces the persistent anxiety among …, Dow-Jones, Nikkei, S&P 500, Brent, and WTI futures can be effective hedging instruments. We use a wavelet-based dynamic …