SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply
16 references·16 citing·37 second hopsampled
Is Bitcoin a Commodity? On price jumps, demand shocks, and certainty of supply (2019)Is Bitcoin a Commodity? On price jumps, d…What Causes the Attention of Bitcoin? (2018)What Causes the Attention of …Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency? (2018)Volatility connectedness in t…Does twitter predict Bitcoin? (2018)Does twitter predict Bitcoin?Central Bank Digital Currencies - Design Principles and Balance Sheet Implications (2018)Central Bank Digital Currenci…Adaptive market hypothesis and evolving predictability of bitcoin (2018)Adaptive market hypothesis an…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)RETRACTED: Datestamping the B…A new look at Cryptocurrencies (2017)A new look at CryptocurrenciesThe Inefficiency of Bitcoin (2016)The Inefficiency of BitcoinSpeculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Speculative bubbles in Bitcoi…Hedging capabilities of bitcoin. Is it the virtual gold? (2015)Hedging capabilities of bitco…Conditional Jump Dynamics in Stock Market Returns (2002)Conditional Jump Dynamics in …On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)On the Relation between the E…Conditional Heteroskedasticity in Asset Returns: A New Approach (1991)Conditional Heteroskedasticit…On Jump Processes in the Foreign Exchange and Stock Markets (1988)On Jump Processes in the Fore…Modelling the persistence of conditional variances (1986)Modelling the persistence of …What Triggers Consumer Adoption of Central Bank Digital Currency? (2023)What Triggers Consumer Adopti…Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets (2022)Time and frequency dynamics o…Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin (2022)Time and frequency connectedn…On the volatility of cryptocurrencies (2022)On the volatility of cryptocu…Is There an Asymmetric Relationship between Economic Policy Uncertainty, Cryptocurrencies, and Global Green Bonds? Evidence from the United States of America (2022)Is There an Asymmetric Relati…Forecasting realized volatility: New evidence from time‐varying jumps in VIX (2022)Forecasting realized volatili…Are FinTech, Robotics, and Blockchain index funds providing diversification opportunities with emerging markets?Lessons from pre and postoutbreak of COVID-19 (2022)Are FinTech, Robotics, and Bl…The role of the carbon market in relation to the cryptocurrency market: Only diversification or more? (2021)The role of the carbon market…Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets (2021)Portfolio diversification ben…Fractional cointegration in bitcoin spot and futures markets (2021)Fractional cointegration in b…Bitcoin: An inflation hedge but not a safe haven (2021)Bitcoin: An inflation hedge b…How explosive are cryptocurrency prices? (2020)How explosive are cryptocurre…Financial modelling, risk management of energy instruments and the role of cryptocurrencies (2020)Financial modelling, risk man…Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy (2020)Crude oil price and cryptocur…Attention allocation and international stock return comovement: Evidence from the Bitcoin market (2020)Attention allocation and inte…Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks (2019)Forecasting the volatility of…Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)ARCH modeling in finance (1992)Risks for the Long Run: A Potential Resolution of Asset Pricing Puzzles (2000)Multivariate GARCH models: a surveyDistribution of the Estimators for Autoregressive Time Series with a Unit Root (1979)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Fractionally integrated generalized autoregressive conditional heteroskedasticity (1996)The Distribution of Realized Exchange Rate Volatility (2001)A test for independence based on the correlation dimension (1996)The Econometrics of Financial Markets (1997)The Econometrics of Financial Markets (2012)Option pricing when underlying stock returns are discontinuous (1976)A Markov Model of Switching-Regime ARCH (1994)News Arrival, Jump Dynamics, and Volatility Components for Individual Stock Returns (2004)On more robust estimation of skewness and kurtosis (2004)Is Gold a Hedge or a Safe Haven? An Analysis of Stocks, Bonds and Gold (2010)Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions (2017)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)Efficient Capital Markets: A Review of Theory and Empirical Work (1970)EFFICIENT CAPITAL MARKETS: A REVIEW OF THEORY AND EMPIRICAL WORK* (1970)Stock Market Prices Do Not Follow Random Walks: Evidence from a Simple Specification Test (1988)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Macroeconomics and Reality (1980)Generalized impulse response analysis in linear multivariate models (1998)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Cryptocurrency forecasting with deep learning chaotic neural networks (2018)Quantile connectedness in the cryptocurrency market (2021)A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)Stock Prices and Social Dynamics (1984)Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)The Cross‐Section of Volatility and Expected Returns (2006)
this work references cited by second hop· second hop is a sample of the most-cited connections

References

  • 1991Conditional Heteroskedasticity in Asset Returns: A New Approach10,268 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1986Modelling the persistence of conditional variances2,068 cited
  • 2015Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin1,386 cited
  • 2016The Inefficiency of Bitcoin1,292 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2015Hedging capabilities of bitcoin. Is it the virtual gold?982 cited
  • 2017RETRACTED: Datestamping the Bitcoin and Ethereum bubbles655 cited
  • 1988On Jump Processes in the Foreign Exchange and Stock Markets625 cited
  • 2018Volatility connectedness in the cryptocurrency market: Is Bitcoin a dominant cryptocurrency?436 cited
  • 2018What Causes the Attention of Bitcoin?389 cited
  • 2018Does twitter predict Bitcoin?381 cited
  • 2002Conditional Jump Dynamics in Stock Market Returns358 cited
  • 2017A new look at Cryptocurrencies344 cited
  • 2018Adaptive market hypothesis and evolving predictability of bitcoin267 cited

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

  • 2018Central Bank Digital Currencies - Design Principles and Balance Sheet Implications265 cited
  • Cited by

    • 2020Crude oil price and cryptocurrencies: Evidence of volatility connectedness and hedging strategy243 cited
    • 2021Bitcoin: An inflation hedge but not a safe haven182 cited
    • 2020Financial modelling, risk management of energy instruments and the role of cryptocurrencies98 cited
    • 2019Forecasting the volatility of Bitcoin: The importance of jumps and structural breaks92 cited
    • 2023What Triggers Consumer Adoption of Central Bank Digital Currency?80 cited
    • 2022Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin79 cited
    • 2021The role of the carbon market in relation to the cryptocurrency market: Only diversification or more?77 cited
    • 2022Is There an Asymmetric Relationship between Economic Policy Uncertainty, Cryptocurrencies, and Global Green Bonds? Evidence from the United States of America69 cited
    • 2022Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets63 cited
    • 2020How explosive are cryptocurrency prices?45 cited
    • 2021Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets43 cited
    • 2022On the volatility of cryptocurrencies43 cited
    • 2021Fractional cointegration in bitcoin spot and futures markets39 cited
    • 2022Are FinTech, Robotics, and Blockchain index funds providing diversification opportunities with emerging markets?Lessons from pre and postoutbreak of COVID-1937 cited
    • 2022Forecasting realized volatility: New evidence from time‐varying jumps in VIX36 cited
    • 2020Attention allocation and international stock return comovement: Evidence from the Bitcoin market32 cited