Cryptocurrency volatility forecasting: What can we learn from the first wave of the COVID-19 outbreak?
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DOI: 10.1007/s10479-021-04116-x
Abstract: This study aims to examine the issue of cryptocurrency volatility modelling and forecasting based on high-frequency data. More specifically, this study assesses whether crisis periods, particularly the coronavirus disease pandemic, influence the dynamic of cryptocurrency… read more here.
Keywords: volatility; cryptocurrency volatility; volatility forecasting; cryptocurrency ... See more keywords
Climate risks and cryptocurrency volatility: evidence from crypto market crisis
Sign Up to like & getrecommendations! Published in 2025 at "China Finance Review International"
DOI: 10.1108/cfri-09-2024-0575
Abstract: PurposeThis study aims to examine the impact of climate-related risks on cryptocurrency volatility during crisis periods, focusing on the physical risk index (PRI) and transition risk index (TRI). It investigates how acute and chronic climate… read more here.
Keywords: market; climate; climate risks; cryptocurrency volatility ... See more keywords