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Journal

Economics Letters

Scopus

ISSN 0165-1765 · Elsevier BV · 5 articles in the index

  1. Journal Article Full text

    Tail dependence between bitcoin and green financial assets

    Muhammad Abubakr Naeem; Sitara Karim

    Economics Letters · 2021 · English · OpenAlex Scopus

    The high power consumption of Bitcoin transactions has raised environmental and sustainable concerns of green investors and regulatory bodies. We utilize the time-varying optimal copula (TVOC) approach to showcase the dependence structure between bitcoin and green financial assets. We find multiple…

  2. Journal Article Full text

    Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic

    Shaen Corbet; Yang Hou; Yang Hu et al.

    Economics Letters · 2020 · English · OpenAlex Scopus

    Controlling for the polarity and subjectivity of social media data based on the development of the COVID-19 outbreak, we analyse the relationships between the largest cryptocurrencies and such time-varying realisation as to the scale of the economic shock centralised within the rapidly-escalating…