Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?
<p>In the wake of proliferation of cryptocurrencies and growing concerns regarding their environmental impact, we investigate the dynamic co-movement of digital assets and environmentally sustainable assets. We use daily data of five global indices from 01 March 2017 to 15 May 2022. The result...
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| مؤلفون آخرون: | , , |
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2023
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إضافة وسم
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| _version_ | 1864513528973492224 |
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| author | Zaheer Anwer (17863064) |
| author2 | Saqib Farid (17863067) Ashraf Khan (6891545) Noureddine Benlagha (17269114) |
| author2_role | author author author |
| author_facet | Zaheer Anwer (17863064) Saqib Farid (17863067) Ashraf Khan (6891545) Noureddine Benlagha (17269114) |
| author_role | author |
| dc.creator.none.fl_str_mv | Zaheer Anwer (17863064) Saqib Farid (17863067) Ashraf Khan (6891545) Noureddine Benlagha (17269114) |
| dc.date.none.fl_str_mv | 2023-05-01T00:00:00Z |
| dc.identifier.none.fl_str_mv | 10.1016/j.iref.2023.02.005 |
| dc.relation.none.fl_str_mv | https://figshare.com/articles/journal_contribution/Cryptocurrencies_versus_environmentally_sustainable_assets_Does_a_perfect_hedge_exist_/25101311 |
| dc.rights.none.fl_str_mv | CC BY 4.0 info:eu-repo/semantics/openAccess |
| dc.subject.none.fl_str_mv | Commerce, management, tourism and services Banking, finance and investment Economics Econometrics Cryptocurrency Environmentally sustainable assets Clean energy Wavelet |
| dc.title.none.fl_str_mv | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| dc.type.none.fl_str_mv | Text Journal contribution info:eu-repo/semantics/publishedVersion text contribution to journal |
| description | <p>In the wake of proliferation of cryptocurrencies and growing concerns regarding their environmental impact, we investigate the dynamic co-movement of digital assets and environmentally sustainable assets. We use daily data of five global indices from 01 March 2017 to 15 May 2022. The results suggest that environmentally sustainable indices and cryptocurrency indices demonstrate co-movements during pandemic. However, in the normal times, they mostly remain detached from each other. Therefore, it can be argued that both the asset classes can serve as hedge against each other. The findings carry important implications for the investment industry and regulators.</p><h2>Other Information</h2> <p> Published in: International Review of Economics & Finance<br> License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.iref.2023.02.005" target="_blank">https://dx.doi.org/10.1016/j.iref.2023.02.005</a></p> |
| eu_rights_str_mv | openAccess |
| id | Manara2_11a8c51a65bcaa86f2cfb9dbf798737f |
| identifier_str_mv | 10.1016/j.iref.2023.02.005 |
| network_acronym_str | Manara2 |
| network_name_str | Manara2 |
| oai_identifier_str | oai:figshare.com:article/25101311 |
| publishDate | 2023 |
| repository.mail.fl_str_mv | |
| repository.name.fl_str_mv | |
| repository_id_str | |
| rights_invalid_str_mv | CC BY 4.0 |
| spelling | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?Zaheer Anwer (17863064)Saqib Farid (17863067)Ashraf Khan (6891545)Noureddine Benlagha (17269114)Commerce, management, tourism and servicesBanking, finance and investmentEconomicsEconometricsCryptocurrencyEnvironmentally sustainable assetsClean energyWavelet<p>In the wake of proliferation of cryptocurrencies and growing concerns regarding their environmental impact, we investigate the dynamic co-movement of digital assets and environmentally sustainable assets. We use daily data of five global indices from 01 March 2017 to 15 May 2022. The results suggest that environmentally sustainable indices and cryptocurrency indices demonstrate co-movements during pandemic. However, in the normal times, they mostly remain detached from each other. Therefore, it can be argued that both the asset classes can serve as hedge against each other. The findings carry important implications for the investment industry and regulators.</p><h2>Other Information</h2> <p> Published in: International Review of Economics & Finance<br> License: <a href="http://creativecommons.org/licenses/by/4.0/" target="_blank">http://creativecommons.org/licenses/by/4.0/</a><br>See article on publisher's website: <a href="https://dx.doi.org/10.1016/j.iref.2023.02.005" target="_blank">https://dx.doi.org/10.1016/j.iref.2023.02.005</a></p>2023-05-01T00:00:00ZTextJournal contributioninfo:eu-repo/semantics/publishedVersiontextcontribution to journal10.1016/j.iref.2023.02.005https://figshare.com/articles/journal_contribution/Cryptocurrencies_versus_environmentally_sustainable_assets_Does_a_perfect_hedge_exist_/25101311CC BY 4.0info:eu-repo/semantics/openAccessoai:figshare.com:article/251013112023-05-01T00:00:00Z |
| spellingShingle | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? Zaheer Anwer (17863064) Commerce, management, tourism and services Banking, finance and investment Economics Econometrics Cryptocurrency Environmentally sustainable assets Clean energy Wavelet |
| status_str | publishedVersion |
| title | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| title_full | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| title_fullStr | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| title_full_unstemmed | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| title_short | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| title_sort | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist? |
| topic | Commerce, management, tourism and services Banking, finance and investment Economics Econometrics Cryptocurrency Environmentally sustainable assets Clean energy Wavelet |