Geopolitical risk, uncertainty and Bitcoin investment

Mamun, Al; Uddin, Gazi Salah; Suleman, Muhammad Tahir; Kang, Sang Hoon

doi:10.1016/j.physa.2019.123107

Cited by 113 publications

(71 citation statements)

References 34 publications

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“…Empirically, cryptocurrency market prices were also found to be interactive with various assets, including gold [154], the stock markets [155]- [157], and among different cryptocurrencies [158]- [160]. Prices were also found to be driven by social media [161]- [163] and government regulations [164].…”

Section: Market Manipulation By Whale Addressesmentioning

confidence: 99%

Knowledge Discovery in Cryptocurrency Transactions: A Survey

et al. 2021

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Cryptocurrencies gain trust in users by publicly disclosing the full creation and transaction history. In return, the transaction history faithfully records the whole spectrum of cryptocurrency user behaviors. This article analyzes and summarizes the existing research on knowledge discovery in the cryptocurrency transactions using data mining techniques. Specifically, we classify the existing research into three aspects, i.e., transaction tracings and blockchain address linking, the analyses of collective user behaviors, and the study of individual user behaviors. For each aspect, we present the problems, summarize the methodologies, and discuss major findings in the literature. Furthermore, an enumeration of transaction data parsing and visualization tools and services is also provided. Finally, we outline several gaps and trends for future investigation in this research area.

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Section: Market Manipulation By Whale Addressesmentioning

confidence: 99%

Knowledge Discovery in Cryptocurrency Transactions: A Survey

et al. 2021

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“…In a recent study, Al Mamun et al ( 2020 ) used GPR as proxy of uncertainty and argued that GPR break investors’ confidence on continuity of state’s economic policies. According to them (Al Mamun et al 2020 ), ongoing clashes between the USA and China about a disputed region in Southern Chinese sea not only halted business and investment plans of many big companies in these two countries but also impacted plans of international investment groups. GPR has a negative impact not only on investment; however, economic theory suggests that overall consumption of a country also decreases in prevalence of uncertainty.…”

Section: Relevant Literaturementioning

confidence: 99%

The impact of financial development and geopolitical risk on renewable energy consumption: evidence from emerging markets

Alsagr

Hemmen

2021

Environ Sci Pollut Res

129

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In the past three decades, the significance of large industrialized emerging economies has been highlighted. In terms of economic productivity and CO2 emissions, these markets play an important role in the global environment. Hence, to achieve global environmental needs, transition to renewable energy sources is essential. However, financial constraints along with geopolitical risks could act as possible barriers to the required transition. Thereby, in this paper, we aim to assess the impact of financial development and geopolitical risk on renewable energy consumption in emerging markets from 1996 to 2015. A two-step system GMM is tested, revealing a positive significant effect of financial development on transition to renewable energy. Moreover, contrary to the expected negative effect of geopolitical risk, our results reveal significant positive effect of geopolitical risk on renewable energy consumption. We highlight that the effects of both financial development and geopolitical risk are more pronounced in the long run. Finally, imperative policy implications are highlighted.

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“…For the purposes of elaborating on the arguments put forward by authors that have looked into the impacts of geopolitical risk on cryptocurrencies, we dwell on the academic papers of Aysan et al (2019), Al-Yahyaee et al (2019, Al Mamun et al (2020), Chibane and Janson (2020) and Bouri et al (2020). Aysan et al (2019) investigate the predictive power of GPR on Bitcoin returns and volatility.…”

Section: Studies About the Impacts Of Gpr On Cryptocurrenciesmentioning

confidence: 99%

“…Among most recent relevant studies can be included the work of Al Mamun et al (2020). They examine the nexus of geopolitical risk and economic policy uncertainty in the US and in a worldwide level with Bitcoin's correlation with a range of financial assets.…”

Section: Studies About the Impacts Of Gpr On Cryptocurrenciesmentioning

confidence: 99%

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The effects of geopolitical uncertainty on cryptocurrencies and other financial assets

Kyriazis

2020

SN Bus Econ

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This survey reviews the empirical literature concerning the impacts of geopolitical uncertainty as expressed by the highly innovative Geopolitical Risk Index (GPR) by Cardara and Iacoviello (2019). Focus is made on the effects on cryptocurrencies, oil, gold and stock markets. Findings reveal that the GPR index is negatively influential on returns and volatility of oil prices while increase mostly the volatility of stock markets mainly at lower quantiles and weakens the linkage between oil and stock markets. Moreover, this index is a powerful predictor of Bitcoin returns and volatility and is of major importance for determining the diversifying or hedging character of Bitcoin and major cryptocurrencies in portfolios. This sheds light on yet weakly known aspects of geopolitical uncertainty on markets and enables investors to take decisions.

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Geopolitical risk, uncertainty and Bitcoin investment

Cited by 113 publications

References 34 publications

Knowledge Discovery in Cryptocurrency Transactions: A Survey

Knowledge Discovery in Cryptocurrency Transactions: A Survey

The impact of financial development and geopolitical risk on renewable energy consumption: evidence from emerging markets

The effects of geopolitical uncertainty on cryptocurrencies and other financial assets

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