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Profitability of technical trading rules among cryptocurrencies with privacy function
(Elsevier, 2020-03-18)
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This paper studies simple moving average trading strategies employing daily price data on the ten most-traded cryptocurrencies that exhibit the ‘privacy function’. Investigating the 2016–2018 period, our results indicate ...
Have the anomalies following share buybacks disappeared?
(Taylor & Francis, 2015-12-10)
- article
Although several empirical studies report significant positive long-run abnormal stock returns following share buybacks, a recent event study paper claims that such anomalies have disappeared in the most recent decade and ...
Evaluation of cross-quantile dependence and causality between non-ferrous metals and clean energy indexes
(Elsevier, 2020-07-01)
- article
This paper analyzes the cross-quantile dependence and causality between non-ferrous metals and clean energy indices by employing data from November 2003 to May 2019. Specifically, we utilize the time-varying copulas to ...
Technical trading rules in the cryptocurrency market
(Elsevier, 2020-01-01)
- article
This paper studies simple moving average trading strategies employing daily price data on the eleven most-traded cryptocurrencies in the 2016–2018 period. Our results indicate a variable moving average strategy is successful ...
Do green investments react to oil price shocks? Implications for sustainable development
(Elsevier, 2020-09-01)
- article
This study investigates whether green investments are connected to oil price shocks. While earlier papers mainly investigate the linkage between clean energy stock and crude oil prices, we consider recently introduced ...
Forecasting the volatility of biofuel feedstock prices : the US evidence
(Wiley, 2019-02-25)
- article
Given that, nowadays, 40% of the US corn crop is used for biofuel production, there is a growing concern that the rise in biofuel production might lead to an increase in food prices. However, it is also obvious that ...