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Digital and Conventional Assets
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Digital and Conventional Assets

A special issue of International Journal of Financial Studies (ISSN 2227-7072).

Deadline for manuscript submissions: closed (2 June 2023) | Viewed by 8509

Special Issue Editor

Dr. Ramzi Nekhili

E-Mail Website
Guest Editor
Department of Accounting and Finance, Applied Science University, East Al-Ekir 5055, Bahrain
Interests: REIT markets; spillovers; DeFi; currencies

Special Issue Information

Dear Colleagues,

The advent of digital assets has been topical in many conversations in finance. There is a common belief that these assets will boost liquidity and fundraising, enrich global investor pools, and impact other financial markets. With the change in the dynamics of global financial markets, digital and conventional assets may provide evidence of responsive behavior to various global economic events. This Special Issue aims at providing selected contributions on advances in digital finance and their relationships with conventional assets.

Dr. Ramzi Nekhili
Guest Editor

Manuscript Submission Information

Manuscripts should be submitted online at www.mdpi.com by registering and logging in to this website. Once you are registered, click here to go to the submission form. Manuscripts can be submitted until the deadline. All submissions that pass pre-check are peer-reviewed. Accepted papers will be published continuously in the journal (as soon as accepted) and will be listed together on the special issue website. Research articles, review articles as well as short communications are invited. For planned papers, a title and short abstract (about 100 words) can be sent to the Editorial Office for announcement on this website.

Submitted manuscripts should not have been published previously, nor be under consideration for publication elsewhere (except conference proceedings papers). All manuscripts are thoroughly refereed through a single-blind peer-review process. A guide for authors and other relevant information for submission of manuscripts is available on the Instructions for Authors page. International Journal of Financial Studies is an international peer-reviewed open access quarterly journal published by MDPI.

Please visit the Instructions for Authors page before submitting a manuscript. The Article Processing Charge (APC) for publication in this open access journal is 1800 CHF (Swiss Francs). Submitted papers should be well formatted and use good English. Authors may use MDPI's English editing service prior to publication or during author revisions.

Keywords

  • cryptocurrency
  • decentralized financial assets
  • tokenized securities
  • spillovers
  • volatility modeling
  • Bitcoin/Ethereum

Published Papers (3 papers)

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Research

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22 pages, 2637 KiB  
Article
Modeling Supply Chain Firms’ Stock Prices in the Fertilizer Industry through Innovative Cryptocurrency Market Big Data
by Damianos P. Sakas, Nikolaos T. Giannakopoulos, Markos Margaritis and Nikos Kanellos
Int. J. Financial Stud. 2023, 11(3), 88; https://doi.org/10.3390/ijfs11030088 - 3 Jul 2023
Cited by 1 | Viewed by 1807
Abstract
Due to the volatility of the markets and the ongoing crises (COVID-19, the Ukrainian war, etc.), investors are keen to exploit any potential chances to make profits. For this reason, the idea of harvesting data from cryptocurrency market users takes an innovative step. [...] Read more.
Due to the volatility of the markets and the ongoing crises (COVID-19, the Ukrainian war, etc.), investors are keen to exploit any potential chances to make profits. For this reason, the idea of harvesting data from cryptocurrency market users takes an innovative step. Potential investors in supply chain firms in the fertilizer industry need to know whether the observation of data originating from the cryptocurrency market is capable of explaining their stock price variation. The authors identify the innovative utilization of cryptocurrency markets’ user analytical data to model and predict the stock price of supply chain firms in the fertilizer industry stock price. The main aim of this research is to evaluate the contribution of cryptocurrency market big data as a predicting factor for the stock price of fertilizer market firms. Such a finding improves the knowledge and decision-making of potential investors in the fertilizer market. Moreover, this study seeks to highlight the benefits of utilizing cryptocurrency market big data for other financial purposes, apart from stock price prediction. The analytical data was derived from cryptocurrency websites and applications and was then processed through statistical analysis (correlation and linear regressions), Fuzzy Cognitive Maps (FCM), and Hybrid Modeling (HM) modeling. The hybrid model’s simulation showed that analytical data from the cryptocurrency markets tend to explain and predict the stock price of supply chain firms in the fertilizer industry. Such data refer to Bitcoin’s website organic keywords and traffic costs, as well as paid traffic costs from cryptocurrency trade websites/apps. A rise in Bitcoin and cryptocurrency trade websites’ organic and paid traffic costs tend to increase supply chain firms in the fertilizer industry’s stock prices, while Bitcoin’s website organic keywords variation decreases accordingly. Full article
(This article belongs to the Special Issue Digital and Conventional Assets)
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14 pages, 1560 KiB  
Article
Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
by Samia Nasreen, Aviral Kumar Tiwari, Zhuhua Jiang and Seong-Min Yoon
Int. J. Financial Stud. 2022, 10(3), 49; https://doi.org/10.3390/ijfs10030049 - 1 Jul 2022
Cited by 1 | Viewed by 1861
Abstract
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and covering the period of 1 October [...] Read more.
In this study, the dependence between Bitcoin (BTC) and economic policy uncertainty (EPU) of USA and China is estimated by applying the latest methodology of quantile cross-spectral dependence. Daily data comprising a total of 1947 observations and covering the period of 1 October 2013 to 31 January 2019 are used in this study. The findings indicate that a positive return interdependence between BTC and EPU is high in the short term, and this dependence decreases as investment horizons increase from weekly to yearly. The information on the time-varying and time–frequency structure of interdependence is also extracted by applying wavelet coherence analysis. The estimated results of wavelet coherence suggest that the correlation between BTC and EPU is positive during a short-term investment horizon. Finally, the frequency domain Breitung and Candelon causality test is applied, and results show the evidence of insignificant causality between Bitcoin and EPU. Overall, the findings highlight the diversification benefits of Bitcoin during the period of uncertainty. Full article
(This article belongs to the Special Issue Digital and Conventional Assets)
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Review

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25 pages, 3463 KiB  
Review
The Sustainability of Investing in Cryptocurrencies: A Bibliometric Analysis of Research Trends
by Mohammad Alqudah, Luis Ferruz, Emilio Martín, Hanan Qudah and Firas Hamdan
Int. J. Financial Stud. 2023, 11(3), 93; https://doi.org/10.3390/ijfs11030093 - 25 Jul 2023
Cited by 10 | Viewed by 3968
Abstract
This paper explores the state of the art in the cryptocurrency literature, with a special emphasis on the links between financial dimensions and ESG features. The study uses bibliometric analysis to illustrate the history of cryptocurrency publication activity, focusing on the most popular [...] Read more.
This paper explores the state of the art in the cryptocurrency literature, with a special emphasis on the links between financial dimensions and ESG features. The study uses bibliometric analysis to illustrate the history of cryptocurrency publication activity, focusing on the most popular subjects and research trends. Between 2014 and 2021, 1442 papers on cryptocurrencies were published in the Web of Science core collection, the most authoritative database, although only a tiny percentage evaluated ESG factors. One of the most common criticisms of cryptocurrencies is the pollution derived from energy consumption in their mining process and their use for illicit purposes due to the absence of effective regulation. The study allows us to suggest future research directions that may be beneficial in illustrating the environmental effect, studying financial behavior, identifying the long-term sustainability of cryptocurrencies, and evaluating their financial success. This study provides an in-depth examination of current research trends in the field of cryptocurrencies, identifying prospective future research directions. Full article
(This article belongs to the Special Issue Digital and Conventional Assets)
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