Exploring Safe Hedging Options for Blockchain Assets in the Face of COVID-19-Induced Volatility

Himani Gupta 1
, 
Rupinder Katoch 2
, 
Manisha Gupta 3
1
 
Jagannath International Management School, India | 
2
 
3
 
Publication type: Book Chapter
Publication date: 2024-06-06
IGI Global
SJR: —
CiteScore: —
Impact factor: —
ISSN: 23281405, 23281413
Abstract

This chapter examines the transfer of daily volatility returns from one block-chain asset to another and hedging alternatives. The technique is based on adequately modelling of the dynamic conditional correlation of generalised autoregressive conditional heteroscedasticity (DCC GARCH) and the hedging ratio. The results reveal that the volatility spillover impact from Etherium to other block-chain assets exists both in the short and long run. There are also hedging possibilities available between the selected block-chain assets. This implies that, prior to investing, policymakers, regulators, and investors should be aware of volatility, spillover effects, and hedging alternatives in the constituent variables.

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GOST Copy
Gupta H., Katoch R., Gupta M. Exploring Safe Hedging Options for Blockchain Assets in the Face of COVID-19-Induced Volatility // Advances in Social Networking and Online Communities. 2024. pp. 254-274.
GOST all authors (up to 50) Copy
Gupta H., Katoch R., Gupta M. Exploring Safe Hedging Options for Blockchain Assets in the Face of COVID-19-Induced Volatility // Advances in Social Networking and Online Communities. 2024. pp. 254-274.
RIS |
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RIS Copy
TY - GENERIC
DO - 10.4018/979-8-3693-2607-7.ch016
UR - https://services.igi-global.com/resolvedoi/resolve.aspx?doi=10.4018/979-8-3693-2607-7.ch016
TI - Exploring Safe Hedging Options for Blockchain Assets in the Face of COVID-19-Induced Volatility
T2 - Advances in Social Networking and Online Communities
AU - Gupta, Himani
AU - Katoch, Rupinder
AU - Gupta, Manisha
PY - 2024
DA - 2024/06/06
PB - IGI Global
SP - 254-274
SN - 2328-1405
SN - 2328-1413
ER -
BibTex
Cite this
BibTex (up to 50 authors) Copy
@incollection{2024_Gupta,
author = {Himani Gupta and Rupinder Katoch and Manisha Gupta},
title = {Exploring Safe Hedging Options for Blockchain Assets in the Face of COVID-19-Induced Volatility},
publisher = {IGI Global},
year = {2024},
pages = {254--274},
month = {jun}
}