MétaCan
Menu
Back to cohort
Record W4387217869 · doi:10.1177/09721509231164808

Can Cryptocurrencies be a Safe Haven During the 2022 Ukraine Crisis? Implications for G7 Investors

2023· article· en· W4387217869 on OpenAlexaboutno aff
Mohamed Fakhfekh, Yasmine Snene Manzli, Azza Béjaoui, Ahmed Jeribi

Bibliographic record

VenueGlobal Business Review · 2023
Typearticle
Languageen
FieldEconomics, Econometrics and Finance
TopicMarket Dynamics and Volatility
Canadian institutionsnot available
Fundersnot available
KeywordsSafe havenAutoregressive conditional heteroskedasticityDiversification (marketing strategy)EconomicsFinancial economicsFinancial crisisCryptocurrencyMonetary economicsVolatility (finance)Stock (firearms)BusinessMacroeconomics

Abstract

fetched live from OpenAlex

This article attempts to assess the hedging, diversification and safe haven characteristics of gold, Bitcoin and Tether for G7 investors during the political and health crises. For this end, we use the Generalized Autoregressive Conditional Heteroskedasticity-A-Dynamic Conditional Correlation model. The findings prove that gold can be considered as a strong safe haven asset for the G7 investors during the Russia–Ukraine crisis. In contrast, cryptocurrencies fail to retain their safe haven features for Japanese investors during the COVID-19 pandemic. But, they act as diversifier assets for the rest of the G7 stock markets. The computed optimal hedge and hedging effectiveness reveal that Bitcoin displays the best hedging instrument for the United States, British, Japanese and Canadian investors during the Russia–Ukraine crisis whereas gold is considered as the best instrument for German, French and Italian investors.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame machine prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. The Gemma side is a direct model label for every work in the frame, read from the title-only record. The Codex side is a classifier learned from the 10,348 direct Codex labels and calibrated to design-weighted sample rates; fields without enough sample support carry no Codex call. Candidate is the union of the two sides; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels.

metaresearch head score (Codex)0.001
metaresearch head score (Gemma)0.002
Version: metacan-v3-hybrid-931329e0061cValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.007
Threshold uncertainty score0.014

Distilled classifier scores by category (both heads)

CategoryCodexGemma
Metaresearch0.0010.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0000.000
Science and technology studies0.0000.000
Scholarly communication0.0020.001
Open science0.0000.001
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0010.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.058
GPT teacher head0.286
Teacher spread0.228 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one source (direct Gemma or distilled Codex), not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations16
Published2023
Admission routes1
Has abstractyes

Explore more

Same venueGlobal Business ReviewSame topicMarket Dynamics and VolatilityFrench-language works237,207