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Rostislav Haliplii

Université Paris I Panthéon-Sorbonne

France

  • Université Paris I Panthéon-Sorbonne

SCHOLARLY PAPERS

4

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1,125

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Scholarly Papers (4)

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1.

To Mine or Not to Mine? The Bitcoin Mining Paradox

Number of pages: 25 Posted: 22 May 2020
Rostislav Haliplii, Dominique Guegan and Marius Frunza
Université Paris I Panthéon-Sorbonne, Université Paris I Panthéon-Sorbonne and Paris Dauphine University
Downloads 322 (234,399)

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Bitcoin Mining, Difficulty Modelling, Real Option Theory

2.

Assessment of Proxy-Hedging in Jet-Fuel Markets

Number of pages: 30 Posted: 09 Oct 2017
Marius Frunza, Dominique Guegan and Rostislav Haliplii
Paris Dauphine University, Université Paris I Panthéon-Sorbonne and Université Paris I Panthéon-Sorbonne
Downloads 322 (233,602)

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Oil Distillates, Gasoil, Jet Fuel, Hedging Strategies, Market Liquidity, Market Efficiency, Time Series Modeling

3.

Proxy-Hedging of Bitcoin Exposures With Altcoins

Number of pages: 29 Posted: 20 May 2020
Dominique Guegan, Marius Frunza and Rostislav Haliplii
Université Paris I Panthéon-Sorbonne, Paris Dauphine University and Université Paris I Panthéon-Sorbonne
Downloads 293 (258,599)

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Bitcoin, Altcoins, hedging, volatility modelling, portfolio risk management

4.

Bubbles on Altcoins: Rush versus Manipulation

Number of pages: 25 Posted: 24 Nov 2020
Rostislav Haliplii, Dominique Guegan and Marius Frunza
Université Paris I Panthéon-Sorbonne, Université Paris I Panthéon-Sorbonne and Paris Dauphine University
Downloads 188 (403,391)

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Bitcoin, Altcoin, crypto-currencies, bubbles, market efficiency, timeseries modeling