{"id":"https://openalex.org/W4360585354","doi":"https://doi.org/10.1109/ic3i56241.2022.10073144","title":"Cryptocurrency as a Hedging Alternative- DCC GARCH Model Analysis using R Programming","display_name":"Cryptocurrency as a Hedging Alternative- DCC GARCH Model Analysis using R Programming","publication_year":2022,"publication_date":"2022-12-14","ids":{"openalex":"https://openalex.org/W4360585354","doi":"https://doi.org/10.1109/ic3i56241.2022.10073144"},"language":"en","primary_location":{"id":"doi:10.1109/ic3i56241.2022.10073144","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ic3i56241.2022.10073144","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 5th International Conference on Contemporary Computing and Informatics (IC3I)","raw_type":"proceedings-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5090740265","display_name":"Vikrant Vikram Singh","orcid":"https://orcid.org/0000-0003-1817-1097"},"institutions":[{"id":"https://openalex.org/I244572783","display_name":"Symbiosis International University","ror":"https://ror.org/005r2ww51","country_code":"IN","type":"education","lineage":["https://openalex.org/I244572783"]}],"countries":["IN"],"is_corresponding":true,"raw_author_name":"Vikrant Vikram Singh","raw_affiliation_strings":["Symbiosis International Deemed University,Symbiosis Centre for Management Studies,Noida,India","Symbiosis Centre for Management Studies, Symbiosis International Deemed University, Noida, India"],"affiliations":[{"raw_affiliation_string":"Symbiosis International Deemed University,Symbiosis Centre for Management Studies,Noida,India","institution_ids":["https://openalex.org/I244572783"]},{"raw_affiliation_string":"Symbiosis Centre for Management Studies, Symbiosis International Deemed University, Noida, India","institution_ids":["https://openalex.org/I244572783"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5101791974","display_name":"Harendra Singh","orcid":"https://orcid.org/0000-0001-9401-0856"},"institutions":[{"id":"https://openalex.org/I73779912","display_name":"Manipal University Jaipur","ror":"https://ror.org/040h76494","country_code":null,"type":"education","lineage":["https://openalex.org/I73779912"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Harendra Singh","raw_affiliation_strings":["Manipal University Jaipur,Directorate of Online Education,Jaipur,India","Directorate of Online Education, Manipal University Jaipur, Jaipur, India"],"affiliations":[{"raw_affiliation_string":"Manipal University Jaipur,Directorate of Online Education,Jaipur,India","institution_ids":["https://openalex.org/I73779912"]},{"raw_affiliation_string":"Directorate of Online Education, Manipal University Jaipur, Jaipur, India","institution_ids":["https://openalex.org/I73779912"]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5001742940","display_name":"Aditya Kumar Gupta","orcid":"https://orcid.org/0000-0003-0627-3600"},"institutions":[{"id":"https://openalex.org/I191972202","display_name":"Amity University","ror":"https://ror.org/02n9z0v62","country_code":"IN","type":"education","lineage":["https://openalex.org/I191972202"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Aditya Kumar Gupta","raw_affiliation_strings":["Amity University,Amity International Business School,Noida,India","Amity International Business School, Amity University, Noida, India"],"affiliations":[{"raw_affiliation_string":"Amity University,Amity International Business School,Noida,India","institution_ids":["https://openalex.org/I191972202"]},{"raw_affiliation_string":"Amity International Business School, Amity University, Noida, India","institution_ids":["https://openalex.org/I191972202"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5015692716","display_name":"Prashant Dev Yadav","orcid":"https://orcid.org/0000-0002-0233-7075"},"institutions":[{"id":"https://openalex.org/I244572783","display_name":"Symbiosis International University","ror":"https://ror.org/005r2ww51","country_code":"IN","type":"education","lineage":["https://openalex.org/I244572783"]}],"countries":["IN"],"is_corresponding":false,"raw_author_name":"Prashant Dev Yadav","raw_affiliation_strings":["Symbiosis International Deemed University,Symbiosis Centre for Management Studies,Noida,India","Symbiosis Centre for Management Studies, Symbiosis International Deemed University, Noida, India"],"affiliations":[{"raw_affiliation_string":"Symbiosis International Deemed University,Symbiosis Centre for Management Studies,Noida,India","institution_ids":["https://openalex.org/I244572783"]},{"raw_affiliation_string":"Symbiosis Centre for Management Studies, Symbiosis International Deemed University, Noida, India","institution_ids":["https://openalex.org/I244572783"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":4,"corresponding_author_ids":["https://openalex.org/A5090740265"],"corresponding_institution_ids":["https://openalex.org/I244572783"],"apc_list":null,"apc_paid":null,"fwci":1.6475,"has_fulltext":false,"cited_by_count":8,"citation_normalized_percentile":{"value":0.88171852,"is_in_top_1_percent":false,"is_in_top_10_percent":false},"cited_by_percentile_year":{"min":91,"max":98},"biblio":{"volume":null,"issue":null,"first_page":"1529","last_page":"1533"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},"topics":[{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9991000294685364,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9976000189781189,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11326","display_name":"Stock Market Forecasting Methods","score":0.9718999862670898,"subfield":{"id":"https://openalex.org/subfields/1803","display_name":"Management Science and Operations Research"},"field":{"id":"https://openalex.org/fields/18","display_name":"Decision Sciences"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.9328321218490601},{"id":"https://openalex.org/keywords/diversification","display_name":"Diversification (marketing strategy)","score":0.7747581601142883},{"id":"https://openalex.org/keywords/autoregressive-conditional-heteroskedasticity","display_name":"Autoregressive conditional heteroskedasticity","score":0.5500343441963196},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.5477029085159302},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.5334988236427307},{"id":"https://openalex.org/keywords/financial-economics","display_name":"Financial economics","score":0.5071830749511719},{"id":"https://openalex.org/keywords/capitalization","display_name":"Capitalization","score":0.48755306005477905},{"id":"https://openalex.org/keywords/portfolio","display_name":"Portfolio","score":0.48592033982276917},{"id":"https://openalex.org/keywords/stock-market","display_name":"Stock market","score":0.4387868344783783},{"id":"https://openalex.org/keywords/alternative-investment","display_name":"Alternative investment","score":0.43254366517066956},{"id":"https://openalex.org/keywords/spot-contract","display_name":"Spot contract","score":0.4214164912700653},{"id":"https://openalex.org/keywords/market-capitalization","display_name":"Market capitalization","score":0.4206061065196991},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.38146302103996277},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.3025331497192383},{"id":"https://openalex.org/keywords/business","display_name":"Business","score":0.2767241597175598},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.2678697109222412},{"id":"https://openalex.org/keywords/futures-contract","display_name":"Futures contract","score":0.09086805582046509},{"id":"https://openalex.org/keywords/market-liquidity","display_name":"Market liquidity","score":0.07647973299026489}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.9328321218490601},{"id":"https://openalex.org/C180916674","wikidata":"https://www.wikidata.org/wiki/Q3711935","display_name":"Diversification (marketing strategy)","level":2,"score":0.7747581601142883},{"id":"https://openalex.org/C23922673","wikidata":"https://www.wikidata.org/wiki/Q180752","display_name":"Autoregressive conditional heteroskedasticity","level":3,"score":0.5500343441963196},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.5477029085159302},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.5334988236427307},{"id":"https://openalex.org/C106159729","wikidata":"https://www.wikidata.org/wiki/Q2294553","display_name":"Financial economics","level":1,"score":0.5071830749511719},{"id":"https://openalex.org/C2779137862","wikidata":"https://www.wikidata.org/wiki/Q425951","display_name":"Capitalization","level":2,"score":0.48755306005477905},{"id":"https://openalex.org/C2780821815","wikidata":"https://www.wikidata.org/wiki/Q5340806","display_name":"Portfolio","level":2,"score":0.48592033982276917},{"id":"https://openalex.org/C2780299701","wikidata":"https://www.wikidata.org/wiki/Q475000","display_name":"Stock market","level":3,"score":0.4387868344783783},{"id":"https://openalex.org/C134221152","wikidata":"https://www.wikidata.org/wiki/Q4736525","display_name":"Alternative investment","level":3,"score":0.43254366517066956},{"id":"https://openalex.org/C175223733","wikidata":"https://www.wikidata.org/wiki/Q1047888","display_name":"Spot contract","level":3,"score":0.4214164912700653},{"id":"https://openalex.org/C193445137","wikidata":"https://www.wikidata.org/wiki/Q471719","display_name":"Market capitalization","level":4,"score":0.4206061065196991},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.38146302103996277},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.3025331497192383},{"id":"https://openalex.org/C144133560","wikidata":"https://www.wikidata.org/wiki/Q4830453","display_name":"Business","level":0,"score":0.2767241597175598},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.2678697109222412},{"id":"https://openalex.org/C106306483","wikidata":"https://www.wikidata.org/wiki/Q183984","display_name":"Futures contract","level":2,"score":0.09086805582046509},{"id":"https://openalex.org/C183582576","wikidata":"https://www.wikidata.org/wiki/Q184783","display_name":"Market liquidity","level":2,"score":0.07647973299026489},{"id":"https://openalex.org/C41895202","wikidata":"https://www.wikidata.org/wiki/Q8162","display_name":"Linguistics","level":1,"score":0.0},{"id":"https://openalex.org/C2780762169","wikidata":"https://www.wikidata.org/wiki/Q5905368","display_name":"Horse","level":2,"score":0.0},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.0},{"id":"https://openalex.org/C86803240","wikidata":"https://www.wikidata.org/wiki/Q420","display_name":"Biology","level":0,"score":0.0},{"id":"https://openalex.org/C138885662","wikidata":"https://www.wikidata.org/wiki/Q5891","display_name":"Philosophy","level":0,"score":0.0},{"id":"https://openalex.org/C162853370","wikidata":"https://www.wikidata.org/wiki/Q39809","display_name":"Marketing","level":1,"score":0.0},{"id":"https://openalex.org/C151730666","wikidata":"https://www.wikidata.org/wiki/Q7205","display_name":"Paleontology","level":1,"score":0.0}],"mesh":[],"locations_count":1,"locations":[{"id":"doi:10.1109/ic3i56241.2022.10073144","is_oa":false,"landing_page_url":"https://doi.org/10.1109/ic3i56241.2022.10073144","pdf_url":null,"source":null,"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"2022 5th International Conference on Contemporary Computing and Informatics (IC3I)","raw_type":"proceedings-article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.5,"display_name":"Industry, innovation and infrastructure","id":"https://metadata.un.org/sdg/9"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":20,"referenced_works":["https://openalex.org/W22415754","https://openalex.org/W104899527","https://openalex.org/W1727659491","https://openalex.org/W2042442456","https://openalex.org/W2084774957","https://openalex.org/W2162656107","https://openalex.org/W2205800998","https://openalex.org/W2526568049","https://openalex.org/W2765909833","https://openalex.org/W2809968901","https://openalex.org/W2886458597","https://openalex.org/W2907181942","https://openalex.org/W2947786581","https://openalex.org/W3007374507","https://openalex.org/W3121889917","https://openalex.org/W3194370854","https://openalex.org/W3198179977","https://openalex.org/W3211445233","https://openalex.org/W4253960261","https://openalex.org/W4299431446"],"related_works":["https://openalex.org/W4388027506","https://openalex.org/W4248247931","https://openalex.org/W2600340978","https://openalex.org/W3198856977","https://openalex.org/W2980132391","https://openalex.org/W4376457357","https://openalex.org/W2084819719","https://openalex.org/W3177610002","https://openalex.org/W3168136668","https://openalex.org/W1963774539"],"abstract_inverted_index":{"The":[0,127],"use":[1],"of":[2,30,57,73,112,129],"cryptocurrencies":[3],"is":[4,17,45,75],"trending":[5],"worldwide":[6],"and":[7,23,66,92,96,118,124,144],"represents":[8,132],"cutting-edge":[9],"development":[10],"in":[11,28],"the":[12,18,25,39,55,71,110,122],"financial":[13,48],"technology":[14],"sector.":[15],"Bitcoin":[16,44,134],"most":[19],"widely":[20],"used":[21,137],"cryptocurrency":[22],"holds":[24],"top":[26],"spot":[27],"terms":[29],"market":[31,79],"capitalization":[32],"at":[33],"present.":[34],"This":[35,50],"study":[36,131],"contributes":[37],"to":[38,53,108],"continuing":[40],"discussion":[41],"regarding":[42],"whether":[43],"useful":[46],"for":[47,63,121,142],"investments.":[49],"paper":[51],"aims":[52],"evaluate":[54,109],"viability":[56],"bitcoin":[58,74,113],"as":[59,114,138],"an":[60,115,139],"alternative":[61,116,140],"instrument":[62],"portfolio":[64],"diversification":[65,119],"hedging.":[67],"In":[68],"this":[69,130],"paper,":[70],"volatility":[72],"compared":[76],"with":[77],"stock":[78],"indices":[80],"(SENSEX,":[81],"Nifty-50),":[82],"major":[83],"currencies":[84],"(USD":[85],"(${\\$}$),":[86],"Euro":[87],"(\u20ac),":[88],"Pound":[89],"Sterling":[90],"(\u00a3),":[91],"Japanese":[93],"Yen":[94],"(\u00a5)":[95],"commodity":[97],"(Gold).":[98],"DCC-GARCH":[99],"model":[100],"has":[101],"been":[102],"applied":[103],"by":[104],"using":[105],"R":[106],"language":[107],"potential":[111],"hedging":[117,143],"tool":[120,141],"short":[123],"long":[125],"term.":[126],"result":[128],"that":[133],"can":[135],"be":[136],"diversification.":[145]},"counts_by_year":[{"year":2025,"cited_by_count":1},{"year":2024,"cited_by_count":4},{"year":2023,"cited_by_count":3}],"updated_date":"2025-11-06T03:46:38.306776","created_date":"2025-10-10T00:00:00"}