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<p>This study examines the impact of the 2024 U.S. presidential election on the returns of crypto-currencies, DeFi tokens, NFTs, and oil prices, using the DCC-GARCH R<sup>2</sup> method. The results show that dynamic connectivity varies over time. Moreover, our results indicate that certain assets, particularly Ethereum, BAT, and XTZ, act as net shock transmitters that influence other financial markets, while oil primarily serves as a shock receiver. Interestingly, Bitcoin is typically viewed as a haven. Optimized portfolios using Minimum Variance Portfolio (MVP) and Minimum Risk Portfolio (MRP) strategies yield superior risk-adjusted returns, especially during volatility spikes. The results have important implications for policymakers, investors, and risk managers.</p>

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US presidential elections and cross-market spillovers: DCC-GARCH R2 analysis of crypto, DeFi, NFTs, and oil

  • 期刊论文

  • 发表日期：

    2025年8月20日

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  • Nidhal Mgadmi,
  • Fekria Belhouichet,
  • Néjib Hachicha,
  • Wajdi Moussa

摘要

This study examines the impact of the 2024 U.S. presidential election on the returns of crypto-currencies, DeFi tokens, NFTs, and oil prices, using the DCC-GARCH R2 method. The results show that dynamic connectivity varies over time. Moreover, our results indicate that certain assets, particularly Ethereum, BAT, and XTZ, act as net shock transmitters that influence other financial markets, while oil primarily serves as a shock receiver. Interestingly, Bitcoin is typically viewed as a haven. Optimized portfolios using Minimum Variance Portfolio (MVP) and Minimum Risk Portfolio (MRP) strategies yield superior risk-adjusted returns, especially during volatility spikes. The results have important implications for policymakers, investors, and risk managers.