After the inclusion of Green energy financing in the list of United Nations Sustainability Goals
(SDGs) as SDG 7, the role, importance, and visibility of green financial products; all have …

This article examines the co-movement relationship among representative cryptocurrencies
from the perspectives of returns and volatility. Wavelet coherence and the correlation …

This paper tackles whether there is a return and volatility spillover effect between oil price
and precious metal prices such as gold, silver, platinum, and palladium using the causality …

We use wavelet coherence analysis on global COVID-19 fear index and, soft commodities'
spot and futures prices to investigate safe-haven properties of soft commodities over the …

This research is the earliest attempt to understand the impact of inflation and the interest rate
on output growth in the context of Pakistan using the wavelet transformation approach. For …

Economic covariates exhibit asymmetric and time-varying patterns in the real world. As a
result, it is critical to consider these effects when estimating environmental and economic …

This study investigates the interdependence between AI & Robotics stocks and traditional
(including stocks and bonds) and alternative (commodities and cryptocurrencies) assets …

In this paper, we use a state-dependent sensitivity expected shortfall (SDSES) approach
using expectiles. This model enables us to quantify the direction, size, and persistence of …

Do alternative assets such as commodities improve portfolio diversification? The empirical
evidence is generally positive but mixed, and almost exclusively focuses on US data. Using …

This study investigates the impacts of economic policy uncertainty on the Bitcoin market
using the monthly data from January 2014 to December 2022. In so doing, six major …