An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID …
NTH Nham - Technological Forecasting and Social Change, 2022 - Elsevier
We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …
an extended joint connectedness approach to study interlinkages between four markets …
Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia …
TH Le - Renewable Energy, 2023 - Elsevier
Our article employs a quantile vector autoregression (QVAR) to identify the connectedness
of seven variables from April 1, 2019, to June 13, 2022, in order to examine the relationships …
of seven variables from April 1, 2019, to June 13, 2022, in order to examine the relationships …
[HTML][HTML] The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies
This research explores the impact of COVID-19-related media coverage on the dynamic
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …
return and volatility connectedness of the three dominant cryptocurrencies (Bitcoin (BTC) …
Connectedness between Defi assets and equity markets during COVID-19: A sector analysis
This paper explores the dynamic connectedness between Defi assets and sector stock
markets focused around the COVID-19 pandemic crisis. For that aim, this research applies …
markets focused around the COVID-19 pandemic crisis. For that aim, this research applies …
[HTML][HTML] Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic
F Jareño, MO González, R López, AR Ramos - Resources Policy, 2021 - Elsevier
This study explores potential non-linear and asymmetric interdependencies between oil
price shocks and leading cryptocurrency returns. In addition, this research splits changes in …
price shocks and leading cryptocurrency returns. In addition, this research splits changes in …
Modeling the relationship between carbon emissions and environmental sustainability during COVID-19: a new evidence from asymmetric ARDL cointegration …
The study aims to examine the CO 2 emissions by considering the implication of COVID-19
under strict lockdown in India. The nonlinear (asymmetric) relationship is investigated …
under strict lockdown in India. The nonlinear (asymmetric) relationship is investigated …
Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis
This paper examines the quantile dependence, connectedness, and return spillovers
between gold and the price returns of leading cryptocurrencies, using quantile cross …
between gold and the price returns of leading cryptocurrencies, using quantile cross …
Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis
This article explores asymmetric interdependencies between the twelve largest
cryptocurrency and Gold returns, over the period January 2015–June 2020 within a NARDL …
cryptocurrency and Gold returns, over the period January 2015–June 2020 within a NARDL …
COVID-19 and cryptocurrency market: Evidence from quantile connectedness
This study quantifies the spillover effects among seven cryptocurrencies to explore the
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …
spillover characteristics of seven cryptocurrencies, namely, Bitcoin, Ethereum, Ripple …
What effect did the introduction of Bitcoin futures have on the Bitcoin spot market?
Bitcoin futures were introduced in December 2017 and this was seen by some as a sign of
the most popular cryptocurrency finally being accepted by the financial community. In this …
the most popular cryptocurrency finally being accepted by the financial community. In this …