Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates

Z Jia, S Tiwari, J Zhou, MU Farooq, Z Fareed - Resources Policy, 2023 - Elsevier
In the context of the debate on Bitcoin, gold resources, and stock markets, the current study
examines the nexus between the gold market, Bitcoin, and stock market returns. We explore …

Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications

ME Hoque, L Soo-Wah, M Billah - Energy Economics, 2023 - Elsevier
This study examines returns and volatility connectedness and spillover among carbon,
climate, and energy futures using TPV-VAR frequency connectedness approach with daily …

Deciphering technological contributions of visibility and interactivity to website atmospheric and customer stickiness in AI-driven websites: The pivotal function of …

H Pang, Y Ruan, K Zhang - Journal of Retailing and Consumer Services, 2024 - Elsevier
The swift expansion of machine learning technology has precipitated the ubiquitous
integration of artificial intelligence into daily life, presenting unparalleled avenues for the …

Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets

MR Rabbani, SM Billah, M Shaik, M Rahman… - Global Finance …, 2023 - Elsevier
The paper investigates the dynamic connectedness, spillover, and optimal hedging strategy
of the FinTech, Sukuk, and Islamic equity markets. The CAViaR approach, TVP-VAR …

Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities

F Jareño, I Yousaf - International Review of Financial Analysis, 2023 - Elsevier
The main focus of this research is to investigate the potential spillover effects between AI-
based stocks and tokens by using the quantile connectedness approach developed by Ando …

An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices

EJA Abakah, AK Tiwari, OB Adekoya… - … Forecasting and Social …, 2023 - Elsevier
Abstract Using the GO-GARCH, ADCC, and DCC models, this study investigates the
volatilities and conditional correlations between green bonds and US gas prices …

Frequency connectedness between FinTech, NFT and DeFi: Considering linkages to investor sentiment

S Gunay, JW Goodell, S Muhammed… - International Review of …, 2023 - Elsevier
We explore the domain of FinTech, DeFi, and NFT market relationships considering investor
attention. Using frequency connectedness analysis, we employ two different investor …

Central bank digital currencies: Consumer data-driven sustainable operation management policy

Z Wang, RN Samuel, X Chen, B Xu, W Huang - … Forecasting and Social …, 2023 - Elsevier
While previous research focused on central bank digital currencies (CBDC) regulations and
technologies, this study addresses the scarcity of CBDC consumer behaviour investigation …

[HTML][HTML] Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event

Y Hu, C Lang, S Corbet, YG Hou, L Oxley - Energy Economics, 2023 - Elsevier
Using a TVP-VAR analytical framework, this study explores the change and persistence of
the dynamic connectedness of international energy and carbon credit markets. The overall …

[HTML][HTML] How organizational socialization occurring in virtual setting unique: A longitudinal study of socialization

P Gupta, A Prashar, M Giannakis, V Dutot… - … Forecasting and Social …, 2022 - Elsevier
Based on organizational socialization frameworks used to study newcomers' journey of
adaptation from outsiders to insiders, this study develops an evolutionary model to examine …