This paper examines return and volatility connectedness between Bitcoin, traditional
financial assets (Crude Oil, Gold, Stocks, Bonds, and the United States Dollar-USD), and …

This paper discusses the evolution of central bank communication, focusing on recent efforts
by central banks to engage with a wider audience via social media. We document the social …

Prior research has shown that energy sector stock prices are impacted by uncertainty. The
coronavirus (COVID-19) pandemic has given rise to widespread health and economic …

This paper investigates the quantile connectedness between uncertainties and green bonds
in the US, Europe, and China by using a quantile VAR model-based connectedness …

This research investigates the effects of several measures of Twitter-based sentiment on
cryptocurrencies during the COVID-19 pandemic. Innovative economic, as well as market …

This paper develops a novel energy-related uncertainty index (the EUI). We use the text
analysis of the monthly country reports of the Economist Intelligence Unit (EIU) to construct …

We investigate connectedness between energy cryptocurrencies and common asset
classes, including oil, using TVP-VAR modeling, evidencing that energy cryptocurrencies, as …

This research investigates the impact of social networks on developing economic
uncertainty spillover networks. The study constructs an inter-provincial Chinese economic …

Bitcoin, with its ever-growing popularity, has demonstrated extreme price volatility since its
origin. Extreme price fluctuations have been known to occur due to tweets from Elon Musk …

Forecasting cryptocurrency behaviour is an increasingly important issue for investors.
However, proposed analytical approaches typically suffer from a lack of explanatory power …