[HTML][HTML] Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets
This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …
Critical metals in uncertainty: How Russia-Ukraine conflict drives their prices?
Critical minerals bring new challenges to energy security in the transition to clean energy, so
their supply and prices are a spectacle of global uncertainties. This research investigates the …
their supply and prices are a spectacle of global uncertainties. This research investigates the …
[HTML][HTML] Interconnectivity among cryptocurrencies, NFTs, and DeFi: evidence from the Russia-Ukraine conflict
We examine the linkages between fifteen major cryptocurrencies, NFTs, and DeFi assets
before and during the Russia-Ukraine military conflict, using the TVP-VAR framework. We …
before and during the Russia-Ukraine military conflict, using the TVP-VAR framework. We …
Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis
This study investigates the influence of market sentiment and global uncertainties on the
ESG-oil nexus for ten developed and eleven emerging countries from 4/1/2016 to 1/31/2023 …
ESG-oil nexus for ten developed and eleven emerging countries from 4/1/2016 to 1/31/2023 …
[HTML][HTML] Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets
M Gubareva, A Bossman, T Teplova - The North American Journal of …, 2023 - Elsevier
Do stablecoins mean anything to risk management across financial markets? We answer
this question by examining the interrelationships between stocks, treasuries, stablecoins …
this question by examining the interrelationships between stocks, treasuries, stablecoins …
[HTML][HTML] Energy transition metals and global sentiment: Evidence from extreme quantiles
This paper examines the quantile connectedness between energy transition metals, defined
as those needed for the transition from dirty to clean energy, and global economic and …
as those needed for the transition from dirty to clean energy, and global economic and …
[HTML][HTML] Asymmetric effects of market uncertainties on agricultural commodities
A Bossman, M Gubareva, T Teplova - Energy Economics, 2023 - Elsevier
The interplay between energy and agricultural commodities and the responses of
agricultural commodities to global uncertainty factors have been receiving increasing …
agricultural commodities to global uncertainty factors have been receiving increasing …
Natural resources: A determining factor of geopolitical risk in Russia? Revisiting conflict-based perspective
L Pan, Y Wang, X Sun, M Sadiq - Resources Policy, 2023 - Elsevier
Geopolitical risk has recently gained attention in the empirical literature as a significant
factor influencing various economic sectors and financial indicators. The relationship …
factor influencing various economic sectors and financial indicators. The relationship …
The impact of geopolitical risk, institutional governance and green finance on attaining net-zero carbon emission
This research investigates the impact of geopolitical risk, institutional governance and green
finance on environmental outcomes, specifically focusing on carbon emissions and …
finance on environmental outcomes, specifically focusing on carbon emissions and …
[HTML][HTML] Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors
A Bossman, M Gubareva, T Teplova - Eurasian Economic Review, 2023 - Springer
The purpose of this study is to investigate the asymmetric effects of economic policy
uncertainty (EPU), geopolitical risk (GPR), and market sentiment (VIX) on European Union …
uncertainty (EPU), geopolitical risk (GPR), and market sentiment (VIX) on European Union …