The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …

In this paper, we constructed a volatility spillover index based on the time-varying parameter
vector autoregressions (TVP-VAR) model to study the asymmetric volatility spillover effect …

We use time and frequency connectedness approaches based on network analysis to
investigate the volatility connectedness among 27 emerging equity markets and seven high …

Most previous studies focusing on the effect of the economic policy uncertainty (EPU) on the
Bitcoin price do not assess for market conditions and assume that this effect is symmetric. To …

This study investigates the causal relationship between the top-five cryptocurrencies and the
US dollar at different levels of the return's distribution. We address this issue based on the …

The paper analyzes the cryptocurrency ecosystem at both the aggregate and individual
levels to understand the factors that impact future volatility. The study uses high-frequency …

This study examines the influence of cryptocurrency's environmental footprint on market
behavior through an analysis of 66,582 Reddit posts about Bitcoin and 23,231 about …

This study examines the risk spillover among green financial and energy markets, including
the green bond, green stock, carbon, new and traditional energy markets, and utilizes the …

Metaverses have been evolving following the popularity of blockchain technology. They
build their own cryptocurrencies for transactions inside their platforms. These new …

Crude oil is an essential source of energy. Without access to energy, output growth is
impossible. As a result of this link, volatility in oil prices has the ability to induce fluctuations …