[HTML][HTML] A preliminary assessment of the performance of DeFi cryptocurrencies in relation to other financial assets, volatility, and user-generated content
J Piñeiro-Chousa, MÁ López-Cabarcos, A Sevic… - … Forecasting and Social …, 2022 - Elsevier
After the so-called “crypto-winter”, decentralised finance (DeFi) is reviving interest in
cryptocurrency amongst the scientific community, public and private institutions, and …
cryptocurrency amongst the scientific community, public and private institutions, and …
Multiresolution analysis and spillovers of major cryptocurrency markets
M Omane-Adjepong, IP Alagidede - Research in International Business and …, 2019 - Elsevier
The paper explores market coherencies and volatility causal linkages of seven leading
cryptocurrencies for a sample period from August 8, 2014 to February 2, 2018. Wavelet …
cryptocurrencies for a sample period from August 8, 2014 to February 2, 2018. Wavelet …
Analysis of EEMD-based quantile-in-quantile approach on spot-futures prices of energy and precious metals in India
By using the daily data for spot and future prices for India, we examine the frequency-
dependent asymmetric relationship between futures and spot markets of crude oil, gold, and …
dependent asymmetric relationship between futures and spot markets of crude oil, gold, and …
[HTML][HTML] Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence
We investigate stock market uncertainty spillovers to commodity markets using wavelet
coherence and a general stock market-related Google Search Trends (GST)-based index to …
coherence and a general stock market-related Google Search Trends (GST)-based index to …
Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
Unbiasedness and informational efficiency of futures markets under different market
conditions is a claim that still remains unsettled in the theory of non-arbitrage and asset …
conditions is a claim that still remains unsettled in the theory of non-arbitrage and asset …
Revisiting the relationship between spot and futures markets: Evidence from commodity markets and NARDL framework
This study aims to investigate the relationship between the spot and futures commodity
markets. Considering the complexity of the relationship, we use a nonlinear autoregressive …
markets. Considering the complexity of the relationship, we use a nonlinear autoregressive …
Dynamics and causality in distribution between spot and future precious metals: A copula approach
M Talbi, C De Peretti, L Belkacem - Resources Policy, 2020 - Elsevier
This paper examines the dependence structure and the Granger causality in distribution
(GCD) between spot and future returns of precious metals (gold, silver, and platinum) via …
(GCD) between spot and future returns of precious metals (gold, silver, and platinum) via …
Co-movements and causalities between ethanol production and corn prices in the USA: New evidence from wavelet transform analysis
The literature has been increasingly examining the existence of possible compatibility or
conflict hypotheses between biofuels and food security in recent years. While current …
conflict hypotheses between biofuels and food security in recent years. While current …
A wavelet analysis of co-movements in Asian gold markets
This study assesses the cross-country co-movements of gold spot returns among the major
gold consuming countries in Asia using wavelet-based analysis for a dataset spanning over …
gold consuming countries in Asia using wavelet-based analysis for a dataset spanning over …
The seasonality of gold prices in China does the risk‐aversion level matter?
This article aims to investigate the seasonality of gold prices at the Shanghai Gold Exchange
over the 2002–2016 period. Our contributions rely in the distinction between risk‐averse and …
over the 2002–2016 period. Our contributions rely in the distinction between risk‐averse and …