Extreme downside risk transmission between green cryptocurrencies and energy markets: the diversification benefits
This study investigates the connectedness between renewable energy cryptocurrencies and
various energy categories, focusing on extreme downside risk or tail risk. The research …
various energy categories, focusing on extreme downside risk or tail risk. The research …
Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?
This paper examines the impact of three global risk factors (geopolitical risk (GPR),
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
economic policy uncertainty (EPU), and crude oil volatility (OVX)) on the returns and …
Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices
This study examines the impact of cryptocurrency uncertainty indices on green bonds,
currency, and commodity markets by using weekly data from January 1, 2014, to December …
currency, and commodity markets by using weekly data from January 1, 2014, to December …
The hedging performance of green bond markets in China and the US: Novel evidence from cryptocurrency uncertainty
Y Zhong, X Chen, C Wang, Z Wang, Y Zhang - Energy Economics, 2023 - Elsevier
Analysing the green bond's hedging performance against cryptocurrency uncertainty is
essential to maximising investment returns. The study innovatively uses the TVP-SV-VAR …
essential to maximising investment returns. The study innovatively uses the TVP-SV-VAR …
Assessing the linkage of energy cryptocurrency with clean and dirty energy markets
The primary objective of this study is to explore the dynamic connectedness that exists
among energy cryptocurrencies, clean energy metals, and conventional dirty energies …
among energy cryptocurrencies, clean energy metals, and conventional dirty energies …
Multilayer networks in the frequency domain: Measuring volatility connectedness among Chinese financial institutions
We construct multilayer networks in the frequency domain, including short-term, medium-
term, and long-term connectedness networks, to examine the volatility connectedness …
term, and long-term connectedness networks, to examine the volatility connectedness …
[HTML][HTML] African and international financial markets interdependencies: does COVID-19 media coverage make any difference?
This study examines the co-movement and time-varying integration between equity,
exchange rate, and international market volatility indices across different time–frequency …
exchange rate, and international market volatility indices across different time–frequency …
Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes
The study investigates the interconnectedness and risk spillover among a diverse range of
financial assets, including thirty-three cryptocurrencies, thirteen sectoral indices, six …
financial assets, including thirty-three cryptocurrencies, thirteen sectoral indices, six …
Industrial metal and cryptocurrency market plummets: Interdependence, policy uncertainty, or investor sentiments?
This study examines the interdependence between industrial metals and cryptos,
particularly during the recent downturn in both markets. Focusing on the most impacted and …
particularly during the recent downturn in both markets. Focusing on the most impacted and …
Time-frequency volatility spillovers between Chinese renminbi onshore and offshore markets during the COVID-19 crisis
L Wang, X Xiong, Z Cao - Humanities and Social Sciences …, 2023 - nature.com
This article investigates the time-frequency volatility spillovers between Chinese renminbi
onshore and offshore markets during the COVID-19 crisis. By employing wavelet analysis …
onshore and offshore markets during the COVID-19 crisis. By employing wavelet analysis …