NFTs and Asset Class Spillovers: Lessons from the Period around the COVID-19 Pandemic
Sign Up to like & getrecommendations! Published in 2021 at "Finance Research Letters"
DOI: 10.1016/j.frl.2021.102515
Abstract: In this paper, we analyze the connectedness between returns for non-fungible tokens (NFTs) and other financial assets (equities, bonds, currencies, gold, oil, Ethereum) during the period from January 2018 to June 2021. By using the… read more here.
Keywords: class spillovers; spillovers lessons; period; asset class ... See more keywords
Are green bonds a different asset class? Evidence from time-frequency connectedness analysis
Sign Up to like & getrecommendations! Published in 2021 at "Journal of Cleaner Production"
DOI: 10.1016/j.jclepro.2021.125988
Abstract: Abstract This paper investigates the time-frequency connectedness across the global green bond market and several mainstream financial and energy markets in an attempt to figure out whether green bonds represent a different asset class. The… read more here.
Keywords: time; connectedness; green bonds; asset class ... See more keywords
Longevity: a new asset class
Sign Up to like & getrecommendations! Published in 2018 at "Journal of Asset Management"
DOI: 10.1057/s41260-018-0084-9
Abstract: A little over a decade ago, a new asset class emerged, one linked to longevity risk, i.e., unanticipated changes in life expectancy. The Life Market has two segments: a macro-segment with assets linked to groups… read more here.
Keywords: new asset; longevity; asset; market ... See more keywords
Constructing a New Asset Class: Property-led Financial Accumulation after the Crisis
Sign Up to like & getrecommendations! Published in 2018 at "Economic Geography"
DOI: 10.1080/00130095.2017.1397492
Abstract: abstract This article is concerned with new modes of property-led financial accumulation emerging in the wake of the 2008 financial crisis. Focusing on the United States, the article traces the creation of an asset class… read more here.
Keywords: market; financial accumulation; asset class; asset ... See more keywords
Combining Unsupervised and Supervised Learning for Asset Class Failure Prediction in Power Systems
Sign Up to like & getrecommendations! Published in 2019 at "IEEE Transactions on Power Systems"
DOI: 10.1109/tpwrs.2019.2920915
Abstract: In power systems, an asset class is a group of power equipment that has the same function and shares similar electrical and/or mechanical characteristics. Predicting failures for different asset classes is critical for electric utilities… read more here.
Keywords: power; asset; prediction; asset class ... See more keywords