The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods
Sign Up to like & getrecommendations! Published in 2022 at "Energy"
DOI: 10.1016/j.energy.2022.123320
Abstract: This paper studies static and dynamic connectedness among carbon, traditional (oil and coal)/new energy and material (iron, aluminum, cement, and plastic) markets based on the Diebold Yilmaz (2012) method and the Barunik and Krehlik (2018)… read more here.
Keywords: energy; time; new energy; connectedness among ... See more keywords
Realised volatility connectedness among Bitcoin exchange markets
Sign Up to like & getrecommendations! Published in 2019 at "Finance Research Letters"
DOI: 10.1016/j.frl.2019.101391
Abstract: Abstract This paper examines the system of Bitcoin exchanges with respect to their common dynamics. We employ connectedness measures based on the daily realised volatility of Bitcoin prices, for which the results reveal that Coinbase… read more here.
Keywords: connectedness; connectedness among; volatility; among bitcoin ... See more keywords
Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA
Sign Up to like & getrecommendations! Published in 2019 at "Resources Policy"
DOI: 10.1016/j.resourpol.2019.03.011
Abstract: Abstract We investigate the connectedness among crude oil prices, stock index and metal prices covering the period of 1990M1-2017M3 for US economy applying time domain Spillover Index framework by Diebold and Yilmaz (2012) . We… read more here.
Keywords: crude oil; stock index; connectedness among; index ... See more keywords
Exploring the dynamics of connectedness among cryptocurrency, oil shocks, economic policy uncertainty, geopolitical risk, and the business conditions index
Sign Up to like & getrecommendations! Published in 2025 at "Journal of Applied Economics"
DOI: 10.1080/15140326.2025.2583784
Abstract: ABSTRACT This research investigates the dynamics of connectedness among cryptocurrency and various risk factors, including oil price demand and supply shocks, EPU, GPR, and the ADS business conditions index using the quantile time-frequency connectedness approach.… read more here.
Keywords: connectedness among; dynamics connectedness; among cryptocurrency; cryptocurrency ... See more keywords