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
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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
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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