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