Dynamic connectedness between energy markets and cryptocurrencies : evidence from the Covid-19 pandemic
Year of publication: |
2023
|
---|---|
Authors: | Harasheh, Murad ; Bouteska, Ahmed ; Hammad, May H. |
Published in: |
The journal of energy markets. - London : Infopro Digital, ISSN 1756-3615, ZDB-ID 2466316-5. - Vol. 16.2023, 2, p. 1-27
|
Subject: | cryptocurrency | energy markets | dynamic and joint connectedness | time-varying parameter vector autoregression | Covid-19 pandemic | Coronavirus | Energiemarkt | Energy market | Virtuelle Währung | Virtual currency | VAR-Modell | VAR model | Welt | World | Wirkungsanalyse | Impact assessment | Epidemie | Epidemic |
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