Dynamic volatility spillover among cryptocurrencies and energy markets : An empirical analysis based on a multilevel complex network
Year of publication: |
2024
|
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Authors: | Wang, Xuetong ; Fang, Fang ; Ma, Shiqun ; Xiang, Lijin ; Xiao, Zumian |
Published in: |
The North American journal of economics and finance : a journal of theory and practice. - Amsterdam [u.a.] : Elsevier Science, ISSN 1062-9408, ZDB-ID 2023759-5. - Vol. 69.2024, 1, Art.-No. 102035, p. 1-17
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Subject: | Bitcoin | Cryptocurrency | DCC-GARCH-CONNECTEDNESS | Energy market | Multilevel network structure analysis | Energiemarkt | Virtuelle Währung | Virtual currency | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
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