Quantifying spillovers and connectedness among commodities and cryptocurrencies : evidence from a Quantile-VAR analysis
Year of publication: |
2024
|
---|---|
Authors: | Kyriazēs, Nikos K. ; Papadamou, Stephanos ; Tzeremes, Panayiotis ; Corbet, Shaen |
Published in: |
Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 33.2024, Art.-No. 100385, p. 1-14
|
Subject: | Precious metals | Industrial metals | Oil | Natural gas | Bitcoin | Spillover connectedness | Spillover-Effekt | Spillover effect | Virtuelle Währung | Virtual currency | Metallindustrie | Metal industry | Welt | World | Erdgas |
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