Analyzing the interdependencies among fnancial institutions is critical for designing systemic risk monitoring mechanisms; however, most existing research focuses on the frst moment of the return distribution, which falls into the conventional models of choice under risk. Previous literature has...

With the control of the cryptocurrency market in environmental protection, investors pay attention to the risk conduction mechanism between energy consumption and the Bitcoin market. This paper applies quantile connectedness to analyse the overall situation and dynamic evolution of information...

This paper examines the spillover effects transmission mechanism between oil prices, oil price uncertainty and oil price volatility on labour market in Greece, using static and dynamic quantile connectedness methodology (Diebold and Yilmaz Diebold and Yilmaz, Int J Forecast 28:57-66, 2012; Ando et...

This paper aims to investigate the volatility spillovers among selected emerging economies' sovereign credit default swaps (SCDSs), including those of Saudi Arabia, Russia, China, Indonesia, South Africa, Brazil, Mexico, and Turkey. Using data from January 2010 to July 2023, we apply the...