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Co-movements and spillovers of oil and renewable firms under extreme conditions : new evidence from negative WTI prices during COVID-19

Corbet, Shaen; Goodell, John W.; Günay, Samet - In: Energy economics 92 (2020), pp. 1-24

Persistent link: https://www.econbiz.de/10012520119

Are DeFi Tokens a Separate Asset Class from Conventional Cryptocurrencies?

Corbet, Shaen; Goodell, John W.; Gunay, Samet; … - 2021

We test for the existence of bubbles in DeFi-focused cryptocurrencies, seeking to identify key driving forces that distinguish DeFi tokens from conventional cryptocurrencies. Conducting Supremum Augmented Dickey-Fuller, and Hacker-Hatemi-J modified Wald tests, as well as Diebold-Yilmaz return...

Persistent link: https://www.econbiz.de/10013231830

What Drives DeFi Prices? Investigating the Effects of Investor Attention

Corbet, Shaen; Goodell, John W.; Gunay, Samet - 2022

We comparatively assess drivers of DeFi token prices, testing the impact and connectedness between Bitcoin (as a cryptocurrency asset-class leader), Ethereum (as a platform for DeFi), and Google Trends (as a signal of investor attention). While we evidence varying causal linkages between Bitcoin...

Persistent link: https://www.econbiz.de/10013289472

Dynamic return connectedness between commodities and travel & leisure ETFs : investment strategies and portfolio implications

Lang, Chunlin; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 58 (2023) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10014631118

Role of precious metals in global risk dynamics : exploring their impact from a connectedness approach

Oxley, Les; Hu, Yang; Corbet, Shaen; Goodell, John W. - In: Finance research letters 58 (2023) 4, pp. 1-6

Persistent link: https://www.econbiz.de/10014632692

Global financial risk and market connectedness : An empirical analysis of COVOL and major financial markets

Lang, Chunlin; Xu, Danyang; Corbet, Shaen; Hu, Yang; … - In: International review of financial analysis 93 (2024), pp. 1-14

Persistent link: https://www.econbiz.de/10014543425

Isolating defensive corporate ESG effects : evidence from purely domestic anti-COVID-19 measures

Goodell, John W.; Corbet, Shaen; Hou, Yang; Hu, Yang; … - In: Journal of financial stability 71 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10014533560

Financial market information flows when counteracting rogue states : the indirect effects of targeted sanction packages

Conlon, Thomas; Corbet, Shaen; Goodell, John W.; Hou, Yang - In: Journal of economic behavior & organization 217 (2024), pp. 32-62

Persistent link: https://www.econbiz.de/10014552742

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions : The Effects of Negative WTI Prices (Online Appendix 3/3)

Corbet, Shaen; Goodell, John W.; Gunay, Samet - 2020

We test for the existence of volatility spillovers and co-movements among energy-focused corporations during the outbreak of the COVID-19 pandemic, inclusive of the April 2020 events where West Texas Intermediate (WTI) oil future prices became negative. Employing the spillover index approach of...

Persistent link: https://www.econbiz.de/10014092082

The Pricing Relationships between Oil and Renewable Firms under Extreme Conditions : The Effects of Negative WTI Prices (Online Appendix 2/3)

Corbet, Shaen; Goodell, John W.; Gunay, Samet - 2020

Persistent link: https://www.econbiz.de/10014092083