This study examines dynamic connectedness linkages between pairs and among different commodities, including precious metals, manufacturing metals, oil, natural gas, and Bitcoin, since the emergence of the cryptocurrency market. The Quantile-VAR methodology is utilised to identify causal...

This study examines dynamic connectedness linkages between pairs and among different commodities, including precious metals, manufacturing metals, oil, natural gas, and Bitcoin, since the emergence of the cryptocurrency market. The Quantile-VAR methodology is utilised to identify causal...

This paper investigates the non-linear causal nexus at lower, medium, and upper quantiles that cryptocurrencies can generate as a hedging mechanism for international benchmark indices, as represented by the MSCI World index and its sectoral sub-indices. Significant causality-in-mean between each...