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Global supply chain pressure and commodity markets : evidence from multiple wavelet and quantile connectedness analyses

Gozgor, Giray; Khalfaoui, Rabeh; Yarovaya, Larisa - In: Finance research letters 54 (2023), pp. 1-12

Persistent link: https://www.econbiz.de/10014472757

The role of uncertainty measures on the returns of gold

Gozgor, Giray; Lau, Chi Keung; Sheng, Xin; Yarovaya, Larisa - In: Economics letters 185 (2019), pp. 1-7

Persistent link: https://www.econbiz.de/10012304940

Volatility and return connectedness of cryptocurrency, gold, and uncertainty : evidence from the cryptocurrency uncertainty indices

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa - In: Finance research letters 47 (2022) 2, pp. 1-11

Persistent link: https://www.econbiz.de/10013553791

Volatility and Return Connectedness of Cryptocurrency, Gold, and Uncertainty : Evidence from the Cryptocurrency Uncertainty Indices

Elsayed, Ahmed H.; Gozgor, Giray; Yarovaya, Larisa - 2022

This paper examines the dynamic connectedness of return- and volatility spillovers among cryptocurrency benchmark index (CRIX), Gold, and uncertainty measures. Apart from traditional uncertainty measures, such as the Volatility Index and the Economic Policy Uncertainty, we also consider two...

Persistent link: https://www.econbiz.de/10013294360