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Time-frequency volatility connectedness between fossil energy and agricultural commodities : comparing the COVID-19 pandemic with the Russia-Ukraine conflict

Wu, You; Ren, Wenting; Wan, Jieru; Liu, Xiaoxue - In: Finance research letters 55 (2023) 1, pp. 1-15

Persistent link: https://www.econbiz.de/10014473221

Infection, invasion, and inflation : recent lessons

Aharon, David Y.; Qadan, Mahmoud - In: Finance research letters 50 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014245288

Downside and upside risk spillovers between financial industry and real economy based on linear and nonlinear networks

Xiang, Youtao; Borjigin, Sumuya - In: International review of economics & finance : IREF 88 (2023), pp. 1337-1374

Persistent link: https://www.econbiz.de/10014475128

The impact of risk spillover network-based multidimensional systemic risks on the real economy

Chen, Na; Jin, Xiu; Xin, Baogui - In: Applied economics 56 (2024) 54, pp. 6972-6985

Persistent link: https://www.econbiz.de/10015074493

The dynamic volatility connectedness structure of energy futures and global financial markets : evidence from a novel time-frequency domain approach

Bagheri, Ehsan; Ebrahimi, Seyed Babak; Mohammadi, Arman; … - In: Computational economics 59 (2022) 3, pp. 1087-1111

Persistent link: https://www.econbiz.de/10013169223

Frequency connectedness and cross-quantile dependence between green bond and green equity markets

Pham, Linh - In: Energy economics 98 (2021), pp. 1-27

Persistent link: https://www.econbiz.de/10012873679

Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange markets

Qarni, Muhammad Owais; Gulzar, Saiqb - In: Financial innovation : FIN 7 (2021), pp. 1-37

This study examines the portfolio diversification benefits of alternative currency trading in Bitcoin and foreign exchange markets. The following methods are applied for the analysis: the spillover index method of Diebold and Yilmaz (Int J Forecast 28(1): 57-66, 2012....

Persistent link: https://www.econbiz.de/10012495114

Dynamic connectedness between bitcoin, gold, and crude oil volatilities and returns

Ozturk, Serda Selin - In: Journal of risk and financial management : JRFM 13 (2020) 11/275, pp. 1-14

This paper analyzes the connectedness among bitcoin, gold, and crude oil between 3 January 2017 and 31 December 2019. The paper´s motivation is based upon the idea that bitcoin can be similar to gold in terms of its hedging properties and can be used for hedging for different assets. Moreover,...

Persistent link: https://www.econbiz.de/10012388777

Intra-EMU and non-EMU, EU stock markets' return spillover : evidence from ESDC

Qarni, Muhammad Owais; Gulzar, Saqib - In: Empirica : journal of european economics 47 (2020) 3, pp. 543-577

Persistent link: https://www.econbiz.de/10012289231

Connectedness of cryptocurrencies and prevailing uncertainties

Balli, Faruk; De Bruin, Anne; Chowdhury, Md Iftekhar Hasan - In: Applied economics letters 27 (2020) 16, pp. 1316-1322

Persistent link: https://www.econbiz.de/10012267129

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