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Asymmetric information flow between exchange rate, oil, and gold : new evidence from transfer entropy approach

Maiti, Moinak; Kayal, Parthajit - In: Journal of risk and financial management : JRFM 16 (2023) 1, pp. 1-14

The present study used transfer entropy and effective transfer entropy to examine the asymmetric information flow … variables is asymmetric. The highest transfer entropy was observed for Gold→EUR/USD among all the pairs under consideration. …

Persistent link: https://www.econbiz.de/10014301581

Global financial crisis versus COVID-19 : evidence from sentiment analysis

Maghyereh, Aktham I.; Abdoh, Hussein - In: International finance : the only journal bridging the … 25 (2022) 2, pp. 218-248

Persistent link: https://www.econbiz.de/10013414276

Have returns and volatilities for financial assets responded to implied volatility during the COVID-19 pandemic?

Maghyereh, Aktham I.; Abdoh, Hussein; Awartani, Basel - In: Journal of commodity markets 26 (2022), pp. 1-23

Persistent link: https://www.econbiz.de/10013451071

Multi-Scale information flow between gold and exchange rates among metal exporting countries in SSA : a frequency-transfer entropy approach

Opoku, Richard Takyi; Adam, Anokye M.; Isshaq, Zangina … - In: African journal of business and economic research : AJBER 18 (2023) 4, pp. 9-33

Persistent link: https://www.econbiz.de/10014574187

Does OVX affect WTI and Brent oil spot variance? : evidence from an entropy analysis

Benedetto, Francesco; Mastroeni, Loretta; Quaresima, Greta - In: Energy economics 89 (2020), pp. 1-12

Persistent link: https://www.econbiz.de/10012517069

Analyzing volatility transmission using group transfer entropy

Dimpfl, Thomas; Peter, Franziska Julia - In: Energy economics 75 (2018), pp. 368-376

Persistent link: https://www.econbiz.de/10011974349

Cross-market information transmission and stock market volatility prediction

Wang, Yide; Chen, Zan; Ji, Xiaodong - In: The North American journal of economics and finance : a … 68 (2023), pp. 1-14

Persistent link: https://www.econbiz.de/10014485465

Impact of COVID-19 on the contagion effect of risks in the banking industry : based on transfer entropy and social network analysis method

Yijun, Wang; Yu, Zhang; Bashir, Usman - In: Risk management : an international journal 25 (2023) 2, pp. 1-12

Persistent link: https://www.econbiz.de/10014251440

COVID-19 and information flow between cryptocurrencies, and conventional financial assets

Assaf, Ata; Mokni, Khaled; Youssef, Manel - In: The quarterly review of economics and finance : journal … 89 (2023), pp. 73-81

Persistent link: https://www.econbiz.de/10014428180

Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment

Banerjee, Ameet Kumar; Akhtaruzzaman, Md.; Dionísio, … - In: Journal of behavioral and experimental finance 36 (2022), pp. 1-9

Persistent link: https://www.econbiz.de/10014227673

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