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Quantile return and volatility connectedness among Non‐Fungible Tokens (NFTs) and (un)conventional assets

Urom, Christian; Ndubuisi, Gideon Onyewuchi; Guesmi, Khaled - 2022

Persistent link: https://www.econbiz.de/10013438803

Volatility spillovers among sovereign credit default swaps of emerging economies and their determinants

Aljarba, Shumok; Naifar, Nader; Almeshal, Khalid - In: Risks : open access journal 12 (2024) 4, pp. 1-17

This paper aims to investigate the volatility spillovers among selected emerging economies' sovereign credit default swaps (SCDSs), including those of Saudi Arabia, Russia, China, Indonesia, South Africa, Brazil, Mexico, and Turkey. Using data from January 2010 to July 2023, we apply the...

Persistent link: https://www.econbiz.de/10014636376

Electricity market crisis in Europe and cross border price effects : a quantile return connectedness analysis

Do, Hung Xuan; Nepal, Rabindra; Pham, Son Duy; Jamasb, … - In: Energy economics 135 (2024), pp. 1-31

Persistent link: https://www.econbiz.de/10015046972

Dynamic connectedness of economic policy uncertainty in G7 countries and the influence of the USA and UK on non-G7 countries

Yaya, OlaOluwa S.; Olayinka, Hammed A.; Ogbonna, … - In: Economic change & restructuring 57 (2024) 2, pp. 1-27

Persistent link: https://www.econbiz.de/10015044838

Impact of climate policy uncertainty on return spillover among green assets and portfolio implications

Pham, Son Duy; Nguyen, Thao T. T.; Do, Hung Xuan - In: Energy economics 134 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047152

The nexus between ReFi, carbon, fossil energy, and clean energy assets : quantile time-frequency connectedness and portfolio implications

Lei, Heng; Xue, Minggao; Ye, Jing - In: Energy economics 132 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10015047657

Does oil spin the commodity wheel? : quantile connectedness with a common factor error structure across energy and agricultural markets

Zhou, Xiaoran; Enilov, Martin; Parhi, Mamata - In: Energy economics 132 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10015047392

Dynamic network quantile regression model

Xu, Xiu; Wang, Weining; Shin, Yongcheol; Zheng, Chaowen - In: Journal of business & economic statistics : JBES ; a … 42 (2024) 2, pp. 407-421

Persistent link: https://www.econbiz.de/10015053411

Tail risk connectedness in the Carbon-Finance nexus : evidence from a quantile spillover approach in China

Gong, Zhenting; Chen, Yanbei; Zhang, He - In: Finance research letters 67 (2024) 2, pp. 1-9

Persistent link: https://www.econbiz.de/10015062264

Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets

Urom, Christian; Ndubuisi, Gideon Onyewuchi; Guesmi, Khaled - In: Research in international business and finance 71 (2024), pp. 1-27

Persistent link: https://www.econbiz.de/10015061717