Cryptocurrency markets, macroeconomic news announcements and energy consumption
Author:
Publisher
Springer Science and Business Media LLC
Subject
Management Science and Operations Research,General Decision Sciences
Link
https://link.springer.com/content/pdf/10.1007/s10479-023-05500-5.pdf
Reference51 articles.
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3. Andersen, T. G., Bollerslev, T., & Diebold, F. X. (2007). Roughing it up: Including jump components in the measurement, modeling, and forecasting of return volatility. Review of Economics and Statistics, 89(4), 701–720.
4. Anderson, T. G., Bollerslev, T., Diebold, F. X., & Vega, C. (2003). Micro effects of macro announcements: Real-time price discovery in foreign exchange. American Economic Review, 93(1), 38–62.
5. Ayadi, M. A., Ben Omrane, W., Wang, J., & Welch, R. (2020). Macroeconomic news, public communications, and foreign exchange jumps around U.S. and European financial crises. International Journal of Finance & Economics, 25(2), 197–227.
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