Extreme risk transmission among bitcoin and crude oil markets
Author:
Publisher
Elsevier BV
Subject
Law,Management, Monitoring, Policy and Law,Economics and Econometrics,Sociology and Political Science
Reference45 articles.
1. The effect of futures trading on spot price volatility: evidence for Brent crude oil using GARCH;Antoniou;J. Bus. Finance Account.,1992
2. Are cryptocurrencies connected to forex? A quantile cross-spectral approach;Baumöhl;Finance Res. Lett.,2019
3. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions;Bouri;Finance Res. Lett.,2017
4. Testing for short-and long-run causality: a frequency-domain approach;Breitung;J. Econom.,2006
5. Capital flows and the risk-taking channel of monetary policy;Bruno;J. Monetary Econ.,2015
Cited by 25 articles. 订阅此论文施引文献 订阅此论文施引文献,注册后可以免费订阅5篇论文的施引文献,订阅后可以查看论文全部施引文献
1. Spillover effect of the geopolitical uncertainty on the cryptocurrency market;EuroMed Journal of Business;2024-08-07
2. Return volatility of Asian stock exchanges; a GARCH DCC analysis with reference of Bitcoin and global crude oil price movement;Journal of Chinese Economic and Foreign Trade Studies;2024-05-31
3. Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil;Energy Economics;2024-04
4. How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives;Research in International Business and Finance;2024-04
5. Unveiling hidden connections: Spillover among BRICS' cryptocurrency-implied exchange rate discounts and US financial markets;The North American Journal of Economics and Finance;2024-03
1.学者识别学者识别
2.学术分析学术分析
3.人才评估人才评估
"同舟云学术"是以全球学者为主线,采集、加工和组织学术论文而形成的新型学术文献查询和分析系统,可以对全球学者进行文献检索和人才价值评估。用户可以通过关注某些学科领域的顶尖人物而持续追踪该领域的学科进展和研究前沿。经过近期的数据扩容,当前同舟云学术共收录了国内外主流学术期刊6万余种,收集的期刊论文及会议论文总量共计约1.5亿篇,并以每天添加12000余篇中外论文的速度递增。我们也可以为用户提供个性化、定制化的学者数据。欢迎来电咨询!咨询电话:010-8811{复制后删除}0370
www.globalauthorid.com
TOP
Copyright © 2019-2024 北京同舟云网络信息技术有限公司 京公网安备11010802033243号 京ICP备18003416号-3