COVID-induced sentiment and the intraday volatility spillovers between energy and other ETFs
Author:
Publisher
Elsevier BV
Subject
General Energy,Economics and Econometrics
Reference69 articles.
1. How COVID-19 drives connectedness among commodity and financial markets: evidence from TVP-VAR and causality-in-quantiles techniques;Adekoya;Resour. Policy,2021
2. The US equity sectors, implied volatilities, and COVID-19: what does the spillover analysis reveal?;Ahmad;Resour. Policy,2021
3. Is gold a hedge or a safe-haven asset in the COVID–19 crisis?;Akhtaruzzaman;Econ. Model.,2021
4. COVID–19 media coverage and ESG leader indices;Akhtaruzzaman;Financ. Res. Lett.,2021
5. Information transmission in regional energy stock markets;Alawi;Environ. Sci. Pollut. Res.,2022
Cited by 16 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. Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds;Economic Modelling;2024-12
2. The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers;International Review of Financial Analysis;2024-10
3. Asymmetric dynamic linkage between consumer sentiment, inflation expectations, and international energy prices: Evidence from time-frequency wavelet and nonlinear analysis;PLOS ONE;2024-09-03
4. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets;Energy Economics;2024-09
5. ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions;The North American Journal of Economics and Finance;2024-09
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