Dynamic connectedness between FinTech and energy markets: Evidence from fat tails, serial dependence, and Bayesian approach-Reference-Cited by-同舟云学术

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Dynamic connectedness between FinTech and energy markets: Evidence from fat tails, serial dependence, and Bayesian approach

Published:2024-06 Issue: Volume:93 Page:574-586
ISSN:1059-0560
Container-title:International Review of Economics & Finance
language:en
Short-container-title:International Review of Economics & Finance

Author:

Thanh Ha Le,Bouteska Ahmed^ORCID,Harasheh Murad

Publisher

Elsevier BV

Reference28 articles.

1. Blockchain technology innovations;Ahram,2017

2. Blockchain, cryptocurrency, and artificial intelligence in finance;An,2021

3. Energy markets and global economic conditions;Baumeister;The Review of Economics and Statistics,2020

4. Blockchains, coordination, and forks;Biais;AEA Papers and Proceedings,2019

5. Bitcoin: Economics, technology, and governance;Böhme;The Journal of Economic Perspectives,2015

Cited by 2 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. Quantile connectedness among fintech, carbon future, and energy markets: Implications for hedging and investment strategies;Energy Economics;2024-11

2. Exploring Tail Risk Spillover Effects Among Fintech, ESG and Energy in China: Evidence from a Caviar and Tvp-Var Approach;2024

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