This study investigates tail dependence among five major cryptocurrencies, namely Bitcoin,
Ethereum, Litecoin, Ripple, and Bitcoin Cash, and uncertainties in the gold, oil, and equity …

In recent years, investors, corporations, and enterprises have shown great interest in the
Bitcoin network; thus, promoting its products and services is crucial. This study utilizes an …

Analyzing comovements and connectedness is critical for providing significant implications
for crypto-portfolio risk management. However, most existing research focuses on the lower …

This paper investigates the dynamic volatility spillover among energy commodities and
financial markets in pre-and mid-COVID-19 periods by utilizing a novel TVP-VAR frequency …

This paper is motivated by Bitcoin's rapid ascension into mainstream finance and recent
evidence of a strong relationship between Bitcoin and US stock markets. It is also motivated …

This article examines the transmission mechanism of economic policy uncertainty (EPU),
investor sentiment and Chinese financial assets from time-frequency and static-dynamic …

This study explores whether the COVID-19 outbreak and Russian–Ukrainian (R–U) conflict
have impacted the efficiency of cryptocurrencies. The novelty of this study is the use of the …

Purpose While an increasing number of investors value socially responsible investment
practices, Bitcoin has faced criticism for its carbon footprint resulting from excessive mining …

This paper examines implied volatility spillovers and connectedness between Bitcoin and a
broad range of traditional financial assets (US equity market, gold, crude oil, emerging …

This study investigated whether economic policy uncertainty (EPU) affects the degree of
Bitcoin return dependency in the cryptocurrency (crypto) market by calculating the Pearson …