Interdependence of clean energy and green markets with cryptocurrencies
The adverse effects of the high-power energy consumption by cryptocurrencies on the
environment and sustainability have raised the interest of a large body of policymakers and …
environment and sustainability have raised the interest of a large body of policymakers and …
The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets
This paper analyses herding in cryptocurrency markets in the time of the COVID-19
pandemic. We employ a combination of quantitative methods to hourly prices of the four …
pandemic. We employ a combination of quantitative methods to hourly prices of the four …
A tale of two tails among carbon prices, green and non-green cryptocurrencies
This paper studies the tail dependence among carbon prices, green and non-green
cryptocurrencies. Using daily closing prices of carbon, green and non-green …
cryptocurrencies. Using daily closing prices of carbon, green and non-green …
Volatility spillovers between stock and energy markets during crises: A comparative assessment between the 2008 global financial crisis and the COVID-19 pandemic …
This paper investigates volatility spillovers between energy and stock markets during
periods of crises. Our main findings reveal that transmissions of volatilities among these …
periods of crises. Our main findings reveal that transmissions of volatilities among these …
International stock market risk contagion during the COVID-19 pandemic
Y Liu, Y Wei, Q Wang, Y Liu - Finance Research Letters, 2022 - Elsevier
This paper examines the risk contagion among international stock markets during the
COVID-19 pandemic by using the realized volatility information from sixteen major stock …
COVID-19 pandemic by using the realized volatility information from sixteen major stock …
Tracing knowledge diffusion trajectories in scholarly Bitcoin research: co-word and main path analyses
In the burgeoning field of bitcoin research, a cohesive understanding of how knowledge and
insights have evolved over time is lacking. This study aims to address this gap through an …
insights have evolved over time is lacking. This study aims to address this gap through an …
[HTML][HTML] Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic
In this study, we present the evidence of dramatic changes in the structure and time-varying
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …
patterns of volatility connectedness across equities and major commodities (oil, gold, silver …
Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic
Rapidly growing numbers of empirical papers assessing the financial effects of COVID-19
pandemic triggered an urgent need for a study summarising the existing knowledge of …
pandemic triggered an urgent need for a study summarising the existing knowledge of …
Connectedness and risk spillovers among sub-Saharan Africa and MENA equity markets
This study investigates risk spillovers among sub-Saharan African (SSA) stock markets, the
Middle East, and North Africa (MENA). Analyzing daily data from March 27th, 2014, to …
Middle East, and North Africa (MENA). Analyzing daily data from March 27th, 2014, to …
Green bonds and other assets: Evidence from extreme risk transmission
Green bonds (GB) are gaining a prominent role in sustainable development because of their
ability to fund environment-friendly projects. This study aims to investigate if investors can …
ability to fund environment-friendly projects. This study aims to investigate if investors can …