This paper studies the tail dependence among carbon prices, green and non-green
cryptocurrencies. Using daily closing prices of carbon, green and non-green …

Cryptocurrency is a financial innovation that brings many potential benefits, yet it has been
criticized for its negative environmental impacts. To fully reap the benefits from this financial …

This study examines the relationship between cryptocurrencies and foreign exchange
markets for three digital currencies and six fiat currencies using the quantile on quantile …

Using 5-minute data, we capture higher-moment connectedness among three dominant
cryptocurrencies. We find a moderate realized-volatility connectedness wherein Bitcoin and …

The investigation performs the wavelet method to explore the time-dependant correlation
between gold price (GP) and global supply chain pressure (GSCP). The conclusion shows …

This study investigates the connectedness between Bitcoin and fiat currencies in two groups
of countries: the developed G7 and the emerging BRICS. The methodology adopts the …

Cryptocurrency price forecasting is attracting considerable interest due to its crucial decision
support role in investment strategies. Large fluctuations in non-stationary cryptocurrency …

This study examines the correlation between fiat currencies of the G7 and BRICS economies
and non-fungible tokens (NFTs) and decentralized finance (DeFi). We use quantile-on …

We explore both the static and dynamic connectedness across traditional and
unconventional assets classes using the Baruník-Křehlík connectedness and wavelets …

Underlying volatility of cryptocurrency markets motivated this study to unveil the nexus with
precious metals using multi-step analysis of GJR-GARCH, quantile connectedness, hedge …