Our study collected and synthetized the existing knowledge on portfolio diversification,
hedge, and safe-haven properties in cryptocurrency investments. We sampled 146 studies …

The cryptocurrency markets are perceived as being dominated by Bitcoin leading the overall
system dynamics. Although the previous empirical evidence points towards strong …

We employ a time-varying parameter vector autoregression (TVP-VAR) in combination with
an extended joint connectedness approach to study interlinkages between four markets …

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 …

Our article employs a quantile vector autoregression (QVAR) to identify the connectedness
of seven variables from April 1, 2019, to June 13, 2022, in order to examine the relationships …

We apply wavelet analyses to study how the Covid pandemic influenced the volatility of
commodity prices, covering various classes of commodities. We document the intervals of …

Owing to the growing importance of socially responsible investments in the wake of climate
change mitigation goals, we estimate the asymmetric time-and frequency-spillovers between …

This study uses wavelet coherence and frequency connectedness techniques to examine
the time-frequency dependence and risk connectivity between oil shocks and green stocks …

This paper undertakes a survey of the COVID-19 pandemic literature. I find that stock market
performance, COVID-19 policies and energy markets are most researched. I reason that this …

In this paper, we examine extreme spillovers among the realized volatility of various energy,
metals, and agricultural commodities over the period from September 23, 2008, to June 1 …