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Return, volatility and shock spillovers of Bitcoin with energy and technology companies
7 references·16 citing·46 second hop
Return, volatility and shock spillovers of Bitcoin with energy and technology companies (2018)Return, volatility and shock spillovers o…Volatility estimation for Bitcoin: A comparison of GARCH models (2017)Volatility estimation for Bit…Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets (2017)Virtual relationships: Short-…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Can volume predict Bitcoin returns and volatility? A quantiles-based approach (2017)Can volume predict Bitcoin re…Bitcoin, gold and the dollar – A GARCH volatility analysis (2015)Bitcoin, gold and the dollar …Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies (2011)Correlations and volatility s…Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility (2009)Structure and Asymptotic Theo…Are DeFi tokens a separate asset class from conventional cryptocurrencies? (2023)Are DeFi tokens a separate as…Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies (2023)Analysis of the spillover eff…The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework (2022)The economic value of NFT: Ev…On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis (2022)On the dynamic return and vol…Connectedness between Defi assets and equity markets during COVID-19: A sector analysis (2022)Connectedness between Defi as…A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies (2022)A clean, green haven?—Examini…Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis (2021)Spillovers between the Islami…Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Risk Transmissions between Bi…Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach (2020)Tail dependence between Bitco…Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin (2020)Spillovers in Higher-Order Mo…Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach (2020)Risk spillover between Bitcoi…Financial modelling, risk management of energy instruments and the role of cryptocurrencies (2020)Financial modelling, risk man…Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility (2020)Economic fundamentals or inve…Bitcoin-energy markets interrelationships - New evidence (2020)Bitcoin-energy markets interr…Cryptocurrencies as hedges and safe-havens for US equity sectors (2019)Cryptocurrencies as hedges an…When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin (2018)When Bitcoin meets economic p…Multivariate GARCH models: a surveyModeling Asymmetric Comovements of Asset Returns (1998)Dynamic Conditional Correlation (2002)Correlations and volatility spillovers across commodity and stock markets: Linking energies, food, and gold (2013)Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets (2016)Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices (2018)Autoregressive Conditional Heteroscedasticity with Estimates of the Variance of United Kingdom Inflation (1982)Generalized autoregressive conditional heteroskedasticity (1986)On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks (1993)Conditional correlations and volatility spillovers between crude oil and stock index returns (2012)Biofuel-related price transmission literature: A review (2013)Modeling volatility and correlations between emerging market stock prices and the prices of copper, oil and wheat (2014)A Subordinated Stochastic Process Model with Finite Variance for Speculative Prices (1973)The Relation Between Price Changes and Trading Volume: A Survey (1987)A test for independence based on the correlation dimension (1996)RETRACTED: Datestamping the Bitcoin and Ethereum bubbles (2017)Dynamic connectedness and integration in cryptocurrency markets (2018)RETRACTED: Is Bitcoin a better safe-haven investment than gold and commodities? (2019)The General Theory of Employment, Interest and Money. (1936)The Great Crash, the Oil Price Shock, and the Unit Root Hypothesis (1989)Bounds testing approaches to the analysis of level relationships (2001)Herding in the cryptocurrency market: CSSD and CSAD approaches (2018)The economic value of Bitcoin: A portfolio analysis of currencies, gold, oil and stocks (2018)ardl: Estimating autoregressive distributed lag and equilibrium correction models (2023)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)The Inefficiency of Bitcoin (2016)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Portfolio diversification with virtual currency: Evidence from bitcoin (2018)Correlations in Price Changes and Volatility across International Stock Markets (1990)Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)The contagion effects of the COVID-19 pandemic: Evidence from gold and cryptocurrencies (2020)CAViaR (2004)Measuring Economic Policy Uncertainty* (2016)Financial implications of fourth industrial revolution: Can bitcoin improve prospects of energy investment? (2020)The effect of political and economic uncertainty on the cryptocurrency market (2020)The pandemic and economic policy uncertainty (2020)Generalized impulse response analysis in linear multivariate models (1998)How do climate risk and clean energy spillovers, and uncertainty affect U.S. stock markets? (2022)Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas (2022)The Effects of Central Bank Digital Currencies News on Financial Markets (2022)On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)A tale of two tails among carbon prices, green and non-green cryptocurrencies (2022)Extreme connectedness between renewable energy tokens and fossil fuel markets (2022)Interdependence of clean energy and green markets with cryptocurrencies (2023)
this work references cited by second hop

References

  • 2015Bitcoin, gold and the dollar – A GARCH volatility analysis1,552 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2017Volatility estimation for Bitcoin: A comparison of GARCH models1,095 cited
  • 2011Correlations and volatility spillovers between oil prices and the stock prices of clean energy and technology companies877 cited
  • 2017Can volume predict Bitcoin returns and volatility? A quantiles-based approach718 cited
  • 2017Virtual relationships: Short- and long-run evidence from BitCoin and altcoin markets365 cited
  • 2009Structure and Asymptotic Theory for Multivariate Asymmetric Conditional Volatility218 cited

Cited by

  • 2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies307 cited
  • 2018When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin250 cited
  • 2021Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties225 cited
  • 2019Cryptocurrencies as hedges and safe-havens for US equity sectors197 cited
  • 2020Bitcoin-energy markets interrelationships - New evidence195 cited
  • 2023Are DeFi tokens a separate asset class from conventional cryptocurrencies?150 cited

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2022
On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis
148 cited
  • 2023Analysis of the spillover effects between green economy, clean and dirty cryptocurrencies135 cited
  • 2022The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework134 cited
  • 2020Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach130 cited
  • 2020Spillovers in Higher-Order Moments of Crude Oil, Gold, and Bitcoin119 cited
  • 2021Spillovers between the Islamic gold-backed cryptocurrencies and equity markets during the COVID-19: A sectorial analysis108 cited
  • 2020Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach99 cited
  • 2020Financial modelling, risk management of energy instruments and the role of cryptocurrencies98 cited
  • 2020Economic fundamentals or investor perceptions? The role of uncertainty in predicting long-term cryptocurrency volatility92 cited
  • 2022Connectedness between Defi assets and equity markets during COVID-19: A sector analysis92 cited