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Extreme risk transmission among bitcoin and crude oil markets · Study

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ArticleExtreme risk transmission among bitcoin and crude oil markets

Dongxin Li2022

Article2022

Extreme risk transmission among bitcoin and crude oil markets

Dongxin Li · Yanran Hong · Lu Wang · Pengfei Xu · Zhigang Pan

47 citations·0/0 files stored·Resources Policy

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Market Dynamics and Volatility Financial Risk and Volatility Modeling COVID-19 Pandemic Impacts

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References

1969Investigating Causal Relations by Econometric Models and Cross-spectral Methods 1988Some recent development in a concept of causality 2020Financial markets under the global pandemic of COVID-19 1982Measurement of Linear Dependence and Feedback Between Multiple Time Series 2015Oil prices, US stock return, and the dependence between their quantiles 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets 2013Capital Flows and the Risk-Taking Channel of Monetary Policy 2015Hedging capabilities of bitcoin. Is it the virtual gold?

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Year2022

Typearticle

Published2022-05-21

VenueResources Policy

ISSN-L0301-4207

Languageen

Citations47

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ShelfMarket Dynamics and Volatility

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doi10.1016/j.resourpol.2022.102761

openalex_workW4281264603

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