SZodixStudyAcademic Library
ShelvesOpen access
Study · an open academic library·Metadata from OpenAlex (CC0)·Shelves·OpenAlex metadata, de-duplicated
Energy cryptocurrencies: Assessing connectedness with other asset classes
16 references·2 citing·39 second hop
Energy cryptocurrencies: Assessing connectedness with other asset classes (2022)Energy cryptocurrencies: Assessing connec…The impact of the Russia-Ukraine conflict on the connectedness of financial markets (2022)The impact of the Russia-Ukra…Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Heterogeneous impacts of wars…Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies (2022)Examining the interrelatednes…Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication (2021)Static and Dynamic Connectedn…Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties (2021)Risk Transmissions between Bi…NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic (2021)NFTs and asset class spillove…Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds (2020)Time-frequency comovement amo…Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19 (2020)Co-movements and spillovers o…Do cryptocurrencies and traditional asset classes influence each other? (2019)Do cryptocurrencies and tradi…Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation (2018)Does economic policy uncertai…Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets (2017)Exploring the Dynamic Relatio…Measuring Economic Policy Uncertainty* (2016)Measuring Economic Policy Unc…On the network topology of variance decompositions: Measuring the connectedness of financial firms (2014)On the network topology of va…Better to give than to receive: Predictive directional measurement of volatility spillovers (2011)Better to give than to receiv…Generalized impulse response analysis in linear multivariate models (1998)Generalized impulse response …Impulse response analysis in nonlinear multivariate models (1996)Impulse response analysis in …Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies (2024)Connectedness between healthc…Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling (2023)Integration between asset man…Stochastic Simulation (1987)The Dynamic Effects of Aggregate Demand and Supply Disturbances (1988)Macroeconomics and Reality (1980)Dynamic Conditional Correlation (2002)Measuring the Frequency Dynamics of Financial Connectedness and Systemic Risk* (2018)Co-Integration and Error Correction: Representation, Estimation, and Testing (1987)Likelihood-Based Inference in Cointegrated Vector Autoregressive Models (1995)Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets (2008)Correlations in Price Changes and Volatility across International Stock Markets (1990)Bitcoin is not the New Gold – A comparison of volatility, correlation, and portfolio performance (2018)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)Oil prices, US stock return, and the dependence between their quantiles (2015)Speculative bubbles in Bitcoin markets? An empirical investigation into the fundamental value of Bitcoin (2015)Dynamic connectedness and integration in cryptocurrency markets (2018)Herding behaviour in cryptocurrencies (2018)Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic (2020)An Introduction to Wavelets and Other Filtering Methods in Finance and Economics (2002)Do Shareholders Benefit from Green Bonds? (2018)Green bond and financial markets: Co-movement, diversification and price spillover effects (2018)Tail dependence between bitcoin and green financial assets (2021)A step forward on sustainability: The nexus of environmental responsibility, green technology, clean energy and green finance (2022)Role of green finance in improving energy efficiency and renewable energy development (2022)The Role of Monetary Policy (1995)The Impact of Uncertainty Shocks (2009)Measuring Uncertainty (2015)COVID-19 pandemic, oil prices, stock market, geopolitical risk and policy uncertainty nexus in the US economy: Fresh evidence from the wavelet-based approach (2020)Measuring Geopolitical Risk (2022)A new index of financial conditions (2014)Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions (2020)Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach (2022)The reaction of G20+ stock markets to the Russia–Ukraine conflict “black-swan” event: Evidence from event study approach (2022)The Russia-Ukraine conflict and volatility risk of commodity markets (2022)Using daily stock returns (1985)A nonparametric test for abnormal security-price performance in event studies (1989)The Unprecedented Stock Market Reaction to COVID-19 (2020)Russia–Ukraine crisis: The effects on the European stock market (2022)The impact of the Russia-Ukraine conflict on energy firms: A capital market perspective (2022)SRISK: A conditional capital shortfall measure of systemic risk (2017)
this work references cited by second hop

References

  • 2016Measuring Economic Policy Uncertainty*12,311 cited
  • 1998Generalized impulse response analysis in linear multivariate models6,129 cited
  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 1996Impulse response analysis in nonlinear multivariate models5,071 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2017Exploring the Dynamic Relationships between Cryptocurrencies and Other Financial Assets1,342 cited
  • 2018Does economic policy uncertainty predict the Bitcoin returns? An empirical investigation694 cited
  • 2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine522 cited
  • 2020Time-frequency comovement among green bonds, stocks, commodities, clean energy, and conventional bonds453 cited
  • 2022The impact of the Russia-Ukraine conflict on the connectedness of financial markets428 cited
  • 2021Static and Dynamic Connectedness Between NFTs, Defi and Other Assets: Portfolio Implication314 cited
  • 2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19292 cited
  • 2022Examining the interrelatedness of NFTs, DeFi tokens and cryptocurrencies291 cited
  • 2021

Only edges whose both ends are imported exist here. Widen the year window, or show the whole map. Back to the work

NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic
274 cited
  • 2021Risk Transmissions between Bitcoin and Traditional Financial Assets during the COVID-19 Era: The Role of Global Uncertainties225 cited
  • 2019Do cryptocurrencies and traditional asset classes influence each other?217 cited
  • Cited by

    • 2024Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies30 cited
    • 2023Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling30 cited