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Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks · Study

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ArticleNon-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks

Muhammad Abubakr Naeem2023

Article2023

Non-linear relationship between oil and cryptocurrencies: Evidence from returns and shocks

Muhammad Abubakr Naeem · Sitara Karim · Afsheen Abrar · Larisa Yarovaya · Adil Ahmad Shah

48 citations·0/0 files stored·International Review of Financial Analysis

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

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References

2009Not All Oil Price Shocks Are Alike: Disentangling Demand and Supply Shocks in the Crude Oil Market 1983Oil and the Macroeconomy since World War II 1996A test for independence based on the correlation dimension 2000What is an Oil Shock?1999Oil price shocks and stock market activity 1996Oil and the Stock Markets 1996Energy shocks and financial markets 2009Do structural oil-market shocks affect stock prices?

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2023Assessing the linkage of energy cryptocurrency with clean and dirty energy markets

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Year2023

Typearticle

Published2023-06-28

VenueInternational Review of Financial Analysis

ISSN-L1057-5219

Languageen

Citations48

Files0 public / 0

ShelfMarket Dynamics and Volatility

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doi10.1016/j.irfa.2023.102769

openalex_workW4382364690

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