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Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war
16 references·2 citing·30 second hop
Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war (2023)Traditional assets, digital assets and re…Are DeFi tokens a separate asset class from conventional cryptocurrencies? (2023)Are DeFi tokens a separate as…Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic (2022)Linkages between DeFi assets …Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis (2022)Impact of Russia-Ukraine war …Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine (2022)Heterogeneous impacts of wars…Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets. 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An international perspective from the COVID-19 pandemic (2020)Safe haven or risky hazard? Bitcoin during the Covid-19 bear market (2020)Measuring Geopolitical Risk (2022)The connectedness between meme tokens, meme stocks, and other asset classes: Evidence from a quantile connectedness approach (2022)Asymmetric impacts of geopolitical risk on stock markets: A comparative analysis of the E7 and G7 equities during the Russian-Ukrainian conflict (2023)Forecasting Bitcoin prices using artificial intelligence: Combination of ML, SARIMA, and Facebook Prophet models (2023)SRISK: A conditional capital shortfall measure of systemic risk (2017)Quantile connectedness in the cryptocurrency market (2021)Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis (2021)COVID–19 media coverage and ESG leader indices (2021)Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict (2022)Extreme spillovers among fossil energy, clean energy, and metals markets: Evidence from a quantile-based analysis (2022)Energy cryptocurrencies: Assessing connectedness with other asset classes (2022)The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework (2022)NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis (2023)
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References

  • 2011Better to give than to receive: Predictive directional measurement of volatility spillovers5,798 cited
  • 2014On the network topology of variance decompositions: Measuring the connectedness of financial firms4,694 cited
  • 2008Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets3,131 cited
  • 2020Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions1,586 cited
  • 2020Return connectedness across asset classes around the COVID-19 outbreak631 cited
  • 2020Decentralized Finance611 cited
  • 2022Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine522 cited
  • 2020Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19292 cited
  • 2021NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic274 cited
  • 2022Impact of Russia-Ukraine war attention on cryptocurrency: Evidence from quantile dependence analysis212 cited
  • 2020Trade and technological innovation: The catalysts for climate change and way forward for COP21186 cited
  • 2020Impact of Covid-19 on corporate solvency and possible policy responses in the EU183 cited
  • 2022Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis175 cited

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  • 2022Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic159 cited
  • 2023Are DeFi tokens a separate asset class from conventional cryptocurrencies?150 cited
  • 2022Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets.136 cited
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    • 2023Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict70 cited
    • 2024Development and Support of Ukrainian Domestic Entrepreneurship in the Knowledge Economy14 cited