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Exploring the Dynamics of Brent Crude Oil, S&P500 and Bitcoin Prices Amid Economic Instability
16 references·1 citing·38 second hop
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References

  • 1979Distribution of the Estimators for Autoregressive Time Series with a Unit Root23,183 cited
  • 1986Generalized autoregressive conditional heteroskedasticity22,329 cited
  • 1979Distribution of the Estimators for Autoregressive Time Series With a Unit Root9,128 cited
  • 1993On the Relation between the Expected Value and the Volatility of the Nominal Excess Return on Stocks9,041 cited
  • 1998Evaluating Interval Forecasts2,689 cited
  • 1995Techniques for Verifying the Accuracy of Risk Measurement Models2,447 cited
  • 1994Threshold heteroskedastic models2,294 cited
  • 2004Backtesting Value-at-Risk: A Duration-Based Approach403 cited
  • 2022A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies307 cited
  • 2022The Russia-Ukraine conflict and volatility risk of commodity markets269 cited
  • 2015Relationship between gold and stock markets during the global financial crisis: Evidence from nonlinear causality tests198 cited
  • 2021Investigating the relationship between volatilities of cryptocurrencies and other financial assets141 cited
  • 2020A new hybrid model for forecasting Brent crude oil price133 cited
  • 2021A closer look into the global determinants of oil price volatility117 cited

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2019
Assessment and optimization of clean energy equity risks and commodity price volatility indexes: Implications for sustainability
109 cited
  • 2018The model confidence set package for R82 cited
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    • 2025Adopting Bitcoin in Retail Payments: An Empirical Analysis Using an Extended UTAUT Model6 cited