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The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data
(Springer, 2022)
This paper examines the dynamic relation between Bitcoin spot and futures markets during the Covid-19 pandemic. Using hourly data from 2020 combined with quantile impulse response analysis and predictability in the ...
Connectedness and risk spillovers between crude oil and clean energy stock markets
(Sage Publications Ltd, 2023)
This research investigates the relationship between clean energy stock and oil market returns utilizing Granger predictability in distribution and quantile impulse response analysis. We find that clean energy stock returns ...
The impact of digital finance on the natural resource market: Evidence from DeFi, oil, and gold
(Elsevier Sci Ltd, 2022)
The purpose of this study is to examine the interconnectedness between DeFi and natural resource assets in terms of return and volatility spillovers, as well as the effectiveness of hedging, utilizing the time and frequency ...