Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic

Oil price shocks and the return and volatility spillover between industrial and precious metals

(2021) Zaghum Umar et al.   ENERGY ECONOMICS

Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis

(2021) Maria de la O. González et al.   International Review of Financial Analysis

The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies

(2021) Zaghum Umar et al.   TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness

(2021) Zaghum Umar et al.   RESOURCES POLICY

COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis

(2021) Chiraz Karamti et al.   Finance Research Letters

Multifractal detrended cross-correlation analysis on benchmark cryptocurrencies and crude oil prices

(2020) Majid Mirzaee Ghazani et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS

Volatility spillover in crypto-currency markets: Some evidences from GARCH and wavelet analysis

(2019) Anoop S. Kumar et al.   PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS