Could volatile cryptocurrency stimulate systemic risks in the energy sector? Evidence from novel connectedness models

On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis

(2022) Amirreza Attarzadeh et al.   ENVIRONMENTAL SCIENCE AND POLLUTION RESEARCH

The spillover effects and connectedness among green commodities, Bitcoins, and US stock markets: Evidence from the quantile VAR network

(2022) Rabeh Khalfaoui et al.   JOURNAL OF ENVIRONMENTAL MANAGEMENT

Rethinking Financial Contagion: Information Transmission Mechanism During the COVID-19 Pandemic

(2022) Larisa Yarovaya et al.   Journal of International Financial Markets Institutions & Money

An exploration of sources of volatility in the energy market: An application of a TVP-VAR extended joint connected approach

(2022) Le Thanh Ha et al.   Sustainable Energy Technologies and Assessments

Predictive power of investor sentiment for Bitcoin returns: Evidence from COVID-19 pandemic

(2022) Ahmed Bouteska et al.   TECHNOLOGICAL FORECASTING AND SOCIAL CHANGE

News-based Equity Market Uncertainty and Crude Oil Volatility

(2021) Anupam Dutta et al.   ENERGY

Impacts of COVID-19 on energy demand and consumption: Challenges, lessons and emerging opportunities

(2021) Peng Jiang et al.   APPLIED ENERGY

Bitcoin boom: what rising prices mean for the network’s energy consumption

(2021) Alex de Vries   Joule

Crude oil volatility and the biodiesel feedstock market in Malaysia during the 2014 oil price decline and the COVID-19 outbreak

(2021) Anupam Dutta et al.   FUEL

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

(2021) Zaghum Umar et al.   ENERGY ECONOMICS

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

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

(2021) Francisco Jareño et al.   RESOURCES POLICY

Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

(2021) Mehmet Balcilar et al.   RESOURCES POLICY

The effects of a “black swan” event (COVID-19) on herding behavior in cryptocurrency markets

(2021) Larisa Yarovaya et al.   Journal of International Financial Markets Institutions & Money

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

(2021) Chiraz Karamti et al.   Finance Research Letters

Nonlinear Autoregressive Distributed Lag Approach: An Application on the Connectedness between Bitcoin Returns and the Other Ten Most Relevant Cryptocurrency Returns

(2020) María de la O González et al.   Mathematics

Bitcoin emissions alone could push global warming above 2°C

(2018) Camilo Mora et al.   Nature Climate Change

On the network topology of variance decompositions: Measuring the connectedness of financial firms

(2014) Francis X. Diebold et al.   JOURNAL OF ECONOMETRICS

New Weighted Portmanteau Statistics for Time Series Goodness of Fit Testing

(2012) Thomas J. Fisher et al.   JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION