Exploring time and frequency linkages of green bond with renewable energy and crypto market. [PDF]
Yadav MP +4 more
europepmc +1 more source
Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. [PDF]
Liu X, Shehzad K, Kocak E, Zaman U.
europepmc +1 more source
COVID-19 pandemic's impact on intraday volatility spillover between oil, gold, and stock markets. [PDF]
Mensi W, Vo XV, Kang SH.
europepmc +1 more source
The connectedness and risk spillovers between bitcoin spot and futures markets: evidence from intraday data. [PDF]
Cevik EI, Gunay S, Bugan MF, Dibooglu S.
europepmc +1 more source
The persistence of precious metals and oil during the COVID-19 pandemic: evidence from a fractional integration and cointegration approach. [PDF]
Usman N, Akadiri SS.
europepmc +1 more source
Exploitation of Information as a Trading Characteristic: A Causality-Based Analysis of Simulated and Financial Data. [PDF]
Kyrtsou C, Mikropoulou C, Papana A.
europepmc +1 more source
Hybrid Fourier asymmetric-garch estimation of value at risk and expected shortfall: Empirical evidence from crude oil prices. [PDF]
Doabil L, Nasiru S, Iddrisu MM.
europepmc +1 more source
Forecasting value-at-risk of crude oil futures using a hybrid ARIMA-SVR-POT model. [PDF]
Zhang C, Zhou X.
europepmc +1 more source
Do commodities offer diversification benefits during the COVID-19 pandemic crisis? Evidence from dynamic spillover approach. [PDF]
Mroua M, Lamine A.
europepmc +1 more source

