Dynamic connectedness between FinTech and energy markets : evidence from fat tails, serial dependence, and Bayesian approach
Le Thanh Ha, Ahmed Bouteska, Murad Harasheh
| Year of publication: |
2024
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|---|---|
| Authors: | Le Thanh Ha ; Bouteska, Ahmed ; Harasheh, Murad |
| Published in: |
International review of economics & finance : IREF. - Amsterdam [u.a.] : Elsevier Science, ISSN 1059-0560, ZDB-ID 2026509-8. - Vol. 93.2024, 2, p. 574-586
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| Subject: | Bayesian vector heterogeneous autoregressions | COVID-19 | Energy dynamics | FinTech innovation development | Russia-Ukraine conflict | Finanztechnologie | Financial technology | Bayes-Statistik | Bayesian inference | Energiemarkt | Energy market | Coronavirus | Zeitreihenanalyse | Time series analysis |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.iref.2024.04.034 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014535591