Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies : evidence from China
Son Duy Pham, Thao Thac Thanh Nguyen, Hung Xuan Do
| Year of publication: |
2022
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|---|---|
| Authors: | Pham, Son Duy ; Nguyen, Thao Thac Thanh ; Do, Hung Xuan |
| Published in: |
Energy economics. - Amsterdam : Elsevier, ISSN 0140-9883, ZDB-ID 795279-X. - Vol. 112.2022, p. 1-24
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| Subject: | Asymmetry | Energy consumption | Structural breaks | Cryptocurrencies | Thermal coal futures | Volatility connectedness | Volatilität | Volatility | China | Virtuelle Währung | Virtual currency | Energiekonsum | Kohle | Coal | ARCH-Modell | ARCH model | Strukturbruch | Structural break | Welt | World | Kohlenmarkt | Coal market |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.eneco.2022.106114 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013350765