Dynamic volatility spillover among cryptocurrencies and energy markets : An empirical analysis based on a multilevel complex network
Xuetong Wang, Fang Fang, Shiqun Ma, Lijin Xiang, Zumian Xiao
| Year of publication: |
2024
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|---|---|
| Authors: | Wang, Xuetong ; Fang, Fang ; Ma, Shiqun ; Xiang, Lijin ; Xiao, Zumian |
| Subject: | Bitcoin | Cryptocurrency | DCC-GARCH-CONNECTEDNESS | Energy market | Multilevel network structure analysis | Virtuelle Währung | Virtual currency | Energiemarkt | Volatilität | Volatility | Spillover-Effekt | Spillover effect |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.najef.2023.102035 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://ebvufind01.dmz1.zbw.eu/10014445605