Quantifying spillovers and connectedness among commodities and cryptocurrencies : evidence from a Quantile-VAR analysis

Nikolaos Kyriazis, Stephanos Papadamou, Panayiotis Tzeremes, Shaen Corbet

Year of publication:	2024
Authors:	Kyriazēs, Nikos K. ; Papadamou, Stephanos ; Tzeremes, Panayiotis ; Corbet, Shaen
Published in:	Journal of commodity markets : JCM. - Amsterdam : Elsevier, ISSN 2405-8505, ZDB-ID 2851869-X. - Vol. 33.2024, Art.-No. 100385, p. 1-14
Subject:	Precious metals \| Industrial metals \| Oil \| Natural gas \| Bitcoin \| Spillover connectedness \| Spillover-Effekt \| Spillover effect \| Virtuelle Währung \| Virtual currency \| Metallindustrie \| Metal industry \| Erdgas \| Welt \| World \| Rohstoffderivat \| Commodity derivative

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