Search Results - subject:"Connectedness network"

Dynamic interlinkages between the Twitter uncertainty index and the green bond market : evidence from the COVID-19 pandemic and the Russian-Ukrainian conflict

Polat, Onur; Doğan Başar, Berna; Ekşi, İbrahim Halil - In: Computational economics 65 (2025) 5, pp. 2873-2889

Persistent link: https://www.econbiz.de/10015590311

Volatility spillovers among leading cryptocurrencies and US energy and technology companies

Alamaren, Amro Saleem; Gökmenoglu, Korhan K.; … - In: Financial innovation : FIN 10 (2024), pp. 1-37

This study investigates volatility spillovers and network connectedness among four cryptocurrencies (Bitcoin, Ethereum, Tether, and BNB coin), four energy companies (Exxon Mobil, Chevron, ConocoPhillips, and Nextera Energy), and four mega-technology companies (Apple, Microsoft, Alphabet, and...

Persistent link: https://www.econbiz.de/10014535512

Risk contagion of net international short-term capital flows : a volatility spillover network perspective

Luo, Hang; Tan, Jianwei - In: Finance research letters 84 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015554001

On systemic risk contagion in the euro area : evidence from frequency connectedness and the DY approaches

Polat, Onur - In: Borsa Istanbul Review 22 (2022) 3, pp. 441-451

This study analyzes systemic risk contagion across the euro area by employing the Diebold-Yilmaz and the frequency connectedness methodologies with data from January 1, 1999, to January 25, 2021. We use the daily Composite Indicator of Systemic Stress (CISS) series for 11 countries in the euro...

Persistent link: https://www.econbiz.de/10013334765

Dynamic connectedness among regional FinTech indices in times of turbulences

Alshater, Muneer Maher; Polat, Onur; El Khoury, Rim; … - In: Applied economics letters 31 (2024) 7, pp. 670-675

Persistent link: https://www.econbiz.de/10014557824

On systemic risk contagion in the euro area: Evidence from frequency connectedness and the DY approaches

Polat, Onur - In: Borsa İstanbul Review 22 (2022) 3, pp. 441-451

Persistent link: https://www.econbiz.de/10015635789

Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives

Syuhada, Khreshna; Hakim, Arief; Suprijanto, Djoko - In: Energy economics 129 (2024), pp. 1-21

Persistent link: https://www.econbiz.de/10014558988

Do Green bonds affect extreme spillover and hedging effects across stocks and commodities?

Mezghani, Taicir; Ben Hamadou, Fatma; Abbes, Mouna … - In: International journal of the economics of business 31 (2024) 2, pp. 103-130

Persistent link: https://www.econbiz.de/10014560546

How does Shanghai crude oil futures affect top global oil companies : the role of multi-uncertainties

Zhang, Yunhan; Ji, Qiang; Zhang, Dayong; Guo, Kun - In: Energy economics 131 (2024), pp. 1-11

Persistent link: https://www.econbiz.de/10015045849

Monetary policies on green financial markets : evidence from a multi-moment connectedness network

Zheng, Tingguo; Zhang, Hongyin; Ye, Shiqi - In: Energy economics 136 (2024), pp. 1-13

Persistent link: https://www.econbiz.de/10015046930