This study examines the interdependencies between European Union Allowances (EUAs) on carbon emissions and traditional cryptocurrencies (Bitcoin, Ethereum, Binance Coin, Ripple and Bitcoin Cash) and green cryptocurrencies (Cardano, Stellar, EOS, TRON and IOTA) from January 2018 to February 2022....

The research aims to use the Dynamic Equality Condition Correlation (DECO-GARCH) model to test the general movements and conditional relationships regarding the return on investment in a financial market. This is distinguished from other models, particularly from the DCC model, as it is based on...

This study examines the link between stocks and decentralized finance (DeFi) in terms of returns and volatility. Major G7 exchange-traded funds (ETFs) and various highly traded DeFi assets are considered to ensure the robustness of the empirical experiment. Specifically, this study applies the...

Much attention has been paid to the complex risk transmission between carbon and energy markets along with the increasing global financial market integration. This research thus uses the DCC-MVGARCH model and spillover index method to investigate volatility linkages between the European carbon...