Similar Search Results

NFTs, DeFi, and Other Assets Efficiency and Volatility Dynamics : An Asymmetric Multifractality Analysis

Chowdhury, Mohammad Ashraful Ferdous; Abdullah, Mohammad; … - 2022

This paper examines the efficiency and asymmetric multifractal features of NFTs, DeFi, cryptocurrencies, and traditional assets using Asymmetric Multifractal Cross-Correlations Analysis covering November 2017 to February 2022 . Findings show a considerable efficiency variation among the asset...

Persistent link: https://www.econbiz.de/10014236573

How world uncertainties and global pandemics destabilized food, energy and stock markets? : fresh evidence from quantile on quantile regressions

Chowdhury, Mohammad Ashraful Ferdous; Meo, Muhammad Saeed; … - In: International review of financial analysis 76 (2021), pp. 1-12

Persistent link: https://www.econbiz.de/10012805062

Impact of early COVID-19 pandemic on the US and European stock markets and volatility forecasting

Rahman, Mohammad Mazibar; Chi, Guotai; Gupta, Anupam Das; … - In: Economic research 35 (2022) 1,4, pp. 3591-3608

Persistent link: https://www.econbiz.de/10014384447

Investigating volatility spillover of energy commodities in the context of the Chinese and European stock markets

Yadav, Miklesh Prasad; Sharif, Taimur; Ashok, Shruti; … - In: Research in international business and finance 65 (2023), pp. 1-16

Persistent link: https://www.econbiz.de/10014434056

Traditional assets, digital assets and renewable energy : investigating connectedness during COVID-19 and the Russia-Ukraine war

Goodell, John W.; Yadav, Miklesh Prasad; Ruan, Junhu; … - In: Finance research letters 58 (2023) 1, pp. 1-8

Persistent link: https://www.econbiz.de/10014582163

Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets

Bouteska, Ahmed; Sharif, Taimur; Abedin, Mohammad Zoynul - In: The quarterly review of economics and finance : journal … 92 (2023), pp. 1-13

Persistent link: https://www.econbiz.de/10014490227

Market efficiency and its determinants : macro-level dynamics and micro-level characteristics of cryptocurrencies

Bouteska, Ahmed; Sharif, Taimur; Isskandarani, Layal; … - In: International review of economics & finance : IREF 98 (2025), pp. 1-15

Persistent link: https://www.econbiz.de/10015331959

Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets

Wang, Yong; Liu, Shimiao; Abedin, Mohammad Zoynul; … - In: Journal of international financial markets, … 91 (2024), pp. 1-20

Persistent link: https://www.econbiz.de/10014494792

Dynamic interlinkages between carbon risk and volatility of green and renewable energy : a TVP-VAR analysis

Le Ha Thanh; Bouteska, Ahmed; Sharif, Taimur; Abedin, … - In: Research in international business and finance 69 (2024), pp. 1-17

Persistent link: https://www.econbiz.de/10015052530

Investigating Volatility Spillover of Energy Commodities in the Context of the Chinese and European Stock Markets

Yadav, Miklesh Prasad; Sharif, Taimur; Ashok, Shruti; … - 2022

This paper adopts a novel approach of employing Granger causality test, dynamic conditional correlation (DCC), Diebold-Yilmaz (2012) and Barunik-Krehlic (2018) models to investigate the spillover of energy commodities in the Shanghai stock exchange and the Euronext for the December 16, 2010 -...

Persistent link: https://www.econbiz.de/10014238392