Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102259 - 102259
Published: Feb. 5, 2024
Language: Английский
Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102259 - 102259
Published: Feb. 5, 2024
Language: Английский
Finance research letters, Journal Year: 2023, Volume and Issue: 54, P. 103765 - 103765
Published: March 9, 2023
Language: Английский
Citations
20Journal of International Financial Markets Institutions and Money, Journal Year: 2023, Volume and Issue: 89, P. 101880 - 101880
Published: Nov. 3, 2023
Language: Английский
Citations
19Technological Forecasting and Social Change, Journal Year: 2023, Volume and Issue: 198, P. 122963 - 122963
Published: Nov. 10, 2023
Language: Английский
Citations
19Journal of commodity markets, Journal Year: 2024, Volume and Issue: 33, P. 100385 - 100385
Published: Jan. 31, 2024
This study examines dynamic connectedness linkages between precious metals, manufacturing oil, natural gas, and Bitcoin. The Quantile-VAR methodology is utilised to identify causal spillovers from 2015 through 2022, where results demonstrate significantly stronger pairwise at extreme quantiles, the gold-silver copper-oil pairs exhibit strongest linkages. Additionally, overall higher lowest highest particularly reinforced during inflationary periods. Copper identified as generator of spillovers, followed by silver, nickel, zinc. There are mixed findings when analysing gold aluminium, whereas Bitcoin net receivers. provides insight into commodities cryptocurrency markets' diversifying hedging abilities alternative economic financial conditions.
Language: Английский
Citations
8Research in International Business and Finance, Journal Year: 2024, Volume and Issue: 69, P. 102259 - 102259
Published: Feb. 5, 2024
Language: Английский
Citations
8