The empirical results show that clean energy and oil markets appear to be the net receivers of spillovers, whereas cryptocurrency market appears to be a net ...
The spillovers among cryptocurrency, clean energy and oil
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Hence, this paper aims to examine the dynamic spillover effects among cryptocurrency, clean energy, and oil during the COVID-19 by employing the TVP-VAR ...
Oct 22, 2024 · The empirical results show that clean energy and oil markets appear to be the net receivers of spillovers, whereas cryptocurrency market appears ...
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Moreover, the averaged joint connectedness results show that the cryptocurrency and the clean energy seem to be the net receivers of spillovers, whereas the ...
Dec 22, 2023 · Our findings suggest that, at median and low volatility levels, the oil and clean energy markets act as net receivers, taking on volatility spillovers from ...
Feb 20, 2024 · This study investigates volatility spillovers and network connectedness among four cryptocurrencies (Bitcoin, Ethereum, Tether, and BNB coin), four energy ...
Dec 5, 2024 · Bitcoin, oil, and half of the NFTs and Defi assets are net transmitters of return and volatility spillovers, whereas rest of the markets are ...
Therefore, this research seeks to bridge the gap by exploring volatility spillover from crypto to the energy and green bond market. The current article intends ...
The study conducted in [10] revealed the existence of both bidirectional and unidirectional spillover effects between the crude oil market and cryptocurrencies.
The novelty of this paper is examining the integration of cryptocurrencies and the indices of equity, sustainability, renewable energy, and crude oil.