Could volatile cryptocurrency stimulate systemic risks in the energy sector? Evidence from novel connectedness models
By identifying the connectedness of seven indicators from January 1, 2019, to June 13, 2022, we choose an extended joint connectedness approach to a vector autoregression model with time-varying parameter (TVP-VAR) to analyze interlinkages between Crypto Volatility (CV) and Energy Volatility (EV). O...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Taylor & Francis Group
2023-12-01
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| Series: | Carbon Management |
| Subjects: | |
| Online Access: | http://dx.doi.org/10.1080/17583004.2023.2184719 |