Quantile frequency connectedness between energy tokens, crypto market, and renewable energy stock markets
Utilizing a quantile frequency connectedness approach, we explore the connectedness between energy tokens, crypto market, and renewable energy stock markets. The empirical results show that the connectedness measures of the series are characterized by asymmetry and heterogeneity across quantiles and...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Elsevier
2024-02-01
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| Series: | Heliyon |
| Subjects: | |
| Online Access: | http://www.sciencedirect.com/science/article/pii/S2405844024010995 |