Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China
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DOI: 10.1016/j.eneco.2022.106114
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Citations
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Cited by:
- Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024.
"Asymmetric volatility spillover between crude oil and other asset markets,"
Energy Economics, Elsevier, vol. 130(C).
- Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2023. "Asymmetric volatility spillover between crude oil and other asset markets," Cardiff Economics Working Papers E2023/27, Cardiff University, Cardiff Business School, Economics Section.
- Nguyen, Thao Thac Thanh & Pham, Son Duy & Li, Xiao-Ming & Do, Hung Xuan, 2024. "Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs," International Review of Economics & Finance, Elsevier, vol. 94(C).
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More about this item
Keywords
Volatility connectedness; Asymmetry; Structural breaks; Cryptocurrencies; Thermal coal futures; Energy consumption;All these keywords.
JEL classification:
- C58 - Mathematical and Quantitative Methods - - Econometric Modeling - - - Financial Econometrics
- F31 - International Economics - - International Finance - - - Foreign Exchange
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- G15 - Financial Economics - - General Financial Markets - - - International Financial Markets
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