Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China

被引:0
|
作者
Pham, Son Duy [1 ]
Nguyen, Thao Thac Thanh [1 ]
Do, Hung Xuan [1 ,2 ]
机构
[1] School of Economics and Finance, Massey University, New Zealand
[2] International School, Vietnam National University, Hanoi, Viet Nam
来源
Energy Economics | 2022年 / 112卷
关键词
Coal - Electronic money;
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
相关论文
共 50 条
  • [1] Dynamic volatility connectedness between thermal coal futures and major cryptocurrencies: Evidence from China
    Pham, Son Duy
    Thao Thac Thanh Nguyen
    Hung Xuan Do
    ENERGY ECONOMICS, 2022, 112
  • [2] The dynamic connectedness between macroeconomic uncertainty and commodity volatility: evidence from China
    Zou, Xiaopeng
    Hu, Jiawei
    APPLIED ECONOMICS, 2025, 57 (02) : 169 - 190
  • [3] Volatility connectedness of major cryptocurrencies: The role of investor happiness
    Bouri, Elie
    Gabauer, David
    Gupta, Rangan
    Tiwari, Aviral Kumar
    JOURNAL OF BEHAVIORAL AND EXPERIMENTAL FINANCE, 2021, 30
  • [4] Asymmetric connectedness between conventional and Islamic cryptocurrencies: Evidence from good and bad volatility spillovers
    Bouri, Elie
    Asl, Mahdi Ghaemi
    Darehshiri, Sahar
    Gabauer, David
    FINANCIAL INNOVATION, 2024, 10 (01)
  • [5] Dynamic Connectedness Between Uncertainty and Energy Cryptocurrencies: Evidence from TVP-VAR Connectedness Approach
    Klayme, Tania
    Gokmenoglu, Korhan K.
    SUSTAINABLE DEVELOPMENT IN BANKING AND FINANCE, ICBFP 2023, 2024, : 223 - 233
  • [6] Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China
    Li, Zhenghui
    Mo, Bin
    Nie, He
    INTERNATIONAL REVIEW OF ECONOMICS & FINANCE, 2023, 86 : 46 - 57
  • [7] Dynamic volatility transmission and portfolio management across major cryptocurrencies: Evidence from hourly data
    Mensi, Walid
    Al-Yahyaee, Khamis Hamed
    Al-Jarrah, Idries Mohammad Wanas
    Xuan Vinh Vo
    Kang, Sang Hoon
    NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2020, 54
  • [8] Asymmetric volatility connectedness between cryptocurrencies and energy: Dynamics and determinants
    Wan, Yang
    Song, Yuncheng
    Zhang, Xinqian
    Yin, Zhichao
    FRONTIERS IN ENVIRONMENTAL SCIENCE, 2023, 11
  • [9] Dynamic connectedness between crude oil futures and energy industrial bond credit spread: Evidence from China
    Ren, Yi-Shuai
    Klein, Tony
    Jiang, Yong
    Liu, Pei-Zhi
    Weber, Olaf
    ENERGY ECONOMICS, 2025, 143
  • [10] Dynamic connectedness between energy markets and cryptocurrencies: evidence from the Covid-19 pandemic
    Harasheh, Murad
    Bouteska, Ahmed
    Hammad, May H.
    JOURNAL OF ENERGY MARKETS, 2023, 16 (02) : 1 - 27