Concepedia

Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets

Walid Mensi, Houssem Eddine Belghouthi, Sami Al Kharusi, Sang Hoon Kang

International Review of Financial Analysis · 2025 · 11 citations · 89 references

DOI

Concepts

References

89

Bitcoin: A Peer-to-Peer Electronic Cash System

Dr Craig S Wright · SSRN Electronic Journal · 2008 · 14.3K citations · Full text

, , +15

Regression Quantiles

Roger Koenker, Gilbert W. Bassett · Econometrica · 1978 · 12.9K citations

, , +4

The arbitrage theory of capital asset pricing

Stephen A. Ross · Journal of Economic Theory · 1976 · 7.2K citations

, , +14

Generalized impulse response analysis in linear multivariate models

M. Hashem Pesaran, Yongcheol Shin · Economics Letters · 1998 · 6K citations

, , +8

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

, , +17