This study examines the dynamic asymmetric return spillovers between gold and oil commodity
futures and 22 European equity sectors using the Diebold and Yilmaz (2012) approach. …

This study examines the diversification and hedging benefits of green investments for
conventional stock portfolios in the context of the recent COVID-19 pandemic. While the findings …

The paper examines the return and volatility transmission between NFTs, Defi assets, and
other assets (oil, gold, Bitcoin, and S&P 500) using the TVP-VAR framework. The results …

Using intraday data, this study employs the VAR-DCC-GARCH model to examine return and
volatility transmission among Bitcoin, Ethereum, and Litecoin during the pre-COVID-19 and …

This paper examines the static and dynamic returns connectedness between four renowned
DeFi assets, namely, Chainlink, Maker, Basic Attention Token, and Synthetix, and four …

Through the application of the VAR-AGARCH model to intra-day data for three cryptocurrencies
(Bitcoin, Ethereum, and Litecoin), this study examines the return and volatility spillover …

This article explores the impact of the Russian-Ukraine war on the metals, conventional
energy, and renewable energy markets, by using an event research technique. The data …

This study examines returns and volatility spillover between crude oil and emerging Asian
stock markets during the Chinese stock market crash of 2015. The empirical findings reveal a …

In this paper we examine the impact of the breakout of the conflict between Russia and
Ukraine on the G20 and other selected stock markets using the event study approach. The …

The current study makes theoretical contribution by developing a model explaining the
relationship among transformational leadership, work environment and employee performance. …