Dynamic interconnectedness and portfolio implications among cryptocurrency, gold, energy, and stock markets: A TVP-VAR approach

Dynamic interconnectedness and portfolio implications among cryptocurrency, gold, energy, and stock markets: A TVP-VAR approach

This article assesses the temporal and dynamic interconnectedness of cryptocurrency, gold, energy, and stock markets, essential for portfolio diversification. Using a TVP-VAR model, we analyze the return and realized volatility from November 11, 2013, to August 22, 2022. The study focuses on Bitcoin...

Full description

Saved in:
Bibliographic Details
Main Authors: Amirreza Attarzadeh, Mugabil Isayev, Farid Irani
Format: Article
Language:English
Published: Elsevier 2024-12-01
Series:Sustainable Futures
Subjects:
Cryptocurrency
Renewable energy
Dynamic connectedness
Crisis
Portfolio diversification
Online Access:http://www.sciencedirect.com/science/article/pii/S2666188824002247
Tags: Add Tag
No Tags, Be the first to tag this record!

Similar Items

Similar Items