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- W4386003380 abstract "This paper analyses the connectedness among traditional assets, digital assets and renewable energy for extending the data from December 31, 2019 to January 2, 2023. For an empirical analysis, time varying parameter (TVP-VAR) is employed. We find that Chainlink (DeFi) is the highest receiver, while bitcoin is the highest transmitter of shocks to the network. Additionally, we also find that Non-Fungible Tokens (NFT) acts as the most suitable asset to be included in portfolio since it is least connected with rest of the examined assets classes. Results are important for investors and portfolio managers." @default.
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- W4386003380 date "2023-12-01" @default.
- W4386003380 modified "2023-10-12" @default.
- W4386003380 title "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war" @default.
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- W4386003380 doi "https://doi.org/10.1016/j.frl.2023.104323" @default.
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