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A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets
(
Elsevier
, 2016 , Article)
This paper examines the time-varying conditional dependency between commodity markets and stock markets by applying the rolling-sample technique on the dependence parameter of copula. The dataset consists of the closing ...
An intra-cryptocurrency analysis of volatility connectedness and its determinants: Evidence from mining coins, non-mining coins and tokens
(
Elsevier
, 2022 , Article)
This paper analysis the dynamic of the volatility connectedness between three main categories of the cryptocurrency market (mineable coins, non-mineable coins and tokens). 2022 The Authors
Risk factors of road accident severity and the development of a new system for prevention: New insights from China
(
Elsevier
, 2020 , Article)
Road accident fatalities and accident severity costs have become top priorities and concerns for Chinese policymakers. Understanding the principal factors that explain accident severity is considered to be the first step ...
Investigating the dynamic relationship between cryptocurrencies and conventional assets: Implications for financial investors
(
Elsevier
, 2020 , Article)
Cryptocurrencies are gradually establishing themselves as a new class of assets with unique features, although there remains skepticism and a lack of understanding of their nature. In this study, we compare the financial ...