HIGHLIGHTS
- who: January et al. from the University of Science and Technology of China, China have published the Article: Asymmetric volatility connectedness between cryptocurrencies and energy: Dynamics and determinants, in the Journal: (JOURNAL) of October/10,/2022
- what: The authors develop the first hypothesis as follows. yki,t u03bcki + u03a35p1 u03c6i,p yki,t-p +u03bbTurnoveri,t + u03b5ki,t and H1: The authors aim to explore the relationship between cryptocurrencies and energy and identify the drivers of risk spillovers between the two markets. For energy types, the authors focused on crude oil, petroleum products, and natural . . .
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