Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts
Renewable Energy
; 202:613-625, 2023.
Article
in English
| Scopus | ID: covidwho-2242534
Keywords
Russian Federation; Ukraine; Electronic money; Regression analysis; Solar energy; Transmitters; Uncertainty analysis; Wind power; A quantile vector autoregression; COVID-19 pandemic; Crypto volatility index; Energy markets; Short term; TVP-VAR; Vector autoregressions; Volatility; Volatility index; alternative energy; COVID-19; crude oil; energy market; epidemic; model validation; natural gas; solar power; vector autoregression
Full text:
Available
Collection:
Databases of international organizations
Database:
Scopus
Language:
English
Journal:
Renewable Energy
Year:
2023
Document Type:
Article
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