...Shuifeng Hong; Yimin Luo; Mengya Li; Duoping Yang Purpose This paper aims to empirically investigate time–frequency linkages between Euramerican mature and Asian emerging crude oil futures markets in terms of correlation and risk spillovers. Design/methodology/approach With daily data...

... main cryptocurrencies showed diversifying properties as was observed by the multiscale correlation and hedge ratio estimations. In a competing sense, gold showed safe haven properties across time than cryptocurrencies except at an 8-day time scale where hedge ratios were low, positive and statistically...

.... This family can be presented under a single parameterization known as the generalized extreme value distribution (GEV). Extreme value Quantile Tail index Correlation Extreme dependence Financial markets Risk management The standard mathematical approach to modeling risks uses the language...