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1-4 of 4
Keywords: Volatility spillovers
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Journal Articles
Heterogeneity in volatility spillovers from the US equity market to developed and Visegrad stock exchanges
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2026) 43 (1): 96–118.
Published: 14 October 2025
...Izabela Pruchnicka-Grabias; Dorota Żebrowska-Suchodolska Purpose This paper aims to analyze the difference in volatility spillovers between the American stock market and other markets, including developed and Visegrad ones. The study compares normal market conditions, the COVID-19 pandemic...
Journal Articles
Correlations and volatility spillovers between clean and dirty cryptocurrencies and regional stock markets: new evidence from COVID-19 and Russia–Ukraine conflict
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2025) 42 (5): 945–978.
Published: 05 June 2025
...Wafa Abdelmalek; Fatma Ben Abdallah Purpose This study aims to explore dynamic correlations and volatility spillovers as well as hedging opportunities of clean and dirty cryptocurrencies with both developed and emerging regional stock markets during the COVID-19 pandemic and the Russia–Ukraine...
Journal Articles
Directional connectedness between the electricity prices and natural gas prices: evidence from Alberta’s electricity market
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2025) 42 (1): 115–134.
Published: 09 July 2024
...Andrés Oviedo-Gómez; Sandra Milena Londoño-Hernández; Diego Fernando Manotas-Duque Purpose This study aims to assess volatility spillovers and directional connectedness between electricity (EPs) and natural gas prices (GPs) in the Canadian electricity market, based on a hydrothermal power...
Journal Articles
Causality-in-mean and causality-in-variance among Bitcoin, Litecoin, and Ethereum
Available to Purchase
Journal:
Studies in Economics and Finance
Studies in Economics and Finance (2021) 38 (4): 861–872.
Published: 11 April 2021
...Eray Gemici; Müslüm Polat Purpose This study aims to examine the volatility spillovers between Bitcoin (BTC), Litecoin (LTC) and Ethereum (ETH) as they are related to structural breaks. Design/methodology/approach This study examines the daily period from August 7, 2015 to July 10, 2018...
