Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach
Publication type: Journal Article
Publication date: 2024-01-01
scimago Q1
wos Q1
SJR: 1.711
CiteScore: 10.7
Impact factor: 6.9
ISSN: 15446123, 15446131
Finance
Abstract
We investigate the interconnectedness between the US electricity market and cryptocurrency, NFTs, and DeFi markets, while considering the conditioning effect of uncertainty factors. We employ an R2 connectedness approach to analyze the shock transmission mechanism and results reveal significant connectedness among these markets with varying degrees of asymmetry in return spillovers. Notably, the US electricity market acts as a receiver of shocks. Further, global uncertainty factors positively influence interconnectedness. Findings provide valuable insights for policymakers and market participants to manage risks and promote a sustainable and resilient ecosystem between the blockchain and electricity markets.
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Metrics
15
Total citations:
15
Citations from 2024:
15
(100%)
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Abakah E. J. A. et al. Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach // Finance Research Letters. 2024. Vol. 59. p. 104693.
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Abakah E. J. A., Hossain S., Abdullah M., GOODELL J. Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach // Finance Research Letters. 2024. Vol. 59. p. 104693.
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RIS
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TY - JOUR
DO - 10.1016/j.frl.2023.104693
UR - https://doi.org/10.1016/j.frl.2023.104693
TI - Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach
T2 - Finance Research Letters
AU - Abakah, Emmanuel Joel Aikins
AU - Hossain, Sahib
AU - Abdullah, Mohammad
AU - GOODELL, JOHN
PY - 2024
DA - 2024/01/01
PB - Elsevier
SP - 104693
VL - 59
SN - 1544-6123
SN - 1544-6131
ER -
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BibTex (up to 50 authors)
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@article{2024_Abakah,
author = {Emmanuel Joel Aikins Abakah and Sahib Hossain and Mohammad Abdullah and JOHN GOODELL},
title = {Global uncertainty factors and price connectedness between US electricity and blockchain markets: Findings from an R-square connectedness approach},
journal = {Finance Research Letters},
year = {2024},
volume = {59},
publisher = {Elsevier},
month = {jan},
url = {https://doi.org/10.1016/j.frl.2023.104693},
pages = {104693},
doi = {10.1016/j.frl.2023.104693}
}
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