期刊论文

Han, XY

英文

Energy Economics

0140-9883

2025

144

108307

10.1016/j.eneco.2025.108307

CRediT authorship contribution statement Dongming Jiang: Writing – review & editing, Writing – original draft, Visualization, Validation, Software, Resources, Project administration, Methodology, Investigation, Formal analysis, Data curation, Conceptualization. Fang Jia: Writing – review & editing, Writing – original draft, Supervision, Investigation, acquisition, Formal analysis, Conceptualization. Xiaoyu Han: Writing – review & editing, Writing – original draft, Supervision, Software, Methodology, Investigation, Formal

本校为其他机构

Over the past decade, the cryptocurrency market has experienced significant growth. However, the dynamics of risk spillover between various types of cryptocurrencies and the electricity market, as well as energy markets, under different quantile conditions remain ambiguous. To address this gap, this paper utilizes the Quantile Vector Autoregression (QVAR) model to examine the returns and volatility spillovers among energy (fossil and clean energy), the electricity market, and cryptocurrencies (clean and dirty cryptocurrency) markets across varying quantile conditions. Additionally, this paper ...