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Quantifying Spillovers and Connectedness Among Commodities and Cryptocurrencies: Evidence from a Quantile-Var Analysis

https://doi.org/10.2139/ssrn.4536781
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39/39 checkable references clean · checked 2026-08-28

Every reference with a DOI in the deposited reference list resolved to a known work in Crossref or DataCite at the dated check, and none carried a retraction, withdrawal, or removal notice.

17 without a DOI — not checked. A reference deposited without a DOI is never matched by title or guessed at; it stays outside the checked set, and this line discloses that.

The 39 checked references that resolve
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Quantile Connectedness: Modeling Tail Behavior in the Topology of Financial Networks
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Speculators, commodities and cross-market linkages
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Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach
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Asymmetric volatility in commodity markets
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Causality in the aluminum market
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Are cryptocurrencies a safe haven for equity markets? An international perspective from the COVID-19 pandemic
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Have crisis-induced banking supports influenced European bank performance, resilience and price discovery?
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An analysis of the intellectual structure of research on the financial economics of precious metals
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An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event
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Volatility spillovers during market supply shocks: The case of negative oil prices
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The growth of oil futures in China: Evidence of market maturity through global crises
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The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets
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Exploring the dynamic relationships between cryptocurrencies and other financial assets
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High frequency volatility co-movements in cryptocurrency markets
resolves10.1016/j.frl.2019.03.009
Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis
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Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies
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Dynamic connectedness of major financial markets in China and America
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Spillovers and connectedness between major precious metals and major currency markets: The role of frequency factor
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The 17 references without a DOI — listed, not checked
no DOI — not checkedDistribution of the kurtosis statistic b2 for normal samples
no DOI — not checkedTransformation to normality of the null distribution of g1
no DOI — not checkedUnderstanding the transmission of crash risk between cryptocurrency and equity markets
no DOI — not checkedEconomic drivers of volatility and correlation in precious metal markets
no DOI — not checkedHedging effectiveness of cryptocurrencies in the european stock market
no DOI — not checkedDoes blockchain patent-development influence bitcoin risk
no DOI — not checkedref29
no DOI — not checkedSearching for safe-haven assets during the covid-19 pandemic
no DOI — not checkedGeopolitical risk, climate risk and energy markets: A dynamic spillover analysis
no DOI — not checkedFinancialization of commodity markets ten years later
no DOI — not checkedThe differential influence of social media sentiment on cryptocurrency returns and volatility during covid-19
no DOI — not checkedref47
no DOI — not checkedref48
no DOI — not checkedCryptocurrency uncertainty and volatility forecasting of precious metal futures markets
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What this badge says. CiteStamped means the CHECKABLE references of this work were clean at the dated check: each resolved to a known work in a public registry, and none carried a retraction notice at that time. It says nothing about the quality, findings, or importance of the work itself, and nothing about references deposited without a DOI.

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