Dynamic sentiment spillovers among crude oil, gold, and Bitcoin markets: Evidence from time and frequency domain analyses.

This paper examines the sentiment spillovers among oil, gold, and Bitcoin markets by employing spillovers index methods in a time-frequency framework. We find that the total sentiment spillover among crude oil, gold and Bitcoin markets is time-varying and is greatly affected by major market events. The directional sentiment spillovers are also time-varying.

Heterogeneous effects of oil shocks on exchange rates: evidence from a quantile regression approach.

The determinants of exchange rates have attracted considerable attention among researchers over the past several decades. Most studies, however, ignore the possibility that the impact of oil shocks on exchange rates could vary across the exchange rate returns distribution. We employ a quantile regression approach to address this issue.