Tail risk connectedness and portfolio management between energy tokens and FinTech stocks: evidence from quantile-based approaches

Tail risk connectedness and portfolio management between energy tokens and FinTech stocks: evidence from quantile-based approaches

This study investigates the tail risk connectedness between energy tokens and FinTech stocks, two blockchain-enabled yet sectorally distinct asset classes. Using data from September 2018 to August 2023, we examine five energy tokens and five FinTech indices through the CAViaR model and the quantile...

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Bibliographic Details
Main Authors: Sania Ashraf, Mohammad Abdullah, Skander Slim, Shruti R.
Format: Article
Language:English
Published: Taylor & Francis Group 2025-12-01
Series:Cogent Economics & Finance
Subjects:
Energy tokens
FinTech stocks tail risk
quantile coherency
portfolio implication
Investment & Securities
Finance
Online Access:https://www.tandfonline.com/doi/10.1080/23322039.2025.2549925
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https://www.tandfonline.com/doi/10.1080/23322039.2025.2549925

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