能源代币,加密货币市场和可再生能源股票市场之间的量子频率连接
Xu Wang1,2, Jinling Liu1, Qichang Xie1,2
1Department of Finance, Shandong Technology and Business University, Yantai, Shandong, PR China.
Heliyon
|February 6, 2024
概括
能源代币,加密货币和可再生能源股票表现出不同的相互联系. 在正常市场中,多元化是可能的,但极端条件增加了联系,可再生能源主导了冲击传播.
科学领域:
- 金融市场 金融市场
- 计量经济学 计量经济学 计量经济学
- 能源经济学 能源经济学
背景情况:
- 了解市场的相互联系对于投资策略至关重要.
- 加密货币和可再生能源股票的起需要检查它们与传统能源市场的关系.
研究的目的:
- 分析能源代币,加密货币市场和可再生能源股票市场之间的动态联系.
- 识别跨不同市场条件和投资视野的多元化机会和风险传播机制.
主要方法:
- 量子频连接方法. 量子频连接方法.
- 实证分析时间变化和事件依赖的联系.
- 频率分解用于短期和长期分析.
主要成果:
- 连接是不对称的和异质的跨量子和投资视界.
- 能源代币和加密货币市场聚集在一起;可再生能源股在中位数中表现出市场内部集群.
- 在正常市场中,能源代币与可再生能源库存之间存在微弱的联系,但在极端条件下显著加强.
- 在极端事件期间,可再生能源市场主导着冲击传输,能源代币和加密货币市场是净接收者.
结论:
- 在正常市场条件下,能源代币和可再生能源库存之间的多元化策略是可行的.
- 极端的市场条件显示出重要的相互依赖,可再生能源库存充当冲击传递器.
- 支持短期多元化策略,而长期投资则从两种资产类别的多元化中受益.
- 动态和事件依赖的分析对于有效的投资组合管理和政策评估至关重要.
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