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FINANCIAL ECONOMICS

Do cryptocurrencies and crude oil influence each other? Evidence from wavelet-based quantile-in-quantile approach

ORCID Icon &
Article: 2082027 | Received 05 Feb 2022, Accepted 22 May 2022, Published online: 09 Jun 2022

Figures & data

Table 1. Summary statistics of cryptocurrencies and crude oil returns

Table 2. QR estimates for crude oil and cryptocurrencies returns

Table 3. QQR estimates for crude oil and cryptocurrency returns

Figure A1. Plot of QR and QQR coefficients of crude oil and cryptocurrencies.

Figure A1. Plot of QR and QQR coefficients of crude oil and cryptocurrencies.

Figure A1. Continued.

Figure A1. Continued.

Figure A1. Continued.

Figure A1. Continued.

Figure A1. Continued.

Figure A1. Continued.

Figure A1. Continued.

Figure A1. Continued.

Figure A2. Time series plots of crude oil and cryptocurrency returns.

Figure A2. Time series plots of crude oil and cryptocurrency returns.

Figure A2. Continued.

Figure A2. Continued.