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Urom, Christian (author), Ndubuisi, G.O. (author), Guesmi, Khaled (author)We examine the dependence between volume and returns for the NFT market and three sub-markets (Cryptokitties, Cryptopunks, and Decentraland) using both quantile cross-spectral coherency and quantile regression techniques. Results from both techniques show significant evidence of dependence between NFT return and volume. Dependence between volume...journal article 2022
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Urom, Christian (author), Ndubuisi, G.O. (author), Guesmi, Khaled (author), Benkraien, Ramzi (author)This paper examines the dependence between Artificial Intelligence (AI) and eight energy-focused sectors (including renewable energy and coal) across different market conditions and investment horizons. This paper adopts both linear and non-linear models such as quantile regressions and quantile cross-spectral coherency models. Evidence from the...journal article 2022