{"id":"https://openalex.org/W4390500106","doi":"https://doi.org/10.1007/s10479-023-05757-w","title":"Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition","display_name":"Interconnectedness of cryptocurrency markets: an intraday analysis of volatility spillovers based on realized volatility decomposition","publication_year":2024,"publication_date":"2024-01-02","ids":{"openalex":"https://openalex.org/W4390500106","doi":"https://doi.org/10.1007/s10479-023-05757-w"},"language":"en","primary_location":{"id":"doi:10.1007/s10479-023-05757-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-023-05757-w","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},"type":"article","indexed_in":["crossref"],"open_access":{"is_oa":false,"oa_status":"closed","oa_url":null,"any_repository_has_fulltext":false},"authorships":[{"author_position":"first","author":{"id":"https://openalex.org/A5020601598","display_name":"Hachmi Ben Ameur","orcid":"https://orcid.org/0000-0003-4424-3488"},"institutions":[],"countries":[],"is_corresponding":true,"raw_author_name":"Hachmi Ben Ameur","raw_affiliation_strings":["INSEEC Grande Ecole, Omnes Education, Paris, France"],"raw_orcid":"https://orcid.org/0000-0003-4424-3488","affiliations":[{"raw_affiliation_string":"INSEEC Grande Ecole, Omnes Education, Paris, France","institution_ids":[]}]},{"author_position":"middle","author":{"id":"https://openalex.org/A5074249267","display_name":"Zied Ftiti","orcid":"https://orcid.org/0000-0002-6216-1104"},"institutions":[{"id":"https://openalex.org/I2802331213","display_name":"Paris School of Business","ror":"https://ror.org/01y414495","country_code":"FR","type":"education","lineage":["https://openalex.org/I2802331213"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Zied Ftiti","raw_affiliation_strings":["EDC Paris Business School, OCRE Research Lab, Paris, France"],"raw_orcid":"https://orcid.org/0000-0002-6216-1104","affiliations":[{"raw_affiliation_string":"EDC Paris Business School, OCRE Research Lab, Paris, France","institution_ids":["https://openalex.org/I2802331213"]}]},{"author_position":"last","author":{"id":"https://openalex.org/A5067402659","display_name":"Wa\u00ebl Louhichi","orcid":"https://orcid.org/0000-0002-5128-3122"},"institutions":[{"id":"https://openalex.org/I91720666","display_name":"ESSCA School of Management","ror":"https://ror.org/04kkyet53","country_code":"FR","type":"education","lineage":["https://openalex.org/I91720666"]}],"countries":["FR"],"is_corresponding":false,"raw_author_name":"Wa\u00ebl Louhichi","raw_affiliation_strings":["ESSCA School of Management, Paris, France"],"raw_orcid":null,"affiliations":[{"raw_affiliation_string":"ESSCA School of Management, Paris, France","institution_ids":["https://openalex.org/I91720666"]}]}],"institutions":[],"countries_distinct_count":1,"institutions_distinct_count":3,"corresponding_author_ids":["https://openalex.org/A5020601598"],"corresponding_institution_ids":[],"apc_list":{"value":2390,"currency":"EUR","value_usd":2990},"apc_paid":null,"fwci":4.804,"has_fulltext":false,"cited_by_count":7,"citation_normalized_percentile":{"value":0.94870164,"is_in_top_1_percent":false,"is_in_top_10_percent":true},"cited_by_percentile_year":{"min":95,"max":99},"biblio":{"volume":"341","issue":"2-3","first_page":"757","last_page":"779"},"is_retracted":false,"is_paratext":false,"is_xpac":false,"primary_topic":{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},"topics":[{"id":"https://openalex.org/T10270","display_name":"Blockchain Technology Applications and Security","score":0.9994999766349792,"subfield":{"id":"https://openalex.org/subfields/1710","display_name":"Information Systems"},"field":{"id":"https://openalex.org/fields/17","display_name":"Computer Science"},"domain":{"id":"https://openalex.org/domains/3","display_name":"Physical Sciences"}},{"id":"https://openalex.org/T11059","display_name":"Market Dynamics and Volatility","score":0.9979000091552734,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}},{"id":"https://openalex.org/T11270","display_name":"Complex Systems and Time Series Analysis","score":0.9847000241279602,"subfield":{"id":"https://openalex.org/subfields/2002","display_name":"Economics and Econometrics"},"field":{"id":"https://openalex.org/fields/20","display_name":"Economics, Econometrics and Finance"},"domain":{"id":"https://openalex.org/domains/2","display_name":"Social Sciences"}}],"keywords":[{"id":"https://openalex.org/keywords/cryptocurrency","display_name":"Cryptocurrency","score":0.9651533365249634},{"id":"https://openalex.org/keywords/volatility","display_name":"Volatility (finance)","score":0.7502540946006775},{"id":"https://openalex.org/keywords/economics","display_name":"Economics","score":0.6305040717124939},{"id":"https://openalex.org/keywords/econometrics","display_name":"Econometrics","score":0.5041476488113403},{"id":"https://openalex.org/keywords/spillover-effect","display_name":"Spillover effect","score":0.44189903140068054},{"id":"https://openalex.org/keywords/monetary-economics","display_name":"Monetary economics","score":0.3850614130496979},{"id":"https://openalex.org/keywords/computer-science","display_name":"Computer science","score":0.1608835756778717},{"id":"https://openalex.org/keywords/macroeconomics","display_name":"Macroeconomics","score":0.16064181923866272},{"id":"https://openalex.org/keywords/computer-security","display_name":"Computer security","score":0.08981281518936157}],"concepts":[{"id":"https://openalex.org/C180706569","wikidata":"https://www.wikidata.org/wiki/Q13479982","display_name":"Cryptocurrency","level":2,"score":0.9651533365249634},{"id":"https://openalex.org/C91602232","wikidata":"https://www.wikidata.org/wiki/Q756115","display_name":"Volatility (finance)","level":2,"score":0.7502540946006775},{"id":"https://openalex.org/C162324750","wikidata":"https://www.wikidata.org/wiki/Q8134","display_name":"Economics","level":0,"score":0.6305040717124939},{"id":"https://openalex.org/C149782125","wikidata":"https://www.wikidata.org/wiki/Q160039","display_name":"Econometrics","level":1,"score":0.5041476488113403},{"id":"https://openalex.org/C55527203","wikidata":"https://www.wikidata.org/wiki/Q334194","display_name":"Spillover effect","level":2,"score":0.44189903140068054},{"id":"https://openalex.org/C556758197","wikidata":"https://www.wikidata.org/wiki/Q580018","display_name":"Monetary economics","level":1,"score":0.3850614130496979},{"id":"https://openalex.org/C41008148","wikidata":"https://www.wikidata.org/wiki/Q21198","display_name":"Computer science","level":0,"score":0.1608835756778717},{"id":"https://openalex.org/C139719470","wikidata":"https://www.wikidata.org/wiki/Q39680","display_name":"Macroeconomics","level":1,"score":0.16064181923866272},{"id":"https://openalex.org/C38652104","wikidata":"https://www.wikidata.org/wiki/Q3510521","display_name":"Computer security","level":1,"score":0.08981281518936157}],"mesh":[],"locations_count":2,"locations":[{"id":"doi:10.1007/s10479-023-05757-w","is_oa":false,"landing_page_url":"https://doi.org/10.1007/s10479-023-05757-w","pdf_url":null,"source":{"id":"https://openalex.org/S57667410","display_name":"Annals of Operations Research","issn_l":"0254-5330","issn":["0254-5330","1572-9338"],"is_oa":false,"is_in_doaj":false,"is_core":true,"host_organization":"https://openalex.org/P4310319900","host_organization_name":"Springer Science+Business Media","host_organization_lineage":["https://openalex.org/P4310319900","https://openalex.org/P4310319965"],"host_organization_lineage_names":["Springer Science+Business Media","Springer Nature"],"type":"journal"},"license":null,"license_id":null,"version":"publishedVersion","is_accepted":true,"is_published":true,"raw_source_name":"Annals of Operations Research","raw_type":"journal-article"},{"id":"pmh:oai:RePEc:spr:annopr:v:341:y:2024:i:2:d:10.1007_s10479-023-05757-w","is_oa":false,"landing_page_url":"http://link.springer.com/10.1007/s10479-023-05757-w","pdf_url":null,"source":{"id":"https://openalex.org/S4306401271","display_name":"RePEc: Research Papers in Economics","issn_l":null,"issn":null,"is_oa":false,"is_in_doaj":false,"is_core":false,"host_organization":"https://openalex.org/I77793887","host_organization_name":"Federal Reserve Bank of St. Louis","host_organization_lineage":["https://openalex.org/I77793887"],"host_organization_lineage_names":[],"type":"repository"},"license":null,"license_id":null,"version":"submittedVersion","is_accepted":false,"is_published":false,"raw_source_name":null,"raw_type":"article"}],"best_oa_location":null,"sustainable_development_goals":[{"score":0.4000000059604645,"display_name":"Partnerships for the goals","id":"https://metadata.un.org/sdg/17"}],"awards":[],"funders":[],"has_content":{"pdf":false,"grobid_xml":false},"content_urls":null,"referenced_works_count":35,"referenced_works":["https://openalex.org/W1969610664","https://openalex.org/W2039734130","https://openalex.org/W2050815921","https://openalex.org/W2121732987","https://openalex.org/W2125142831","https://openalex.org/W2140540503","https://openalex.org/W2140585983","https://openalex.org/W2523675164","https://openalex.org/W2556590421","https://openalex.org/W2793906868","https://openalex.org/W2797079813","https://openalex.org/W2888936334","https://openalex.org/W2907748550","https://openalex.org/W2943885180","https://openalex.org/W2946519925","https://openalex.org/W2947760525","https://openalex.org/W2974727427","https://openalex.org/W2975834265","https://openalex.org/W2988667421","https://openalex.org/W2992980136","https://openalex.org/W3018181682","https://openalex.org/W3030465810","https://openalex.org/W3081572486","https://openalex.org/W3099896202","https://openalex.org/W3121650337","https://openalex.org/W3122473824","https://openalex.org/W3123068586","https://openalex.org/W3123399443","https://openalex.org/W3124360645","https://openalex.org/W3125987794","https://openalex.org/W3169399312","https://openalex.org/W3186770254","https://openalex.org/W4231025486","https://openalex.org/W4281569893","https://openalex.org/W4286565934"],"related_works":["https://openalex.org/W4366411693","https://openalex.org/W3211641817","https://openalex.org/W3164717803","https://openalex.org/W4389915954","https://openalex.org/W3123387860","https://openalex.org/W3109867883","https://openalex.org/W4291291739","https://openalex.org/W2753588648","https://openalex.org/W1985402745","https://openalex.org/W3122168985"],"abstract_inverted_index":null,"counts_by_year":[{"year":2026,"cited_by_count":1},{"year":2025,"cited_by_count":6}],"updated_date":"2026-06-13T06:13:01.061226","created_date":"2025-10-10T00:00:00"}
