From: Volatility spillovers among leading cryptocurrencies and US energy and technology companies
 | BTC | ETH | USDT | BNB | AAPL | MSFT | GOOGL | AMZN | XOM | CVX | COP | NEE | From others |
---|---|---|---|---|---|---|---|---|---|---|---|---|---|
BTC | 50.49 | 25.38 | 4.36 | 16.09 | 0.49 | 0.50 | 0.33 | 0.31 | 0.45 | 0.21 | 0.61 | 0.87 | 49.6 |
ETH | 25.42 | 50.66 | 3.52 | 15.34 | 0.75 | 0.64 | 0.38 | 0.28 | 0.84 | 0.58 | 0.97 | 0.61 | 49.3 |
USDT | 8.28 | 9.32 | 72.96 | 4.19 | 0.60 | 1.02 | 0.40 | 0.13 | 0.34 | 0.84 | 0.43 | 1.48 | 27.0 |
BNB | 18.53 | 17.84 | 2.92 | 57.93 | 0.30 | 0.44 | 0.36 | 0.15 | 0.51 | 0.12 | 0.64 | 0.26 | 42.1 |
AAPL | 0.62 | 1.15 | 0.58 | 0.33 | 39.72 | 17.65 | 13.20 | 9.25 | 3.32 | 4.52 | 3.90 | 5.77 | 60.3 |
MSFT | 0.66 | 1.24 | 1.14 | 0.41 | 15.00 | 34.03 | 16.76 | 10.82 | 3.91 | 4.89 | 4.46 | 6.68 | 66.0 |
GOOGL | 0.32 | 0.50 | 0.24 | 0.22 | 12.96 | 20.39 | 38.88 | 10.78 | 3.16 | 3.78 | 3.46 | 5.31 | 61.1 |
AMZN | 0.27 | 0.46 | 0.08 | 0.08 | 11.89 | 16.75 | 13.73 | 47.22 | 1.96 | 2.21 | 1.81 | 3.52 | 52.8 |
XON | 0.34 | 0.61 | 0.03 | 0.34 | 3.79 | 4.84 | 2.90 | 2.03 | 37.08 | 21.00 | 20.31 | 6.73 | 62.9 |
CVX | 0.17 | 0.54 | 0.69 | 0.09 | 4.71 | 5.82 | 3.37 | 2.19 | 19.99 | 33.88 | 20.10 | 8.45 | 66.1 |
COP | 0.44 | 0.77 | 0.29 | 0.41 | 3.48 | 4.47 | 2.62 | 1.49 | 20.08 | 21.69 | 37.56 | 6.70 | 62.4 |
NEE | 0.85 | 0.97 | 0.60 | 0.24 | 7.40 | 9.44 | 6.10 | 3.04 | 5.62 | 7.58 | 6.70 | 51.47 | 48.5 |
Contribution to other | 55.9 | 58.8 | 14.4 | 37.7 | 61.4 | 81.9 | 60.2 | 40.5 | 60.2 | 67.4 | 63.4 | 46.4 | 648.2 |
Contribution including own | 106.3 | 109.5 | 87.4 | 95.7 | 101.1 | 116.0 | 99.0 | 87.7 | 97.3 | 101.3 | 101.0 | 97.9 | 54.0% |
Net volatility spillovers | 6.3 | 9.4 | − 12.6 | − 4.4 | 1.1 | 15.9 | − 0.9 | − 12.3 | − 2.7 | 1.3 | 1 | − 2.1 |  |