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Table 4 Volatility spillovers among leading cryptocurrencies and energy and technology companies

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

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