Uncovering Hidden Contagion Pathways: Graph Attention Networks and Frequency-Domain Connectedness in the Crypto-Commodity-Technology-Clean Energy Nexus
This study employs a novel hybrid framework combining Graph Attention Networks with Frequency-Domain Connectedness to reveal that cryptocurrencies like BTC and ETH act as primary contagion transmitters while commodities and stablecoins serve as insulated receivers, demonstrating that the new model detects significantly broader cross-market transmission pathways than traditional TVP-VAR benchmarks.