Keyboard Shortcut navigation is not a new phenomena, but its efficiency is questionable. Because keyboard shortcuts have the same problem as command line tools; there are no visual clues of what you can do. You have to fill your mind with irrelevant information of keyboard shortcut navigation until the day when you have placed the patterns in your muscle memory.
Don't get me wrong; I love my keyboard shortcuts in my IDE, but they are context dependent, requires cognitive load to remember rather than recall visual cues in a GUI, and in today's world of many more different systems to operate the mouse, and its successor the finger(s) on touch interfaces is more efficient (even if it's a disputed notion).
Just scrolling through the Table of keyboard shortcuts makes you realize it's a lot to learn if one should be more efficient and faster than a pointing tool.
The study Comparison of Mouse and Keyboard Efficiency from 2010 come to this conclusion:
The learning and performance advantage for the mousebased toolbar method contrasts with the findings of Jogensen et al. (2002), Karat (1986), and Lane et al. (2005). The difference between our findings and these studies is the use of a categorized menu system which creates an additional selection process in using Alt sequences versus issuing a single keystroke or chord (i.e., control sequence) examined by the earlier studies. Indeed, our model explains why the Toolbar-Mouse method is faster – because it involves fewer selections and avoids cognitive operations requiring a categorical decision.
In your specific case you need to hit three keys which are visible, instead of reaching for the mouse and clicking the link. It may be more effective, since your case is visualized in another way than ordinary keyboard shortcuts. The downside is that the UI looks very cluttered on keyboard shortcut use, and the fact that you get different shortcuts on each page bringing constrains to shortcut actions.
But if there are studies, or research even, I would doubt it. The Wikipedia article is less than a year old and searching on Google Scholar brings only 13 results, where none are relevant.
From the looks of it, here is a research opportunity for someone exploring new knowledge on keyboard shortcut navigation.