Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C2: Single Equation Models; Single Variables
/ / / C22: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes

2023

• Phillips, Peter C.B., 2023, "Estimation And Inference With Near Unit Roots," Econometric Theory, Cambridge University Press, volume 39, issue 2, pages 221-263, April.
• Phillips, Peter C. B. & Wang, Ying, 2023, "Limit Theory For Locally Flat Functional Coefficient Regression," Econometric Theory, Cambridge University Press, volume 39, issue 5, pages 900-949, October.
• Sailesh BHAGHOE & Gavin OOFT, 2023, "Nowcasting quarterly GDP growth in Suriname with factor-MIDAS and mixed-frequency VAR models," Journal of Economics and Political Economy, EconSciences Journals, volume 10, issue 1, pages 1-18, March.
• Lamia Sebai & Yasmina Jaber, 2023, "Correlations and Volatility Spillovers Between WTI, Natural Gas, and Stock Markets During COVID-19 and the Russo-Ukrainian War," Applied Economics Quarterly (formerly: Konjunkturpolitik), Duncker & Humblot GmbH, Berlin, volume 69, issue 1, pages 49-60, DOI: 10.3790/aeq.69.1.49.
• Мария Хаджихристева, 2023, "Статистически Анализ На Здравното Състояние На Населението В България," Almanac of PhD Students, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, volume 16, issue 19 Year 2, pages 95-116.
• Gökhan Ider & Alexander Kriwoluzky & Frederik Kurcz & Ben Schumann, 2023, "The Energy-Price Channel of (European) Monetary Policy," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2033.
• Alessandro De Palma & Marco Faillo & Roberto Gabriele, 2023, "Decentralized Energy: How 100% Renewable Energy Regions Affect Households’ Saving Behavior," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2055.
• Natsuki Arai & Masashige Hamano & Munechika Katayama & Yuki Murakami & Katsunori Yamada, 2023, "Nightless City: Impacts of Policymakers' Questions on Overtime Work of Government Officials," ISER Discussion Paper, Institute of Social and Economic Research, The University of Osaka, number 1206, Mar.
• Valérie Mignon & António Afonso & Jamel Saadaoui, 2023, "On the time-varying impact of China's bilateral political relations on its trading partners (1960-2022)," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-33.
• Valérie Mignon & Jamel Saadaoui, 2023, "Asymmetries in the oil market: Accounting for the growing role of China through quantile regressions," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2023-6.
• László KÓNYA, 2023, "Per Capita Income Convergence and Divergence of Selected OECD Countries to and from the US: A Reappraisal for the period 1900-2018," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 33-56.
• Jamal G. HUSEIN & S. Murat KARA, 2023, "Are Shocks To Electricity Consumption Permanent Or Transitory? Evidence From A Panel Stationarity Test With Gradual Structural Breaks For 25 Oecd Countries," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 23, issue 1, pages 57-76.
• De Veirman, Emmanuel, 2023, "How does the Phillips curve slope vary with repricing rates?," Working Paper Series, European Central Bank, number 2804, Mar.
• Lang, Jan Hannes & Rusnák, Marek & Greiwe, Moritz, 2023, "Medium-term growth-at-risk in the euro area," Working Paper Series, European Central Bank, number 2808, Apr.
• Le Bihan, Hervé & Leiva-Leon, Danilo & Pacce, Matías, 2023, "Underlying inflation and asymmetric risks," Working Paper Series, European Central Bank, number 2848, Oct.
• Melone, Alessandro, 2023, "Consumption Disconnect Redux," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2023-18, Jun.
• Mahmoud Hachem, 2023, "The Interaction between Policy Mix in Lebanon: Applications of the Nonlinear and Linear ARDL Models," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 2, pages 27-45, March.
• Jannatul Naiem & Raad Mozib Lalon, 2023, "Impact of Cottage Micro Small and Medium Enterprise Financing on Bank Performance: Evidence from Emerging Economy," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 3, pages 84-93, May.
• William Djamfa Mbiakop & Hlalefang Khobai & Djomo Choumbou Raoul Fani, 2023, "The Impact of Public Agricultural Spending on Foreign Direct Investment Inflows in Agriculture in South Africa: An ARDL Analysis," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 5, pages 76-87, September.
• Michael Takudzwa Pasara & Vincent Mugwira, 2023, "Exchange Rate (MIS-) Alignment: An Application of the Behavioural Equilibrium Exchange Rate (beer) Approach to Zimbabwe (1990-2018)," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 5, pages 128-141, September.
• Raad Mozib Lalon & Anika Afroz & Tasneema Khan, 2023, "Impact of Bank Liquidity and Macroeconomic Determinants on Profitability of Commercial Banks in Bangladesh," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 6, pages 177-186, November.
• Clement Moyo & Izunna Anyikwa & Andrew Phiri, 2023, "The Impact of Covid-19 on Oil Market Returns: Has Market Efficiency Being Violated?," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 118-127, January.
• Bibigul Izatullayeva & Gulzhanat Tayauova & Gulnara Sadykova & Madina Toktibayeva & Altynbek Kenzhaliyev, 2023, "A Comparison of the Returns of Oil and Energy Companies Quoted in Kase and the Returns of the Kase Index, Exchange Rate, and Selected International Energy Indices," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 395-402, January.
• Carlos Enrique Carrasco-Gutierrez & Philipp Ehrl, 2023, "Regional Estimates of Residential Electricity Demand in Brazil," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 465-476, January.
• Faisal Irsan Pasaribu & Catra Indra Cahyadi & Restu Mujiono & Suwarno Suwarno, 2023, "Analysis of the Effect of Economic, Population, and Energy Growth, as well as the Influence on Sustainable Energy Development in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 510-517, January.
• Zamruddin Hasid & Muhammad Saleh Mire & Eny Rochaida & Adi Wijaya, 2023, "Power Generation Infrastructure and its Effect on Electric Energy Consumption: Context in Indonesia, 2013 2020," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 52-60, January.
• Baltaim Sabenova & Indira Baubekova & Gulmira Issayeva & Zarema Bigeldiyeva & Artur Bolganbayev, 2023, "Comparative Analysis of Volatility Structures of Stock Index and Energy Company Returns in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 200-206, March.
• Zhazira Taibek & Indira Kozhamkulova & Almas Kuralbayev & Bagdat K. Spanova & Kundyz Myrzabekkyzy, 2023, "Analysis of the Effect of Oil and Energy Production on Health and Education Expenditures in Kazakhstan with Autoregressive Distributed Lag Method," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 215-221, March.
• Nurkhodzha Akbulaev, 2023, "The Impact of Energy Prices on Precious Metals: A Comparison of the SARS-COV2 Period and Prior Period," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 433-440, March.
• Amine Mounir, 2023, "Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 428-433, May.
• Elmira Y. Zhussipova & Serikbay Saduakasuly Ydyrys & Ulmeken Makhanbetova & Gulzhanat Tayauova & Zhansulu Pirmanova, 2023, "The Relationship between the Highest Prices and Trading Volume in the Share Indices of Energy and Oil Companies in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 28-35, May.
• Malik Shahzad Shabbir & Laila Refiana Said & Irem Pelit & Esma Irmak, 2023, "The Dynamic Relationship among Domestic Stock Returns Volatility, Oil Prices, Exchange Rate and Macroeconomic Factors of Investment," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 560-565, May.
• Gaukhar Niyetalina & Elmira Balapanova & Almas Kuralbayev & Gulnar Lukhmanova & Artur Bolganbayev, 2023, "The Relationship of Energy Generation from Fossil Fuels, Low Carbon Resources, and Renewable Resources and Inflation within the Framework of Taylor s Rule: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 9-15, July.
• Tazhikul Mashirova & Karlygash Tastanbekova & Murat Nurgabylov & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023, "Analysis of the Relationship between the Highest Price and the Trading Volume of the Energy Company Shares in Kazakhstan with Frequency Domain Causality Method," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 22-27, July.
• Ra l De Jes s Guti rrez & Lidia E. Carvajal Guti rrez & Oswaldo Garcia Salgado, 2023, "Value at Risk and Expected Shortfall Estimation for Mexico s Isthmus Crude Oil Using Long-Memory GARCH-EVT Combined Approaches," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 467-480, July.
• Catra Indra Cahyadi & Suwarno Suwarno & Aminah Asmara Dewi & Musri Kona & Muhammad Arif & Muhammad Caesar Akbar, 2023, "Solar Prediction Strategy for Managing Virtual Power Stations," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 503-512, July.
• Bekhzod Kuziboev & Petra VysuÅ¡ilová & Raufhon Salahodjaev & Alibek Rajabov & Tukhtabek Rakhimov, 2023, "The Volatility Assessment of CO2 Emissions in Uzbekistan: ARCH/GARCH Models," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 1-7, September.
• Aina B. Aidarova & Gulshat Abdimutalipovna Zhadigerova & Ainur Abilkassym & Lyailya Abdybayevna Baibulekova & Dina B. Balabekova & Saule A. Ilasheva, 2023, "Analysis of the Relationship between Energy Consumption, Foreign Direct Investment, and Labor Force Participation by Vector Error Correction Model: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 108-114, September.
• Saule Bekzhanova & Gulzhanat Tayauova & Serik Akhanov & Gulnar B. Tuleshova & Artur Bolganbayev & Gulnara M. Moldogaziyeva, 2023, "The Relationship between Gold and Oil Prices and the Stock Market Returns of Kazakh Energy Companies: Comparison of the pre-COVID-19 and post-COVID-19 Periods," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 8-14, September.
• Saken Ualikhanovich Abdibekov & Bauyrzhan Susaruly Kulbay & Yelena Evgenevna Gridneva & Gulnar Shaimardanovna Kaliakparova & Tolendi Aripbaevich Ashimbayev & Gulmira Amangeldiyevna Perneyeva, 2023, "The Relationship between the Share of Renewable Energy in Total Energy Consumption and Economic Growth: Kazakhstan and Turkiye Comparision," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 24-30, September.
• Gulmira Issayeva & Zhanar Dyussembekova & Aina B. Aidarova & Adelina B. Makhatova & Gulnar Lukhmanova & Dariya Absemetova & Artur Bolganbayev, 2023, "The Relationship between Renewable Energy Consumption, CO2 Emissions, Economic Growth, and Industrial Production Index: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 1-7, November.
• Gulbakhram Sartbayeva & Elmira Balapanova & Darkhan Kozhanovich Mamytkanov & Lyazat Talimova & Gulnar Lukhmanova & Kundyz Myrzabekkyzy, 2023, "The Relationship between Energy Consumption (Renewable Energy), Economic Growth and Agro-Industrial Complex in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 227-233, November.
• Zhanar Dyussembekova & Aina B. Aidarova & Elmira Balapanova & Dilmina Kuatova & Gaukhar Zh. Seitkhamzina & Artur Bolganbayev, 2023, "The Effect of Freight and Passenger Transportation and Energy Production on Economic Growth in the Framework of Macro-Economic Indicators: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 74-80, November.
• Ecem ARIK & Fela OZBEY & Serkan Yilmaz KANDIR, 2023, "Borsa Istanbul’da Islem Goren Yenilenebilir Enerji Sirketlerinin Pay Fiyat Etkinliginin Fourier Birim Kok Testleri ile Sinanmasi," Isletme ve Iktisat Calismalari Dergisi, Econjournals, volume 11, issue 2, pages 114-126.
• Ascione, Giacomo & Mehrdoust, Farshid & Orlando, Giuseppe & Samimi, Oldouz, 2023, "Foreign Exchange Options on Heston-CIR Model Under Lévy Process Framework," Applied Mathematics and Computation, Elsevier, volume 446, issue C, DOI: 10.1016/j.amc.2023.127851.
• Ogbuabor, Jonathan E. & Ukwueze, Ezebuilo R. & Mba, Ifeoma C. & Ojonta, Obed I. & Orji, Anthony, 2023, "The asymmetric impact of economic policy uncertainty on global retail energy markets: Are the markets responding to the fear of the unknown?," Applied Energy, Elsevier, volume 334, issue C, DOI: 10.1016/j.apenergy.2023.120671.
• Lee, Chi-Chuan & Lee, Chien-Chiang, 2023, "International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets," Journal of Asian Economics, Elsevier, volume 84, issue C, DOI: 10.1016/j.asieco.2022.101575.
• van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
• Yousaf, Imran & Jareño, Francisco & Martínez-Serna, María-Isabel, 2023, "Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach," Journal of Behavioral and Experimental Finance, Elsevier, volume 39, issue C, DOI: 10.1016/j.jbef.2023.100823.
• Saâdaoui, Foued, 2023, "Skewed multifractal scaling of stock markets during the COVID-19 pandemic," Chaos, Solitons & Fractals, Elsevier, volume 170, issue C, DOI: 10.1016/j.chaos.2023.113372.
• Li, Yicun & Teng, Yuanyang, 2023, "Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes," Chaos, Solitons & Fractals, Elsevier, volume 177, issue C, DOI: 10.1016/j.chaos.2023.114203.
• Dunbar, Craig G. & King, Michael R., 2023, "Syndicate structure and IPO outcomes: The impact of underwriter roles and syndicate concentration," Journal of Corporate Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jcorpfin.2023.102382.
• Chen, Jian & Tang, Guohao & Yao, Jiaquan & Zhou, Guofu, 2023, "Employee sentiment and stock returns," Journal of Economic Dynamics and Control, Elsevier, volume 149, issue C, DOI: 10.1016/j.jedc.2023.104636.
• Caravello, Tomas E. & Psaradakis, Zacharias & Sola, Martin, 2023, "Rational bubbles: Too many to be true?," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104666.
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
• Portella-Carbó, Ferran & Pérez-Montiel, Jose & Ozcelebi, Oguzhan, 2023, "Tourism-led economic growth across the business cycle: Evidence from Europe (1995–2021)," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 1241-1253, DOI: 10.1016/j.eap.2023.05.011.
• Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
• Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Martín, Asís Pardo, 2023, "US biofuel market persistence and mean reversion properties," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 648-660, DOI: 10.1016/j.eap.2023.04.008.
• Zhang, Li & Li, Yan & Yu, Sixin & Wang, Lu, 2023, "Risk transmission of El Niño-induced climate change to regional Green Economy Index," Economic Analysis and Policy, Elsevier, volume 79, issue C, pages 860-872, DOI: 10.1016/j.eap.2023.07.006.
• Bazán-Palomino, Walter, 2023, "The increased interest in Bitcoin and the immediate and long-term impact of Bitcoin volatility on global stock markets," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1080-1095, DOI: 10.1016/j.eap.2023.10.001.
• Peng, Lijuan & Pan, Zhigang & Liang, Chao & Umar, Muhammad, 2023, "Exchange rate volatility predictability: A new insight from climate policy uncertainty," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 688-700, DOI: 10.1016/j.eap.2023.09.017.
• Feng, Yun & Hou, Weijie & Song, Yuping, 2023, "Asymmetric contagion of jump risk in the Chinese financial sector: Monetary policy transmission matters," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106107.
• González-Álvarez, María A. & Montañés, Antonio, 2023, "CO2 emissions, energy consumption, and economic growth: Determining the stability of the 3E relationship," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106195.
• Yu, Dan & Chen, Chuang & Wang, Yudong & Zhang, Yaojie, 2023, "Hedging pressure momentum and the predictability of oil futures returns," Economic Modelling, Elsevier, volume 121, issue C, DOI: 10.1016/j.econmod.2023.106214.
• Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023, "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106418.
• Benedictow, Andreas & Hammersland, Roger, 2023, "Transition risk of a petroleum currency," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106496.
• Hambuckers, J. & Ulm, M., 2023, "On the role of interest rate differentials in the dynamic asymmetry of exchange rates," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106554.
• Li, Boyan & Diao, Xundi, 2023, "Structural break in different stock index markets in China," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101882.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Hsu, Yuan-Teng, 2023, "Dissecting returns of non-fungible tokens (NFTs): Evidence from CryptoPunks," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101892.
• Jiang, Yonghong & Ao, Zhiming & Mo, Bin, 2023, "The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches," The North American Journal of Economics and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.najef.2023.101905.
• Wu, Xinyu & Zhao, An & Liu, Li, 2023, "Forecasting VIX using two-component realized EGARCH model," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101934.
• Wang, Xiangning & Huang, Qian & Zhang, Shuguang, 2023, "Effects of macroeconomic factors on stock prices for BRICS using the variational mode decomposition and quantile method," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101939.
• Huang, Zishan & Zhu, Huiming & Hau, Liya & Deng, Xi, 2023, "Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101945.
• Rodríguez, Gabriel & Castillo B., Paul & Hasegawa, Harumi, 2023, "Does the Central Bank of Peru respond to exchange rate movements? A Bayesian estimation of a New Keynesian DSGE model with FX interventions," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101965.
• Caiado, Jorge & Lúcio, Francisco, 2023, "Stock market forecasting accuracy of asymmetric GARCH models during the COVID-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101971.
• Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A. & Rehman, Mobeen & McMillan, David G., 2023, "Oil price shocks and stock–bond correlation," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101989.
• Claassen, Bart & Dam, Lammertjan & Heijnen, Pim, 2023, "Corporate financing policies, financial leverage, and stock returns," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101992.
• Alfaro, Rodrigo & Drehmann, Mathias, 2023, "The Holt–Winters filter and the one-sided HP filter: A close correspondence," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110925.
• Doğan, Osman, 2023, "Modified harmonic mean method for spatial autoregressive models," Economics Letters, Elsevier, volume 223, issue C, DOI: 10.1016/j.econlet.2023.110978.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Time-varying predictability of the long horizon equity premium based on semiparametric regressions," Economics Letters, Elsevier, volume 224, issue C, DOI: 10.1016/j.econlet.2023.111033.
• Chrysanthakopoulos, Christos & Tagkalakis, Athanasios, 2023, "Fiscal rules and tax policy cyclicality," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111035.
• Yu, Deshui & Chen, Li & Li, Luyang, 2023, "Nonparametric modeling for the time-varying persistence of inflation," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111040.
• Cepni, Oguzhan & Christou, Christina & Gupta, Rangan, 2023, "Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models," Economics Letters, Elsevier, volume 227, issue C, DOI: 10.1016/j.econlet.2023.111121.
• Eo, Yunjong & Morley, James, 2023, "Does the Survey of Professional Forecasters help predict the shape of recessions in real time?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111419.
• Kheifets, Igor L. & Phillips, Peter C.B., 2023, "Fully modified least squares cointegrating parameter estimation in multicointegrated systems," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 300-319, DOI: 10.1016/j.jeconom.2021.07.002.
• Dong, Chaohua & Gao, Jiti & Linton, Oliver, 2023, "High dimensional semiparametric moment restriction models," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 320-345, DOI: 10.1016/j.jeconom.2021.07.004.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023, "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 389-415, DOI: 10.1016/j.jeconom.2021.08.001.
• Phillips, Peter C.B. & Wang, Ying, 2023, "When bias contributes to variance: True limit theory in functional coefficient cointegrating regression," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 469-489, DOI: 10.1016/j.jeconom.2021.09.007.
• Ding, Yashuang (Dexter), 2023, "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 521-543, DOI: 10.1016/j.jeconom.2021.09.012.
• He, Yi & Jaidee, Sombut & Gao, Jiti, 2023, "Most powerful test against a sequence of high dimensional local alternatives," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 151-177, DOI: 10.1016/j.jeconom.2021.10.015.
• Royer, Julien, 2023, "Conditional asymmetry in Power ARCH(∞) models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 178-204, DOI: 10.1016/j.jeconom.2021.10.013.
• Im, Kyung So & Pesaran, M. Hashem & Shin, Yongcheol, 2023, "Reprint of: Testing for unit roots in heterogeneous panels," Journal of Econometrics, Elsevier, volume 234, issue S, pages 56-69, DOI: 10.1016/j.jeconom.2023.03.002.
• Davis, Richard & Ng, Serena, 2023, "Time series estimation of the dynamic effects of disaster-type shocks," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 180-201, DOI: 10.1016/j.jeconom.2022.02.009.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Adamek, Robert & Smeekes, Stephan & Wilms, Ines, 2023, "Lasso inference for high-dimensional time series," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1114-1143, DOI: 10.1016/j.jeconom.2022.08.008.
• Pellatt, Daniel F. & Sun, Yixiao, 2023, "Asymptotic F test in regressions with observations collected at high frequency over long span," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1281-1309, DOI: 10.1016/j.jeconom.2022.10.007.
• Cai, Zongwu & Juhl, Ted, 2023, "The distribution of rolling regression estimators," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1447-1463, DOI: 10.1016/j.jeconom.2022.12.001.
• Mayer, Alexander & Wied, Dominik, 2023, "Estimation and inference in factor copula models with exogenous covariates," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1500-1521, DOI: 10.1016/j.jeconom.2023.01.003.
• Rossi, Francesca & Lieberman, Offer, 2023, "Spatial autoregressions with an extended parameter space and similarity-based weights," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1770-1798, DOI: 10.1016/j.jeconom.2022.11.010.
• Chen, Jiafeng & Chen, Xiaohong & Tamer, Elie, 2023, "Efficient estimation of average derivatives in NPIV models: Simulation comparisons of neural network estimators," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1848-1875, DOI: 10.1016/j.jeconom.2022.12.014.
• Ma, Chenchen & Tu, Yundong, 2023, "Shrinkage estimation of multiple threshold factor models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1876-1892, DOI: 10.1016/j.jeconom.2023.02.002.
• Bu, Ruijun & Kim, Jihyun & Wang, Bin, 2023, "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1934-1954, DOI: 10.1016/j.jeconom.2023.02.006.
• Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2266-2284, DOI: 10.1016/j.jeconom.2023.04.002.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023, "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 470-483, DOI: 10.1016/j.jeconom.2022.04.010.
• Linton, Oliver & Seo, Myung Hwan & Whang, Yoon-Jae, 2023, "Testing stochastic dominance with many conditioning variables," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 507-527, DOI: 10.1016/j.jeconom.2022.05.002.
• Liu, Yanbo & Phillips, Peter C.B., 2023, "Robust inference with stochastic local unit root regressors in predictive regressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 563-591, DOI: 10.1016/j.jeconom.2022.06.002.
• Fu, Zhonghao & Hong, Yongmiao & Su, Liangjun & Wang, Xia, 2023, "Specification tests for time-varying coefficient models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 720-744, DOI: 10.1016/j.jeconom.2022.08.001.
• Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao, 2023, "Maximum likelihood estimation for α-stable double autoregressive models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.011.
• Corradi, Valentina & Fosten, Jack & Gutknecht, Daniel, 2023, "Out-of-sample tests for conditional quantile coverage an application to Growth-at-Risk," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105490.
• Tu, Yundong & Xie, Xinling, 2023, "Penetrating sporadic return predictability," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105509.
• Khan, S. & Ponomareva, M. & Tamer, E., 2023, "Identification of dynamic binary response models," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105515.
• Berrisch, Jonathan & Ziel, Florian, 2023, "CRPS learning," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.11.008.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Extensions to IVX methods of inference for return predictability," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.02.007.
• Zhang, Xiaomeng & Zhang, Xinyu, 2023, "Optimal model averaging based on forward-validation," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.03.010.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2023, "Transformed regression-based long-horizon predictability tests," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.06.006.
• Fan, Rui & Lee, Ji Hyung & Shin, Youngki, 2023, "Predictive quantile regression with mixed roots and increasing dimensions: The ALQR approach," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.006.
• Chen, Bin & Maung, Kenwin, 2023, "Time-varying forecast combination for high-dimensional data," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.01.024.
• Huang, Dashan & Jiang, Fuwei & Li, Kunpeng & Tong, Guoshi & Zhou, Guofu, 2023, "Are bond returns predictable with real-time macro data?," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.09.008.
• Bandi, Federico M. & Tamoni, Andrea, 2023, "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.012.
• Kiviet, Jan F., 2023, "Instrument-free inference under confined regressor endogeneity and mild regularity," Econometrics and Statistics, Elsevier, volume 25, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2021.12.008.
• Castle, Jennifer L. & Doornik, Jurgen A. & Hendry, David F., 2023, "Robust Discovery of Regression Models," Econometrics and Statistics, Elsevier, volume 26, issue C, pages 31-51, DOI: 10.1016/j.ecosta.2021.05.004.
• Hirukawa, Masayuki, 2023, "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 36-61, DOI: 10.1016/j.ecosta.2021.12.001.
• Proietti, Tommaso & Pedregal, Diego J., 2023, "Seasonality in High Frequency Time Series," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 62-82, DOI: 10.1016/j.ecosta.2022.02.001.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
• Corradin, Stefano & Schwaab, Bernd, 2023, "Euro area sovereign bond risk premia before and during the Covid-19 pandemic," European Economic Review, Elsevier, volume 153, issue C, DOI: 10.1016/j.euroecorev.2023.104402.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Nonejad, Nima, 2023, "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 91-122, DOI: 10.1016/j.jempfin.2022.11.009.
• Yu, Deshui & Huang, Difang & Chen, Li, 2023, "Stock return predictability and cyclical movements in valuation ratios," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 36-53, DOI: 10.1016/j.jempfin.2023.02.004.
• Hasan, Iftekhar & Tunaru, Radu & Vioto, Davide, 2023, "Herding behavior and systemic risk in global stock markets," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 107-133, DOI: 10.1016/j.jempfin.2023.05.004.
• Souropanis, Ioannis & Vivian, Andrew, 2023, "Forecasting realized volatility with wavelet decomposition," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101432.
• Peñasco, Cristina & Anadón, Laura Díaz, 2023, "Assessing the effectiveness of energy efficiency measures in the residential sector gas consumption through dynamic treatment effects: Evidence from England and Wales," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106435.
• Le, Thai-Ha & Boubaker, Sabri & Bui, Manh Tien & Park, Donghyun, 2023, "On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106474.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Shao, Xuefeng & Le, TN-Lan & Gyamfi, Matthew Ntow, 2023, "Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106498.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
• Lisi, Francesco & Grossi, Luigi & Quaglia, Federico, 2023, "Evaluation of Cost-at-Risk related to the procurement of resources in the ancillary services market. The case of the Italian electricity market," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106625.
• Liu, Tao & Guan, Xinyue & Wei, Yigang & Xue, Shan & Xu, Liang, 2023, "Impact of economic policy uncertainty on the volatility of China's emission trading scheme pilots," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106626.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023, "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106771.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe, 2023, "Assessing and comparing fixed-target forecasts of Arctic sea ice: Glide charts for feature-engineered linear regression and machine learning models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106833.
• Bunce, Alan & Carrillo-Maldonado, Paul, 2023, "Asymmetric effect of the oil price in the ecuadorian economy," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106876.
• Hu, Yang & Lang, Chunlin & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2023, "Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106829.
• Liddle, Brantley & Parker, Steven & Hasanov, Fakhri, 2023, "Why has the OECD long-run GDP elasticity of economy-wide electricity demand declined? Because the electrification of energy services has saturated," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106832.
• Marcjasz, Grzegorz & Narajewski, Michał & Weron, Rafał & Ziel, Florian, 2023, "Distributional neural networks for electricity price forecasting," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106843.
• Uddin, Gazi Salah & Hasan, Md. Bokhtiar & Phoumin, Han & Taghizadeh-Hesary, Farhad & Ahmed, Ali & Troster, Victor, 2023, "Exploring the critical demand drivers of electricity consumption in Thailand," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106875.
• Castle, Jennifer L. & Hendry, David F. & Martinez, Andrew B., 2023, "The historical role of energy in UK inflation and productivity with implications for price inflation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106947.
• Dovern, Jonas & Frank, Johannes & Glas, Alexander & Müller, Lena Sophia & Perico Ortiz, Daniel, 2023, "Estimating pass-through rates for the 2022 tax reduction on fuel prices in Germany," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106948.
• López Prol, Javier & Zilberman, David, 2023, "No alarms and no surprises: Dynamics of renewable energy curtailment in California," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106974.
• Diebold, Francis X. & Rudebusch, Glenn D., 2023, "Climate models underestimate the sensitivity of Arctic sea ice to carbon emissions," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107012.
• Jawadi, Fredj & Cheffou, Abdoulkarim Idi & Bu, Ruijun, 2023, "Revisiting the linkages between oil prices and macroeconomy for the euro area: Does energy inflation still matter?," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107058.
• Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023, "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107083.
• Li, Yan & Huynh, Luu Duc Toan & Xu, Yongan & Liang, Hao, 2023, "The forecast ability of a belief-based momentum indicator in full-day, daytime, and nighttime volatilities of Chinese oil futures," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107064.
• Abdullah, Mohammad & Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Tiwari, Aviral Kumar & Khan, Isma, 2023, "Tail risk contagion across electricity markets in crisis periods," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107100.
• Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad & Rizvi, Syed Kumail Abbas, 2023, "Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107110.
• Deman, Laureen & Boucher, Quentin, 2023, "Impact of renewable energy generation on power reserve energy demand," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107173.
• Restrepo, Natalia & Uribe, Jorge M., 2023, "Cash flow investment, external funding and the energy transition: Evidence from large US energy firms," Energy Policy, Elsevier, volume 181, issue C, DOI: 10.1016/j.enpol.2023.113720.
• Zhang, Yaojie & He, Mengxi & Wen, Danyan & Wang, Yudong, 2023, "Forecasting crude oil price returns: Can nonlinearity help?," Energy, Elsevier, volume 262, issue PB, DOI: 10.1016/j.energy.2022.125589.
• Monge, Manuel & Romero Rojo, María Fátima & Gil-Alana, Luis Alberiko, 2023, "The impact of geopolitical risk on the behavior of oil prices and freight rates," Energy, Elsevier, volume 269, issue C, DOI: 10.1016/j.energy.2023.126779.
• Syed, Qasim Raza & Apergis, Nicholas & Goh, Soo Khoon, 2023, "The dynamic relationship between climate policy uncertainty and renewable energy in the US: Applying the novel Fourier augmented autoregressive distributed lags approach," Energy, Elsevier, volume 275, issue C, DOI: 10.1016/j.energy.2023.127383.
• Andrikopoulos, Athanasios & Zheng, Min, 2023, "A dynamic analysis of the neglected firm effect," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102429.
• Khalfaoui, Rabeh & Mefteh-Wali, Salma & Dogan, Buhari & Ghosh, Sudeshna, 2023, "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102496.
• Qiu, Rui & Liu, Jing & Li, Yan, 2023, "Long-term adjusted volatility: Powerful capability in forecasting stock market returns," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102530.
• Grobys, Klaus, 2023, "Correlation versus co-fractality: Evidence from foreign-exchange-rate variances," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102531.
• Szczygielski, Jan Jakub & Charteris, Ailie & Obojska, Lidia, 2023, "Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2022.102304.
• Abakah, Emmanuel Joel Aikins & Nasreen, Samia & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2023, "U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102514.
• Gao, Jun & Gao, Xiang & Gu, Chen, 2023, "Forecasting European stock volatility: The role of the UK," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102728.
• Grobys, Klaus, 2023, "A finite-time singularity in the dynamics of the US equity market: Will the US equity market eventually collapse?," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102787.
• Jareño, Francisco & Yousaf, Imran, 2023, "Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102826.
• Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023, "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102858.
• Esteve, Vicente & Prats, María A., 2023, "Testing explosive bubbles with time-varying volatility: The case of Spanish public debt," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103330.
• Yu, Jize & Zhang, Li & Peng, Lijuan & Wu, Rui, 2023, "Which component of air quality index drives stock price volatility in China: a decomposition-based forecasting method," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103406.
• Economou, Fotini & Panagopoulos, Yannis, 2023, "Assessing the credit creation process under the Basel III framework: Some evidence from the Eurozone," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103428.
• Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "US monetary policy and BRICS stock market bubbles," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103435.
• Nedved, Martin & Kristoufek, Ladislav, 2023, "Safe havens for Bitcoin," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103436.
• Li, Yunhe & Zhang, Zhaolong, 2023, "Corporate climate risk exposure and capital structure: Evidence from Chinese listed companies," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103488.
• Xie, Yutang & Cao, Yujia & Li, Xiaotao, 2023, "The importance of trade policy uncertainty to energy consumption in a changing world," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103566.
• Yemba, Boniface P. & Otunuga, Olusegun Michael & Tang, Biyan & Biswas, Nabaneeta, 2023, "Nowcasting of the Short-run Euro-Dollar Exchange Rate with Economic Fundamentals and Time-varying Parameters," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103571.
• Peña, Juan Ignacio, 2023, "The hedging effectiveness of electricity futures in the Spanish market," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103507.
• Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao, 2023, "Can Green Economy stocks hedge natural gas market risk? Evidence during Russia-Ukraine conflict and other crisis periods," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103632.
• Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023, "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103636.
• Chowdhury, Kushal Banik & Garg, Bhavesh, 2023, "Fresh evidence on the oil-stock interactions under heterogeneous market conditions," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103726.
• Cho, Jin Seo & Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2023, "The asymmetric response of dividends to earnings news," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103792.
• Daglis, Theodoros & Yfanti, Stavroula & Xidonas, Panos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2023, "Does solar activity affect the price of crude oil? A causality and volatility analysis," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103833.
• Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2023, "Forecasting stock market volatility: The sum of the parts is more than the whole," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103849.
• Cai, Yifei & Chang, Hao-Wen & Chang, Tsangyao, 2023, "Evaluating time-varying granger causality between US-China political relation changes and China stock market," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103918.
• Pan, Qunxing & Li, Peng & Du, Xiuli, 2023, "An improved FIGARCH model with the fractional differencing operator (1-νL)d," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103975.
• Jalal, Rubia & Gopinathan, R., 2023, "Time-frequency relationship between energy imports, energy prices, exchange rate, and policy uncertainties in India: Evidence from wavelet quantile correlation approach," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103980.
• Korkusuz, Burak & Kambouroudis, Dimos & McMillan, David G., 2023, "Do extreme range estimators improve realized volatility forecasts? Evidence from G7 Stock Markets," Finance Research Letters, Elsevier, volume 55, issue PB, DOI: 10.1016/j.frl.2023.103992.
• Zhang, Jiaming & Zou, Yang & Xiang, Yitian & Guo, Songlin, 2023, "Climate change and Japanese economic policy uncertainty: Asymmetric analysis," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104165.
• Jiang, Wei & Tang, Wanqing & Liu, Xiao, 2023, "Forecasting realized volatility of Chinese crude oil futures with a new secondary decomposition ensemble learning approach," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104254.
• Chen, Yongfei & Wei, Yu & Bai, Lan & Zhang, Jiahao & Wang, Zhuo, 2023, "Connectedness and hedging effects among China's nonferrous metal, crude oil and green bond markets: An extreme perspective," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104041.
• Feng, Yun & Hou, Weijie & Song, Yuping, 2023, "Tail risk in the Chinese stock market: An AEV model on the maximal drawdowns," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104294.
• Garg, Bhavesh & Sahoo, Pravakar, 2023, "Are gross financial inflows expansionary or contractionary? Evidence from emerging economies," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104329.
• Zhao, Junming & Zhang, Tianding, 2023, "Exploring the time-varying dependence between Bitcoin and the global stock market: Evidence from a TVP-VAR approach," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104342.
• He, Mengxi & Shen, Lihua & Zhang, Yaojie & Zhang, Yi, 2023, "Predicting cryptocurrency returns for real-world investments: A daily updated and accessible predictor," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104406.
• Cao, Jiling & Kim, Jeong-Hoon & Liu, Wenqiang & Zhang, Wenjun, 2023, "Rescaling the double-mean-reverting 4/2 stochastic volatility model for derivative pricing," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104374.
• Sephton, Peter, 2023, "Threshold cointegration and asymmetries between dividends and earnings news," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104434.
• Luo, Tao & Zhang, Lixia & Sun, Huaping & Bai, Jiancheng, 2023, "Enhancing exchange rate volatility prediction accuracy: Assessing the influence of different indices on the USD/CNY exchange rate," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104483.
• Gupta, Rangan & Ji, Qiang & Pierdzioch, Christian & Plakandaras, Vasilios, 2023, "Forecasting the conditional distribution of realized volatility of oil price returns: The role of skewness over 1859 to 2023," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104501.
• Jin, Daxiang & Yu, Jize, 2023, "Predicting cryptocurrency market volatility: Novel evidence from climate policy uncertainty," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104520.