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

• Ghaemi Asl Mahdi & Canarella Giorgio & Miller Stephen M. & Tavakkoli Hamid Reza, 2023, "Does real interest rate parity really work? Historical evidence from a discrete wavelet perspective," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 485-518, September, DOI: 10.1515/snde-2021-0067.
• Blazsek Szabolcs & Haddad Michel Ferreira Cardia, 2023, "Score-driven multi-regime Markov-switching EGARCH: empirical evidence using the Meixner distribution," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 27, issue 4, pages 589-634, September, DOI: 10.1515/snde-2021-0101.
• Pesaran, M. H. & Yang, L., 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2342, Jun.
• Ostry, D. A., 2023, "Tails of Foreign Exchange-at-Risk (FEaR)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2343, Jun.
• Mustafa Özer & Zoran Grubišić & Sevilay Küçüksakarya, 2023, "Effects of Exchange Rate, Output Gap, and Output Gap Volatility on Inflation Volatility in Turkey," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 12, issue 1, pages 5-26.
• Lydia Cheung & Philip Gunby, 2023, "The Initial and Dynamic Effects of the COVID-19 Pandemic on Crime in New Zealand," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 23/03, Mar.
• Alexander Chudik & M. Hashem Pesaran & Mahrad Sharifvaghefi, 2023, "Variable Selection in High Dimensional Linear Regressions with Parameter Instability," CESifo Working Paper Series, CESifo, number 10223.
• Almut Balleer & Marvin Noeller, 2023, "Monetary Policy in the Presence of Supply Constraints: Evidence from German Firm-Level Data," CESifo Working Paper Series, CESifo, number 10261.
• Christina Anderl & Guglielmo Maria Caporale, 2023, "The Asymmetric Impact of Economic Policy and Oil Price Uncertainty on Inflation: Evidence from Developed and Emerging Economies," CESifo Working Paper Series, CESifo, number 10276.
• Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Measuring Persistence of the World Population: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 10286.
• Guglielmo Maria Caporale & Juan Infante & Marta del Rio & Luis A. Gil-Alana, 2023, "Persistence in UK Historical Data on Life Expectancy," CESifo Working Paper Series, CESifo, number 10287.
• Kajal Lahiri & Cheng Yang, 2023, "ROC and PRC Approaches to Evaluate Recession Forecasts," CESifo Working Paper Series, CESifo, number 10449.
• M. Hashem Pesaran & Liying Yang, 2023, "Heterogeneous Autoregressions in Short T Panel Data Models," CESifo Working Paper Series, CESifo, number 10509.
• Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2023, "Aggregate Insider Trading and Stock Market Volatility in the UK," CESifo Working Paper Series, CESifo, number 10511.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Laura Sauci, 2023, "Trends and Persistence in the Greenland Ice Sheet Mass," CESifo Working Paper Series, CESifo, number 10556.
• Marc Gronwald, 2023, "Explosive Temperatures," CESifo Working Paper Series, CESifo, number 10680.
• Guglielmo Maria Caporale & Silvia García Tapia & Luis Alberiko Gil-Alana, 2023, "Persistence in Tax Revenues: Evidence from Some OECD Countries," CESifo Working Paper Series, CESifo, number 10682.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Long-Run Trends and Cycles in US House Prices," CESifo Working Paper Series, CESifo, number 10751.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Alvaro Baños Izquierdo, 2023, "Persistence and Seasonality in the US Industrial Production Index," CESifo Working Paper Series, CESifo, number 10756.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2023, "Exponential Time Trends in a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 10774.
• António Afonso & Valérie Mignon & Jamel Saadaoui, 2023, "On the Time-Varying Impact of China’s Bilateral Political Relations on Its Trading Partners: “Doux Commerce” or “Trade Follows the Flag”?," CESifo Working Paper Series, CESifo, number 10814.
• Jiyuan Huang & Per Östberg, 2023, "Difference-in-differences with Economic Factors and the Case of Housing Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 23-55, Jun.
• Dante Amengual & Xinyue Bei & Enrique Sentana, 2023, "Highly Irregular Serial Correlation Tests," Working Papers, CEMFI, number wp2023_2302, May.
• Meriem TOUIL, 2023, "The financial liberalization: has it fostered economic growth in Algeria?," Management Intercultural, Romanian Foundation for Business Intelligence, Editorial Department, issue 51, pages 75-100, December.
• Bibiana Lanzilotta & Gonzalo Zunino & Rafael Mosteiro, 2023, "Cambios estructurales en la volatilidad del crecimiento económico en Uruguay y los países del Mercosur," Revista Desarrollo y Sociedad, Universidad de los Andes,Facultad de Economía, CEDE, volume 95, issue 5, pages 177-205.
• Fernando Arias & Ignacio Lozano & Clark Granger & Diego Vasquéz & Carmiña Vargas & Norberto Rodríguez & Andrés Sánchez, 2023, "Dinámica y determinantes del consumo de los hogares en Colombia, durante la postpandemia del Covid-19," Revista de Economía del Rosario, Universidad del Rosario, volume 26, issue 2, pages 1-36.
• Smith, Simon & Timmermann, Allan & Wright, Jonathan, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," CEPR Discussion Papers, Centre for Economic Policy Research, number 18033, Mar.
• Taylor, Alan M. & Dube, Arindrajit & Girardi, Daniele & Jordà , Oscar, 2023, "A Local Projections Approach to Difference-in-Differences Event Studies," CEPR Discussion Papers, Centre for Economic Policy Research, number 18141, May.
• Inoue, Atsushi & Jordà , Oscar & Kuersteiner, Guido, 2023, "Significance Bands for Local Projections," CEPR Discussion Papers, Centre for Economic Policy Research, number 18271, Jul.
• Alexis Roussel & Romain Biard & Marc Deschamps & Mostapha Diss, 2023, "Modeling medical material shortage using Markov processes," Working Papers, CRESE, number 2023-04, Sep.
• Paolo Andreini & Cosimo Izzo & Giovanni Ricco, 2023, "Deep Dynamic Factor Models," Working Papers, Center for Research in Economics and Statistics, number 2023-08, May.
• Russell Davidson & Andrea Monticini, 2023, "Bootstrap Performance with Heteroskedasticity," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def130, Nov.
• Espasa, Antoni & Carlomagno Real, Guillermo, 2023, "Tall big data time series of high frequency: stylized facts and econometric modelling," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37746, Jul.
• González-Rivera, Gloria & Rodríguez Caballero, Carlos Vladimir & Ruiz Ortega, Esther, 2023, "Modelling intervals of minimum/maximum temperatures in the Iberian Peninsula," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de Estadística, number 37968, Jul.
• Mária Bohdalová & Miriama Křížková, 2023, "Short-term and seasonal time series models for online marketing campaigns," Marketing Science & Inspirations, Comenius University in Bratislava, Faculty of Management, volume 18, issue 1, pages 16-26.
• 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.
• Kilic, Emre & Yavuz, Ersin & Pazarci, Sevket & Kar, Asim, 2023, "Analyzing the efficient market hypothesis with asymmetric persistence in cryptocurrencies: Insights from the Fourier non-linear quantile unit root approach," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104528.
• Johan, Sofia & Sakariyahu, Rilwan & Lawal, Rodiat & Paterson, Audrey & Ajide, Folorunsho M., 2023, "Does energy poverty moderate the impact of economic freedom on the quality of life in Africa? A panel quantile via moment approach," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104530.
• Zhu, Jiaji & Han, Wei & Zhang, Junchao, 2023, "Does climate risk matter for gold price volatility?," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104544.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and realized volatility of major commodity currency exchange rates," Journal of Financial Markets, Elsevier, volume 62, issue C, DOI: 10.1016/j.finmar.2022.100760.
• Bonato, Matteo & Cepni, Oguzhan & Gupta, Rangan & Pierdzioch, Christian, 2023, "Climate risks and state-level stock market realized volatility," Journal of Financial Markets, Elsevier, volume 66, issue C, DOI: 10.1016/j.finmar.2023.100854.
• Chen, Xiangyu & Tongurai, Jittima, 2023, "Informational linkage and price discovery between China's futures and spot markets: Evidence from the US–China trade dispute," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100750.
• Qin, Meng & Mirza, Nawazish & Su, Chi-Wei & Umar, Muhammad, 2023, "Exploring Bubbles in the Digital Economy: The Case of China," Global Finance Journal, Elsevier, volume 57, issue C, DOI: 10.1016/j.gfj.2023.100871.
• dos Santos Maciel, Leandro, 2023, "Brazilian stock-market efficiency before and after COVID-19: The roles of fractality and predictability," Global Finance Journal, Elsevier, volume 58, issue C, DOI: 10.1016/j.gfj.2023.100887.
• Barczy, Mátyás & K. Nedényi, Fanni & Sütő, László, 2023, "Probability equivalent level of Value at Risk and higher-order Expected Shortfalls," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 107-128, DOI: 10.1016/j.insmatheco.2022.11.004.
• Anderl, Christina & Caporale, Guglielmo Maria, 2023, "Nonlinearities in the exchange rate pass-through: The role of inflation expectations," International Economics, Elsevier, volume 173, issue C, pages 86-101, DOI: 10.1016/j.inteco.2022.10.003.
• Sweidan, Osama D. & Elbargathi, Khadiga, 2023, "Economic diversification in Saudi Arabia: Comparing the impact of oil prices, geopolitical risk, and government expenditures," International Economics, Elsevier, volume 175, issue C, pages 13-24, DOI: 10.1016/j.inteco.2023.05.003.
• Naimoli, Antonio, 2023, "The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach," International Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.inteco.2023.100459.
• Grobys, Klaus, 2023, "A multifractal model of asset (in)variances," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101767.
• Liang, Chao & Luo, Qin & Li, Yan & Huynh, Luu Duc Toan, 2023, "Global financial stress index and long-term volatility forecast for international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101825.
• Liang, Chao & Huynh, Luu Duc Toan & Li, Yan, 2023, "Market momentum amplifies market volatility risk: Evidence from China’s equity market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101856.
• Caporale, Guglielmo Maria & Kyriacou, Kyriacos & Spagnolo, Nicola, 2023, "Aggregate insider trading and stock market volatility in the UK," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101861.
• Fortin, Alain-Philippe & Simonato, Jean-Guy & Dionne, Georges, 2023, "Forecasting expected shortfall: Should we use a multivariate model for stock market factors?," International Journal of Forecasting, Elsevier, volume 39, issue 1, pages 314-331, DOI: 10.1016/j.ijforecast.2021.11.010.
• Billé, Anna Gloria & Gianfreda, Angelica & Del Grosso, Filippo & Ravazzolo, Francesco, 2023, "Forecasting electricity prices with expert, linear, and nonlinear models," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 570-586, DOI: 10.1016/j.ijforecast.2022.01.003.
• Olivares, Kin G. & Challu, Cristian & Marcjasz, Grzegorz & Weron, Rafał & Dubrawski, Artur, 2023, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 884-900, DOI: 10.1016/j.ijforecast.2022.03.001.
• Kohns, David & Bhattacharjee, Arnab, 2023, "Nowcasting growth using Google Trends data: A Bayesian Structural Time Series model," International Journal of Forecasting, Elsevier, volume 39, issue 3, pages 1384-1412, DOI: 10.1016/j.ijforecast.2022.05.002.
• komaki, Yasuyuki, 2023, "Why is the forecast error of quarterly GDP in Japan so large? – From an international comparison of quarterly GDP forecast situation," Japan and the World Economy, Elsevier, volume 66, issue C, DOI: 10.1016/j.japwor.2023.101192.
• Telg, Sean & Dubinova, Anna & Lucas, Andre, 2023, "Covid-19, credit risk management modeling, and government support," Journal of Banking & Finance, Elsevier, volume 147, issue C, DOI: 10.1016/j.jbankfin.2022.106638.
• Dimpfl, Thomas & Schweikert, Karsten, 2023, "Information shares for markets with partially overlapping trading hours," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106970.
• Lu, Hao & Osiyevskyy, Oleksiy & Liu, Xiaoyu, 2023, "Enhancer or stabilizer? Investigating the distinct impact of primary and secondary CSR on the level and variability of firm value," Journal of Business Research, Elsevier, volume 168, issue C, DOI: 10.1016/j.jbusres.2023.114210.
• Zila, Eric & Kukacka, Jiri, 2023, "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 366-391, DOI: 10.1016/j.jebo.2023.05.040.
• Brannlund, Johan & Dunbar, Geoffrey & Ellwanger, Reinhard & Krutkiewicz, Matthew, 2023, "Weather the storms? Resilience investment and production losses after hurricanes," Journal of Environmental Economics and Management, Elsevier, volume 122, issue C, DOI: 10.1016/j.jeem.2023.102890.
• Bandi, Federico M. & Bretscher, Lorenzo & Tamoni, Andrea, 2023, "Return predictability with endogenous growth," Journal of Financial Economics, Elsevier, volume 150, issue 3, DOI: 10.1016/j.jfineco.2023.103724.
• Baillie, Richard T. & Diebold, Francis X. & Kapetanios, George & Kim, Kun Ho, 2023, "A new test for market efficiency and uncovered interest parity," Journal of International Money and Finance, Elsevier, volume 130, issue C, DOI: 10.1016/j.jimonfin.2022.102765.
• Chen, Yong & Fang, Jing & Liu, Dingming, 2023, "The effects of Trump’s trade war on U.S. financial markets," Journal of International Money and Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jimonfin.2023.102842.
• Bathia, Deven & Demirer, Riza & Ferrer, Román & Raheem, Ibrahim D., 2023, "Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102948.
• Serletis, Apostolos & Xu, Libo, 2023, "Consumer preferences, the demand for Divisia money, and the welfare costs of inflation," Journal of Macroeconomics, Elsevier, volume 75, issue C, DOI: 10.1016/j.jmacro.2022.103490.
• Wei, Yu & Wang, Yizhi & Lucey, Brian M. & Vigne, Samuel A., 2023, "Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2022.100305.
• Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023, "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100285.
• Stewart, Shamar L. & Massa, Olga Isengildina & Hassman, Colburn & Leon, Maximo de, 2023, "ETP tracking of U.S. agricultural and energy markets," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2023.100344.
• Gaete, Michael & Herrera, Rodrigo, 2023, "Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100363.
• Simran, & Sharma, Anil Kumar, 2023, "Asymmetric impact of economic policy uncertainty on cryptocurrency market: Evidence from NARDL approach," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00298.
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• Amountzias, Chrysovalantis, 2023, "Do petrol prices rise faster than they fall? Evidence from the UK retail and wholesale petrol sectors," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00326.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Alhomaidi, Asem, 2023, "How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00333.
• Kayani, Umar Nawaz & Hassan, M. Kabir & Moussa, Faten & Hossain, Gazi Farid, 2023, "Oil in crisis: What can we learn," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00339.
• Orlowski, Lucjan T., 2023, "How susceptible is the European financial stability to economic policy uncertainty?," Journal of Policy Modeling, Elsevier, volume 45, issue 4, pages 864-875, DOI: 10.1016/j.jpolmod.2023.07.011.
• Khalid, Waqar & Civcir, Irfan & Özdeşer, Hüseyin & Iqbal, Javed, 2023, "The asymmetric impact of real exchange rate misalignment on growth dynamics in Turkey," Journal of Policy Modeling, Elsevier, volume 45, issue 6, pages 1184-1203, DOI: 10.1016/j.jpolmod.2023.10.003.
• Salisu, Afees A. & Adediran, Idris & Omoke, Philip C. & Tchankam, Jean Paul, 2023, "Gold and tail risks," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103154.
• Huang, Yisu & Xu, Weiju & Huang, Dengshi & Zhao, Chenchen, 2023, "Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103227.
• Swamy, Vighneswara & Lagesh, M.A., 2023, "Does happy Twitter forecast gold price?," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103299.
• Furuoka, Fumitaka & Yaya, OlaOluwa Simon & Ling, Pui Kiew & Al-Faryan, Mamdouh Abdulaziz Saleh & Islam, M. Nazmul, 2023, "Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103339.
• Jebabli, Ikram & Lahiani, Amine & Mefteh-Wali, Salma, 2023, "Quantile connectedness between CO2 emissions and economic growth in G7 countries," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103348.
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• Su, Chi Wei & Qin, Meng & Chang, Hsu-Ling & Țăran, Alexandra-Mădălina, 2023, "Which risks drive European natural gas bubbles? Novel evidence from geopolitics and climate," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103381.
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Transition risk, physical risk, and the realized volatility of oil and natural gas prices," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103383.
• Chen, Juan & Xiao, Zuoping & Bai, Jiancheng & Guo, Hongling, 2023, "Predicting volatility in natural gas under a cloud of uncertainties," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103436.
• Salisu, Afees A. & Ndako, Umar B. & Vo, Xuan Vinh, 2023, "Oil price and the Bitcoin market," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103437.
• Karmakar, Sayar & Gupta, Rangan & Cepni, Oguzhan & Rognone, Lavinia, 2023, "Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103438.
• Hasanov, Fakhri J. & Aliyev, Ruslan & Taskin, Dilvin & Suleymanov, Elchin, 2023, "Oil rents and non-oil economic growth in CIS oil exporters. The role of financial development," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103523.
• Martin-Valmayor, Miguel A. & Gil-Alana, Luis A. & Infante, Juan, 2023, "Energy prices in Europe. Evidence of persistence across markets," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103546.
• de Medeiros, Rennan Kertlly & da Silva Bejarano Aragón, Edilean Kleber & Besarria, Cássio da Nóbrega, 2023, "Effects of oil market sentiment on macroeconomic variables," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103642.
• Wang, Xiao-Qing & Wu, Tong & Zhong, Huaming & Su, Chi-Wei, 2023, "Bubble behaviors in nickel price: What roles do geopolitical risk and speculation play?," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103707.
• Wang, Xiao-Qing & Qin, Meng & Moldovan, Nicoleta-Claudia & Su, Chi-Wei, 2023, "Bubble behaviors in lithium price and the contagion effect: An industry chain perspective," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103725.
• Escribano, Ana & Koczar, Monika W. & Jareño, Francisco & Esparcia, Carlos, 2023, "Shock transmission between crude oil prices and stock markets," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103754.
• Salisu, Afees A. & Ogbonna, Ahamuefula E. & Vo, Xuan Vinh, 2023, "Oil tail risks and the realized variance of consumer prices in advanced economies," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103755.
• Li, Xin & Umar, Muhammad & Zhu, Cun-Bin & Oprean-Stan, Camelia, 2023, "Can geopolitical risk stably predict crude oil prices? A multi-dimensional perspective," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103785.
• Peng, Lijuan & Liang, Chao, 2023, "Sustainable development during the post-COVID-19 period: Role of crude oil," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103843.
• Baek, Jungho, 2023, "A new look at the crude oil shocks and trade nexus: Evidence from bilateral trade between Korea and its three largest partners," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.104015.
• Qian, Chenqi & Zhang, Tianding & Li, Jie, 2023, "The impact of international commodity price shocks on macroeconomic fundamentals: Evidence from the US and China," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103904.
• Chen, Xia & Ding, Haiyang, 2023, "Assessment of green economic development through the impacts of fossil fuels resources and education in China," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103910.
• Baek, Jungho, 2023, "Dynamic linkage between oil shocks and economic growth: New evidence from Alaska," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.104030.
• Liu, Haiying & Pata, Ugur Korkut & Zafar, Muhammad Wasif & Kartal, Mustafa Tevfik & Karlilar, Selin & Caglar, Abdullah Emre, 2023, "Do oil and natural gas prices affect carbon efficiency? Daily evidence from China by wavelet transform-based approaches," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.104039.
• Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2023, "Does market sentiment and global uncertainties influence ESG-oil nexus? A time-frequency analysis," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104130.
• Yu, Siming & Wang, Xun & Liu, Jiaming & Wei, Fang, 2023, "Role of mining waste trade on green development in China: Policy implications for circular economy," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104147.
• Virbickaitė, Audronė & Nguyen, Hoang & Tran, Minh-Ngoc, 2023, "Bayesian predictive distributions of oil returns using mixed data sampling volatility models," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104167.
• Araujo, Gustavo Silva & Gaglianone, Wagner Piazza, 2023, "Machine learning methods for inflation forecasting in Brazil: New contenders versus classical models," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 4, issue 2, DOI: 10.1016/j.latcb.2023.100087.
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• Chen, Ning & Li, Shaofang & Lu, Shuai, 2023, "The extreme risk connectedness of the global financial system: G7 and BRICS evidence," Journal of Multinational Financial Management, Elsevier, volume 69, issue C, DOI: 10.1016/j.mulfin.2023.100812.
• Narayan, Shivani & Kumar, Dilip & Bouri, Elie, 2023, "Systemically important financial institutions and drivers of systemic risk: Evidence from India," Pacific-Basin Finance Journal, Elsevier, volume 82, issue C, DOI: 10.1016/j.pacfin.2023.102155.
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• Schneider, Nicolas & Strielkowski, Wadim, 2023, "Modelling the unit root properties of electricity data—A general note on time-domain applications," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 618, issue C, DOI: 10.1016/j.physa.2023.128685.
• Raheem, Ibrahim D. & le Roux, Sara, 2023, "Geopolitical risks and tourism stocks: New evidence from causality-in-quantile approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 1-7, DOI: 10.1016/j.qref.2023.01.002.
• Vieira, Flávio Vilela & Silva, Cleomar Gomes da, 2023, "Looking for asymmetries between credit and output in the BRICS countries," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 39-52, DOI: 10.1016/j.qref.2022.12.010.
• Wang, Jying-Nan & Liu, Hung-Chun & Lee, Yen-Hsien & Hsu, Yuan-Teng, 2023, "FoMO in the Bitcoin market: Revisiting and factors," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 244-253, DOI: 10.1016/j.qref.2023.04.007.
• Gil-Alana, Luis A. & Infante, Juan & Martín-Valmayor, Miguel Angel, 2023, "Persistence and long run co-movements across stock market prices," The Quarterly Review of Economics and Finance, Elsevier, volume 89, issue C, pages 347-357, DOI: 10.1016/j.qref.2022.10.001.
• Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023, "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 178-189, DOI: 10.1016/j.qref.2023.06.003.
• Yunus, Nafeesa, 2023, "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 211-232, DOI: 10.1016/j.qref.2023.05.002.
• Isaenko, Sergey, 2023, "Trading strategies and the frequency of time-series," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 267-283, DOI: 10.1016/j.qref.2022.10.006.
• Gangopadhyay, Partha & Das, Narasingha & Alam, G.M. Monirul & Khan, Uzma & Haseeb, Mohammad & Hossain, Md. Emran, 2023, "Revisiting the carbon pollution-inhibiting policies in the USA using the quantile ARDL methodology: What roles can clean energy and globalization play?," Renewable Energy, Elsevier, volume 204, issue C, pages 710-721, DOI: 10.1016/j.renene.2023.01.048.
• Shang, Yunfeng & Zhu, Lingrou & Qian, Fangbin & Xie, Yani, 2023, "Role of green finance in renewable energy development in the tourism sector," Renewable Energy, Elsevier, volume 206, issue C, pages 890-896, DOI: 10.1016/j.renene.2023.02.124.
• Addison, Tony & Ghoshray, Atanu, 2023, "Discerning trends in international metal prices in the presence of nonstationary volatility," Resource and Energy Economics, Elsevier, volume 71, issue C, DOI: 10.1016/j.reseneeco.2022.101334.
• Yao, Youfu & Hong, Yun, 2023, "Can comment letters impact excess cash holdings? Evidence from China," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 900-922, DOI: 10.1016/j.iref.2022.11.003.
• Chen, Zhonglu & Zhang, Li & Weng, Chen, 2023, "Does climate policy uncertainty affect Chinese stock market volatility?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 369-381, DOI: 10.1016/j.iref.2022.11.030.
• Chen, Zhang-HangJian & Ren, Fei & Yang, Ming-Yuan & Lu, Feng-Zhi & Li, Sai-Ping, 2023, "Dynamic lead–lag relationship between Chinese carbon emission trading and stock markets under exogenous shocks," International Review of Economics & Finance, Elsevier, volume 85, issue C, pages 295-305, DOI: 10.1016/j.iref.2023.01.028.
• Yousaf, Imran & Pham, Linh & Goodell, John W., 2023, "Interconnectedness between healthcare tokens and healthcare stocks: Evidence from a quantile VAR approach," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 271-283, DOI: 10.1016/j.iref.2023.03.013.
• Li, Zepei & Huang, Haizhen, 2023, "Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 31-45, DOI: 10.1016/j.iref.2023.02.004.
• Li, Zhenghui & Mo, Bin & Nie, He, 2023, "Time and frequency dynamic connectedness between cryptocurrencies and financial assets in China," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 46-57, DOI: 10.1016/j.iref.2023.01.015.
• Peng, Wei, 2023, "The impact of oil and natural gas prices on overnight risk in exchange rates based on the MVMQ-CAViaR models," International Review of Economics & Finance, Elsevier, volume 86, issue C, pages 616-625, DOI: 10.1016/j.iref.2023.03.031.
• Lee, Chi-Chuan & Yu, Chin-Hsien & Zhang, Jian, 2023, "Heterogeneous dependence among cryptocurrency, green bonds, and sustainable equity: New insights from Granger-causality in quantiles analysis," International Review of Economics & Finance, Elsevier, volume 87, issue C, pages 99-109, DOI: 10.1016/j.iref.2023.04.027.
• Wu, Xinyu & He, Qizhi & Xie, Haibin, 2023, "Forecasting VIX with time-varying risk aversion," International Review of Economics & Finance, Elsevier, volume 88, issue C, pages 458-475, DOI: 10.1016/j.iref.2023.06.034.
• Assaf, Ata & Mokni, Khaled & Yousaf, Imran & Bhandari, Avishek, 2023, "Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2022.101821.
• Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "COVID-19 and stock returns: Evidence from the Markov switching dependence approach," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101882.
• Awijen, Haithem & Ben Zaied, Younes & Ben Lahouel, Béchir & Khlifi, Foued, 2023, "Machine learning for US cross-industry return predictability under information uncertainty," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101893.
• Wang, Yizhi & Wei, Yu & Lucey, Brian M. & Su, Yang, 2023, "Return spillover analysis across central bank digital currency attention and cryptocurrency markets," Research in International Business and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.ribaf.2023.101896.
• Ghosh, Bikramaditya & Bouri, Elie & Wee, Jung Bum & Zulfiqar, Noshaba, 2023, "Return and volatility properties: Stylized facts from the universe of cryptocurrencies and NFTs," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101945.
• He, Mengxi & Wang, Yudong & Zeng, Qing & Zhang, Yaojie, 2023, "Forecasting aggregate stock market volatility with industry volatilities: The role of spillover index," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101983.
• Monge, Manuel & Lazcano, Ana & Parada, José Luis, 2023, "Growth vs value investing: Persistence and time trend before and after COVID-19," Research in International Business and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.ribaf.2023.101984.
• Grobys, Klaus, 2023, "A Fractal and Comparative View of the Memory of Bitcoin and S&P 500 Returns," Research in International Business and Finance, Elsevier, volume 66, issue C, DOI: 10.1016/j.ribaf.2023.102021.
• Costi, Chiara & Hollingsworth, Bruce & O'Sullivan, Vincent & Zucchelli, Eugenio, 2023, "Does caring for others affect our mental health? Evidence from the COVID-19 pandemic," Social Science & Medicine, Elsevier, volume 321, issue C, DOI: 10.1016/j.socscimed.2023.115721.
• Ciarli, Tommaso & Coad, Alex & Moneta, Alessio, 2023, "Does exporting cause productivity growth? Evidence from Chilean firms," Structural Change and Economic Dynamics, Elsevier, volume 66, issue C, pages 228-239, DOI: 10.1016/j.strueco.2023.04.015.
• Yousaf, Imran & Jareño, Francisco & Tolentino, Marta, 2023, "Connectedness between Defi assets and equity markets during COVID-19: A sector analysis," Technological Forecasting and Social Change, Elsevier, volume 187, issue C, DOI: 10.1016/j.techfore.2022.122174.
• Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Ghosh, Sudeshna & Doğan, Buhari, 2023, "Dynamic effect of Bitcoin, fintech and artificial intelligence stocks on eco-friendly assets, Islamic stocks and conventional financial markets: Another look using quantile-based approaches," Technological Forecasting and Social Change, Elsevier, volume 192, issue C, DOI: 10.1016/j.techfore.2023.122566.
• Li, Zheng & Zeng, Jingjing & Hensher, David A., 2023, "An efficient approach to structural breaks and the case of automobile gasoline consumption in Australia," Transportation Research Part A: Policy and Practice, Elsevier, volume 169, issue C, DOI: 10.1016/j.tra.2023.103594.
• Yunjong Eo & James Morley, 2023, "Does the Survey of Professional Forecasters Help Predict the Shape of Recessions in Real Time? ," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-24, May.
• Viet Hoang Dinh & Didier Nibbering & Benjamin Wong, 2023, "Random Subspace Local Projections," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-34, Jul.
• Daniel Buncic & Adrian Pagan & Tim Robinson, 2023, "Recovering Stars in Macroeconomics," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-43, Sep.
• Leo Krippner, 2023, "Estimating and Applying Autoregression Models via Their Eigensystem Representation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2023-47, Oct.
• Cesar Ramos, 2023, "Machine Learning Insights into Bolivia’s Economic Downturns," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 2, pages 5-33, December.
• Osmar Bolivar & Christian Huanto, 2023, "Geopolitical Risk Shocks: Macroeconomic Effects in Bolivia, Chile, and Peru," Cuadernos de Investigación Económica Boliviana, Ministerio de Economía y Finanzas Públicas de Bolivia, volume 6, issue 2, pages 62-83, December.
• Gabriel Montes-Rojas & Nicolás Bertholet, 2023, "When are devaluations more contractionary? A quantile VAR estimation for Argentina," Chapters, Edward Elgar Publishing, chapter 8, in: Fernando Toledo & Louis-Philippe Rochon, "Monetary Policy Challenges in Latin America".
• Ivana Lolić & Petar Sorić & Marija LogaruÅ¡ić, 2023, "A sectoral perspective on the persistence of economic sentiment: mere transitory effect or a long memory process?," Review of Keynesian Economics, Edward Elgar Publishing, volume 11, issue 3, pages 328-349, July.
• Killian Pluzanski & Jean-Luc Prigent, 2023, "Risk management of margin based portfolio strategies for dynamic portfolio insurance with minimum market exposure," Thema Working Papers, THEMA (Théorie Economique, Modélisation et Applications), CY Cergy-Paris University, ESSEC and CNRS, number 2023-22.
• Malihe Ashena & Hamid Laal Khezri & Ghazal Shahpari, 2023, "Investigation into the dynamic relationships between global economic uncertainty and price volatilities of commodities, raw materials, and energy," Applied Economic Analysis, Emerald Group Publishing Limited, volume 32, issue 94, pages 23-40, November, DOI: 10.1108/AEA-06-2023-0207.
• Peter C. B. Phillips, 2023, "Discrete Fourier Transforms of Fractional Processes with Econometric Applications," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A001.
• Xiaohu Wang & Weilin Xiao & Jun Yu, 2023, "Asymptotic Properties of the Least Squares Estimator in Local to Unity Processes with Fractional Gaussian Noise," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A002.
• Uwe Hassler & Mehdi Hosseinkouchack, 2023, "Powerful Self-Normalizing Tests for Stationarity Against the Alternative of a Unit Root," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A003.
• Han-Ying Liang & Yu Shen & Qiying Wang, 2023, "Functional-Coefficient Cointegrating Regression with Endogeneity," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A005.