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

2022

• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "A New Test for Market Efficiency and Uncovered Interest Parity," NBER Working Papers, National Bureau of Economic Research, Inc, number 30638, Nov.
• Dobronravova, E., 2022, "Industry effects of monetary policy in Russia: Econometric analysis," Journal of the New Economic Association, New Economic Association, volume 55, issue 3, pages 45-60, DOI: 10.31737/2221-2264-2022-55-3-3.
• Jelena Basaric, 2022, "European government green bonds: analysis of yield behaviour determinants," Working Papers Bulletin, National Bank of Serbia, number 11, Sep.
• Bhattacharjee, Arnab & Kohns, David, 2022, "Nowcasting Growth using Google Trends Data: A Bayesian Structural Time Series Model," National Institute of Economic and Social Research (NIESR) Discussion Papers, National Institute of Economic and Social Research, number 538, May.
• Richard Gerlach & Chao Wang, 2022, "Bayesian Semi-Parametric Realized Conditional Autoregressive Expectile Models for Tail Risk Forecasting
  [On the Estimation of Production Frontiers: Maximum Likelihood Estimation of the Parameters of a Discontinuous Density Function]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 105-138.
• Christian M Dahl & Emma M Iglesias, 2022, "The Tail Behavior due to the Presence of the Risk Premium in AR-GARCH-in-Mean, GARCH-AR, and Double-Autoregressive-in-Mean Models
  [Stock Returns and Volatility]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 139-159.
• Yannick Hoga, 2022, "Limit Theory for Forecasts of Extreme Distortion Risk Measures and Expectiles
  [Coherent Measures of Risk]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 1, pages 18-44.
• Tim Bollerslev, 2022, "Realized Semi(co)variation: Signs That All Volatilities are Not Created Equal
  [Vulnerable Growth]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 219-252.
• Genaro Sucarrat & Steffen Grønneberg, 2022, "Risk Estimation with a Time-Varying Probability of Zero Returns
  [On the Coherence of Expected Shortfall]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 278-309.
• Rong Jiang & Xueping Hu & Keming Yu, 2022, "Single-Index Expectile Models for Estimating Conditional Value at Risk and Expected Shortfall
  [Coherent Measures of Risk]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 2, pages 345-366.
• Arnaud Dufays & Elysee Aristide Houndetoungan & Alain Coën, 2022, "Selective Linear Segmentation for Detecting Relevant Parameter Changes
  [Risks and Portfolio Decisions Involving Hedge Funds]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 4, pages 762-805.
• Mikkel Bennedsen & Asger Lunde & Mikko S Pakkanen, 2022, "Decoupling the Short- and Long-Term Behavior of Stochastic Volatility
  [Multifactor Approximation of Rough Volatility Models]," Journal of Financial Econometrics, Oxford University Press, volume 20, issue 5, pages 961-1006.
• Jennifer L. Castle & David F. Hendry & Andrew B. Martinez, 2022, "The historical role of energy in UK inflation and productivity and implications for price inflation in 2022," Economics Series Working Papers, University of Oxford, Department of Economics, number 983, Sep.
• Covri Rivera, Daniele, 2022, "La elasticidad de la demanda de exportaciones ecuatorianas en el periodo dolarizado
  [The elasticity of demand for Ecuadorian exports in the dollarized period]," Revista de Métodos Cuantitativos para la Economía y la Empresa = Journal of Quantitative Methods for Economics and Business Administration, Universidad Pablo de Olavide, Department of Quantitative Methods for Economics and Business Administration, volume 34, issue 1, pages 387-414, December, DOI: https://doi.org/10.46661/revmetodos.
• Efrem Castelnuovo, 2022, "Uncertainty Before and During COVID-19: A Survey," "Marco Fanno" Working Papers, Dipartimento di Scienze Economiche "Marco Fanno", number 0279, Jun.
• Sargis Karavardanyan, 2022, "Short-Term Harm, Long-Term Prosperity? Democracy, Corruption and Foreign Direct Investments in Sino-African Economic Relations," Comparative Economic Studies, Palgrave Macmillan;Association for Comparative Economic Studies, volume 64, issue 3, pages 417-486, September, DOI: 10.1057/s41294-021-00176-x.
• Ben Brewer & Karen Smith Conway & Deniz Ozabaci & Robert S. Woodward, 2022, "US Health Care Expenditures, GDP and Health Policy Reforms: Evidence from End-of-Sample Structural Break Tests," Eastern Economic Journal, Palgrave Macmillan;Eastern Economic Association, volume 48, issue 4, pages 451-487, October, DOI: 10.1057/s41302-022-00218-x.
• Fernando Eguren-Martin & Andrej Sokol, 2022, "Attention to the Tail(s): Global Financial Conditions and Exchange Rate Risks," IMF Economic Review, Palgrave Macmillan;International Monetary Fund, volume 70, issue 3, pages 487-519, September, DOI: 10.1057/s41308-022-00160-0.
• Peter Warr, 2022, "Research and productivity in Indonesian agriculture," Departmental Working Papers, The Australian National University, Arndt-Corden Department of Economics, number 2022-02.
• Pablo Pincheira Brown, 2022, "A Power Booster Factor for Out-of-Sample Tests of Predictability," Revista Economía, Fondo Editorial - Pontificia Universidad Católica del Perú, volume 45, issue 89, pages 150-183.
• Marlon Fritz & Thomas Gries & Lukas Wiechers, 2022, "An Early Indicator for Anomalous Stock Market Performance," Working Papers CIE, Paderborn University, CIE Center for International Economics, number 153, Dec.
• Francis X. Diebold & Maximilian Gobel, 2022, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-002, Jan.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "On Robust Inference in Time Series Regression," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-012, Mar.
• Francis X. Diebold & Maximilian Gobel & Philippe Goulet Coulombe, 2022, "Assessing and Comparing Fixed-Target Forecasts of Arctic Sea Ice:Glide Charts for Feature-Engineered Linear Regression and Machine Learning Models," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-028, Jun.
• Richard T. Baillie & Francis X. Diebold & George Kapetanios & Kun Ho Kim, 2022, "A New Test forMarket Efficiency and Uncovered Interest Parity," PIER Working Paper Archive, Penn Institute for Economic Research, Department of Economics, University of Pennsylvania, number 22-029, Nov.
• Maria Kovacova & Lenka Hrosova & Pavol Durana & Jakub Horak, 2022, "Earnings management model for Visegrad Group as an immanent part of creative accounting," Oeconomia Copernicana, Institute of Economic Research, volume 13, issue 4, pages 1143-1176, December, DOI: 10.24136/oc.2022.033.
• Syed Ateeb Akhter Shah & Muhammad Ishtiaq & Sumbal Qureshi & Kaneez Fatima, 2022, "Inflation Forecasting for Pakistan in a Data-rich Environment (Article)," The Pakistan Development Review, Pakistan Institute of Development Economics, volume 61, issue 4, pages 643-658.
• Yanbo Liu & Peter C. B. Phillips & Jun Yu, 2022, "A Panel Clustering Approach to Analyzing Bubble Behavior," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2323, Feb.
• Shuping Shi & Peter C. B. Phillips, 2022, "Econometric Analysis of Asset Price Bubbles," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2331, Jun.
• Qiying Wang & Peter C. B. Phillips, 2022, "A General Limit Theory for Nonlinear Functionals of Nonstationary Time Series," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2337, Jul.
• Yiu Lim Lui & Jun Yu & Peter C. B. Phillips, 2022, "Robust Testing for Explosive Behavior with Strongly Dependent Errors," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2350, Oct.
• Emmanuel De Veirman, 2022, "How Does the Phillips Curve Slope Vary with Repricing Rates?," Working Papers, DNB, number 735, Jan.
• SOSA-CASTRO, Miriam, 2022, "Equity Market Volatility Impact On S&P 500 Sector Indexes, 1989-2021," Applied Econometrics and International Development, Euro-American Association of Economic Development, volume 22, issue 1, pages 39-60.
• Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2022, "Temporal networks in the analysis of financial contagion," Working Paper Series, European Central Bank, number 2667, Jun.
• Prashant Sharma & Prashant Gupta & Dinesh Kumar Sharma & Gaurav Agarwal, 2022, "Investigating the Efficiency of Bitcoin Futures in Price Discovery," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 3, pages 104-109, May.
• Okey O. Ovat & Rimamtanung Nyiputen Ishaku & Malachy Ashywel Ugbaka & Eugene Okoi Ifere, 2022, "Monetary Policy Rate and Economic Growth in Nigeria," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 3, pages 53-59, May.
• Malika Neifar & Niazi Kammoun, 2022, "Revisit of Tunisia s Money Demand Function: What About Oil Price and Exchange Rate Effects?," International Journal of Economics and Financial Issues, Econjournals, volume 12, issue 5, pages 106-116, September.
• Atif Khan Jadoon & Ambreen Sarwar & Hafiz Muhammad Qasim & Maria Faiq Javaid & Saima Liaqat & Munazza Ahmed, 2022, "Some Methodological Considerations for the relationship between Environmental Degradation, Economic Growth and Energy Consumption for South Asian Countries," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 365-372.
• Shahriyar Mukhtarov, 2022, "The Relationship between Renewable Energy Consumption and Economic Growth in Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 416-419.
• Daniel Mburamatare & William K. Gboney & Jean De Dieu Hakizimana & Fidel Mutemberezi, 2022, "Analyzing and Forecasting Electricity Consumption in Energy-intensive Industries in Rwanda," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 1, pages 483-493.
• Pavlos Stamatiou, 2022, "Modeling Electricity Consumption for Growth in an Open Economy," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 154-163, March.
• Shazia Kousar & Iqra Khalid & Farhan Ahmed & Jose Pedro Ramos-Requena, 2022, "Asymmetric Effect of Oil Prices on Export Performance: The Role of Export Financing Schemes in Pakistan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 188-197, March.
• Daniel Morais de Souza & Rogerio Silva de Mattos & Alexandre Zanini, 2022, "Estimating Elasticities for the Residential Demand of Electricity in Brazil Using Cointegration Models," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 315-324, March.
• Daniel Mburamatare & William K. Gboney & Jean De Dieu Hakizimana & Fidel Mutemberezi, 2022, "Effects of Industrialization, Technology and Labor efficiency on Electricity Consumption: Panel Data Experience of Rwanda, Tanzania and Kenya," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 349-359, March.
• Adi Wijaya & Muhammad Awaluddin & A. Erwin Kurniawan, 2022, "The Essence of Fuel and Energy Consumptions to Stimulate MSMEs Industries and Exports: An Empirical Story for Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 386-393, March.
• Tarek Bouazizi & Fatma Mrad & Arafet Hamida & Sawsen Nafti, 2022, "Effects of Conditional Oil Volatility on Exchange Rate and Stock Markets Returns," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 2, pages 53-71, March.
• Nyiko Worship Hlongwane & Olebogeng David Daw & Leeto Shogole & Selinah Ribese, 2022, "Exchange Rate Volatility and Oil Prices in South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 315-322, May.
• Famil Majidli, 2022, "The Effects of Oil Prices and Oil Production on Non-Oil Exports in an Oil-Rich Country: The Case of Dutch Disease Symptom in Azerbaijan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 32-40, May.
• Muhammad Hasnain Khalid & Ihtisham ul Haq & Dilawar Khan & Khurram Abbas, 2022, "Exploring the Impact of Economic Structure on Carbon Emissions: A Case Study of Pakistan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 425-431, May.
• Dinmukhamed Kelesbayev & Kundyz Myrzabekkyzy & Artur Bolganbayev & Sabit Baimaganbetov, 2022, "The Effects of the Oil Price Shock on Inflation: The Case of Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 3, pages 477-481, May.
• Wongtawan Uthumrat, 2022, "Dynamic Relationship between the Return of Gold, Crude Oil, and the Stock Exchange of Thailand Based on a Vector Autoregressive Model," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 350-356, July.
• Desire SEKANABO & Elias Nyandwi & Hakizimana Khan Jean de Dieu & Valerie M. Thomas, 2022, "The Relationship between GDP and Biomass Energy Per Capita in Sub-Saharan Africa," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 4, pages 528-541, July.
• Koushik Mandal & Radhika Prosad Datta, 2022, "Analysing Time-frequency Relationship between Oil price and Sectoral Indices in India using Wavelet Techniques," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 192-201, September.
• Erdal Dursun, 2022, "The Nexus among Civil Aviation, Energy Performance Efficiency and GDP in terms of Ecological Footprint: Evidence from France and Finland," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 5, pages 243-251, September.
• Kundyz Myrzabekkyzy & Bektur Keneshbayev & Dina I. Razakova & Indira Kenzhebekova & Zhansulu Pirmanova, 2022, "Analysis of Causality Relationship Between the Economic Growth and the Energy Production and Technological Investments in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 123-126, November.
• Artur Bolganbayev & Baltaim Sabenova & Gulmira Mombekova & Gulnur Sultankhanova & Tazhibayeva Raikhan Musamatovna, 2022, "The Effect of Electricity Generation, Thermal Energy Production, Fixed Capital Investment, and Consumer Price Index on Economic Growth in Kazakhstan," International Journal of Energy Economics and Policy, Econjournals, volume 12, issue 6, pages 67-72, November.
• Merike Kukk & Alari Paulus & Nicolas Reigl, 2022, "Credit market concentration and systemic risk in Europe," Bank of Estonia Working Papers, Bank of Estonia, number wp2022-4, Mar, revised 24 Mar 2022, DOI: 10.23656/25045520/042022/0194.
• Vicente Esteve & María A. Prats, 2022, "Can a country borrow forever? The unsustainable trajectory of international debt: the case of Spain," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2202, Mar.
• Vicente Esteve & María A. Prats, 2022, "Testing explosive bubbles with time-varying volatility: The case of the Spanish public debt, 1850?2021," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2205, Sep.
• Simionescu, Mihaela, 2022, "Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth," Applied Energy, Elsevier, volume 322, issue C, DOI: 10.1016/j.apenergy.2022.119489.
• Wichitaksorn, Nuttanan, 2022, "Analyzing and forecasting Thai macroeconomic data using mixed-frequency approach," Journal of Asian Economics, Elsevier, volume 78, issue C, DOI: 10.1016/j.asieco.2021.101421.
• Behera, Harendra Kumar & Patra, Michael Debabrata, 2022, "Measuring trend inflation in India," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101474.
• Genc, Ismail H., 2022, "Are Indian Subcontinent remittance markets connected to each other?," Journal of Asian Economics, Elsevier, volume 80, issue C, DOI: 10.1016/j.asieco.2022.101476.
• Vogl, Markus, 2022, "Controversy in financial chaos research and nonlinear dynamics: A short literature review," Chaos, Solitons & Fractals, Elsevier, volume 162, issue C, DOI: 10.1016/j.chaos.2022.112444.
• Pfarrhofer, Michael, 2022, "Modeling tail risks of inflation using unobserved component quantile regressions," Journal of Economic Dynamics and Control, Elsevier, volume 143, issue C, DOI: 10.1016/j.jedc.2022.104493.
• Sunal, Onur, 2022, "The efficiency of primary sovereign bond markets in Turkey: The so-called Fisher puzzle reconsidered," Economic Analysis and Policy, Elsevier, volume 73, issue C, pages 255-261, DOI: 10.1016/j.eap.2021.12.002.
• Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022, "China’s trade in services and role of the exchange rate: An asymmetric analysis," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 747-757, DOI: 10.1016/j.eap.2022.04.006.
• Long, Shaobo & Zhang, Rui, 2022, "The asymmetric effects of international oil prices, oil price uncertainty and income on urban residents’ consumption in China," Economic Analysis and Policy, Elsevier, volume 74, issue C, pages 789-805, DOI: 10.1016/j.eap.2022.04.008.
• Xu, Jia & Bahmani-Oskooee, Mohsen & Karamelikli, Huseyin, 2022, "China’s trade in services and asymmetric J-curve," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 204-210, DOI: 10.1016/j.eap.2022.08.005.
• Chowdhury, Kushal Banik & Garg, Bhavesh, 2022, "Has COVID-19 intensified the oil price–exchange rate nexus?," Economic Analysis and Policy, Elsevier, volume 76, issue C, pages 280-298, DOI: 10.1016/j.eap.2022.08.013.
• Naimoli, Antonio & Gerlach, Richard & Storti, Giuseppe, 2022, "Improving the accuracy of tail risk forecasting models by combining several realized volatility estimators," Economic Modelling, Elsevier, volume 107, issue C, DOI: 10.1016/j.econmod.2021.105701.
• Demetrescu, Matei & Kusin, Vladimir & Salish, Nazarii, 2022, "Testing for no cointegration in vector autoregressions with estimated degree of fractional integration," Economic Modelling, Elsevier, volume 108, issue C, DOI: 10.1016/j.econmod.2021.105694.
• Jeong, Minsoo, 2022, "Modelling persistent stationary processes in continuous time," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105776.
• Wang, Tianyi & Liang, Fang & Huang, Zhuo & Yan, Hong, 2022, "Do realized higher moments have information content? - VaR forecasting based on the realized GARCH-RSRK model," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105781.
• Jang, Hyuna & Kim, Jong-Min & Noh, Hohsuk, 2022, "Vine copula Granger causality in mean," Economic Modelling, Elsevier, volume 109, issue C, DOI: 10.1016/j.econmod.2022.105798.
• Bucci, Andrea & Ciciretti, Vito, 2022, "Market regime detection via realized covariances," Economic Modelling, Elsevier, volume 111, issue C, DOI: 10.1016/j.econmod.2022.105832.
• Donayre, Luiggi, 2022, "On the behavior of Okun's law across business cycles," Economic Modelling, Elsevier, volume 112, issue C, DOI: 10.1016/j.econmod.2022.105858.
• Alanya-Beltran, Willy, 2022, "Unit roots in lower-bounded series with outliers," Economic Modelling, Elsevier, volume 115, issue C, DOI: 10.1016/j.econmod.2022.105984.
• Li, Zijian & Meng, Qiaoyu, 2022, "Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101565.
• Chen, Qitong & Zhu, Huiming & Yu, Dongwei & Hau, Liya, 2022, "How does investor attention matter for crude oil prices and returns? Evidence from time-frequency quantile causality analysis," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101581.
• Wang, Yijing & Geng, Xueqing & Guo, Kun, 2022, "The influence of international oil price fluctuation on the exchange rate of countries along the “Belt and Road”," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101588.
• Salisu, Afees A. & Gupta, Rangan & Pierdzioch, Christian, 2022, "Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆," The North American Journal of Economics and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.najef.2021.101620.
• Mokni, Khaled & Bouteska, Ahmed & Nakhli, Mohamed Sahbi, 2022, "Investor sentiment and Bitcoin relationship: A quantile-based analysis," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101657.
• Plakandaras, Vasilios & Gupta, Rangan & Balcilar, Mehmet & Ji, Qiang, 2022, "Evolving United States stock market volatility: The role of conventional and unconventional monetary policies," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101666.
• Santos, Douglas G. & Candido, Osvaldo & Tófoli, Paula V., 2022, "Forecasting risk measures using intraday and overnight information," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101669.
• Çelik, İsmail & Sak, Ahmet Furkan & Höl, Arife Özdemir & Vergili, Gizem, 2022, "The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101670.
• Zhang, Xu & Ding, Zhijing & Hang, Jianqin & He, Qizhi, 2022, "How do stock price indices absorb the COVID-19 pandemic shocks?," The North American Journal of Economics and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.najef.2022.101672.
• Zhu, Huiming & Chen, Yiwen & Ren, Yinghua & Xing, Zhanming & Hau, Liya, 2022, "Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives," The North American Journal of Economics and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.najef.2022.101698.
• Jiang, Yong & Ren, Yi-Shuai & Narayan, Seema & Ma, Chao-Qun & Yang, Xiao-Guang, 2022, "Heterogeneity dependence between oil prices and exchange rate: Evidence from a parametric test of Granger causality in quantiles," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101711.
• Dash, Saumya Ranjan & Maitra, Debasish, 2022, "The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101712.
• Yi, Yongsheng & He, Mengxi & Zhang, Yaojie, 2022, "Out-of-sample prediction of Bitcoin realized volatility: Do other cryptocurrencies help?," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101731.
• Caporin, Massimiliano & Poli, Francesco, 2022, "News and intraday jumps: Evidence from regularization and class imbalance," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101743.
• Nonejad, Nima, 2022, "Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility," The North American Journal of Economics and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.najef.2022.101751.
• Fasanya, Ismail & Adekoya, Oluwasegun & Oyewole, Oluwatomisin & Adegboyega, Soliu, 2022, "Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares," The North American Journal of Economics and Finance, Elsevier, volume 63, issue C, DOI: 10.1016/j.najef.2022.101830.
• Panel, Sophie & Pietri, Antoine, 2022, "God did not save the kings: Environmental consequences of the 1982 Falklands War," Ecological Economics, Elsevier, volume 201, issue C, DOI: 10.1016/j.ecolecon.2022.107580.
• Bógalo, Juan & Llada, Martín & Poncela, Pilar & Senra, Eva, 2022, "Seasonality in COVID-19 times," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110206.
• Jeong, Minsoo, 2022, "Consistent estimation of drift parameter in diffusion model with misspecified volatility function," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110237.
• Milunovich, George, 2022, "Assessing the connectedness between Proof of Work and Proof of Stake/Other digital coins," Economics Letters, Elsevier, volume 211, issue C, DOI: 10.1016/j.econlet.2021.110243.
• Skrobotov, Anton, 2022, "On robust testing for trend," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110276.
• Li, Li & Tu, Yundong, 2022, "The varying spillover of U.S. systemic risk: A functional-coefficient cointegration approach," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110306.
• Cepni, Oguzhan & Demirer, Riza & Rognone, Lavinia, 2022, "Hedging climate risks with green assets," Economics Letters, Elsevier, volume 212, issue C, DOI: 10.1016/j.econlet.2022.110312.
• Diebold, Francis X. & Göbel, Maximilian, 2022, "A benchmark model for fixed-target Arctic sea ice forecasting," Economics Letters, Elsevier, volume 215, issue C, DOI: 10.1016/j.econlet.2022.110478.
• Zhang, Congshan & Li, Jia & Bollerslev, Tim, 2022, "Occupation density estimation for noisy high-frequency data," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 189-211, DOI: 10.1016/j.jeconom.2020.05.013.
• Zhang, Xingfa & Zhang, Rongmao & Li, Yuan & Ling, Shiqing, 2022, "LADE-based inferences for autoregressive models with heavy-tailed G-GARCH(1, 1) noise," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 228-240, DOI: 10.1016/j.jeconom.2020.06.011.
• Cavaliere, Giuseppe & Nielsen, Heino Bohn & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2022, "Bootstrap inference on the boundary of the parameter space, with application to conditional volatility models," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 241-263, DOI: 10.1016/j.jeconom.2020.05.006.
• Lieberman, Offer & Phillips, Peter C.B., 2022, "Understanding temporal aggregation effects on kurtosis in financial indices," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 25-46, DOI: 10.1016/j.jeconom.2020.07.035.
• Asai, Manabu & Chang, Chia-Lin & McAleer, Michael, 2022, "Realized matrix-exponential stochastic volatility with asymmetry, long memory and higher-moment spillovers," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 285-304, DOI: 10.1016/j.jeconom.2021.06.008.
• Wan, Phyllis & Davis, Richard A., 2022, "Goodness-of-fit testing for time series models via distance covariance," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 4-24, DOI: 10.1016/j.jeconom.2020.05.008.
• Francq, Christian & Zakoïan, Jean-Michel, 2022, "Testing the existence of moments for GARCH processes," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 47-64, DOI: 10.1016/j.jeconom.2020.05.009.
• Blasques, Francisco & Koopman, Siem Jan & Nientker, Marc, 2022, "A time-varying parameter model for local explosions," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 65-84, DOI: 10.1016/j.jeconom.2021.05.008.
• Demetrescu, Matei & Georgiev, Iliyan & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2022, "Testing for episodic predictability in stock returns," Journal of Econometrics, Elsevier, volume 227, issue 1, pages 85-113, DOI: 10.1016/j.jeconom.2020.01.001.
• Blasques, Francisco & van Brummelen, Janneke & Koopman, Siem Jan & Lucas, André, 2022, "Maximum likelihood estimation for score-driven models," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 325-346, DOI: 10.1016/j.jeconom.2021.06.003.
• Demetrescu, Matei & Rodrigues, Paulo M.M., 2022, "Residual-augmented IVX predictive regression," Journal of Econometrics, Elsevier, volume 227, issue 2, pages 429-460, DOI: 10.1016/j.jeconom.2020.11.007.
• Chen, Xiaohong & Xiao, Zhijie & Wang, Bo, 2022, "Copula-based time series with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 228, issue 1, pages 127-155, DOI: 10.1016/j.jeconom.2020.10.008.
• Chen, Cathy Yi-Hsuan & Härdle, Wolfgang Karl & Klochkov, Yegor, 2022, "SONIC: SOcial Network analysis with Influencers and Communities," Journal of Econometrics, Elsevier, volume 228, issue 2, pages 177-220, DOI: 10.1016/j.jeconom.2021.02.008.
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• Tu, Yundong & Wang, Ying, 2022, "Spurious functional-coefficient regression models and robust inference with marginal integration," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 396-421, DOI: 10.1016/j.jeconom.2020.12.010.
• Li, Yingying & Liu, Guangying & Zhang, Zhiyuan, 2022, "Volatility of volatility: Estimation and tests based on noisy high frequency data with jumps," Journal of Econometrics, Elsevier, volume 229, issue 2, pages 422-451, DOI: 10.1016/j.jeconom.2021.02.007.
• Chen, Li & Gao, Jiti & Vahid, Farshid, 2022, "Global temperatures and greenhouse gases: A common features approach," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 240-254, DOI: 10.1016/j.jeconom.2021.04.003.
• Tu, Yundong & Liang, Han-Ying & Wang, Qiying, 2022, "Nonparametric inference for quantile cointegrations with stationary covariates," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 453-482, DOI: 10.1016/j.jeconom.2021.06.002.
• Wang, Bin & Zheng, Xu, 2022, "Testing for the presence of jump components in jump diffusion models," Journal of Econometrics, Elsevier, volume 230, issue 2, pages 483-509, DOI: 10.1016/j.jeconom.2021.06.005.
• Bollerslev, Tim & Medeiros, Marcelo C. & Patton, Andrew J. & Quaedvlieg, Rogier, 2022, "From zero to hero: Realized partial (co)variances," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 348-360, DOI: 10.1016/j.jeconom.2021.04.013.
• Inoue, Atsushi & Kilian, Lutz, 2022, "Joint Bayesian inference about impulse responses in VAR models," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 457-476, DOI: 10.1016/j.jeconom.2021.05.010.
• Aruoba, S. Borağan & Mlikota, Marko & Schorfheide, Frank & Villalvazo, Sergio, 2022, "SVARs with occasionally-binding constraints," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 477-499, DOI: 10.1016/j.jeconom.2021.07.013.
• Diebold, Francis X. & Rudebusch, Glenn D., 2022, "Probability assessments of an ice-free Arctic: Comparing statistical and climate model projections," Journal of Econometrics, Elsevier, volume 231, issue 2, pages 520-534, DOI: 10.1016/j.jeconom.2020.12.007.
• Korobilis, Dimitris, 2022, "A new algorithm for structural restrictions in Bayesian vector autoregressions," European Economic Review, Elsevier, volume 148, issue C, DOI: 10.1016/j.euroecorev.2022.104241.
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• Hamermesh, Daniel S. & Pfann, Gerard A., 2022, "The variability and volatility of sleep: An ARCHetypal behavior," Economics & Human Biology, Elsevier, volume 47, issue C, DOI: 10.1016/j.ehb.2022.101175.
• da Silva, Tarciso Gouveia & de Carvalho Guillén, Osmani Teixeira & Morcerf, George Augusto Noronha & de Melo Modenesi, Andre, 2022, "Effects of monetary policy news on financial assets: Evidence from Brazil on a bivariate VAR-GARCH model (2006–17)," Emerging Markets Review, Elsevier, volume 52, issue C, DOI: 10.1016/j.ememar.2022.100916.
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• Pincheira-Brown, Pablo & Bentancor, Andrea & Hardy, Nicolás & Jarsun, Nabil, 2022, "Forecasting fuel prices with the Chilean exchange rate: Going beyond the commodity currency hypothesis," Energy Economics, Elsevier, volume 106, issue C, DOI: 10.1016/j.eneco.2021.105802.
• Tiwari, Aviral Kumar & Abakah, Emmanuel Joel Aikins & Karikari, Nana Kwasi & Hammoudeh, Shawkat, 2022, "Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105891.
• Janda, Karel & Kristoufek, Ladislav & Zhang, Binyi, 2022, "Return and volatility spillovers between Chinese and U.S. clean energy related stocks," Energy Economics, Elsevier, volume 108, issue C, DOI: 10.1016/j.eneco.2022.105911.
• Szczygielski, Jan Jakub & Brzeszczyński, Janusz & Charteris, Ailie & Bwanya, Princess Rutendo, 2022, "The COVID-19 storm and the energy sector: The impact and role of uncertainty," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2021.105258.
• Akyildirim, Erdinc & Cepni, Oguzhan & Molnár, Peter & Uddin, Gazi Salah, 2022, "Connectedness of energy markets around the world during the COVID-19 pandemic," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105900.
• Luo, Keyu & Guo, Qiang & Li, Xiafei, 2022, "Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105947.
• Cai, Yifei & Zhang, Dongna & Chang, Tsangyao & Lee, Chien-Chiang, 2022, "Macroeconomic outcomes of OPEC and non-OPEC oil supply shocks in the euro area," Energy Economics, Elsevier, volume 109, issue C, DOI: 10.1016/j.eneco.2022.105975.
• Berner, Anne & Bruns, Stephan & Moneta, Alessio & Stern, David I., 2022, "Do energy efficiency improvements reduce energy use? Empirical evidence on the economy-wide rebound effect in Europe and the United States," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105939.
• Yuan, Di & Li, Sufang & Li, Rong & Zhang, Feipeng, 2022, "Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis," Energy Economics, Elsevier, volume 110, issue C, DOI: 10.1016/j.eneco.2022.105972.
• Kassouri, Yacouba, 2022, "Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106006.
• Pal, Debdatta & Mitra, Subrata K., 2022, "Do airfares respond asymmetrically to fuel price changes? A multiple threshold nonlinear ARDL model," Energy Economics, Elsevier, volume 111, issue C, DOI: 10.1016/j.eneco.2022.106113.
• Serafin, Tomasz & Marcjasz, Grzegorz & Weron, Rafał, 2022, "Trading on short-term path forecasts of intraday electricity prices," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106125.
• Shao, Mingao & Hua, Yongjun, 2022, "Price discovery efficiency of China's crude oil futures: Evidence from the Shanghai crude oil futures market," Energy Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.eneco.2022.106172.
• Akyildirim, Erdinc & Cepni, Oguzhan & Pham, Linh & Uddin, Gazi Salah, 2022, "How connected is the agricultural commodity market to the news-based investor sentiment?," Energy Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.eneco.2022.106174.
• Çepni, Oğuzhan & Gupta, Rangan & Pienaar, Daniel & Pierdzioch, Christian, 2022, "Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106229.
• Xie, Qichang & Tang, Guoqiang, 2022, "Do market conditions interfere with the transmission of uncertainty from oil market to stock market? Evidence from a modified quantile-on-quantile approach," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106250.
• Pastor, Daniel J. & Ewing, Bradley T., 2022, "Is there evidence of mild explosive behavior in Alaska North Slope crude oil prices?," Energy Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.eneco.2022.106259.
• Prodromou, Tina & Demirer, Riza, 2022, "Oil price shocks and cost of capital: Does market liquidity play a role?," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106340.
• Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan & Konstandatos, Otto, 2022, "Large-scale and rooftop solar generation in the NEM: A tale of two renewables strategies," Energy Economics, Elsevier, volume 115, issue C, DOI: 10.1016/j.eneco.2022.106372.
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• Zhang, Zhikai & He, Mengxi & Zhang, Yaojie & Wang, Yudong, 2022, "Geopolitical risk trends and crude oil price predictability," Energy, Elsevier, volume 258, issue C, DOI: 10.1016/j.energy.2022.124824.
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• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2022, "The impact and role of COVID-19 uncertainty: A global industry analysis," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2021.101837.
• Gong, Xue & Zhang, Weiguo & Wang, Junbo & Wang, Chao, 2022, "Investor sentiment and stock volatility: New evidence," International Review of Financial Analysis, Elsevier, volume 80, issue C, DOI: 10.1016/j.irfa.2022.102028.
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• Ellington, Michael & Stamatogiannis, Michalis P. & Zheng, Yawen, 2022, "A study of cross-industry return predictability in the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102249.
• Nonejad, Nima, 2022, "Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102251.
• Das, Debojyoti & Bhatia, Vaneet & Kumar, Surya Bhushan & Basu, Sankarshan, 2022, "Do precious metals hedge crude oil volatility jumps?," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102257.
• Naeem, Muhammad Abubakr & Karim, Sitara & Uddin, Gazi Salah & Junttila, Juha, 2022, "Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102283.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan & Gabauer, David, 2022, "Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102300.
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• Zhao, Yuan & Liu, Nan & Li, Wanpeng, 2022, "Industry herding in crypto assets," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102335.
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• Katsafados, Apostolos & Anastasiou, Dimitris, 2022, "Short-term Prediction of Bank Deposit Flows: Do Textual Features matter?," MPRA Paper, University Library of Munich, Germany, number 111418, Jan.
• Barnett, William A. & Eryilmaz, Unal, 2022, "Monetary Policy and Determinacy: An Inquiry in Open Economy New Keynesian Framework," MPRA Paper, University Library of Munich, Germany, number 111567, Jan.
• Aknouche, Abdelhakim & Scotto, Manuel, 2022, "A multiplicative thinning-based integer-valued GARCH model," MPRA Paper, University Library of Munich, Germany, number 112475, Mar.
• Naimoli, Antonio, 2022, "The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets," MPRA Paper, University Library of Munich, Germany, number 112588, Mar.
• Kuikeu, Oscar, 2022, "Les coûts de l’inflation
  [Inflation costs]," MPRA Paper, University Library of Munich, Germany, number 112624, Apr.
• Kuikeu, Oscar, 2022, "Politique monétaire et inflation : les enseignements d’une Règle de Taylor
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• Aysan, Ahmet Faruk & Polat, Ali Yavuz & Tekin, Hasan & Tunalı, Ahmet Semih, 2022, "The Ascent of Geopolitics: Scientometric Analysis and Ramifications of Geopolitical Risk," MPRA Paper, University Library of Munich, Germany, number 112741, Apr.
• Hendriks, Johannes Jurgens & Bonga-Bonga, Lumengo, 2022, "Testing for the purchasing power parity (PPP) hypothesis between South Africa and its main trading partners: application of the quantile approach," MPRA Paper, University Library of Munich, Germany, number 112915, May.
• Jimenez, Ivett & Alvarado, Rafael, 2022, "Análisis sobre la incidencia de la deuda pública en el crecimiento económico de Ecuador durante el periodo 1990-2019
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• Chiad, Faycal & Hadj Sahraoui, Hamoudi, 2022, "Macroeconomic Determinants of Stock Market Development: Evidence from Panel Data Analysis," MPRA Paper, University Library of Munich, Germany, number 113797.
• Chellai, Fatih, 2022, "Forecasting using Fuzzy Time Series," MPRA Paper, University Library of Munich, Germany, number 113848, Jul.
• Anastasiou, Dimitris & Drakos, Konstantinos & Kapopoulos, Panayotis, 2022, "Predicting international tourist arrivals in Greece with a novel sector-specific business leading indicator," MPRA Paper, University Library of Munich, Germany, number 113860, Jul.
• Bakari, Sayef, 2022, "The Impact of Natural resources, CO2 Emission, Energy use, Domestic Investment, Innovation, Trade and Digitalization on Economic growth: Evidence from 52 African Countries," MPRA Paper, University Library of Munich, Germany, number 114323.
• Yaya, OlaOluwa A & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and Volatility Spillovers of Bitcoin price to Gold and Silver prices," MPRA Paper, University Library of Munich, Germany, number 114521, Sep.
• NEIFAR, MALIKA & HACHICHA, Fatma, 2022, "GFH validity for Canada, UK, and Suisse stock markets: Evidence ‎from univariate and panel ARDL models," MPRA Paper, University Library of Munich, Germany, number 114613, Sep.
• Yaya, OlaOluwa S. & Ogbonna, Ahamuefula E. & Adesina, Ayobami O. & Alobaloke, Kafayat & Vo, Xuan Vinh, 2022, "Time-variation between metal commodities and oil, and the impact of oil shocks: GARCH-MIDAS and DCC-MIDAS analyses," MPRA Paper, University Library of Munich, Germany, number 114689, Sep.
• Moura, Alban, 2022, "Why you should never use the Hodrick-Prescott filter: comment," MPRA Paper, University Library of Munich, Germany, number 114922, Oct.
• Li, Chenxing & Maheu, John M & Yang, Qiao, 2022, "An Infinite Hidden Markov Model with Stochastic Volatility," MPRA Paper, University Library of Munich, Germany, number 115456, Nov.
• Mahjoubi, Soufiane & Mkaddem, Chamseddine, 2022, "Impact of climate change on yield production in Algeria: evidence from ARDL empirical approach," MPRA Paper, University Library of Munich, Germany, number 115565, Dec.
• Mkaddem, Chamseddine & Mahjoubi, Soufiane, 2022, "Climate change and its impact on water consumption in Tunisia: Evidence from ARDL approach," MPRA Paper, University Library of Munich, Germany, number 115658, Dec, revised Dec 2022.
• M N, Nikhil & Chakraborty, Suman & B M, Lithin & Ledwani, Sanket, 2022, "Modeling Indian Bank Nifty volatility using univariate GARCH models," MPRA Paper, University Library of Munich, Germany, number 116824, Oct, revised 06 Feb 2023.
• B M, Lithin & chakraborty, Suman & iyer, Vishwanathan & M N, Nikhil & ledwani, Sanket, 2022, "Modeling asymmetric sovereign bond yield volatility with univariate GARCH models: Evidence from India," MPRA Paper, University Library of Munich, Germany, number 117067, Aug, revised 05 Jan 2023.
• Jackson, Emerson Abraham & Kamara, Purity & Kamara, Abdulsalam, 2022, "Determinants of Inflation in Sierra Leone," MPRA Paper, University Library of Munich, Germany, number 117278, Sep, revised Apr 2023.
• Datta, Susanta & Hatekar, Neeraj, 2022, "Range Volatility Spillover across Sectoral Stock Indices during COVID-19 Pandemic: Evidence from Indian Stock Market," MPRA Paper, University Library of Munich, Germany, number 117285, Apr.
• Fantazzini, Dean & Kurbatskii, Alexey & Mironenkov, Alexey & Lycheva, Maria, 2022, "Forecasting oil prices with penalized regressions, variance risk premia and Google data," MPRA Paper, University Library of Munich, Germany, number 118239.
• Solikin, Akhmad & Nizar, Muhammad Afdi, 2022, "Government Revenue and Government Spending Nexus: A Testing Hypothesis for Indonesia," MPRA Paper, University Library of Munich, Germany, number 118556, Jun.
• Majumder, Rajarshi & Ghosh, Subhadip & Chatterjee, Bidisha, 2022, "Energy infrastructure in India: challenges and opportunities," MPRA Paper, University Library of Munich, Germany, number 120106.