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

• Yingqian Lin & Yundong Tu, 2023, "Transformation Models with Cointegrated and Deterministically Trending Regressors," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A007.
• Nikolay Gospodinov & Alex Maynard & Elena Pesavento, 2023, "Inference in Conditional Vector Error Correction Models With a Small Signal-to-Noise Ratio," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Theory", DOI: 10.1108/S0731-90532023000045A010.
• Whayoung Jung & Ji Hyung Lee, 2023, "Quantile Impulse Response Analysis with Applications in Macroeconomics and Finance," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B004.
• Alain Hecq & Elisa Voisin, 2023, "Predicting Crashes in Oil Prices During The Covid-19 Pandemic with Mixed Causal-Noncausal Models," Advances in Econometrics, Emerald Group Publishing Limited, "Essays in Honor of Joon Y. Park: Econometric Methodology in Empirical Applications", DOI: 10.1108/S0731-90532023000045B010.
• Eduardo Loría & Raúl Antonio Tirado Cossío, 2023, "Asymmetric new Keynesian Phillips curve for Mexico, 2005Q1–2022Q4," International Journal of Development Issues, Emerald Group Publishing Limited, volume 22, issue 3, pages 383-398, July, DOI: 10.1108/IJDI-04-2023-0106.
• Yusuf Bala Zaria & Jasman Tuyon, 2023, "Relationship between unemployment and policy uncertainty in Nigeria: ARDL evidence from 1990 to 2020," International Journal of Social Economics, Emerald Group Publishing Limited, volume 50, issue 6, pages 800-820, February, DOI: 10.1108/IJSE-08-2022-0555.
• Martins Iyoboyi & Latifah Musa-Pedro & Okereke Samuel Felix & Hussaina Sanusi, 2023, "Fiscal constraint and education expenditure in Nigeria: how critical is political institution?," International Journal of Social Economics, Emerald Group Publishing Limited, volume 50, issue 10, pages 1453-1470, April, DOI: 10.1108/IJSE-10-2022-0682.
• Alyta Shabrina Zusryn & Muhammad Rofi & Rizqi Umar Al Hashfi, 2023, "Chasing Daily Return of Socially Responsible Portfolio: Evidence from Indonesian Stock Exchange," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "Macroeconomic Risk and Growth in the Southeast Asian Countries: Insight from Indonesia", DOI: 10.1108/S1571-03862023000033A005.
• Luiz Eduardo Gaio & Daniel Henrique Dario Capitani, 2023, "Multifractal cross-correlation analysis between crude oil and agricultural futures markets: evidence from Russia–Ukraine conflict," Journal of Agribusiness in Developing and Emerging Economies, Emerald Group Publishing Limited, volume 15, issue 1, pages 19-42, May, DOI: 10.1108/JADEE-11-2022-0252.
• Michael O'Neill & Gulasekaran Rajaguru, 2023, "Causality of price movements in VIX exchange-traded products and VIX futures contracts," Journal of Accounting Literature, Emerald Group Publishing Limited, volume 46, issue 2, pages 153-169, April, DOI: 10.1108/JAL-12-2022-0126.
• Muhammed Ashiq Villanthenkodath & Shreya Pal, 2023, "How economic globalization affects the ecological footprint in India? A novel dynamic ARDL simulations," Journal of Economic and Administrative Sciences, Emerald Group Publishing Limited, volume 41, issue 2, pages 680-700, February, DOI: 10.1108/JEAS-01-2022-0005.
• Hardik Marfatia, 2023, "The financial market's ability to forecast economic growth: information from sectoral movements," Journal of Economic Studies, Emerald Group Publishing Limited, volume 50, issue 7, pages 1467-1484, January, DOI: 10.1108/JES-08-2022-0466.
• Quang Thien Tran & Nhan Huynh, 2023, "Can insurance ensure economic growth in an emerging economy? Fresh evidence from a non-linear ARDL approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 15, issue 6, pages 596-612, October, DOI: 10.1108/JFEP-05-2023-0125.
• Mariam Aljassmi & Awadh Ahmed Mohammed Gamal & Norasibah Abdul Jalil & Joseph David & K. Kuperan Viswanathan, 2023, "Estimating the magnitude of money laundering in the United Arab Emirates (UAE): evidence from the currency demand approach (CDA)," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 27, issue 2, pages 332-347, May, DOI: 10.1108/JMLC-02-2023-0043.
• Mariam Aljassmi & Awadh Ahmed Mohammed Gamal & Norasibah Abdul Jalil & K. Kuperan Viswanathan, 2023, "An analysis of the determinants of money laundering in the United Arab Emirates (UAE)," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 27, issue 5, pages 858-872, October, DOI: 10.1108/JMLC-09-2023-0150.
• Mehdi Mili & Ahmed Bouteska, 2023, "Forecasting nonlinear dependency between cryptocurrencies and foreign exchange markets using dynamic copula: evidence from GAS models," Journal of Risk Finance, Emerald Group Publishing Limited, volume 24, issue 4, pages 464-482, May, DOI: 10.1108/JRF-04-2022-0074.
• Rajesh Mohnot & Arindam Banerjee & Hanane Ballaj & Tapan Sarker, 2023, "Re-examining asymmetric dynamics in the relationship between macroeconomic variables and stock market indices: empirical evidence from Malaysia," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 1, pages 19-34, November, DOI: 10.1108/JRF-09-2023-0216.
• Muhammad Asim & Muhammad Yar Khan & Khuram Shafi, 2023, "Investigation of herding behavior using machine learning models," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 3, pages 424-438, November, DOI: 10.1108/RBF-05-2023-0121.
• Fabio Gobbi & Sabrina Mulinacci, 2023, "Time-varying dependence and currency tail risk during the Covid-19 pandemic," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 40, issue 5, pages 839-858, July, DOI: 10.1108/SEF-11-2022-0542.
• Ekrem Yılmaz & Fatma Şensoy, 2023, "Investigating the Causal Relationship between Renewable Energy Consumption and Life Expectancy in Turkey: A Toda-Yamamoto Causality Test," International Econometric Review (IER), Economic Research Association, volume 15, issue 1, pages 1-11, March.
• Raúl de Jesús-Gutiérrez, 2023, "El uso de la volatilidad implícita en el modelado de la varianza condicional puede mejorar la predicción de la volatilidad y la estimación del var y cvar," Economía: teoría y práctica, Universidad Autónoma Metropolitana, México, volume 58, issue 1, pages 173-198, Enero-Jun, DOI: 10.24275/ETYPUAM/NE/582023/Jesus.
• Rilwan Sakariyahu & Fatima Oyebola Etudaiye-Muhtar & Rodiat Lawal & Olayinka Oyekola, 2023, "Financial technology and human development in Africa: The moderating impact of energy poverty," Discussion Papers, University of Exeter, Department of Economics, number 2302, Feb.
• Boris Ivanovich Alekhin, 2023, "Fertility and Female Unemployment in Russian Regions," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 20-51, DOI: https://dx.doi.org/10.14530/se.2023.
• Safet Kurtovic & Nehat Maxhuni & Blerim Halili & Flakron Shala, 2023, "Is There an Asymmetric Effect Between the Exchange Rate and the Gross Domestic Product of Southeastern European Countries?," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 73, issue 2, pages 134-161, June.
• Oleg Alekseev & Karel Janda & Mathieu Petit & David Zilberman, 2023, "Impact of Raw Material Price Volatility on Returns in Electric Vehicles Supply Chain," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/21, Jul, revised Jul 2023.
• Karel Janda & Jan Sila & David Zilberman, 2023, "Fueling Financial Stability: The Financial Impact of U.S. Renewable Fuel Standard," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2023/30, Feb, revised Feb 2023.
• Laura Argys & Thomas Mroz & M. Melinda Pitts, 2023, "Modeling Event Studies with Heterogeneous Treatment Effects," FRB Atlanta Working Paper, Federal Reserve Bank of Atlanta, number 2023-11, Sep, DOI: 10.29338/wp2023-11.
• Kurt Graden Lunsford & Kenneth D. West, 2023, "Random Walk Forecasts of Stationary Processes Have Low Bias," Working Papers, Federal Reserve Bank of Cleveland, number 23-18, Aug, DOI: 10.26509/frbc-wp-202318.
• Sílvia Gonçalves & Ana María Herrera & Lutz Kilian & Elena Pesavento, 2023, "State-Dependent Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2302, Apr, DOI: 10.24149/wp2302.
• Atsushi Inoue & Òscar Jordà & Guido M. Kuersteiner, 2023, "Significance Bands for Local Projections," Working Paper Series, Federal Reserve Bank of San Francisco, number 2023-15, May, DOI: 10.24148/wp2023-15.
• Jonathan H. Wright, 2023, "Breaks in the Phillips Curve: Evidence from Panel Data," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2023-015, Apr, DOI: 10.17016/FEDS.2023.015.
• Deniz Erdemlioglu & Christopher J. Neely & Xiye Yang, 2023, "Testing for Multi-Asset Systemic Tail Risk," Working Papers, Federal Reserve Bank of St. Louis, number 2023-016, Jul, revised 29 May 2026, DOI: 10.20955/wp.2023.016.
• Neville Francis & Michael T. Owyang & Daniel Soques, 2023, "Impulse Response Functions for Self-Exciting Nonlinear Models," Working Papers, Federal Reserve Bank of St. Louis, number 2023-021, Aug, revised 29 Aug 2023, DOI: 10.20955/wp.2023.021.
• Fatima Mboup, 2023, "Economic Activity by Race," Working Papers, Federal Reserve Bank of Philadelphia, number 23-16, Aug, DOI: 10.21799/frbp.wp.2023.16.
• John O'Trakoun, 2023, "An Alternative Measure of Core Inflation: The Trimmed Persistence PCE Price Index," Working Paper, Federal Reserve Bank of Richmond, number 23-10, Nov.
• Bahadır Murat ÇAKMAKLI & Aykut ÅžARKGÃœNEŞİ, 2023, "The Effect of Economic Integrations in The European Union and ASEAN Framework on Turkey's Technology Transfer," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1118304.
• Hayri TANRIVERDÄ° & Serdar ÖZTÃœRK, 2023, "ARDL Analysis for The Effects of R&D Expenditures on Economic Growth: The Case of Turkey Between 2001-2016," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1141915.
• Zehra DOÄžAN ÇALIÅžKAN & Yalçın ELMAS, 2023, "Institutional Factors and Trade Openness: MINT Countries," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1177096.
• Kaan TÃœRKAY & Ömer LÄ°MANLI & Gülfen TUNA, 2023, "The Time-Varying Causality Relationship between Sukuk, BIST Sustainability Index and Government Bonds: The Case of Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1195016.
• Ali Eren ALPER, 2023, "The Relationshıp Between Exchange Rate and Foreign Trade in Turkey: Findings of The Fourier Bootstrap Toda Yamamoto Causality Test," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1259216.
• Esra SOYU YILDIRIM, 2023, "Causality Relationship Between Global Risk Indicators and BIST-Tourism Index," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1264753.
• OÄŸuzhan ÅžENGÃœL, 2023, "The Effects of Fluctuations in Oil Prices on the Turkish Economy: Evidence from Asymmetric Tests," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 2, DOI: 10.25295/fsecon.1086095.
• Hasan KAZAK, 2023, "Causality Change Between BIST 100 Index and USD, Gold, and BITCOIN Before and After the COVID-19 Pandemic: A Historical Analysis with a Fourier Function on Turkiye," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1261953.
• Onur DEMÄ°RCÄ° & Fatih Volkan AYYILDIZ, 2023, "The Relationship of Geopolitical Risks and Defense Expenditures with Economic Growth: The Example of MIST Countries," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1277050.
• Åžekip YAZGAN & Cihat KARADEMÄ°R & ReÅŸat CEYLAN, 2023, "Asymmetric Effects of Uncertanity on International Trade: An Empirical Investigation Based on The NARDL Model," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1286611.
• Baki ÃœNAL, 2023, "Fractal Analysis of S&P 500 Sector Indexes," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1303067.
• Serdar YAMAN & Atilla KOÇYİĞİT, 2023, "The Relationship Between Investor Sentiment and Industry and Service Sector Stock Indices: An Application on Borsa Istanbul," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 3, DOI: 10.25295/fsecon.1300130.
• Muhammed Hasan YÃœCEL & Zafer ÇALIÅžKAN, 2023, "The Forecasting of Health Expenditure in Türkiye Using ARIMA Method," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue s1, DOI: 10.25295/fsecon.1350399.
• Ali Gökhan GÖLÇEK & Bilal GÖDE, 2023, "The Course of Tax Revenue During the Process of Population Aging: Empirical Evidence from Turkey," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue s1, DOI: 10.25295/fsecon.1348960.
• Fatih AKÇAY, 2023, "The Relationship between Tax Amnesties and Tax Revenues in Türkiye: Empirical Evidence for Broken Window Theory," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue s1, DOI: 10.25295/fsecon.1338322.
• Kirill D. Shilov & Andrei V. Zubarev, 2023, "Factors of Ethereum Profitability as a Platform for Creating Decentrilized Applications," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 95-115, February, DOI: 10.31107/2075-1990-2023-1-95-115.
• Mehmet Balcilar & David Gabauer & Rangan Gupta & Christian Pierdzioch, 2023, "Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century," Mathematics, MDPI, volume 11, issue 9, pages 1-21, April.
• Adel Benhamed & Ahlem Selma Messai & Ghassen El Montasser, 2023, "On the Determinants of Bitcoin Returns and Volatility: What We Get from Gets?," Sustainability, MDPI, volume 15, issue 3, pages 1-21, January.
• Fredy Gamboa-Estrada, 2023, "The Role of Foreign Investors and Local Agents in the Derivatives Market and their Impact on the Exchange Rate in Colombia: A Wavelet Analysis," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2023, Aug.
• Aydın Gurbuz & Meltem Kılıç & Nur Esra Bekereci, 2023, "THE RELATIONSHIP BETWEEN SYNDICATION LOANS, FOREIGN TRADE AND EQUITY MARKET IN TuRKİYE," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 6, issue 1, pages 35-47, July, DOI: 10.46737/emid.1267662.
• Cepparulo, Brian, 2023, "Is mobility a good proxy for economic activity?," Greenwich Papers in Political Economy, University of Greenwich, Greenwich Political Economy Research Centre, number 45165, Nov.
• Ivàn José Barreda Tarrazona & Agnès Festré & Stein Østbye, 2023, "Social Capital: Experimental Validation of Survey Measures," GREDEG Working Papers, Groupe de REcherche en Droit, Economie, Gestion (GREDEG CNRS), Université Côte d'Azur, France, number 2023-13, Jun.

2022

• Rahman, Md Lutfur & Troster, Victor & Uddin, Gazi Salah & Yahya, Muhammad, 2022, "Systemic risk contribution of banks and non-bank financial institutions across frequencies: The Australian experience," International Review of Financial Analysis, Elsevier, volume 79, issue C, DOI: 10.1016/j.irfa.2021.101992.
• 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.
• Tarlie, Martin B. & Sakoulis, Georgios & Henriksson, Roy, 2022, "Stock market bubbles and anti-bubbles," International Review of Financial Analysis, Elsevier, volume 81, issue C, DOI: 10.1016/j.irfa.2018.07.012.
• Assaf, Ata & Bhandari, Avishek & Charif, Husni & Demir, Ender, 2022, "Multivariate long memory structure in the cryptocurrency market: The impact of COVID-19," International Review of Financial Analysis, Elsevier, volume 82, issue C, DOI: 10.1016/j.irfa.2022.102132.
• Hodoshima, Jiro & Yamawake, Toshiyuki, 2022, "Temporal aggregation of the Aumann–Serrano and Foster–Hart performance indexes," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102232.
• 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.
• Al-Shboul, Mohammad & Assaf, Ata & Mokni, Khaled, 2022, "When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 83, issue C, DOI: 10.1016/j.irfa.2022.102309.
• 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.
• Yousaf, Imran & Jareño, Francisco & Esparcia, Carlos, 2022, "Tail connectedness between lending/borrowing tokens and commercial bank stocks," International Review of Financial Analysis, Elsevier, volume 84, issue C, DOI: 10.1016/j.irfa.2022.102417.
• Vera-Valdés, J. Eduardo, 2022, "The persistence of financial volatility after COVID-19," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102056.
• Bouri, Elie & Demirer, Riza & Gabauer, David & Gupta, Rangan, 2022, "Financial market connectedness: The role of investors’ happiness," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102075.
• Papailias, Fotis, 2022, "US and EA yield curve persistence during the COVID-19 pandemic," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102087.
• Chang, Ya-Ting & Gau, Yin-Feng & Hsu, Chih-Chiang, 2022, "Liquidity spillover in foreign exchange markets," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102105.
• Shi, Yanlin, 2022, "A closed-form estimator for the Markov switching in mean model," Finance Research Letters, Elsevier, volume 44, issue C, DOI: 10.1016/j.frl.2021.102107.
• Xu, Yingying & Lien, Donald, 2022, "COVID-19 and currency dependences: Empirical evidence from BRICS," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102119.
• Wang, Jying-Nan & Lee, Yen-Hsien & Liu, Hung-Chun & Lee, Ming-Chih, 2022, "The determinants of positive feedback trading behaviors in Bitcoin markets," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102120.
• Kurosaki, Tetsuo & Kim, Young Shin, 2022, "Cryptocurrency portfolio optimization with multivariate normal tempered stable processes and Foster-Hart risk," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102143.
• Fang, Yan & Yuan, Jie & Yang, J. Jimmy & Ying, Shangjun, 2022, "Crash-based quantitative trading strategies: Perspective of behavioral finance," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102185.
• Abakah, Emmanuel Joel Aikins & Gil-Alana, Luis A., 2022, "Persistence in US Treasury bonds," Finance Research Letters, Elsevier, volume 45, issue C, DOI: 10.1016/j.frl.2021.102189.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Karim, Zulkefly Abdul & Rashid, Md. Mamunur, 2022, "Exploring the hedge and safe haven properties of cryptocurrency in policy uncertainty," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102272.
• Nguyen, Khanh Quoc, 2022, "The correlation between the stock market and Bitcoin during COVID-19 and other uncertainty periods," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102284.
• Caporin, Massimiliano & Garcia-Jorcano, Laura & Jimenez-Martin, Juan-Angel, 2022, "Measuring systemic risk during the COVID-19 period: A TALIS3 approach," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102304.
• Nonejad, Nima, 2022, "Forecasting crude oil price volatility out-of-sample using news-based geopolitical risk index: What forms of nonlinearity help improve forecast accuracy the most?," Finance Research Letters, Elsevier, volume 46, issue PA, DOI: 10.1016/j.frl.2021.102310.
• Salisu, Afees A. & Pierdzioch, Christian & Gupta, Rangan, 2022, "Oil tail risks and the forecastability of the realized variance of oil-price: Evidence from over 150 years of data," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102378.
• Stadtmüller, Immo & Auer, Benjamin R. & Schuhmacher, Frank, 2022, "On the time-varying dynamics of stock and commodity momentum returns," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102385.
• Arfaoui, Nadia & Naoui, Kamel, 2022, "Terrorism, investor sentiment, and stock market reaction: Evidence from the British and the French markets," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102462.
• Chen, Yanhua & Pantelous, Athanasios A., 2022, "The U.S.-China trade conflict impacts on the Chinese and U.S. stock markets: A network-based approach," Finance Research Letters, Elsevier, volume 46, issue PB, DOI: 10.1016/j.frl.2021.102486.
• Shahzad, Syed Jawad Hussain & Anas, Muhammad & Bouri, Elie, 2022, "Price explosiveness in cryptocurrencies and Elon Musk's tweets," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102695.
• Jin, Chenglu & Lu, Xingyu & Zhang, Yihan, 2022, "Market reaction, COVID-19 pandemic and return distribution," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102701.
• Elsayed, Ahmed H. & Gozgor, Giray & Yarovaya, Larisa, 2022, "Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102732.
• Peng, Zhen & Dong, Chaohua, 2022, "Augmented cointegrating linear models with possibly strongly correlated stationary and nonstationary regressors," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102775.
• Zhang, Chuanhai & Chen, Haicui & Peng, Zhe, 2022, "Does Bitcoin futures trading reduce the normal and jump volatility in the spot market? Evidence from GARCH-jump models," Finance Research Letters, Elsevier, volume 47, issue PB, DOI: 10.1016/j.frl.2022.102777.
• González-Pla, Francisco & Lovreta, Lidija, 2022, "Modeling and forecasting firm-specific volatility: The role of asymmetry and long-memory," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102931.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2022, "Does geopolitical risk matter for global asset returns? Evidence from quantile-on-quantile regression," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.102991.
• Mei, Dexiang & Xie, Yutang, 2022, "U.S. grain commodity futures price volatility: Does trade policy uncertainty matter?," Finance Research Letters, Elsevier, volume 48, issue C, DOI: 10.1016/j.frl.2022.103028.
• Yemba, Boniface P., 2022, "User cost of foreign monetary assets under dollarization," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103023.
• Lúcio, Francisco & Caiado, Jorge, 2022, "COVID-19 and Stock Market Volatility: A Clustering Approach for S&P 500 Industry Indices," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103141.
• Aloosh, Arash & Ouzan, Samuel & Shahzad, Syed Jawad Hussain, 2022, "Bubbles across Meme Stocks and Cryptocurrencies," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103155.
• Bouri, Elie & Christou, Christina & Gupta, Rangan, 2022, "Forecasting returns of major cryptocurrencies: Evidence from regime-switching factor models," Finance Research Letters, Elsevier, volume 49, issue C, DOI: 10.1016/j.frl.2022.103193.
• Shang, Yue & Wei, Yu & Chen, Yongfei, 2022, "Cryptocurrency policy uncertainty and gold return forecasting: A dynamic Occam's window approach," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103251.
• Bouri, Elie & Gupta, Rangan & Nel, Jacobus & Shiba, Sisa, 2022, "Contagious diseases and gold: Over 700 years of evidence from quantile regressions," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103266.
• Yousaf, Imran & Yarovaya, Larisa, 2022, "Herding behavior in conventional cryptocurrency market, non-fungible tokens, and DeFi assets," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103299.
• Gaio, Luiz Eduardo & Stefanelli, Nelson Oliveira & Pimenta, Tabajara & Bonacim, Carlos Alberto Grespan & Gatsios, Rafael Confetti, 2022, "The impact of the Russia-Ukraine conflict on market efficiency: Evidence for the developed stock market," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103302.
• Zhang, Zhiyuan & Sun, Qinglin & Ma, Yongfan, 2022, "The hedge and safe haven properties of non-fungible tokens (NFTs): Evidence from the nonlinear autoregressive distributed lag (NARDL) model," Finance Research Letters, Elsevier, volume 50, issue C, DOI: 10.1016/j.frl.2022.103315.
• Frankovic, Jozo & Liu, Bin & Suardi, Sandy, 2022, "On spillover effects between cryptocurrency-linked stocks and the cryptocurrency market: Evidence from Australia," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100642.
• Su, Zhi & Liu, Peng & Fang, Tong, 2022, "Pandemic-induced fear and stock market returns: Evidence from China," Global Finance Journal, Elsevier, volume 54, issue C, DOI: 10.1016/j.gfj.2021.100644.
• Monge, Manuel & Poza, Carlos & Borgia, Sofía, 2022, "A proposal of a suspicion of tax fraud indicator based on Google trends to foresee Spanish tax revenues," International Economics, Elsevier, volume 169, issue C, pages 1-12, DOI: 10.1016/j.inteco.2021.11.002.
• Ferrara, Laurent & Yapi, Joseph, 2022, "Measuring exchange rate risks during periods of uncertainty," International Economics, Elsevier, volume 170, issue C, pages 202-212, DOI: 10.1016/j.inteco.2022.04.001.
• Bonasia, Mariangela & Napolitano, Oreste & Spagnolo, Fabio & Spagnolo, Nicola, 2022, "The economic and welfare state determinants of well-being in Europe," International Economics, Elsevier, volume 171, issue C, pages 49-57, DOI: 10.1016/j.inteco.2022.04.005.
• Fritz, Marlon, 2022, "Improved output gap estimates and forecasts using a local linear regression," International Economics, Elsevier, volume 172, issue C, pages 157-167, DOI: 10.1016/j.inteco.2022.09.007.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2022, "Do long-term institutional investors contribute to financial stability? – Evidence from equity investment in Hong Kong and international markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101521.
• Grobys, Klaus & Dufitinema, Josephine & Sapkota, Niranjan & Kolari, James W., 2022, "What’s the expected loss when Bitcoin is under cyberattack? A fractal process analysis," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 77, issue C, DOI: 10.1016/j.intfin.2022.101534.
• Clancy, Daragh & Gabriele, Carmine & Žigraiová, Diana, 2022, "Sovereign bond market spillovers from crisis-time developments in Greece," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 78, issue C, DOI: 10.1016/j.intfin.2022.101558.
• Jylhä, Petri & Lof, Matthijs, 2022, "Mind the Basel gap," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 79, issue C, DOI: 10.1016/j.intfin.2022.101605.
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• Ferrara, Laurent & Mogliani, Matteo & Sahuc, Jean-Guillaume, 2022, "High-frequency monitoring of growth at risk," International Journal of Forecasting, Elsevier, volume 38, issue 2, pages 582-595, DOI: 10.1016/j.ijforecast.2021.06.010.
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• Conlon, Thomas & Cotter, John & Eyiah-Donkor, Emmanuel, 2022, "The illusion of oil return predictability: The choice of data matters!," Journal of Banking & Finance, Elsevier, volume 134, issue C, DOI: 10.1016/j.jbankfin.2021.106331.
• Li, Yifan & Nolte, Ingmar & Vasios, Michalis & Voev, Valeri & Xu, Qi, 2022, "Weighted Least Squares Realized Covariation Estimation," Journal of Banking & Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jbankfin.2022.106420.
• Baker, Andrew C. & Larcker, David F. & Wang, Charles C.Y., 2022, "How much should we trust staggered difference-in-differences estimates?," Journal of Financial Economics, Elsevier, volume 144, issue 2, pages 370-395, DOI: 10.1016/j.jfineco.2022.01.004.
• Kim, Dongwoo & Lee, Young Jun, 2022, "Vaccination strategies and transmission of COVID-19: Evidence across advanced countries," Journal of Health Economics, Elsevier, volume 82, issue C, DOI: 10.1016/j.jhealeco.2022.102589.
• Degiannakis, Stavros & Filis, George, 2022, "Oil price volatility forecasts: What do investors need to know?," Journal of International Money and Finance, Elsevier, volume 123, issue C, DOI: 10.1016/j.jimonfin.2021.102594.
• Cho, Dooyeon & Lee, Kyung-woo, 2022, "Population aging and fiscal sustainability: Nonlinear evidence from Europe," Journal of International Money and Finance, Elsevier, volume 126, issue C, DOI: 10.1016/j.jimonfin.2022.102665.
• Heil, Thomas L.A. & Peter, Franziska J. & Prange, Philipp, 2022, "Measuring 25 years of global equity market co-movement using a time-varying spatial model," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102708.
• Wada, Tatsuma, 2022, "Out-of-sample forecasting of foreign exchange rates: The band spectral regression and LASSO," Journal of International Money and Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jimonfin.2022.102719.
• Hunziker, Hans-Ueli & Raggi, Christian & Rosenblatt-Wisch, Rina & Zanetti, Attilio, 2022, "The impact of guidance, short-term dynamics and individual characteristics on firms’ long-term inflation expectations," Journal of Macroeconomics, Elsevier, volume 71, issue C, DOI: 10.1016/j.jmacro.2021.103380.
• Phan, Hoàng-Long & Zurbruegg, Ralf & Brockman, Paul & Yu, Chia-Feng (Jeffrey), 2022, "Time-to-maturity and commodity futures return volatility: The role of time-varying asymmetric information," Journal of Commodity Markets, Elsevier, volume 26, issue C, DOI: 10.1016/j.jcomm.2021.100191.
• Kamal, Javed Bin & Hassan, M. Kabir, 2022, "Asymmetric connectedness between cryptocurrency environment attention index and green assets," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00240.
• Magazzino, Cosimo & Mele, Marco, 2022, "Can a change in FDI accelerate GDP growth? Time-series and ANNs evidence on Malta," The Journal of Economic Asymmetries, Elsevier, volume 25, issue C, DOI: 10.1016/j.jeca.2022.e00243.
• Magazzino, Cosimo & Mutascu, Mihai Ioan, 2022, "The Italian fiscal sustainability in a long-run perspective," The Journal of Economic Asymmetries, Elsevier, volume 26, issue C, DOI: 10.1016/j.jeca.2022.e00254.
• Gómez-Antonio, Miguel & del Moral Arce, Ignacio & Hortas-Rico, Miriam, 2022, "Are VAT reforms an effective tool for promoting culture? A quasi-experiment in Spain," Journal of Policy Modeling, Elsevier, volume 44, issue 5, pages 1016-1040, DOI: 10.1016/j.jpolmod.2022.10.002.
• Ziadat, Salem Adel & McMillan, David G. & Herbst, Patrick, 2022, "Oil shocks and equity returns during bull and bear markets: The case of oil importing and exporting nations," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102461.
• Liu, Guangqiang & Guo, Xiaozhu, 2022, "Forecasting stock market volatility using commodity futures volatility information," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102481.
• Idilbi-Bayaa, Yasmeen & Qadan, Mahmoud, 2022, "What the current yield curve says, and what the future prices of energy do," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102494.
• Salisu, Afees A. & Gupta, Rangan & Ji, Qiang, 2022, "Forecasting oil prices over 150 years: The role of tail risks," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102508.
• Salisu, Afees A. & Gupta, Rangan & Karmakar, Sayar & Das, Sonali, 2022, "Forecasting output growth of advanced economies over eight centuries: The role of gold market volatility as a proxy of global uncertainty," Resources Policy, Elsevier, volume 75, issue C, DOI: 10.1016/j.resourpol.2021.102527.
• Amri Amamou, Souhir & Aguir Bargaoui, Saoussen, 2022, "Energy markets responds to Covid-19 pandemic," Resources Policy, Elsevier, volume 76, issue C, DOI: 10.1016/j.resourpol.2022.102551.
• Zhang, Lixia & Luo, Qin & Guo, Xiaozhu & Umar, Muhammad, 2022, "Medium-term and long-term volatility forecasts for EUA futures with country-specific economic policy uncertainty indices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102644.
• Zhang, Li & Wang, Lu & Wang, Xunxiao & Zhang, Yaojie & Pan, Zhigang, 2022, "How macro-variables drive crude oil volatility? Perspective from the STL-based iterated combination method," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102656.
• Gupta, Rangan & Pierdzioch, Christian & Salisu, Afees A., 2022, "Oil-price uncertainty and the U.K. unemployment rate: A forecasting experiment with random forests using 150 years of data," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102662.
• Gupta, Rangan & Pierdzioch, Christian, 2022, "Climate risks and forecastability of the realized volatility of gold and other metal prices," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102681.
• Mei, Dexiang & Zhao, Chenchen & Luo, Qin & Li, Yan, 2022, "Forecasting the Chinese low-carbon index volatility," Resources Policy, Elsevier, volume 77, issue C, DOI: 10.1016/j.resourpol.2022.102732.
• Jin, Daxiang & He, Mengxi & Xing, Lu & Zhang, Yaojie, 2022, "Forecasting China's crude oil futures volatility: How to dig out the information of other energy futures volatilities?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102852.
• Núñez, Héctor M. & Trujillo-Barrera, Andres & Etienne, Xiaoli, 2022, "Declining integration in the US natural gas market," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102872.
• Li, Zheng-Zheng & Su, Chi-Wei & Chang, Tsangyao & Lobonţ, Oana-Ramona, 2022, "Policy-driven or market-driven? Evidence from steam coal price bubbles in China," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102878.
• Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Tripathy, Trilochan, 2022, "Stochastic structure of metal prices: Evidence from fractional integration non-linearities and breaks," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102910.
• Kamal, Javed Bin & Wohar, Mark & Kamal, Khaled Bin, 2022, "Do gold, oil, equities, and currencies hedge economic policy uncertainty and geopolitical risks during covid crisis?," Resources Policy, Elsevier, volume 78, issue C, DOI: 10.1016/j.resourpol.2022.102920.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2022, "Spillover effects between commodity and stock markets: A SDSES approach," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.102926.
• Yaya, OlaOluwa S. & Lukman, Adewale F. & Vo, Xuan Vinh, 2022, "Persistence and volatility spillovers of bitcoin price to gold and silver prices," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103011.
• Liu, Guangqiang & Zeng, Qing & Lei, Juan, 2022, "Dynamic risks from climate policy uncertainty: A case study for the natural gas market," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103014.
• Ewing, Bradley T. & Payne, James E. & Caporin, Massimilano, 2022, "The Asymmetric Impact of Oil Prices and Production on Drilling Rig Trajectory: A correction," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103052.
• Balcilar, Mehmet & Gupta, Rangan & Nel, Jacobus, 2022, "Rare disaster risks and gold over 700 years: Evidence from nonparametric quantile regressions," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103053.
• Hasan, Md. Bokhtiar & Ali, Md. Sumon & Uddin, Gazi Salah & Mahi, Masnun Al & Liu, Yang & Park, Donghyun, 2022, "Is Bangladesh on the right path toward sustainable development? An empirical exploration of energy sources, economic growth, and CO2 discharges nexus," Resources Policy, Elsevier, volume 79, issue C, DOI: 10.1016/j.resourpol.2022.103125.
• Wang, Kuan-Min & Lee, Yuan-Ming, 2022, "Is gold a safe haven for exchange rate risks? An empirical study of major currency countries," Journal of Multinational Financial Management, Elsevier, volume 63, issue C, DOI: 10.1016/j.mulfin.2021.100705.
• Escobar-Anel, Marcos & Gollart, Maximilian & Zagst, Rudi, 2022, "Closed-form portfolio optimization under GARCH models," Operations Research Perspectives, Elsevier, volume 9, issue C, DOI: 10.1016/j.orp.2021.100216.
• Umar, Zaghum & Mokni, Khaled & Escribano, Ana, 2022, "Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty," Pacific-Basin Finance Journal, Elsevier, volume 75, issue C, DOI: 10.1016/j.pacfin.2022.101851.
• Sakiru, Solarin Adebola & Gil-Alana, Luis A. & Gonzalez-Blanch, Maria Jesus, 2022, "Persistence of economic complexity in OECD countries," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127860.
• De Clerk, Luke & Savel’ev, Sergey, 2022, "AI algorithms for fitting GARCH parameters to empirical financial data," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 603, issue C, DOI: 10.1016/j.physa.2022.127869.
• Azad, Nahiyan Faisal & Serletis, Apostolos, 2022, "A century and a half of the monetary base-stock market relationship," The Quarterly Review of Economics and Finance, Elsevier, volume 85, issue C, pages 118-124, DOI: 10.1016/j.qref.2020.11.002.
• Caporale, Guglielmo Maria & Gil-Alana, Luis Alberiko & Poza, Carlos, 2022, "The COVID-19 pandemic and the degree of persistence of US stock prices and bond yields," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 118-123, DOI: 10.1016/j.qref.2022.06.007.
• Shanaev, Savva & Ghimire, Binam, 2022, "A generalised seasonality test and applications for cryptocurrency and stock market seasonality," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 172-185, DOI: 10.1016/j.qref.2022.07.002.
• Cheng, Ka Ming, 2022, "Doubts on natural rate of unemployment: Evidence and policy implications," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 230-239, DOI: 10.1016/j.qref.2022.07.006.
• Qadan, Mahmoud & Nisani, Doron & Eichel, Ron, 2022, "Irregularities in forward-looking volatility," The Quarterly Review of Economics and Finance, Elsevier, volume 86, issue C, pages 489-501, DOI: 10.1016/j.qref.2022.05.003.
• Kılıç Depren, Serpil & Kartal, Mustafa Tevfik & Ertuğrul, Hasan Murat & Depren, Özer, 2022, "The role of data frequency and method selection in electricity price estimation: Comparative evidence from Turkey in pre-pandemic and pandemic periods," Renewable Energy, Elsevier, volume 186, issue C, pages 217-225, DOI: 10.1016/j.renene.2021.12.136.
• Shahbaz, Muhammad & Abbas Rizvi, Syed Kumail & Dong, Kangyin & Vo, Xuan Vinh, 2022, "Fiscal decentralization as new determinant of renewable energy demand in China: The role of income inequality and urbanization," Renewable Energy, Elsevier, volume 187, issue C, pages 68-80, DOI: 10.1016/j.renene.2022.01.064.
• Rahman, Mohammad Mafizur & Alam, Khosrul, 2022, "Impact of industrialization and non-renewable energy on environmental pollution in Australia: Do renewable energy and financial development play a mitigating role?," Renewable Energy, Elsevier, volume 195, issue C, pages 203-213, DOI: 10.1016/j.renene.2022.06.012.
• Le, Thanh Ha, 2022, "Connectedness between nonrenewable and renewable energy consumption, economic growth and CO2 emission in Vietnam: New evidence from a wavelet analysis," Renewable Energy, Elsevier, volume 195, issue C, pages 442-454, DOI: 10.1016/j.renene.2022.05.083.
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• Miao, Xiaoyu & Wang, Qunwei & Dai, Xingyu, 2022, "Is oil-gas price decoupling happening in China? A multi-scale quantile-on-quantile approach," International Review of Economics & Finance, Elsevier, volume 77, issue C, pages 450-470, DOI: 10.1016/j.iref.2021.10.016.
• Aikins Abakah, Emmanuel Joel & Gil-Alana, Luis A. & Arthur, Emmanuel Kwesi & Tiwari, Aviral Kumar, 2022, "Measuring volatility persistence in leveraged loan markets in the presence of structural breaks," International Review of Economics & Finance, Elsevier, volume 78, issue C, pages 141-152, DOI: 10.1016/j.iref.2021.11.016.
• Su, Yuandong & Liang, Chao & Zhang, Li & Zeng, Qing, 2022, "Uncover the response of the U.S grain commodity market on El Niño–Southern Oscillation," International Review of Economics & Finance, Elsevier, volume 81, issue C, pages 98-112, DOI: 10.1016/j.iref.2022.05.003.
• Chen, Yu-Lun & Mo, Wan-Shin & Chang, Ya-Kai, 2022, "Investor sentiment spillover effect and market quality in crude oil futures," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 177-193, DOI: 10.1016/j.iref.2022.06.013.
• d’Addona, Stefano & Khanom, Najrin, 2022, "Estimating tail-risk using semiparametric conditional variance with an application to meme stocks," International Review of Economics & Finance, Elsevier, volume 82, issue C, pages 241-260, DOI: 10.1016/j.iref.2022.05.012.
• Demirer, Riza & Yuksel, Asli & Yuksel, Aydin, 2022, "Time-varying risk aversion and currency excess returns," Research in International Business and Finance, Elsevier, volume 59, issue C, DOI: 10.1016/j.ribaf.2021.101555.
• Mokni, Khaled & Youssef, Manel & Ajmi, Ahdi Noomen, 2022, "COVID-19 pandemic and economic policy uncertainty: The first test on the hedging and safe haven properties of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 60, issue C, DOI: 10.1016/j.ribaf.2021.101573.
• Jiang, Kunliang & Zeng, Linhui & Song, Jiashan & Liu, Yimeng, 2022, "Forecasting Value-at-Risk of cryptocurrencies using the time-varying mixture-accelerating generalized autoregressive score model," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101634.
• Rababa’a, Abdel Razzaq Al & Alomari, Mohammad & Rehman, Mobeen Ur & McMillan, David & Hendawi, Raed, 2022, "Multiscale relationship between economic policy uncertainty and sectoral returns: Implications for portfolio management," Research in International Business and Finance, Elsevier, volume 61, issue C, DOI: 10.1016/j.ribaf.2022.101664.
• Ren, Xiaohang & Wang, Rui & Duan, Kun & Chen, Jinyu, 2022, "Dynamics of the sheltering role of Bitcoin against crude oil market crash with varying severity of the COVID-19: A comparison with gold," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101672.
• Su, Yuandong & Lu, Xinjie & Zeng, Qing & Huang, Dengshi, 2022, "Good air quality and stock market returns," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101723.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2022, "On the volatility of cryptocurrencies," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101724.
• Nazlioglu, Saban & Kucukkaplan, Ilhan & Kilic, Emre & Altuntas, Mehmet, 2022, "Financial market integration of emerging markets: Heavy tails, structural shifts, nonlinearity, and asymmetric persistence," Research in International Business and Finance, Elsevier, volume 62, issue C, DOI: 10.1016/j.ribaf.2022.101742.
• Naimoli, Antonio, 2022, "Modelling the persistence of Covid-19 positivity rate in Italy," Socio-Economic Planning Sciences, Elsevier, volume 82, issue PA, DOI: 10.1016/j.seps.2022.101225.
• Botha, Ferdi & Nguyen, Viet H., 2022, "Opposite nonlinear effects of unemployment and sentiment on male and female suicide rates: Evidence from Australia," Social Science & Medicine, Elsevier, volume 292, issue C, DOI: 10.1016/j.socscimed.2021.114536.
• Congregado, Emilio & Esteve, Vicente, 2022, "Cointegration with structural changes and classical model of inflation in Spain, 1830–1998," Structural Change and Economic Dynamics, Elsevier, volume 60, issue C, pages 376-388, DOI: 10.1016/j.strueco.2021.12.010.
• Agovino, Massimiliano & Bartoletto, Silvana & Garofalo, Antonio, 2022, "A long-term analysis of efficiency in the Italian banking system from 1861 to 2010," Structural Change and Economic Dynamics, Elsevier, volume 61, issue C, pages 227-241, DOI: 10.1016/j.strueco.2022.02.015.
• Trofimov, Ivan D., 2022, "Determinants of the profit rates in the OECD economies: A panel data analysis of the Kalecki's profit equation," Structural Change and Economic Dynamics, Elsevier, volume 61, issue C, pages 380-397, DOI: 10.1016/j.strueco.2022.03.004.
• Caravaggio, Nicola & Carnazza, Giovanni, 2022, "The Italian nominal interest rate conundrum: A problem of growth or public finance?," Structural Change and Economic Dynamics, Elsevier, volume 62, issue C, pages 313-326, DOI: 10.1016/j.strueco.2022.05.014.
• Tsionas, Mike G., 2022, "Random and Markov switching exponential smoothing models," Technological Forecasting and Social Change, Elsevier, volume 174, issue C, DOI: 10.1016/j.techfore.2021.121268.
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