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

2021

• Claude Diebolt & Mohamed Chikhi, 2021, "Testing The Weak Form Efficiency Of The French Etf Market With Lstar-Anlstgarch Approach Using A Semiparametric Estimation," Working Papers, Association Française de Cliométrie (AFC), number 09-21.
• Manuel Monge & Enrique Cristobal & Luis A. Gil-Alana, 2021, "How Lithium Prices Affect Mergers and Acquisitions in the Lithium Industry," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 11, issue 1, pages 26-34.
• Ibrahim A. Adekunle & Isiaq O. Oseni, 2021, "Fuel subsidies and Carbon Emission: Evidence from asymmetric modelling," Working Papers of the African Governance and Development Institute., African Governance and Development Institute., number 21/001, Jan.
• Ucler, Gulbahar & Bulut, Umit, 2021, "Re-examination of the Convergence in Military Expenditures across NATO Countries: Do Different Approximations in Modelling Structural Breaks Matter?," Asian Journal of Applied Economics, Kasetsart University, Center for Applied Economics Research, volume 28, issue 01, DOI: 10.22004/ag.econ.334392.
• Arkadiusz Jedrzejewski & Grzegorz Marcjasz & Rafal Weron, 2021, "Importance of the long-term seasonal component in day-ahead electricity price forecasting revisited: Parameter-rich models estimated via the LASSO," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/04, Mar.
• Weronika Nitka & Tomasz Serafin & Dimitrios Sotiros, 2021, "Forecasting Electricity Prices: Autoregressive Hybrid Nearest Neighbors (ARHNN) method," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/06, Apr.
• Kin G. Olivares & Cristian Challu & Grzegorz Marcjasz & Rafal Weron & Artur Dubrawski, 2021, "Neural basis expansion analysis with exogenous variables: Forecasting electricity prices with NBEATSx," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/07, Apr.
• Jesus Lago & Grzegorz Marcjasz & Bart De Schutter & Rafal Weron, 2021, "Erratum to 'Forecasting day-ahead electricity prices: A review of state-of-the-art algorithms, best practices and an open-access benchmark' [Appl. Energy 293 (2021) 116983]," WORking papers in Management Science (WORMS), Department of Operations Research and Business Intelligence, Wroclaw University of Science and Technology, number WORMS/21/12, Jul.
• Nesrin Özkan & Ulaş Ünlü, 2021, "Bölgesel COVID-19 Vaka Sayıları, Altın Fiyatları, Euro ve BIST Şehir Endeksleri Arasındaki İlişki: Bir ARDL Sınır Testi Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 1, pages 240-253, DOI: 10.30784/epfad.880244.
• Saffet Akdağ & Hakan Yıldırım, 2021, "The Effect of Uncertains in European Economic Policies on the BIST 100 Index," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 2, pages 322-331, DOI: 10.30784/epfad.857796.
• Nurgün Topallı, 2021, "Düşük Gelirli Ülkelerde Kişi Başına Karbondioksit Emisyonu Durağanlığının Test Edilmesi: Doğrusal Olmayan Birim Kök Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 608-626, DOI: 10.30784/epfad.899797.
• Nurullah Uçkan & Behlül Ersoy, 2021, "Jeopolitik Risklerin ve Ekonomik Büyümenin Hayat Sigortacılığına Etkisi: Türkiye İçin Bir ARDL Sınır Testi Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue 3, pages 824-844, DOI: 10.30784/epfad.984733.
• Sümeyra Gazel, 2021, "Twitter Bazlı Belirsizlik Endeksi Kripto Paraların Volatilitesini Etkiler mi?," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 207-224, DOI: 10.30784/epfad.1024421.
• Merve Altaylar & Serap Dursun, 2021, "Türkiye’de İçsel Büyüme Modeline Kademeli Bir Bakış: Kantil Regresyon Yaklaşımı," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 225-246, DOI: 10.30784/epfad.1024719.
• Sevinç Yaraşır Tülümce & Fatih Akçay & Ersin Yavuz, 2021, "Tanzi ve Patinkin Etkisinin Panel Veri Analizi: Euro Bölgesi Ülkeleri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 6, issue SI, pages 97-118, DOI: 10.30784/epfad.1020804.
• Ewen Gallic & Michel Lubrano & Pierre Michel, 2021, "Optimal lockdowns: Analysing the efficiency of sanitary policies in Europe during the first wave," AMSE Working Papers, Aix-Marseille School of Economics, France, number 2111, Feb.
• Vivien Czeczeli & Gábor Kutasi & Eszter Szabó, 2021, "The assessment of government incentives on savings, Hungary 2006–2019," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 4, pages 569-585, December, DOI: 10.1556/032.2021.00040.
• Faik Bilgili & Serap Çoban & Cumali Marangoz & Emre Bulut & Sevda Kuşkaya, 2021, "The determinants of demand for tourism in Turkey: Does terror-threat matter? A Markov Regime Switching-VAR approach," Acta Oeconomica, Akadémiai Kiadó, Hungary, volume 71, issue 4, pages 587-607, December, DOI: 10.1556/032.2021.00041.
• Anatol MELEGA & Anamaria Geanina MACOVEI & Veronica GROSU & Marian SOCOLIUC, 2021, "Analysis Of The Correlations Between The Degree Of Indebtedness And The Performance Of The Economic Entities From Emerging Economy," Annales Universitatis Apulensis Series Oeconomica, Faculty of Sciences, "1 Decembrie 1918" University, Alba Iulia, volume 2, issue 23, pages 1-6.
• Essa A. Alhannom & Ghaleb S. Mushabeb, 2021, "Workers' Remittances in Yemen: Macroeconomic Determinants and Impact on Economic Growth," Management & Economics Research Journal, Faculty of Economics, Commercial and Management Sciences, Ziane Achour University of Djelfa, volume 3, issue 2, pages 41-62, September, DOI: 10.48100/merj.2021.157.
• Allin Cottrell, 2021, "Response surfaces for DF-GLS p-values," gretl working papers, Universita' Politecnica delle Marche (I), Dipartimento di Scienze Economiche e Sociali, number 8, Jan.
• Vasif Abioglu & Mübariz Hasanov, 2021, "Empirical Investigation of Long Run PPP Hypothesis: The Case of Temporary Structural Break and Asymmetric Adjustment," International Journal of Economic Sciences, European Research Center, volume 10, issue 1, pages 1-19, June.
• Karolina Konopczak & Aleksander Łożykowski, 2021, "Efekt fiskalny uszczelniania systemu podatkowego w Polsce: próba oszacowania w zakresie podatku CIT," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 1, pages 25-55.
• Maciej WYSOCKI & Cezary WÓJCIK, 2021, "Fiscal Sustainability in Poland: How Did the Public Policy Shift of 2016–2019 Impact the Country’s Long-Term," Ekonomista, Polskie Towarzystwo Ekonomiczne, issue 6, pages 777-798.
• Josep Lluís Carrion-i-Silvestre & María Dolores Gadea, 2021, "“Detecting multiple level shifts in bounded time series”," AQR Working Papers, University of Barcelona, Regional Quantitative Analysis Group, number 202106, Jul, revised Jul 2021.
• Francis X. Diebold & Maximilian Gobel, 2021, "A Benchmark Model for Fixed-Target Arctic Sea Ice Forecasting," Papers, arXiv.org, number 2101.10359, Jan, revised Jan 2022.
• Rui Fan & Ji Hyung Lee & Youngki Shin, 2021, "Predictive Quantile Regression with Mixed Roots and Increasing Dimensions: The ALQR Approach," Papers, arXiv.org, number 2101.11568, Jan, revised Dec 2022.
• Tobias Hartl, 2021, "Monitoring the pandemic: A fractional filter for the COVID-19 contact rate," Papers, arXiv.org, number 2102.10067, Feb.
• Alessandro Casini & Pierre Perron, 2021, "Prewhitened Long-Run Variance Estimation Robust to Nonstationarity," Papers, arXiv.org, number 2103.02235, Mar, revised Aug 2024.
• Michael Pfarrhofer, 2021, "Modeling tail risks of inflation using unobserved component quantile regressions," Papers, arXiv.org, number 2103.03632, Mar, revised Oct 2021.
• Jozef Barunik & Josef Kurka, 2021, "Risks of heterogeneously persistent higher moments," Papers, arXiv.org, number 2104.04264, Apr, revised Mar 2024.
• Alessandro Casini & Pierre Perron, 2021, "Change-Point Analysis of Time Series with Evolutionary Spectra," Papers, arXiv.org, number 2106.02031, Jun, revised Aug 2024.
• Paul Goldsmith-Pinkham & Peter Hull & Michal Koles'ar, 2021, "Contamination Bias in Linear Regressions," Papers, arXiv.org, number 2106.05024, Jun, revised Jun 2024.
• Alexander Mayer & Dominik Wied, 2021, "Estimation and Inference in Factor Copula Models with Exogenous Covariates," Papers, arXiv.org, number 2107.03366, Jul, revised Dec 2022.
• Richard Davis & Serena Ng, 2021, "Time Series Estimation of the Dynamic Effects of Disaster-Type Shock," Papers, arXiv.org, number 2107.06663, Jul, revised Mar 2022.
• Igor L. Kheifets & Peter C. B. Phillips, 2021, "Fully Modified Least Squares Cointegrating Parameter Estimation in Multicointegrated Systems," Papers, arXiv.org, number 2108.03486, Aug.
• Damian Clarke & Manuel Llorca Ja~na & Daniel Paila~nir, 2021, "The Use of Quantile Methods in Economic History," Papers, arXiv.org, number 2108.06055, Aug.
• Marcos Escobar-Anel & Maximilian Gollart & Rudi Zagst, 2021, "Closed-form portfolio optimization under GARCH models," Papers, arXiv.org, number 2109.00433, Sep.
• Dongwoo Kim & Young Jun Lee, 2021, "Vaccination strategies and transmission of COVID-19: evidence across advanced countries," Papers, arXiv.org, number 2109.06453, Sep, revised Jan 2022.
• Peter Reinhard Hansen & Zhuo Huang & Chen Tong & Tianyi Wang, 2021, "Realized GARCH, CBOE VIX, and the Volatility Risk Premium," Papers, arXiv.org, number 2112.05302, Dec.
• Daniel Fehrle, 2021, "Hedging Against Inflation: Housing vs. Equity," Discussion Paper Series, Universitaet Augsburg, Institute for Economics, number 342, Jun.
• Hadipour, Hassan & Paytakhti Oskooe, Ali & Rahmani, Kamaleddin, 2021, "Factors Affecting the Instability Index in Tehran Stock Exchange (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 26, issue 3, pages 131-154, December.
• Bhavesh Garg & Pravakar Sahoo, 2021, "DO DIFFERENT TYPES OF CAPITAL INFLOWS HAVE DIFFERENTIAL IMPACT ON OUTPUT? Evidence from Time series and Panel Analysis," IEG Working Papers, Institute of Economic Growth, number 443, Sep.
• Badri Narayan Rath & Vaseem Akram, 2021, "Popularity of Unit Root Tests - A Review," Asian Economics Letters, Asia-Pacific Applied Economics Association, volume 2, issue 4, pages 1-5, DOI: 2021/10/06.
• Marco R. Barassi & Gianluigi De Pascale & Raffaele Lagravinese, 2021, "Testing the law of one-price in the US gasoline market: a long memory approach," SERIES, Dipartimento di Economia e Finanza - Università degli Studi di Bari "Aldo Moro", number 03-2021, Jun, revised Jun 2021.
• Lakhadar Adouka & Habib Ben Bayer, 2021, "The Relationship between Environmental Quality and Economic Growth: An Empirical Investigation Applied to the Case of Algeria (1970-2019)," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 6, pages 22-41.
• Mariya Paskaleva & Ani Stoykova, 2021, "The Influence of Uncertainty on Market Efficiency: Evidence from Selected European Financial Markets," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 175-198.
• Robert Amano & Marc-André Gosselin & Julien McDonald-Guimond, 2021, "Evolving Temperature Dynamics in Canada: Preliminary Evidence Based on 60 Years of Data," Staff Working Papers, Bank of Canada, number 21-22, May, DOI: 10.34989/swp-2021-22.
• Tatjana Dahlhaus & Angelika Welte, 2021, "Payment Habits During COVID-19: Evidence from High-Frequency Transaction Data," Staff Working Papers, Bank of Canada, number 21-43, Sep, DOI: 10.34989/swp-2021-43.
• Alexandre Bonnet R. Costa & Pedro Cavalcanti G. Ferreira & Wagner P. Gaglianone & Osmani Teixeira C. Guillén & João Victor Issler & Yihao Lin, 2021, "Machine Learning and Oil Price Point and Density Forecasting," Working Papers Series, Central Bank of Brazil, Research Department, number 544, Feb.
• Matías Barberis, 2021, "Asymmetries in the Pass-Through of Exchange Rate to Prices: The Argentine Case 2004-2019," Ensayos Económicos, Central Bank of Argentina, Economic Research Department, volume 1, issue 76, pages 103-143, May.
• Emilio Blanco & Laura D’Amato & Fiorella Dogliolo & Lorena Garegnani, 2021, "Nowcast of Macroeconomic Aggregates in Argentina: Comparing the Predictive Capacity of Different Models," BCRA Working Paper Series, Central Bank of Argentina, Economic Research Department, number 202190, Jan.
• Unal ERYILMAZ, 2021, "Bifurcation Analysis on a Macroeconometric Model for Turkey’s Economy," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 15, issue 2, pages 289-310.
• Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021, "La evolución cíclica de la economía española en el contexto europeo," Occasional Papers, Banco de España, number 2103, Jan.
• Luis J. Álvarez & M.ª Dolores Gadea & Ana Gómez Loscos, 2021, "Cyclical patterns of the Spanish economy in Europe," Occasional Papers, Banco de España, number 2103, Jan.
• Máximo Camacho & María Dolores Gadea & Ana Gómez Loscos, 2021, "An automatic algorithm to date the reference cycle of the Spanish economy," Working Papers, Banco de España, number 2139, Nov.
• Delle Monache, Davide & De Polis, Andrea & Petrella, Ivan, 2021, "Modeling and forecasting macroeconomic downside risk," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1324, Mar.
• Andrea Carolina Vargas-Páez & Carlos David Ardila-Dueñas, 2021, "Efecto del riesgo de tipo de cambio en la rentabilidad de los bonos soberanos en Colombia," Borradores de Economia, Banco de la Republica de Colombia, number 1165, Aug, DOI: 10.32468/be.1165.
• María Teresa Ramírez-Giraldo & María Mercedes Collazos-Gaitán & Jorge García-García & Lucas Wilfried Hahn-De-Castro & Ligia Alba Melo-Becerra & Armando Montenegro-Trujillo & Enrique Montes-Uribe & Pau, 2021, "La inversión en infraestructura de transporte y la economía colombiana," Revista ESPE - Ensayos sobre Política Económica, Banco de la Republica de Colombia, issue 99, pages 1-134, May, DOI: 10.32468/espe.99.
• Miloš Božović, 2021, "Sistemska Komponenta Kreditnog Rizika: Metod Kopula (Systemic Component Of Credit Risk: A Copula-Based Method)," Ekonomske ideje i praksa, Faculty of Economics and Business, University of Belgrade, issue 41, pages 1-13, June.
• Ömer Fazıl Emek & Faruk Düsünceli & Oguzhan Özçelebi, 2021, "Türkiye’de Enflasyon ile Ekonomik Büyüme Arasındaki Simetrik ve Asitmetrik Nedensellik Iliskilerin Incelenmesi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 241-270, December, DOI: https://doi.org/10.33399/biibfad.88.
• Ihsan Güzel & Ihsan Oluç, 2021, "Yenilenebilir Enerji Tüketimi ve Ticari Açıklıgın Ekonomik Büyüme Üzerindeki Etkisi: Türkiye Örnegi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 343-369, December, DOI: https://doi.org/10.33399/biibfad.90.
• Zehra Abdioglu & Sefanur Aaydın, 2021, "Türkiye için Kredi Temerrüt Takasları ve Pay Senedi Fiyatları Arasındaki Asimetrik Nedensellik Iliskisi," Bingol University Journal of Economics and Administrative Sciences, Bingol University, Faculty of Economics and Administrative Sciences, volume 5, issue 2, pages 427-454, December, DOI: https://doi.org/10.33399/biibfad.91.
• Elizaveta Golovanova & Andrey Zubarev, 2021, "Forecasting Aggregate Retail Sales with Google Trends," Russian Journal of Money and Finance, Bank of Russia, volume 80, issue 4, pages 50-73, December, DOI: 10.31477/rjmf.202104.50.
• Martin B. Schmidt, 2021, "The Competitive Returns To The Global Search For Talent: Professional Sports Markets And Foreigners," Economic Inquiry, Western Economic Association International, volume 59, issue 1, pages 396-419, January, DOI: 10.1111/ecin.12947.
• Ka Ming Cheng, 2021, "Financial And Insurance Services Trade: Does Exchange Rate Or Income Matter?," Economic Inquiry, Western Economic Association International, volume 59, issue 1, pages 494-509, January, DOI: 10.1111/ecin.12943.
• Paulo M. D. C. Parente & Richard J. Smith, 2021, "Quasi‐maximum likelihood and the kernel block bootstrap for nonlinear dynamic models," Journal of Time Series Analysis, Wiley Blackwell, volume 42, issue 4, pages 377-405, July, DOI: 10.1111/jtsa.12573.
• Anibal Emiliano Da Silva Neto & Jesús Gonzalo & Jean‐Yves Pitarakis, 2021, "Uncovering Regimes in Out of Sample Forecast Errors from Predictive Regressions," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 3, pages 713-741, June, DOI: 10.1111/obes.12418.
• Gabriel Zsurkis & JoÃo Nicolau & Paulo M. M. Rodrigues, 2021, "A Re‐Examination of Inflation Persistence Dynamics in OECD Countries: A New Approach," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 83, issue 4, pages 935-959, August, DOI: 10.1111/obes.12419.
• Don Bredin & Stilianos Fountas & Christos Savva, 2021, "Is British output growth related to its uncertainty? Evidence using eight centuries of data," Scottish Journal of Political Economy, Scottish Economic Society, volume 68, issue 3, pages 345-364, July, DOI: 10.1111/sjpe.12270.
• Mauricio Mora Barrenechea & Paola Yujra Tonconi, 2021, "Evaluación de los Indicadores de Tendencia Inflacionaria en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 34, issue 1, pages 87-113, January -.
• Eleonora Granziera & Pirkka Jalasjoki & Maritta Paloviita, 2021, "The Bias and Efficiency of the ECB Inflation Projections: a State Dependent Analysis," Working Paper, Norges Bank, number 2021/1, Apr.
• Hiona Balfoussia & Dimitrios P. Louzis, 2021, "The impact of economic uncertainty and inflation uncertainty on the Greek economy," Economic Bulletin, Bank of Greece, issue 53, pages 49-68, July, DOI: 10.52903/econbull20215303.
• Panagiotis Lazaris & Anastasios Petropoulos & Vasileios Siakoulis & Evangelos Stavroulakis & Nikolaos Vlachogiannakis, 2021, "Interest rate pass through in the deposit and loan products provided by Greek banks," Working Papers, Bank of Greece, number 287, Feb.
• Dimitrios Sideris & Georgia Pavlou, 2021, "Disaggregate income and wealth effects on private consumption in Greece," Working Papers, Bank of Greece, number 293, Nov, DOI: 10.52903/wp2021293.
• Yossi Yakhin & Inon Gamrasni, 2021, "The Housing Market in Israel: Long-Run Equilibrium and Short-Run Dynamics," Bank of Israel Working Papers, Bank of Israel, number 2021.08, May.
• Fratianni Michele & Gallegati Marco & Giri Federico, 2021, "International Historical Evidence on Money Growth and Inflation: The Role of High Inflation Episodes," The B.E. Journal of Macroeconomics, De Gruyter, volume 21, issue 2, pages 541-564, June, DOI: 10.1515/bejm-2019-0183.
• Cuestas Juan Carlos & Ordóñez Javier & Monfort Mercedes, 2021, "Measuring the Cost of Covid-19 in Terms of the Rise in the Unemployment Rate: The Case of Spain," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 15, issue 1, pages 112-114, January, DOI: 10.1515/econ-2021-0009.
• Lafuente Juan Ángel & Monfort Mercedes & Pérez Rafaela & Ruiz Jesús, 2021, "Disentangling Permanent and Transitory Monetary Shocks with a Nonlinear Taylor Rule," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 15, issue 1, pages 150-162, January, DOI: 10.1515/econ-2021-0010.
• Korhonen Marko & Puhakka Mikko, 2021, "The Behavior of Divorce Rates: A Smooth Transition Regression Approach," Journal of Time Series Econometrics, De Gruyter, volume 13, issue 1, pages 1-19, January, DOI: 10.1515/jtse-2019-0018.
• Carnero M. Angeles & Pérez Ana, 2021, "Outliers and misleading leverage effect in asymmetric GARCH-type models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 1, pages 1-19, February, DOI: 10.1515/snde-2018-0073.
• Martínez Compains Jorge & Rodríguez Carreño Ignacio & Gençay Ramazan & Trani Tommaso & Ramos Vilardell Daniel, 2021, "Recovering cointegration via wavelets in the presence of non-linear patterns," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 255-265, December, DOI: 10.1515/snde-2018-0120.
• Boubaker Heni & Canarella Giorgio & Gupta Rangan & Miller Stephen M., 2021, "Long-memory modeling and forecasting: evidence from the U.S. historical series of inflation," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 289-310, December, DOI: 10.1515/snde-2018-0116.
• Donfack Morvan Nongni & Dufays Arnaud, 2021, "Modeling time-varying parameters using artificial neural networks: a GARCH illustration," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 25, issue 5, pages 311-343, December, DOI: 10.1515/snde-2019-0091.
• Arnab Bhattacharjee & Jan Ditzen & Sean Holly, 2021, "Spatial and Spatio-temporal Error Correction, Networks and Common Correlated Effects," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS76, Jan.
• Stefano Grassi & Marco Lorusso & Francesco Ravazzolo, 2021, "Adaptive Importance Sampling for DSGE Models," BEMPS - Bozen Economics & Management Paper Series, Faculty of Economics and Management at the Free University of Bozen, number BEMPS84, May.
• Ding, Y., 2021, "Augmented Real-Time GARCH: A Joint Model for Returns, Volatility and Volatility of Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2112, Feb.
• Harvey, A. C., 2021, "Time series modeling of epidemics: leading indicators, control groups and policy assessment," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2114, Feb.
• Li, M. Z. & Linton, O., 2021, "Robust Estimation of Integrated and Spot Volatility," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2115, Feb.
• Harvey, A. & Palumbo, D., 2021, "Regime switching models for directional and linear observations," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2123, Mar.
• Harvey, A., 2021, "Score-driven time series models," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2133, Apr.
• Ding, Y., 2021, "Conditional Heteroskedasticity in the Volatility of Asset Returns," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2179, Nov.
• Łukasz Kurowski, 2021, "Financial cycle − A critical analysis of the methodology for its identification," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 10, issue 3, pages 99-116.
• Ramez Abubakr Badeeb & Jeremy Clark & Abey P. Philip, 2021, "The Nonlinear Effects of Oil Rent Dependence on Malaysian Manufacturing: Implications from Structural Change using a Markov-Regime Switching Model," Working Papers in Economics, University of Canterbury, Department of Economics and Finance, number 21/11, Nov.
• Iseringhausen, Martin & Petrella, Ivan & Theodoridis, Konstantinos, 2021, "Aggregate Skewness and the Business Cycle," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/30, Dec.
• Kim, Namhyun & W. Saart, Patrick, 2021, "Estimation in partially linear semiparametric models with parametric and/or nonparametric endogeneity," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2021/9, May.
• Alan M. M. Leal & Stefan D'Amato & Igor V. M. Viveiros, 2021, "Short and long-run relations between capital netflows and the differential of american and brazilian interest rates," Textos para Discussão Cedeplar-UFMG, Cedeplar, Universidade Federal de Minas Gerais, number 629, Feb.
• Filip Stanek, 2021, "Optimal Out-of-Sample Forecast Evaluation under Stationarity," CERGE-EI Working Papers, The Center for Economic Research and Graduate Education - Economics Institute, Prague, number wp712, Nov.
• Maike Becker & Gregor Pfeifer & Karsten Schweikert & Gregor-Gabriel Pfeifer, 2021, "Price Effects of the Austrian Fuel Price Fixing Act: A Synthetic Control Study," CESifo Working Paper Series, CESifo, number 8819.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Maria Malmierca, 2021, "Persistence in the Private Debt-to-GDP Ratio: Evidence from 43 OECD Countries," CESifo Working Paper Series, CESifo, number 8889.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2021, "The Relationship between Prices and Output in the UK and the US," CESifo Working Paper Series, CESifo, number 8970.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Carlos Poza, 2021, "The Covid-19 Pandemic and the Degree of Persistence of US Stock Prices and Bond Yields," CESifo Working Paper Series, CESifo, number 8976.
• Giovanni Pellegrino & Efrem Castelnuovo & Giovanni Caggiano, 2021, "Uncertainty and Monetary Policy during the Great Recession," CESifo Working Paper Series, CESifo, number 8985.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Alex Plastun & Inna Makarenko, 2021, "Persistence in ESG and Conventional Stock Market Indices," CESifo Working Paper Series, CESifo, number 9098.
• Emmanuel Joel Aikins Abakah & Guglielmo Maria Caporale & Luis A. Gil-Alana, 2021, "The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic," CESifo Working Paper Series, CESifo, number 9163.
• Kajal Lahiri & Cheng Yang, 2021, "Boosting Tax Revenues with Mixed-Frequency Data in the Aftermath of Covid-19: The Case of New York," CESifo Working Paper Series, CESifo, number 9365.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Isabel Arrese Lasaosa, 2021, "The Impact of the Covid-19 Pandemic on Persistence in the European Stock Markets," CESifo Working Paper Series, CESifo, number 9382.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Emmanuel Joel Aikins Abakah, 2021, "US Policy Responses to the Covid-19 Pandemic and Sectoral Stock Indices: A Fractional Integration Approach," CESifo Working Paper Series, CESifo, number 9386.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Pablo Vicente Trejo, 2021, "Unemployment Persistence in Europe: Evidence from the 27 EU Countries," CESifo Working Paper Series, CESifo, number 9392.
• António Afonso & José Carlos Coelho, 2021, "Current Account Targeting Hypothesis versus Twin Deficit Hypothesis: The EMU Experience of Portugal," EconPol Working Paper, ifo Institute - Leibniz Institute for Economic Research at the University of Munich, number 68.
• Tsutomu Watanabe & Tomoyoshi Yabu, 2021, "Japan’s Voluntary Lockdown: Further Evidence Based on Age-Specific Mobile Location Data," CARF F-Series, Center for Advanced Research in Finance, Faculty of Economics, The University of Tokyo, number CARF-F-508, Feb.
• Matteo Garzoli & Alberto Plazzi & Rossen I. Valkanov, 2021, "Backcasting, Nowcasting, and Forecasting Residential Repeat-Sales Returns: Big Data meets Mixed Frequency," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 21-21, Mar.
• Jose E. Gomez-Gonzalez & Jorge Hirs-Garzón & Sebastián Sanín-Restrepo, 2021, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, CEPII research center, issue 165, pages 37-50.
• Manuel Monge, 2021, "U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis," International Economics, CEPII research center, issue 167, pages 88-95.
• Nikolaos Antonakakis & Christina Christou & Luis A. Gil-Alana & Rangan Gupta, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, CEPII research center, issue 167, pages 29-38.
• Barend Abeln & Jan P.A.M. Jacobs, 2021, "COVID19 and Seasonal Adjustment," CIRANO Working Papers, CIRANO, number 2021s-05, Feb.
• Denisa Maria MELIAN, 2021, "The Evolution Of Unemployment And Inflation In Romania For 23 Years. Phillips Curve," SEA - Practical Application of Science, Romanian Foundation for Business Intelligence, Editorial Department, issue 27, pages 227-237, December.
• Juan Camilo Pardo, 2021, "¬øExuberancia de los precios de la vivienda en Colombia?," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 19319, Jun.
• María Teresa Ramírez-Giraldo & Mar�a Mercedes Collazos-Gait�n & Jorge Garc�a-Garc�a & Lucas Wilfried Hahn-De-Castro & Ligia Alba Melo-Becerra & Armando Montenegro-Trujillo & Paula Lancheros-Ram�rez & , 2021, "La inversión en infraestructura de transporte y la economía colombiana," Revista ESPE - Ensayos Sobre Política Económica, Banco de la República, issue 99, pages 1-134.
• Lina M Cortés & Juan F. Rend�n & Javier Perote, 2021, "Determining the banking solvency risk in times of COVID-19 through Gram-Charlier expansions," Documentos de Trabajo de Valor Público, Universidad EAFIT, number 19593, Sep.
• Juan Manuel Candelo Viáfara, 2021, "Índice mensual de incertidumbre financiera y económica (IMIFE) para la economía colombiana," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 95, pages 85-104.
• Omar Enrique Castillo Nunez, 2021, "Determinantes de la oferta primaria de ganado vacuno para ceba en el Departamento de Córdoba, Colombia," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue No. 96, pages 279-314.
• Enrique Samanamud Valderrama, 2021, "Una revisión para el Perú de la relación entre el desempleo, el subempleo y la producción," Revista Finanzas y Politica Economica, Universidad Católica de Colombia, volume 13, issue 2, pages 473-511.
• Pérez-Quirós, Gabriel & Camacho, Máximo & Pacce, Matias Jose, 2021, "Spillover Effects in International Business Cycles," CEPR Discussion Papers, Centre for Economic Policy Research, number 15787, Feb.
• Schorfheide, Frank & Aruoba, Boragan & Mlikota, Marko & Villalvazo, Sergio, 2021, "SVARs With Occasionally-Binding Constraints," CEPR Discussion Papers, Centre for Economic Policy Research, number 15923, Mar.
• Aizenman, Joshua & Cukierman, Alex & Jinjarak, Yothin & Xin, Weining, 2022, "International Evidence on Vaccines and the Mortality to Infections Ratio in the Pre-Omicron Era," CEPR Discussion Papers, Centre for Economic Policy Research, number 16728, Feb.
• Stefano Grassi & Francesco Violante, 2021, "Asset Pricing Using Block-Cholesky GARCH and Time-Varying Betas," Working Papers, Center for Research in Economics and Statistics, number 2021-05, Mar.
• Afees A. Salisu & Rangan Gupta & Sayar Karmakar & Sonali Das, 2021, "Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty," GRU Working Paper Series, City University of Hong Kong, Department of Economics and Finance, Global Research Unit, number GRU_2021_017, May.
• Pedro V Piffaut & Damià Rey Miró, 2021, "Umbral de Volatilidad del Mercado Bursátil y su Interrelación con la Divisa," Cuadernos de Economía - Spanish Journal of Economics and Finance, Asociación Cuadernos de Economía, volume 44, issue 124, pages 11-22, Enero.
• Bouri, Elie & Demirer, Riza & Gupta, Rangan & Wohar, Mark E., 2021, "Gold, platinum and the predictability of bond risk premia," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101490.
• Yen, Kuang-Chieh & Cheng, Hui-Pei, 2021, "Economic policy uncertainty and cryptocurrency volatility," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101428.
• Li, Xiao, 2021, "Does Chinese investor sentiment predict Asia-pacific stock markets? Evidence from a nonparametric causality-in-quantiles test," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2019.101395.
• Bouri, Elie & Vo, Xuan Vinh & Saeed, Tareq, 2021, "Return equicorrelation in the cryptocurrency market: Analysis and determinants," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101497.
• Shahzad, Syed Jawad Hussain & Kyei, Clement Kweku & Gupta, Rangan & Olson, Eric, 2021, "Investor sentiment and dollar-pound exchange rate returns: Evidence from over a century of data using a cross-quantilogram approach," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101504.
• Pham, Quynh Thi Thuy, 2021, "Stock Return Predictability: Evidence Across US Industries," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101531.
• Gronwald, Marc, 2021, "How explosive are cryptocurrency prices?," Finance Research Letters, Elsevier, volume 38, issue C, DOI: 10.1016/j.frl.2020.101603.
• Huang, Zhuo & Liang, Fang & Wang, Tianyi & Li, Chao, 2021, "Modeling dynamic higher moments of crude oil futures," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101570.
• Li, Yanglin & Wang, Shaoping & Zhao, Qing, 2021, "When does the stock market recover from a crisis?," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101642.
• Song, Lingfeng & Zhang, Yinsainan, 2021, "Banking network structure and transnational systemic risk contagion—The case of the European Union," Finance Research Letters, Elsevier, volume 39, issue C, DOI: 10.1016/j.frl.2020.101660.
• Ghabri, Yosra & Guesmi, Khaled & Zantour, Ahlem, 2021, "Bitcoin and liquidity risk diversification," Finance Research Letters, Elsevier, volume 40, issue C, DOI: 10.1016/j.frl.2020.101679.
• Nonejad, Nima, 2021, "Predicting equity premium by conditioning on macroeconomic variables: A prediction selection strategy using the price of crude oil," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101792.
• Cristofaro, Lorenzo & Gil-Alana, Luis A. & Chen, Zhongfei & Wanke, Peter, 2021, "Modelling stock market data in China: Crisis and Coronavirus," Finance Research Letters, Elsevier, volume 41, issue C, DOI: 10.1016/j.frl.2020.101865.
• Kim, Myeong Jun & Canh, Nguyen Phuc & Park, Sung Y., 2021, "Causal relationship among cryptocurrencies: A conditional quantile approach," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101879.
• Chatziantoniou, Ioannis & Degiannakis, Stavros & Delis, Panagiotis & Filis, George, 2021, "Forecasting oil price volatility using spillover effects from uncertainty indices," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101885.
• Zhang, Yugui & Zhu, Jie & Zhu, Xiaoneng, 2021, "Global bond risk premia under falling stars," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2020.101916.
• Bouri, Elie & Gupta, Rangan & Majumdar, Anandamayee & Subramaniam, Sowmya, 2021, "Time-varying risk aversion and forecastability of the US term structure of interest rates," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101924.
• Bouri, Elie & Gkillas, Konstantinos & Gupta, Rangan & Pierdzioch, Christian, 2021, "Forecasting power of infectious diseases-related uncertainty for gold realized variance," Finance Research Letters, Elsevier, volume 42, issue C, DOI: 10.1016/j.frl.2021.101936.
• Wang, Shixuan & Gupta, Rangan & Zhang, Yue-Jun, 2021, "Bear, Bull, Sidewalk, and Crash: The Evolution of the US Stock Market Using Over a Century of Daily Data," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.101998.
• Castillo, Brenda & León, Ángel & Ñíguez, Trino-Manuel, 2021, "Backtesting VaR under the COVID-19 sudden changes in volatility," Finance Research Letters, Elsevier, volume 43, issue C, DOI: 10.1016/j.frl.2021.102024.
• Battiston, Pietro & Gamba, Simona, 2021, "COVID-19: R0 is lower where outbreak is larger," Health Policy, Elsevier, volume 125, issue 2, pages 141-147, DOI: 10.1016/j.healthpol.2020.10.017.
• Gomez-Gonzalez, Jose E. & Hirs-Garzón, Jorge & Sanín-Restrepo, Sebastián, 2021, "Dynamic relations between oil and stock markets: Volatility spillovers, networks and causality," International Economics, Elsevier, volume 165, issue C, pages 37-50, DOI: 10.1016/j.inteco.2020.11.004.
• Antonakakis, Nikolaos & Christou, Christina & Gil-Alana, Luis A. & Gupta, Rangan, 2021, "Inflation-targeting and inflation volatility: International evidence from the cosine-squared cepstrum," International Economics, Elsevier, volume 167, issue C, pages 29-38, DOI: 10.1016/j.inteco.2021.05.004.
• Monge, Manuel, 2021, "U.S. historical initial jobless claims. Is it different with the coronavirus crisis? A fractional integration analysis," International Economics, Elsevier, volume 167, issue C, pages 88-95, DOI: 10.1016/j.inteco.2020.11.006.
• Assaf, Ata & Kristoufek, Ladislav & Demir, Ender & Kumar Mitra, Subrata, 2021, "Market efficiency in the art markets using a combination of long memory, fractal dimension, and approximate entropy measures," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 71, issue C, DOI: 10.1016/j.intfin.2021.101312.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2021, "Political uncertainty, COVID-19 pandemic and stock market volatility transmission," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101383.
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2021, "Forecasting realised volatility: Does the LASSO approach outperform HAR?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 74, issue C, DOI: 10.1016/j.intfin.2021.101386.
• Martínez-Martín, Jaime & Rusticelli, Elena, 2021, "Keeping track of global trade in real time," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 224-236, DOI: 10.1016/j.ijforecast.2020.04.005.
• Cipollini, Fabrizio & Gallo, Giampiero M. & Otranto, Edoardo, 2021, "Realized volatility forecasting: Robustness to measurement errors," International Journal of Forecasting, Elsevier, volume 37, issue 1, pages 44-57, DOI: 10.1016/j.ijforecast.2020.02.009.
• Costantini, Mauro & Kunst, Robert M., 2021, "On using predictive-ability tests in the selection of time-series prediction models: A Monte Carlo evaluation," International Journal of Forecasting, Elsevier, volume 37, issue 2, pages 445-460, DOI: 10.1016/j.ijforecast.2020.06.010.
• Adams, Patrick A. & Adrian, Tobias & Boyarchenko, Nina & Giannone, Domenico, 2021, "Forecasting macroeconomic risks," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1173-1191, DOI: 10.1016/j.ijforecast.2021.01.003.
• Baumeister, Christiane & Guérin, Pierre, 2021, "A comparison of monthly global indicators for forecasting growth," International Journal of Forecasting, Elsevier, volume 37, issue 3, pages 1276-1295, DOI: 10.1016/j.ijforecast.2021.02.008.
• Diebold, Francis X. & Göbel, Maximilian & Goulet Coulombe, Philippe & Rudebusch, Glenn D. & Zhang, Boyuan, 2021, "Optimal combination of Arctic sea ice extent measures: A dynamic factor modeling approach," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1509-1519, DOI: 10.1016/j.ijforecast.2020.10.006.
• Sucarrat, Genaro, 2021, "Identification of volatility proxies as expectations of squared financial returns," International Journal of Forecasting, Elsevier, volume 37, issue 4, pages 1677-1690, DOI: 10.1016/j.ijforecast.2021.03.008.
• Li, Hong & Shi, Yanlin, 2021, "A new unique information share measure with applications on cross-listed Chinese banks," Journal of Banking & Finance, Elsevier, volume 128, issue C, DOI: 10.1016/j.jbankfin.2021.106141.
• Clements, Adam & Preve, Daniel P.A., 2021, "A Practical Guide to harnessing the HAR volatility model," Journal of Banking & Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jbankfin.2021.106285.
• Diebolt, Claude & Mishra, Tapas & Perrin, Faustine, 2021, "Gender empowerment as an enforcer of individuals’ choice between education and fertility: Evidence from 19th century France," Journal of Economic Behavior & Organization, Elsevier, volume 188, issue C, pages 408-438, DOI: 10.1016/j.jebo.2021.05.011.
• Kukacka, Jiri & Kristoufek, Ladislav, 2021, "Does parameterization affect the complexity of agent-based models?," Journal of Economic Behavior & Organization, Elsevier, volume 192, issue C, pages 324-356, DOI: 10.1016/j.jebo.2021.10.007.
• Athari, Seyed Alireza & Kondoz, Mehmet & Kirikkaleli, Dervis, 2021, "Dependency between sovereign credit ratings and economic risk: Insight from Balkan countries," Journal of Economics and Business, Elsevier, volume 116, issue C, DOI: 10.1016/j.jeconbus.2021.105984.
• Bandi, Federico M. & Chaudhuri, Shomesh E. & Lo, Andrew W. & Tamoni, Andrea, 2021, "Spectral factor models," Journal of Financial Economics, Elsevier, volume 142, issue 1, pages 214-238, DOI: 10.1016/j.jfineco.2021.04.024.
• Lucas, Sterenn & Soler, Louis-Georges & Revoredo-Giha, Cesar, 2021, "Trend analysis of sustainability claims: The European fisheries and aquaculture markets case," Food Policy, Elsevier, volume 104, issue C, DOI: 10.1016/j.foodpol.2021.102141.
• Fong, Tom Pak Wing & Sze, Angela Kin Wan & Ho, Edmund Ho Cheung, 2021, "Assessing cross-border interconnectedness between shadow banking systems," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102278.
• Duygun, Meryem & Tunaru, Radu & Vioto, Davide, 2021, "Herding by corporates in the US and the Eurozone through different market conditions," Journal of International Money and Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.jimonfin.2020.102311.
• Megaritis, Anastasios & Vlastakis, Nikolaos & Triantafyllou, Athanasios, 2021, "Stock market volatility and jumps in times of uncertainty," Journal of International Money and Finance, Elsevier, volume 113, issue C, DOI: 10.1016/j.jimonfin.2021.102355.
• Chipeniuk, Karsten O. & Walker, Todd B., 2021, "Forward inflation expectations: Evidence from inflation caps and floors," Journal of Macroeconomics, Elsevier, volume 70, issue C, DOI: 10.1016/j.jmacro.2021.103348.
• Nonejad, Nima, 2021, "The price of crude oil and (conditional) out-of-sample predictability of world industrial production," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100167.
• Winkelried, Diego, 2021, "Unit roots in real primary commodity prices? A meta-analysis of the Grilli and Yang data set," Journal of Commodity Markets, Elsevier, volume 23, issue C, DOI: 10.1016/j.jcomm.2021.100168.
• Carpantier, Jean-François, 2021, "Anything but gold - The golden constant revisited," Journal of Commodity Markets, Elsevier, volume 24, issue C, DOI: 10.1016/j.jcomm.2021.100170.
• Al Refai, Hisham & Eissa, Mohamad Abdelaziz & Zeitun, Rami, 2021, "The dynamics of the relationship between real estate and stock markets in an energy-based economy: The case of Qatar," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00200.
• Karakotsios, Achillefs & Katrakilidis, Constantinos & Kroupis, Nikolaos, 2021, "The dynamic linkages between food prices and oil prices. Does asymmetry matter?," The Journal of Economic Asymmetries, Elsevier, volume 23, issue C, DOI: 10.1016/j.jeca.2021.e00203.
• Hashmi, Shabir Mohsin & Chang, Bisharat Hussain & Bhutto, Niaz Ahmed, 2021, "Asymmetric effect of oil prices on stock market prices: New evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 70, issue C, DOI: 10.1016/j.resourpol.2020.101946.
• Zakaria, Muhammad & Khiam, Shahzeb & Mahmood, Hamid, 2021, "Influence of oil prices on inflation in South Asia: Some new evidence," Resources Policy, Elsevier, volume 71, issue C, DOI: 10.1016/j.resourpol.2021.102014.
• Shaikh, Imlak, 2021, "On the relation between Pandemic Disease Outbreak News and Crude oil, Gold, Gold mining, Silver and Energy Markets," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102025.
• Monge, Manuel & Gil-Alana, Luis A., 2021, "Lithium industry and the U.S. crude oil prices. A fractional cointegration VAR and a Continuous Wavelet Transform analysis," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102040.
• Yaya, OlaOluwa S. & Vo, Xuan Vinh & Olayinka, Hammed A., 2021, "Gold and silver prices, their stocks and market fear gauges: Testing fractional cointegration using a robust approach," Resources Policy, Elsevier, volume 72, issue C, DOI: 10.1016/j.resourpol.2021.102045.
• Umar, Zaghum & Jareño, Francisco & Escribano, Ana, 2021, "Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102147.
• Umar, Zaghum & Gubareva, Mariya & Teplova, Tamara, 2021, "The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102164.
• Klein, Tony & Todorova, Neda, 2021, "Night trading with futures in China: The case of Aluminum and Copper," Resources Policy, Elsevier, volume 73, issue C, DOI: 10.1016/j.resourpol.2021.102205.
• Kumar, Satish & Khalfaoui, Rabeh & Tiwari, Aviral Kumar, 2021, "Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102253.
• Yaya, OlaOluwa S. & Gil-Alana, Luis A. & Adekoya, Oluwasegun B. & Vo, Xuan Vinh, 2021, "How fearful are commodities and US stocks in response to global fear? Persistence and cointegration analyses," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102273.
• Jareño, Francisco & González, María de la O. & López, Raquel & Ramos, Ana Rosa, 2021, "Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102281.
• Monge, Manuel & Cristóbal, Enrique, 2021, "Terrorism and the behavior of oil production and prices in OPEC," Resources Policy, Elsevier, volume 74, issue C, DOI: 10.1016/j.resourpol.2021.102321.