Research classified by Journal of Economic Literature (JEL) codes
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
2025
- Montant, Gil, 2025, "The effectiveness of OPEC and OPEC+ from 2009 to 2024: An empirical appraisal," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105529.
- McMillan, David G. & Ziadat, Salem Adel, 2025, "The predictive power of the oil variance risk premium," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105550.
- Akadiri, Seyi Saint & Ozkan, Oktay & Alola, Andrew Adewale, 2025, "Investigating the determinants of load capacity factor in Nigeria: An asymmetric quantile approach on urbanization, economic growth, FDI, and resource dependency," Resources Policy, Elsevier, volume 104, issue C, DOI: 10.1016/j.resourpol.2025.105586.
- Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2025, "On the dynamic interdependence between risk factors and clean energy stock prices," Resources Policy, Elsevier, volume 105, issue C, DOI: 10.1016/j.resourpol.2025.105595.
- Nondo, Chali & Saungweme, Talknice & Odhiambo, Nicholas M., 2025, "Does governance matter in mediating the resource curse? Evidence from Zambia," Resources Policy, Elsevier, volume 106, issue C, DOI: 10.1016/j.resourpol.2025.105603.
- Awijen, Haithem & Ben Zaied, Younes & Ben Jabeur, Sami, 2025, "Mobilizing FDI in natural resources in the post-COP28 era: Spatial drivers, natural capital, and sustainability dynamics," Resources Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.resourpol.2025.105638.
- Hsu, Ching-Chi & Tsai, Wei-Che, 2025, "Exploring the role of crude oil futures in portfolio diversification," Journal of Multinational Financial Management, Elsevier, volume 79, issue C, DOI: 10.1016/j.mulfin.2025.100917.
- Cheng, Hang & Shi, Yongdong & Zhang, Tong, 2025, "Unlocking the true price impact: Intraday liquidity and expected return in China’s stock market," Pacific-Basin Finance Journal, Elsevier, volume 94, issue C, DOI: 10.1016/j.pacfin.2025.102939.
- Vogl, Markus & Kojić, Milena & Sharma, Abhishek & Stanisic, Nikola, 2025, "Decoding financial markets: Empirical DGPs as the key to model selection and forecasting excellence – A proof of concept," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 666, issue C, DOI: 10.1016/j.physa.2025.130542.
- Neto, David, 2025, "Buy when there’s blood in the streets: How geopolitical adverse events can push defense stock returns to the extreme," European Journal of Political Economy, Elsevier, volume 90, issue PB, DOI: 10.1016/j.ejpoleco.2025.102771.
- Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
- Aslam, Adnan & Newaz, Mohammad Khaleq, 2025, "Geopolitical risk and bond market dynamics: Assessing the impact of threats and realized events," The Quarterly Review of Economics and Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.qref.2025.102032.
- Martins, Igor & Freitas Lopes, Hedibert, 2025, "What events matter for exchange rate volatility?," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102073.
- Djedaiet, Aissa & Ayad, Hicham & Abdelkader, Salim Bourchid, 2025, "Bridging the divide: Exposing the intriguing link between international reserves and environmental status through the inverted U-shaped relationship," Research in Economics, Elsevier, volume 79, issue 1, DOI: 10.1016/j.rie.2025.101041.
- Mallick, Lingaraj, 2025, "Re-assessment of sustainability of current account deficit in India: Insights from threshold cointegration and NARDL analysis," Research in Economics, Elsevier, volume 79, issue 2, DOI: 10.1016/j.rie.2025.101039.
- Neto, David, 2025, "Does geopolitical distress tip the European financial stock markets into a great uncertainty regime?," Research in Economics, Elsevier, volume 79, issue 3, DOI: 10.1016/j.rie.2025.101052.
- Solarin, Sakiru & Gil-Alana, Luis A. & Goenechea, Maria & Martín-Valmayor, Miguel A., 2025, "Black carbon emissions persistence: Evidence from 27 European Union countries using fractional integration," Renewable and Sustainable Energy Reviews, Elsevier, volume 212, issue C, DOI: 10.1016/j.rser.2024.115327.
- Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2025, "Forecasting realised volatility using regime-switching models," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104171.
- Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025, "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104183.
- Patra, Saswat & Singh, Abhay Kumar, 2025, "The impact of financial stress and equity market uncertainty on cryptocurrencies under structural breaks," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104212.
- Bui, Huynh Tuan Duy & Herwartz, Helmut & Wang, Shu, 2025, "Central bank announcements and monitoring portfolio risks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104427.
- Akyildirim, Erdinc & Aysan, Ahmet Faruk & Cepni, Oguzhan & Corbet, Shaen, 2025, "News sentiment and DeFi coin returns: An empirical analysis," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104483.
- Nazlıoğlu, Elif Hilal & Kök, Dündar & Soytaş, Uğur, 2025, "Energy prices and stock markets: Does energy supply security matter?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104542.
- Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
- Grobys, Klaus, 2025, "Is gold in the process of a bubble formation? New evidence from the ex-post global financial crisis period," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102727.
- Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
- Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Short-run and long-run volatility spillovers from China to countries of the Belt and Road Initiative," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103106.
- Chen, Xiaohong & Yi, Yanping, 2025, "Information bounds for Gaussian copula parameter in stationary semiparametric Markov models," Statistics & Probability Letters, Elsevier, volume 216, issue C, DOI: 10.1016/j.spl.2024.110254.
- Li, Haiqi & Zhang, Jing & Zheng, Chaowen, 2025, "Functional-coefficient quantile cointegrating regression with stationary covariates," Statistics & Probability Letters, Elsevier, volume 219, issue C, DOI: 10.1016/j.spl.2024.110344.
- Skare, Marinko & Gil-Alana, Luis A. & Porada-Rochon, Małgorzata, 2025, "Isolating financial cycles using the fractional cyclical model in selected economies: 1970–2019," Structural Change and Economic Dynamics, Elsevier, volume 72, issue C, pages 67-77, DOI: 10.1016/j.strueco.2024.10.001.
- ANANI, Edem Thierry Géraud., 2025, "Impacts of Chinese demand and long term American interest rate on the dynamics of commodity prices," Structural Change and Economic Dynamics, Elsevier, volume 73, issue C, pages 368-375, DOI: 10.1016/j.strueco.2025.02.001.
- Angelone, Paolo & Canale, Rosaria Rita, 2025, "Italian labour productivity: a wage-led decline," Structural Change and Economic Dynamics, Elsevier, volume 74, issue C, pages 493-503, DOI: 10.1016/j.strueco.2025.05.011.
- Mutlugün, Betül, 2025, "A post-Keynesian-structuralist empirical approach to inflationary pressures in Türkiye," Structural Change and Economic Dynamics, Elsevier, volume 75, issue C, pages 744-766, DOI: 10.1016/j.strueco.2025.10.004.
- Akadiri, Seyi Saint & Ozkan, Oktay & Kirikkaleli, Dervis, 2025, "Synergistic impact of renewable energy technology, governance, digitalisation, and human capital on sustainable development and load capacity factor in Germany's energy landscape," Technology in Society, Elsevier, volume 83, issue C, DOI: 10.1016/j.techsoc.2025.103002.
- Solarin, Sakiru Adebola & Kazak, Hasan & Shahbaz, Muhammad & Akcan, Ahmet Tayfur & Selcuk, Hamide, 2025, "Convergence of environmental innovation in Europe with or without United Kingdom: Technological implications for the environment," Technology in Society, Elsevier, volume 83, issue C, DOI: 10.1016/j.techsoc.2025.103047.
- Cai, Yifei & Fu, Xiaowen & Zhang, Yahua, 2025, "Geopolitical risks and airlines stock return — Implications to the financial stability of European airlines," Transport Policy, Elsevier, volume 170, issue C, pages 51-57, DOI: 10.1016/j.tranpol.2025.05.001.
- James Morley & Jieying Zhang, 2025, "Is Inflation Driven by Aggregate or Sectoral Output Gaps?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-58, Nov.
- Young, Alwyn, 2025, "Consistency of the OLS bootstrap for independently but not-identically distributed data: a permutation perspective," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 130036, Dec.
- Thanh Ngo & Hanjun Wu & Kan Tsui & Graham Squires & Xueqi Wang, 2025, "House prices during the COVID-19 pandemic: the impact of “panic” returnees migrants to New Zealand," International Journal of Housing Markets and Analysis, Emerald Group Publishing Limited, volume 18, issue 7, pages 24-45, May, DOI: 10.1108/IJHMA-03-2025-0055.
- Karnikaa Bhattacharyya & Kaveri Deb, 2025, "An overshooting model of exchange rate determination and forecasting: a threshold regression approach," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 32, issue 2, pages 106-117, April, DOI: 10.1108/JABES-11-2024-0502.
- Luis Alberiko Gil-Alana & Robert Mudida & Caroline Wanjiru Kariuki, 2025, "Stock market price dynamics in Africa: evidence from 14 countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 9, pages 146-160, July, DOI: 10.1108/JES-04-2022-0238.
- Amera Mohammed Ahmed Amer & Awadh Ahmed Mohammed Gamal & Norasibah Abdul Jalil & Gan Pei-Tha & Zainzam Zakariya & Mohammed Umar, 2025, "Re-evaluating the Malaysian shadow economy: evidence from public expenditure patterns," Journal of Financial Crime, Emerald Group Publishing Limited, volume 32, issue 4, pages 950-969, May, DOI: 10.1108/JFC-08-2024-0246.
- Mariyah El Dada, 2025, "Volatility Spillovers among Major U.S. Companies," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1072-1091.
- Lukasz Zieba, 2025, "Stock Exchange Development and Economic Growth: The Case of Poland," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1946-1963.
- Demetrescu, Matei & Rodrigues, Paulo MM & Taylor, AM Robert, 2025, "Predictive Quantile Regressions with Persistent and Heteroskedastic Predictors: A Powerful 2SLS Testing Approach," Essex Finance Centre Working Papers, University of Essex, Essex Business School, number 37486, Apr.
- Frédérique Bec & François Courtoy & Philipp Mohl & Frederic Opitz, 2025, "The Stochastic Simulations of the Commission’s Debt Sustainability Analysis: A Refined Approach," European Economy - Discussion Papers, Directorate General Economic and Financial Affairs (DG ECFIN), European Commission, number 226, Sep.
- Sheereen Fauzel, 2025, "The impact of digitalisation on energy consumption: The case of a small island economy," ECONOMICS AND POLICY OF ENERGY AND THE ENVIRONMENT, FrancoAngeli Editore, volume 2025, issue 1, pages 107-124.
- Viktor Ivanovich Blanutsa, 2025, "Creating the First Autonomous Systems of Internet in Siberia as a Spatial Diffusion of Innovations," Spatial Economics=Prostranstvennaya Ekonomika, Economic Research Institute, Far Eastern Branch, Russian Academy of Sciences (Khabarovsk, Russia), issue 1, pages 7-32, DOI: https://dx.doi.org/10.14530/se.2025.
- Marta Garcia-Rodriguez & Roman Horvath & Clemente Pinilla-Torremocha, 2025, "Temperature and the U.S. Economy: From Demand to Supply-Side Effects?," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2025/21, Oct, revised Oct 2025.
- Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Working Papers, Fondazione Eni Enrico Mattei, number 2025.04, Jan.
- Monica Bonacina & Romolo Consigna Tokong, 2025, "Is Italy on Track? A Data-Driven Forecast for Road Transport Decarbonisation by 2030," Working Papers, Fondazione Eni Enrico Mattei, number 2025.19, Sep.
- Enrique Martínez García & Efthymios Pavlidis, 2025, "Bubbling Up? What Consumer Expectations Reveal About U.S. Housing Market Exuberance," Working Papers, Federal Reserve Bank of Dallas, number 2521, May, DOI: 10.24149/wp2521.
- Atsushi Inoue & Lutz Kilian, 2025, "The Conventional Impulse Response Prior in VAR Models with Sign Restrictions," Working Papers, Federal Reserve Bank of Dallas, number 2516, May, DOI: 10.24149/wp2516.
- Dobrislav Dobrev & Pawel J. Szerszen, 2025, "Missing Data Substitution for Enhanced Robust Filtering and Forecasting in Linear State-Space Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-001, Jan, DOI: 10.17016/FEDS.2025.001.
- Hie Joo Ahn & Yunjong Eo, 2025, "Hysteresis and the Role of Downward Nominal Wage Rigidity: Evidence from U.S. States," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-062r1, Aug, revised 16 Dec 2025, DOI: 10.17016/FEDS.2025.062r1.
- Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
- Daniel A. Dias & Sophia Scott, 2025, "Monetary Policy and Bank Funding Costs: Patterns and Predictability in the Transmission of the Policy Rate to U.S. Banks’ Funding Costs," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-083, Sep, DOI: 10.17016/FEDS.2025.083.
- Tassos Magdalinos & Katerina Petrova, 2025, "Uniform Inference with General Autoregressive Processes," Staff Reports, Federal Reserve Bank of New York, number 1151, Apr, DOI: 10.59576/sr.1151.
- Elizaveta P. Dobronravova, 2025, "The Impact of Monetary Policy on Loan and Deposit Rates in the Context of Limited Capital Mobility in Russia," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 3, pages 108-125, June, DOI: 10.31107/2075-1990-2025-3-108-125.
- Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development (In Russian), Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
- Andrei Kaukin & Anastasia Levchenko, 2025, "Industrial production dynamic in Q2 2025," Monitoring of Russia's Economic Outlook. Trends and Challenges of Socio-Economic Development, Gaidar Institute for Economic Policy, issue 16, pages 1-5, August.
- Reneé van Eyden & Rangan Gupta & Xin Sheng & Joshua Nielsen, 2025, "Predicting Multi-Scale Positive and Negative Stock Market Bubbles in a Panel of G7 Countries: The Role of Oil Price Uncertainty," Economies, MDPI, volume 13, issue 2, pages 1-25, January.
- Guglielmo Maria Caporale & Luis Alberiko Gil-Alana, 2025, "A Fractional Integration Model and Testing Procedure with Roots Within the Unit Circle," Mathematics, MDPI, volume 13, issue 18, pages 1-21, September.
- Shakhzod Abdullaevich Makhmudov, 2025, "Forecasting Banking System Liquidity Using Payment System Data in Uzbekistan," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 05-2025, Feb, revised 17 Feb 2025.
- Dimitris Korobilis & Leif Anders Thorsrud, 2025, "Evaluating Monetary Policy using Deviation Errors," Working Papers, Business School - Economics, University of Glasgow, number 2025_08, May.
- İbrahim Halil Uçar & Erkan Alsu, 2025, "The Impact Of Covid 19 Pandemic On The Tourism And Transportation Sectors: Evidence From Borsa Istanbul," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 1, pages 91-111, June, DOI: 10.46737/emid.1560605.
- Ayşe Eryer, 2025, "Testing The Validity Of Financial Convergence: Empirical Evidence From Nic Countries," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 1, pages 112-124, June, DOI: 10.46737/emid.1686503.
- İbrahim Aytekin, 2025, "An Analysis Of Youth Unemployment Hysteresis In Türki̇ye Using A Structural Break Root Test Method," Ekonomi Maliye Isletme Dergisi, Adil AKINCI, volume 8, issue 2, pages 138-151, December, DOI: 10.46737/emid.1826920.
- Zheng Shuyue, 2025, "A Systematic Literature Review of Employee's State Optimism Mediating Role towards Digital Maturity's Effect on Creative Performance and Dynamic Capabilities," GATR Journals, Global Academy of Training and Research (GATR) Enterprise, number jber265, Dec, DOI: https://doi.org/10.35609/jber.2025..
- Ally Manengu Manengu, 2025, "Analysis Of The Non-Linear Effects Of The Volatile Exchange Rate On Inflation In The Democratic Republic Of Congo From 1970 To 2022
[Analyse Des Effets Non-Lineaires De La Volatilite Du Taux De Change Sur L'Inflation En Republique Democratique Du ," Post-Print, HAL, number hal-05083768, May. - Nabil Bouamara & Sébastien Laurent & Shuping Shi, 2025, "A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Post-Print, HAL, number hal-05443865, Sep, DOI: 10.1093/jjfinec/nbaf020.
2024
- Jin, Changlun & Tian, Xiujuan, 2024, "Enhanced safe-haven status of Bitcoin: Evidence from the Silicon Valley Bank collapse," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104689.
- Wang, Jying-Nan & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "A U-shaped relationship between the crypto fear-greed index and the price synchronicity of cryptocurrencies," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104763.
- Cuestas, Juan Carlos & Monfort, Mercedes & Ordóñez, Javier, 2024, "Gas price shocks, the current account, and the real exchange rate: An empirical analysis for the EU," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104840.
- Polat, Onur & Demirer, Riza & Ekşi, İbrahim Halil, 2024, "What drives green betas? Climate uncertainty or speculation," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104870.
- Zhang, Xiaoyun & Guo, Qiang, 2024, "How useful are energy-related uncertainty for oil price volatility forecasting?," Finance Research Letters, Elsevier, volume 60, issue C, DOI: 10.1016/j.frl.2023.104953.
- Naifar, Nader, 2024, "Spillover among Sovereign Credit Risk and the Role of Climate Uncertainty," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104935.
- Liu, Jian & Julaiti, Jiansuer & Gou, Shangde, 2024, "Decomposing interconnectedness: A study of cryptocurrency spillover effects in global financial markets," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104950.
- Li, Wei & Zhang, Junchao & Cao, Xiangye & Han, Wei, 2024, "Is the prediction of precious metal market volatility influenced by internet searches regarding uncertainty?," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105269.
- Assaf, Ata & Demir, Ender & Mokni, Khaled, 2024, "Exploring connectedness among cryptocurrency, technology communication, and FinTech through dynamic and fractal analysis," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105260.
- Grobys, Klaus, 2024, "No reward—no effort: Will Bitcoin collapse near to the year 2140?," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105294.
- Grobys, Klaus, 2024, "On co-dependent power-law behavior across cryptocurrencies," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105295.
- Li, Xiaodan & Gong, Xue & Xing, Lu, 2024, "The impact of presidential economic approval rating on stock volatility: An industrial perspective," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105326.
- Reesor, R. Mark & Stentoft, Lars & Zhu, Xiaotian, 2024, "A critical analysis of the Weighted Least Squares Monte Carlo method for pricing American options," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105379.
- Naifar, Nader, 2024, "Climate policy uncertainty and comparative reactions across sustainable sectors: Resilience or vulnerability?," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105543.
- Cheng, Shi & Huang, Shan, 2024, "ESG combined score effects on stock performance of S&P 500-listed firms," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105686.
- Aibai, Abuduwali & Julaiti, Jiansuer & Gou, Shangde, 2024, "The asymmetric effects of upside and downside risks in cryptocurrency markets: Insights from the LUNA and FTX crises," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105750.
- Chen, Zhenlong & Liu, Junjie & Hao, Xiaozhen, 2024, "Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105757.
- Li, Chenxing & Zhang, Zehua & Zhao, Ran, 2024, "Volatility or higher moments: Which is more important in return density forecasts of stochastic volatility model?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105824.
- Polat, Onur & Gupta, Rangan & Cepni, Oguzhan & Ji, Qiang, 2024, "Can municipal bonds hedge US state-level climate risks?," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105915.
- Wu, Yimin, 2024, "Estimating the precise form of uncovered interest parity under the Stock–Watson dynamic OLS approach," Finance Research Letters, Elsevier, volume 67, issue PB, DOI: 10.1016/j.frl.2024.105923.
- Wang, Qi & Zhang, Li, 2024, "Are natural resource volatility curses or blessings for economic performance? Stories of resource-rich regions," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106240.
- Zhang, Li & Wang, Lu & Nguyen, Thong Trung & Ren, Ruiyi, 2024, "Volatility forecasting of clean energy ETF using GARCH-MIDAS with neural network model," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106286.
- Liu, Jinan & Valcarcel, Victor J., 2024, "Hedging inflation expectations in the cryptocurrency futures market," Journal of Financial Stability, Elsevier, volume 70, issue C, DOI: 10.1016/j.jfs.2023.101205.
- Franch, Fabio & Nocciola, Luca & Vouldis, Angelos, 2024, "Temporal networks and financial contagion," Journal of Financial Stability, Elsevier, volume 71, issue C, DOI: 10.1016/j.jfs.2024.101224.
- Diewert, W. Erwin, 2024, "A generalization of the Symmetric Translog functional form," Journal of International Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.jinteco.2023.103821.
- Dunlop, Emily & Bekkouche, Yasmine, 2024, "It’s our turn (not) to learn: The pitfalls of education reform during post-war institutional transformation in Burundi," International Journal of Educational Development, Elsevier, volume 104, issue C, DOI: 10.1016/j.ijedudev.2023.102966.
- Monge, Manuel & Claudio-Quiroga, Gloria & Poza, Carlos, 2024, "Chinese economic behavior in times of covid-19. A new leading economic indicator based on Google trends," International Economics, Elsevier, volume 177, issue C, DOI: 10.1016/j.inteco.2023.100462.
- Gamboa-Estrada, Fredy & Sanchez-Jabba, Andres, 2024, "The effects of foreign investor composition on Colombia's sovereign debt flows," International Economics, Elsevier, volume 178, issue C, DOI: 10.1016/j.inteco.2024.100507.
- Oyebola Etudaiye-Muhtar, Fatima & Johan, Sofia & Lawal, Rodiat & Sakariyahu, Rilwan, 2024, "Fintech, human development and energy poverty in sub-Saharan Africa," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101931.
- Fava, Santino Del & Gupta, Rangan & Pierdzioch, Christian & Rognone, Lavinia, 2024, "Forecasting international financial stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 92, issue C, DOI: 10.1016/j.intfin.2024.101975.
- Alexandridis, Antonios K. & Panopoulou, Ekaterini & Souropanis, Ioannis, 2024, "Forecasting exchange rate volatility: An amalgamation approach," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 97, issue C, DOI: 10.1016/j.intfin.2024.102067.
- Berrisch, Jonathan & Ziel, Florian, 2024, "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1568-1586, DOI: 10.1016/j.ijforecast.2024.01.005.
- Palandri, Alessandro, 2024, "Reconciling interest rates evidence with theory: Rejecting unit roots when the HD(1) is a competing alternative," Journal of Banking & Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jbankfin.2024.107113.
- Zhang, Li & Liang, Chao & Huynh, Luu Duc Toan & Wang, Lu & Damette, Olivier, 2024, "Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies," Journal of Economic Behavior & Organization, Elsevier, volume 223, issue C, pages 168-184, DOI: 10.1016/j.jebo.2024.05.005.
- Rendón, Juan F. & Cortés, Lina M. & Perote, Javier, 2024, "Basel III countercyclical bank capital buffer estimation and its relation to monetary policy," Journal of Economics and Business, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeconbus.2024.106173.
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- Bouri, Elie & Gupta, Rangan & Pierdzioch, Christian, 2024, "Modeling the presidential approval ratings of the United States using machine-learning: Does climate policy uncertainty matter?," European Journal of Political Economy, Elsevier, volume 85, issue C, DOI: 10.1016/j.ejpoleco.2024.102602.
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- Chavas, Jean-Paul, 2024, "Economic resilience:Measurement and assessment across time and space," Research in Economics, Elsevier, volume 78, issue 2, DOI: 10.1016/j.rie.2024.100953.
- Monge, Manuel & Lazcano, Ana & Infante, Juan, 2024, "Monetary policy and inflation rate in the behavior of consumer sentiment in the us. A fractional integration and cointegration analysis," Research in Economics, Elsevier, volume 78, issue 3, DOI: 10.1016/j.rie.2024.100981.
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- Uche, Emmanuel & Das, Narasingha & Ngepah, Nicholas, 2024, "Green environments reimagined through the lens of green finance, green innovations, green taxation, and green energies. Wavelet quantile correlation and rolling window-based quantile causality perspective," Renewable Energy, Elsevier, volume 228, issue C, DOI: 10.1016/j.renene.2024.120650.
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- Cuestas, Juan Carlos & Monfort, Mercedes & Ordóñez, Javier, 2024, "Have real exchange rates and competitiveness in Central and Eastern Europe fundamentally changed?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 618-628, DOI: 10.1016/j.iref.2023.07.072.
- Cervera, Ignacio & Figuerola-Ferretti, Isabel, 2024, "Credit risk and bubble behavior of credit default swaps in the corporate energy sector," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 702-731, DOI: 10.1016/j.iref.2023.07.033.
- Luo, Tao & Sun, Huaping & Zhang, Lixia & Bai, Jiancheng, 2024, "Do the dynamics of macroeconomic attention drive the yen/dollar exchange market volatility?," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 597-611, DOI: 10.1016/j.iref.2023.09.012.
- Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh, 2024, "Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 699-719, DOI: 10.1016/j.iref.2024.01.068.
- Lin, Xiang & Bali Swain, Ranjula, 2024, "Performance of negatively screened sustainable investments during crisis," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1226-1247, DOI: 10.1016/j.iref.2024.04.001.
- Bouteska, Ahmed & Ha, Le Thanh & Bhuiyan, Faruk & Sharif, Taimur & Abedin, Mohammad Zoynul, 2024, "Contagion between investor sentiment and green bonds in China during the global uncertainties," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 469-484, DOI: 10.1016/j.iref.2024.03.045.
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- Peng, Lijuan & Liang, Chao & Yang, Baoying & Wang, Lu, 2024, "Crude oil volatility forecasting: Insights from a novel time-varying parameter GARCH-MIDAS model," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103413.
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- Liu, Yike & Xu, Zihan & Xing, Xiaoyun & Zhu, Yuxuan, 2024, "Can Chinese investors manage climate risk domestically and globally?," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103664.
- Zhang, Xincheng & Wu, Shaojiang, 2024, "Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103665.
- Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2024, "Forecasting crude oil prices: Does global financial uncertainty matter?," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103723.
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- Keddad, Benjamin & Obiang, Jean Robert Obiang, 2024, "Determinants of deposits volatility: The case of the microfinance sector in gabon," Research in International Business and Finance, Elsevier, volume 67, issue PA, DOI: 10.1016/j.ribaf.2023.102108.
- Lesame, Keagile & Ngene, Geoffrey & Gupta, Rangan & Bouri, Elie, 2024, "Herding in international REITs markets around the COVID-19 pandemic," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102147.
- Zhang, Pengcheng & Kong, Deli & Xu, Kunpeng & Qi, Jiayin, 2024, "Global economic policy uncertainty and the stability of cryptocurrency returns: The role of liquidity volatility," Research in International Business and Finance, Elsevier, volume 67, issue PB, DOI: 10.1016/j.ribaf.2023.102165.
- Li, Yueshan & Chen, Shoudong & Sensoy, Ahmet & Wang, Lu, 2024, "Over-expected shocks and financial market security: Evidence from China's markets," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102194.
- Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
- Aljohani, Bader M. & Fadul, Abubaker & Asiri, Maram S. & Alkhathami, Abdulrahman D. & Hasan, Fakhrul, 2024, "Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis," Research in International Business and Finance, Elsevier, volume 70, issue PB, DOI: 10.1016/j.ribaf.2024.102413.
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- Shobande, Olatunji A. & Tiwari, Aviral Kumar & Ogbeifun, Lawrence & Trabelsi, Nader, 2024, "Demystifying circular economy and inclusive green growth for promoting energy transition and carbon neutrality in Europe," Structural Change and Economic Dynamics, Elsevier, volume 70, issue C, pages 666-681, DOI: 10.1016/j.strueco.2024.05.016.
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- Oleg Alekseev & Karel Janda & Mathieu Petit & David Zilberman, 2024, "Return and Volatility Spillovers between the Raw Material and Electric Vehicles Markets," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-40, Jun.
- Flavio Vilela Vieira & Cleomar Gomes da Silva, 2024, "Exchange Rate Behavior in the BRICS," Brazilian Journal of Political Economy, Center of Political Economy, volume 44, issue 1, pages 125-144.
- André Mellini & Guilherme Jonas Costa da Silva, 2024, "Economic complexity and elasticity ratio: a theoretical and empirical approach," Brazilian Journal of Political Economy, Center of Political Economy, volume 44, issue 4, pages 730-752.
- Bingzi Jin & Xiaojie Xu, 2024, "Predicting wholesale edible oil prices through Gaussian process regressions tuned with Bayesian optimization and cross-validation," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 9, issue 1, pages 64-82, December, DOI: 10.1108/AJEB-06-2024-0070.
- Carl Hope Korkpoe & Ferdinand Ahiakpor & Edward Nii Amar Amarteifio, 2024, "Bayesian inference for inflation volatility modeling in Ghana," African Journal of Economic and Management Studies, Emerald Group Publishing Limited, volume 16, issue 1, pages 34-46, June, DOI: 10.1108/AJEMS-04-2023-0132.
- Akhilesh Kumar Sharma & Sushil Kumar Rai, 2024, "Efficacy of growth-led unemployment reduction hypothesis in India using Okun’s law," International Journal of Manpower, Emerald Group Publishing Limited, volume 46, issue 3, pages 391-409, December, DOI: 10.1108/IJM-02-2024-0091.
- Mert Akyuz & Muhammed Sehid Gorus & Cihan Gunes, 2024, "Trade uncertainty and investments in an emerging country: a Fourier VAR approach," Journal of Asian Business and Economic Studies, Emerald Group Publishing Limited, volume 31, issue 2, pages 99-110, January, DOI: 10.1108/JABES-10-2022-0266.
- Sunil Kumar & Mohinder Singh, 2024, "Risk factors-adjusted performance and persistence during the post-subprime crisis period: evidence from Indian mutual fund industry," Journal of Advances in Management Research, Emerald Group Publishing Limited, volume 22, issue 2, pages 301-322, October, DOI: 10.1108/JAMR-07-2022-0138.
- Pearl Seyram Kumah & Joseph Antwi Baafi, 2024, "Spillover effects among cryptocurrencies in a pandemic: a time frequency approach," Journal of Electronic Business & Digital Economics, Emerald Group Publishing Limited, volume 4, issue 1, pages 151-166, November, DOI: 10.1108/JEBDE-08-2024-0027.
- Iman Cheratian & Saleh Goltabar, 2024, "Are shocks to entrepreneurship persistence? Case of a Resource-based economy," Journal of Entrepreneurship and Public Policy, Emerald Group Publishing Limited, volume 13, issue 4, pages 648-668, July, DOI: 10.1108/JEPP-12-2023-0128.
- Walid M.A. Ahmed, 2024, "What drives the price behavior of US sustainable stocks?," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 4, pages 709-727, July, DOI: 10.1108/JES-02-2024-0092.
- Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Vinícius Braga, 2024, "Connectivity among the returns of sectoral indices of the Brazilian capital market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 4, pages 655-672, July, DOI: 10.1108/JES-08-2023-0442.
- Le Thanh Ha, 2024, "Gauging the dynamic interlinkage level between Fintech and the global blue economy performance," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 1, pages 55-71, May, DOI: 10.1108/JES-10-2023-0613.
- Simran & Anil K. Sharma, 2024, "Economic policy uncertainty and Indian equity sectors: a quantile regression approach," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 16, issue 6, pages 856-873, July, DOI: 10.1108/JFEP-12-2023-0362.
- James Dean & Joshua C. Hall, 2024, "On the long-run properties of income and stock prices: the stability of the “golden ratios”," Journal of Financial Economic Policy, Emerald Group Publishing Limited, volume 16, issue 3, pages 315-329, February, DOI: 10.1108/JFEP-12-2023-0388.
- Joseph David & Awadh Ahmed Mohammed Gamal & Mohd Asri Mohd Noor & Zainizam Zakariya, 2024, "Oil rent, corruption and economic growth relationship in Nigeria: evidence from various estimation techniques," Journal of Money Laundering Control, Emerald Group Publishing Limited, volume 27, issue 5, pages 962-979, February, DOI: 10.1108/JMLC-10-2023-0160.
- Trung Hai Le, 2024, "Forecasting value-at-risk and expected shortfall in emerging market: does forecast combination help?," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 1, pages 160-177, January, DOI: 10.1108/JRF-06-2023-0137.
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- Ivan D. Trofimov, 2024, "The J-curve effect in agricultural commodity trade: an empirical study of South East Asian economies," Review of Economics and Political Science, Emerald Group Publishing Limited, volume 9, issue 4, pages 358-381, March, DOI: 10.1108/REPS-05-2023-0038.
- Le Thanh Ha, 2024, "In what way can worldwide robotics and artificial intelligence encourage development in green crypto investments? An implementation of a model-free connectedness technique," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1141-1165, May, DOI: 10.1108/SEF-11-2023-0668.
- Siti Nurazira Mohd Daud & Nur Syazwina Ghazali & Nur Hafizah Mohammad Ismail, 2024, "ESG, innovation, and economic growth: an empirical evidence," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 4, pages 845-870, May, DOI: 10.1108/SEF-11-2023-0692.
- Stefanos Samprakos, 2024, "Tourism and Economic Growth: An Empirical Analysis of Greece," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 82-96.
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- Ecenur Ugurlu-Yildrim & Ozge Dinc-Cavlak, 2024, "Effect of Climate Policy Uncertainty on the Relationship between Investor Sentiment and Metals and Mining Industry Index Returns: Time-Varying Granger Causality Approach," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 3, pages 313-341, August.
- Josef Arlt, 2024, "The Annual Inflation Rate and Inflation Targeting: A Different Perspective," Czech Journal of Economics and Finance (Finance a uver), Charles University Prague, Faculty of Social Sciences, volume 74, issue 4, pages 366-391, October.
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