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

2026

• Onur Polat & Rangan Gupta & Elie Bouri & Mariem Brahim, 2026, "Climate risks and predictability of the conditional distributions of rare earth stock returns and volatility," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-26, December, DOI: 10.1007/s12197-026-09750-4.
• Elie Bouri & Rangan Gupta & Asingamaanda Liphadzi & Christian Pierdzioch, 2026, "Forecasting the volatility of stock returns in the G7 countries over centuries: the role of climate risks," Journal of Economics and Finance, Springer;Academy of Economics and Finance, volume 50, issue 1, pages 1-32, December, DOI: 10.1007/s12197-026-09751-3.
• Luis Rodrigo Asturias Schaub & Luis Alberiko Gil-Alana, 2026, "Time series perspectives on North Atlantic tropical cyclones: a study of fractional integration patterns," Natural Hazards: Journal of the International Society for the Prevention and Mitigation of Natural Hazards, Springer;International Society for the Prevention and Mitigation of Natural Hazards, volume 122, issue 2, pages 1-25, January, DOI: 10.1007/s11069-025-07793-0.
• Fumitaka Furuoka & Luis Gil-Alana & OlaOluwa S. Yaya & Xuan Vinh Vo, 2026, "Convergence of gender unemployment gaps in Africa: new evidence from Fourier ADF and KPSS unit root tests with break," Applied Economics, Taylor & Francis Journals, volume 58, issue 1, pages 19-37, January, DOI: 10.1080/00036846.2024.2448610.
• Evangelos E. Ioannidis & Sofia‐Eirini Nikolakakou, 2026, "Modeling and Forecasting Stochastic Seasonality: Are Seasonal Autoregressive Integrated Moving Average Models Always the Best Choice?," Journal of Forecasting, John Wiley & Sons, Ltd., volume 45, issue 1, pages 316-334, January, DOI: 10.1002/for.70034.
• Verona, Fabio, 2026, "Forecasting inflation: The sum of the cycles outperforms the whole," Bank of Finland Research Discussion Papers, Bank of Finland, number 1/2026.
• Ollech, Daniel & Stefan, Martin, 2026, "Diagnostic tools for selecting the temporal resolution for seasonal adjustment," Discussion Papers, Deutsche Bundesbank, number 01/2026, DOI: 10.71734/DP-2026-1.
• Dallari, Pietro & Gattini, Luca, 2026, "How severe are European regulatory stress test scenarios? A probabilistic calibration for the euro area," EIB Working Papers, European Investment Bank (EIB), number 2026-01, DOI: 10.2867/0689043.
• Dezhbakhsh, Hashem & Levy, Daniel, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," EconStor Preprints, ZBW - Leibniz Information Centre for Economics, number 336550, DOI: 10.13140/RG.2.2.11054.16963.
• Abhisek Mahanta & Naresh Chandra Sahu & Pradeep Kumar Behera, 2026, "Sustainable Indices Outperforming Traditional Indices in India: A Comparative Study Pre and During COVID-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 213-261, March, DOI: 10.1007/s10690-024-09506-2.
• Wing-Keung Wong & Riffat Mughal & Mustafa Afeef & Naveed Khan & Hassan Zada, 2026, "Human Capital Based Six-Factor Asset Pricing Model in the Era of Covid-19," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 1, pages 25-63, March, DOI: 10.1007/s10690-025-09579-7.
• Hai-Tang Wu & Meng-Lan Yueh, 2026, "Cryptocurrency risk management using Lévy processes and time-varying volatility," Review of Quantitative Finance and Accounting, Springer, volume 66, issue 1, pages 33-61, January, DOI: 10.1007/s11156-025-01393-6.
• Don Bredin & Stilianos Fountas & Georgios Karras, 2026, "European Booms and Busts over Six Centuries," Discussion Paper Series, Department of Economics, University of Macedonia, number 2026_04, Apr, revised Apr 2026.
• Viv B. Hall & John McDermott & Peter Thomson, 2026, "On quantitative and graphical measures of the severity of New Zealand’s recessions and strength of its expansions," Motu Working Papers, Motu Economic and Public Policy Research, number 26_02, Feb.
• Burkhard Raunig, 2026, "DAG-Based Local Projections (Burkhard Raunig)," Working Papers, Oesterreichische Nationalbank (Austrian Central Bank), number 271, Jan.
• Tim Bollerslev & Jia Li & Qiyuan Li & Yifan Li, 2026, "Optimal Candlestick-Based Spot Volatility Estimation: New Tricks and Feasible Inference Procedures," Journal of Financial Econometrics, Oxford University Press, volume 24, issue 1, pages 1-023..
• Ernesto Bernal Martinez, 2026, "Influencia de los factores de oferta en la exportación de la quinua en Bolivia," Development Research Working Paper Series, Institute for Advanced Development Studies, number 01/2026, Jan.
• Merve Yıldırım & Durmus Yıldırım, 2026, "The Effects of Macroeconomic News Surprises on Borsa Istanbul Sectoral Indices: A Study with Volatility Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 4, pages 1495-1515, DOI: 10.30784/epfad.1725746.
• Gabriel Montes-Rojas & Fernando Toledo & Nicolás Bertholet & Kevin Corfield, 2026, "Implicit Quantile Preferences of the Fed and the Taylor Rule," Working Papers, Red Nacional de Investigadores en Economía (RedNIE), number 384, Jan.
• Hashem Dezhbakhsh & Daniel Levy, 2026, "Interpolation and Prewar-Postwar Output Volatility and Shock-Persistence Debate: A Closer Look and New Results," Papers, arXiv.org, number 2602.11334, Feb.
• Danila Ovechkin, 2026, "Estimation and forecasting with a Nonlinear Phillips Curve based on heterogeneous sensitivity between economic activity and CPI components," Bank of Russia Working Paper Series, Bank of Russia, number wps161, Jan.
• Violetta Dalla & Liudas Giraitis & Peter C. B. Phillips, 2026, "Testing Mean Stability of Heteroskedastic Time Series," Journal of Time Series Analysis, Wiley Blackwell, volume 47, issue 1, pages 182-200, January, DOI: 10.1111/jtsa.12840.
• Oguzhan Cepni & Riza Demirer & Rangan Gupta & Christian Pierdzioch, 2026, "Political Geography and Stock Market Volatility: The Role of Political Alignment Across Sentiment Regimes," Scottish Journal of Political Economy, Scottish Economic Society, volume 73, issue 1, February, DOI: 10.1111/sjpe.70028.
• Tom Doan, 2026, "STARDIAGNOSTICS: RATS program to perform diagnostics on STAR models," Statistical Software Components, Boston College Department of Economics, number RTJ00070, revised .
• Ryuichiro Hirano & Yutaro Takano & Kosuke Takatomi, 2026, "What Drives Trend Inflation in Japan? : A Trend-Cycle BVAR Decomposition Approach," Bank of Japan Working Paper Series, Bank of Japan, number 26-E-1, Jan.
• Nonejad Nima, 2026, "Out-of-Sample Density Prediction of the End-of-Month Price of Crude Oil and the U.S. Economic Policy Uncertainty Index," Journal of Time Series Econometrics, De Gruyter, volume 18, issue 1, pages 1-47, DOI: 10.1515/jtse-2025-0007.
• Xie Haibin & Wu Boyao & Sun Yuying & Wang Shouyang, 2026, "Realized Probability Index is a Better Market Timing Indicator," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 23-36, DOI: 10.1515/snde-2024-0060.
• Khan Naveed & Siddiqui Ozair & Yaya OlaOluwa S. & Vo Xuan Vinh, 2026, "Ripple Effects of the US-China Tension on Asian Emerging and Frontier Markets with Portfolio Implications," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 30, issue 1, pages 37-62, DOI: 10.1515/snde-2024-0116.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Oluwadare O. Ojo & Modupe I. Omotosho, 2026, "Persistence in the Mint Stock Markets: Evidence from a Fractional Integration Model," CESifo Working Paper Series, CESifo, number 12406.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Maria Fatima Romero-Rojo, 2026, "Total Solar Irradiance: Evidence from a Long-Memory Model," CESifo Working Paper Series, CESifo, number 12408.
• Panayotis Michaelides & Arsenios-Georgios Prelorentzos & Olivier Scaillet & Nikolas Topaloglou & Kien Tran, 2026, "Natural Hazards and Financial Activity: Evidence from Solar Storms Impact on BTC Mining," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 26-02, Jan.
• Daniel Velásquez-Gaviria & Jean-Michel Zakoïan, 2026, "Noncausal AR processes driven by causal GARCH volatility," Working Papers, Center for Research in Economics and Statistics, number 2026-02, Jan.
• Foglia, Matteo & Gupta, Rangan & Caraiani, Petre & Pacelli, Vincenzo, 2026, "Time-varying spillover of multi-scale positive and negative bubbles in stock and oil markets," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109179.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• McMillan, David G., 2026, "Stock-bond return correlation: Understanding the changing behaviour," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 106, issue C, DOI: 10.1016/j.intfin.2025.102242.
• Cho, Dooyeon & Rho, Seunghwa, 2026, "Can the tone of central bankers’ speeches help shape inflation expectations?: Evidence from Japan," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 107, issue C, DOI: 10.1016/j.intfin.2025.102283.
• Cho, Dooyeon & Jung, Jaehun, 2026, "Mind the tone: Responses of inflation expectations to central bankers’ speeches," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103452.
• Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2026, "Yes! uncovered interest parity does hold in the long run," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103455.
• Petz, Nico & Zörner, Thomas O., 2026, "How Phillips curve dynamics enhance business cycle synchronization analysis in Central and Eastern Europe," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103495.
• Hur, Joonyoung & Kim, Soyoung & Lee, Yeil, 2026, "Time-varying effects of monetary policy shocks in five asian countries," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103501.
• Mati, Sagiru & Ismael, Goran Yousif & Alsakarneh, Raad Abdelhalim Ibrahim & Aliyu, Nazifi, 2026, "Ruble resilience or euro dominance? The impact of the Russo-Ukrainian war on the euro-ruble exchange rate," Journal of Policy Modeling, Elsevier, volume 48, issue 1, pages 60-72, DOI: 10.1016/j.jpolmod.2025.06.020.
• Akcan, Ahmet Tayfur & Kazak, Hasan & Soyyigit, Semanur & Kilic, Cuneyt, 2026, "Dynamic and causal effects of oil price uncertainty on U.S. energy production: A Fourier and wavelet-based analysis," Resources Policy, Elsevier, volume 113, issue C, DOI: 10.1016/j.resourpol.2026.105851.
• Bolivar, Osmar, 2026, "High-frequency inflation forecasting: A two-step machine learning methodology," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 1, DOI: 10.1016/j.latcb.2025.100172.
• He, Junlin & Ng, Kok-Haur & Peiris, Shelton & Allen, David, 2026, "Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131097.
• Bonato, Matteo & Demirer, Riza & Gupta, Rangan & Olaniran, Abeeb, 2026, "Does mining activity drive crash risks in bitcoin?," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102082.
• Peña, Juan Ignacio & Rodríguez, Rosa & Mayoral, Silvia, 2026, "Decoding renewable PPA prices in California's energy market," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2025.125168.
• Sultana, Nargis, 2026, "Volatility regimes and structural shifts in geopolitical risk: Evidence from GARCH and breakpoint analysis," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104803.
• Mei, Dexiang & Li, Xiaotao, 2026, "Forecasting of Chinese stock price using a hybrid neural network model," Research in International Business and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.ribaf.2025.103232.
• Yilin Xiao & Jamie L. Cross, 2026, "Regularized Random Subspace Regressions," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2026-13, Feb.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, Maria A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: evidence from the Spanish housing market," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 137308, Mar.
• Martínez Hernández, Francisco A. & Herrera Aguilar, Saúl, 2026, "Los determinantes de las ganancias en México y los Estados Unidos: una revaloración teórica y empírica de la ecuación de las ganancias de Kalecki (1935)," El Trimestre Económico, Fondo de Cultura Económica, volume 93, issue 369, pages 71-109, January-M, DOI: https://doi.org/10.20430/ete.v93i36.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Carlos Poza & Jose L. Ruiz-Alba, 2026, "Short-Term Disruptions and Recovery Patterns in Spanish Hotel Activity: Insights from Quantitative and Qualitative Evidence," European Research Studies Journal, European Research Studies Journal, volume 0, issue 1, pages 332-355.
• boughabi, houssam, 2026, "Distributive Conflict, Investment, and Persistent Unemployment: Evidence from a Kaleckian Long-Memory Model — The Case of Germany (1990–2024," MPRA Paper, University Library of Munich, Germany, number 127571, Jan.
• boughabi, houssam, 2026, "Distributive Conflict and Wage Formation in Germany: A Kaleckian Perspective on Nominal Wages and Demand (1990–2024)," MPRA Paper, University Library of Munich, Germany, number 127752, Jan.
• boughabi, houssam, 2026, "Income Growth In Morocco: An Analysis of Income Growth Following an ARFIMA Model," MPRA Paper, University Library of Munich, Germany, number 128041, Feb.
• Tomiwa Sunday Adebayo & Oktay Özkan & Babatunde Sunday Eweade, 2026, "Effects of Green Quality of Energy Mix and Financial Development on Load Capacity Factor in China: A Novel Rolling Window Kernel-based Regularized Least Square Approach," Politická ekonomie, Prague University of Economics and Business, volume 2026, issue 1, pages 92-117, DOI: 10.18267/j.polek.1483.
• Toshiyuki Yamawake & Joseph Sheely & Roberto Serrano & Jiro Hodoshima, 2026, "Comparative performance of cryptocurrencies through the Aumann–Serrano economic index of riskiness," Annals of Operations Research, Springer, volume 357, issue 1, pages 347-372, February, DOI: 10.1007/s10479-024-06333-6.
• Xiaoqing Luo, 2026, "When simplicity fails: forecasting Mainland Chinese tourist arrivals in Macao during structural breaks with a hybrid economic-search model," Asia-Pacific Journal of Regional Science, Springer, volume 10, issue 1, pages 1-31, March, DOI: 10.1007/s41685-026-00419-8.
• A. Ford Ramsey & Tadashi Sonoda, 2026, "Railways and grain price convergence in Meiji Japan," Cliometrica, Springer;Cliometric Society (Association Francaise de Cliométrie), volume 20, issue 1, pages 115-151, January, DOI: 10.1007/s11698-025-00308-8.
• Wafa Masmoudi Kammoun, 2026, "Return and volatility spillover drivers among conventional cryptocurrencies," Digital Finance, Springer, volume 8, issue 1, pages 1-39, March, DOI: 10.1007/s42521-025-00167-y.
• Burak Korkusuz, 2026, "Is complexity always better? A model-free assessment of range-based volatility estimators," Empirical Economics, Springer, volume 70, issue 3, pages 1-18, March, DOI: 10.1007/s00181-025-02873-3.
• Lucas, André & Schwaab, Bernd & Zhang, Xin & D’Innocenzo, Enzo, 2026, "Joint extreme value-at-risk and expected shortfall dynamics with a single integrated tail shape parameter," Working Paper Series, European Central Bank, number 3166, Jan.
• Blanco-Arroyo, Omar & Esteve, Vicente & Prats, María A., 2026, "Co-moving systems with explosive regressors and time-varying volatility: Evidence from the Spanish housing market," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2601, Jan.
• Bergmann, Daniel R. & Oliveira, Mauri A., 2026, "Extreme risk clustering in long-memory financial series," Chaos, Solitons & Fractals, Elsevier, volume 202, issue P1, DOI: 10.1016/j.chaos.2025.117513.
• McCloud, Nadine & Ivey, Wendel & Taylor, Ajornie, 2026, "The workforce paradox: Do extreme natural disasters accelerate or undermine labour productivity?," Economic Modelling, Elsevier, volume 154, issue C, DOI: 10.1016/j.econmod.2025.107361.
• Sharma, Vineeta, 2026, "What drives growth transitions in India? Evidence from a Markov switching analysis of regime dynamics," Economic Modelling, Elsevier, volume 155, issue C, DOI: 10.1016/j.econmod.2025.107426.
• Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Aslam, Adnan & Brahmana, Rayenda Khresna, 2026, "Systemic spillovers in high-growth private market sectors: determinants and portfolio implications," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102579.
• Liu, Nan & Liu, Yanbo, 2026, "Robust uniform nonparametric inference for time series," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112772.
• Goulet Coulombe, Philippe & Klieber, Karin, 2026, "An adaptive moving average for macroeconomic monitoring," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112773.
• Dias, Daniel A. & Scott, Sophia C., 2026, "Do banks’ funding costs respond symmetrically to policy rate increases and decreases?," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112782.
• Yu, Ping, 2026, "New critical values for likelihood ratio inference of threshold regression," Economics Letters, Elsevier, volume 259, issue C, DOI: 10.1016/j.econlet.2025.112791.
• Bredin, Don & Fountas, Stilianos & Karras, Georgios, 2026, "European booms and busts over six centuries," Economics Letters, Elsevier, volume 261, issue C, DOI: 10.1016/j.econlet.2026.112839.
• de Castro, Luciano & Galvao, Antonio F. & Ota, Hirofumi, 2026, "Quantile approach to intertemporal consumption with multiple assets," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106161.
• De Vos, Ignace & Everaert, Gerdie, 2026, "GLS estimation of local projections: Trading robustness for efficiency," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2026.106182.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Oh, Minseog & Kim, Donggyu & Wang, Yazhen, 2026, "Robust realized integrated beta estimator with application to dynamic analysis of integrated beta," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105810.
• Patton, Andrew J. & Zhang, Haozhe, 2026, "Bespoke realized volatility: Tailored measures of risk for volatility prediction," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106122.
• Li, Qiyuan & Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2026, "Testing for jumps in a discretely observed price process with endogenous sampling times," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106132.
• Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich, 2026, "Efficient sampling for realized variance estimation in time-changed diffusion models," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106150.
• Kurozumi, Eiji, 2026, "Fluctuation-type monitoring test for explosive behavior," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 230-249, DOI: 10.1016/j.ecosta.2023.06.007.
• He, Zhongfang, 2026, "A computationally efficient mixture innovation model for time-varying parameter regressions," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 250-269, DOI: 10.1016/j.ecosta.2023.08.001.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Ullah, Farid & Lu, Qianjin & Jie, Chen & Ullah, Mirzat, 2026, "Role of green bonds in energy transition and environmental sustainability," Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.energy.2025.139635.
• Razi, Ummara & Cheong, Calvin W.H. & Sharif, Arshian & Afshan, Sahar, 2026, "From crude to green: Exploring energy indicators and sustainability nexus through wavelet quantile correlation," Energy, Elsevier, volume 345, issue C, DOI: 10.1016/j.energy.2026.140223.
• Yu, Deshui & Tang, Jiachen & Zhou, Mingtao, 2026, "Trade policy uncertainty and stock returns: A tale of two periods," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104789.
• Grobys, Klaus, 2026, "Log-periodicity: Fact or fiction?," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104848.

2025

• Маргарита Шопова & Евгени Овчинников, 2025, "Автоматизирани Алгоритми За Идентификация На Arima Модели При Прогнозиране На Динамични Редове - Преглед На Литературата," Scientific Research Almanac, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 33 Year 2, pages 117-148.
• Robert-Paul Berben & Rajni Rasiawan & Jasper de Winter, 2025, "Forecasting Dutch inflation using machine learning methods," Working Papers, DNB, number 828, Feb.
• Remzi Uctum & Georges Prat & Fredj Jawadi, 2025, "Fundamental Valuation of Equities under Allocative Rationality," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-29.
• Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025, "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers, Center for Global Policy Analysis, LeBow College of Business, Drexel University, number 202539, Oct.
• Arigoni, Filippo & Meunier, Baptiste & Moder, Isabella & Schmith, Adrian, 2025, "The outlook for services inflation in the United States and the United Kingdom," Economic Bulletin Boxes, European Central Bank, volume 1.
• Foroni, Claudia & Schroeder, Christofer, 2025, "Using corporate earnings calls to forecast euro area labour demand," Economic Bulletin Boxes, European Central Bank, volume 2.
• Bobasu, Alina & Ciccarelli, Matteo & Notarpietro, Alessandro & Ambrocio, Gene & Auer, Simone & Bonfim, Diana & Bottero, Margherita & Brázdik, František & Buss, Ginters & Byrne, David & Casalis, André , 2025, "Monetary policy transmission: a reference guide through ESCB models and empirical benchmarks," Occasional Paper Series, European Central Bank, number 377, Nov.
• Bosetti, Isabella & Incardona, Rocco & Caloca, Antonio Rodríguez, 2025, "Filling the gap: the geographical allocation of euro area portfolio investment liabilities and related income," Statistics Paper Series, European Central Bank, number 50, Mar.
• Sun, Yiqiao & de Bondt, Gabe, 2025, "Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases," Working Paper Series, European Central Bank, number 3063, Jun.
• Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
• Mariam Camarero & Juan Sapena & Cecilio Tamarit, 2025, "Negative rates, demographics and fiscal policy: heterogeneous tilting taxation in the Euro Area," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2514, Aug.
• Omar Blanco-Arroyo & Vicente Esteve & María A. Prats, 2025, "Testing for co-explosive behavior between mortgages loans and house prices in the Spanish economy," Working Papers, Department of Applied Economics II, Universidad de Valencia, number 2515, Dec.
• Zanetti Chini, Emilio, 2025, "Judgment can spur long memory," Journal of Economic Dynamics and Control, Elsevier, volume 170, issue C, DOI: 10.1016/j.jedc.2024.105005.
• Demetrescu, Matei & Kruse-Becher, Robinson, 2025, "Is U.S. real output growth non-normal? A tale of time-varying location and scale," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2024.105032.
• Wang, Xiaoqing & Jin, Wenxin & Stan, Sebastian-Emanuel, 2025, "Empowering energy transition: Revisiting the dynamic impacts of Carbon emissions trading and the crude oil market," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 988-1001, DOI: 10.1016/j.eap.2025.04.020.
• Doerr, Leo M & Leppert, Elias B & Maennig, Wolfgang, 2025, "Olympic Games and democracy," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 1073-1091, DOI: 10.1016/j.eap.2025.07.004.
• Palomba, Giulio & Tedeschi, Marco, 2025, "Commodity price dynamics in the era of energy transition: Exploring the substitutability of clean energy," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 214-236, DOI: 10.1016/j.eap.2025.08.033.
• Chen, Ning & Li, Shaofang & Tian, Sihua & Lu, Shuai, 2025, "Multidimensional risk connectedness among global systemically important financial institutions: A multilayer spillover network analysis," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 529-556, DOI: 10.1016/j.eap.2025.09.016.
• Cho, Dooyeon & Lee, Kyung-woo, 2025, "Pension sustainability and government effectiveness in the presence of population aging," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107048.
• Maranzano, Paolo & Pelagatti, Matteo, 2025, "A Hodrick–Prescott filter with automatically selected breaks," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107132.
• Figuerola-Ferretti, Isabel & Cueto, José Manuel & Márquez, Javier & Bermejo, Ramón, 2025, "Firm-level analysis of bubble formation in Chinese real estate equities," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107226.
• Ma, Yong & Li, Shuaibing & Liu, Xiaojun, 2025, "Forecasting energy commodity returns: Can weak factors and nonlinearity help?," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107295.
• Ma, Yong & Li, Shuaibing & Zhou, Mingtao, 2025, "Twitter-based market uncertainty and global stock volatility predictability," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102256.
• Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua & Pierdzioch, Christian, 2025, "Stock market volatility and multi-scale positive and negative bubbles," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102300.
• Ustaoglu, Erkan, 2025, "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102312.
• Akyildirim, Erdinc & Corbet, Shaen & Coskun, Ali & Ercan, Metin, 2025, "Connectedness of cryptocurrency-related stocks and the cryptocurrency market: Evidence from the United States," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102344.
• Escobar-Anel, Marcos & Yang, Yu-Jung & Zagst, Rudi, 2025, "Multivariate Affine GARCH in portfolio optimization. Analytical solutions and applications," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102376.
• Fernandez-Perez, Adrián & Gómez-Puig, Marta & Sosvilla-Rivero, Simón, 2025, "Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102407.
• Mo, Bin & Chen, Jiaru & Shi, Qinling & Zeng, Zichun, 2025, "Cryptocurrencies as safe havens for geopolitical risk? A quantile analysis approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102439.
• McMillan, David G., 2025, "The FED model: Is it still with us?," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102448.
• Khan, Hera Asif & Chahal, Rishman Jot Kaur, 2025, "Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102456.
• Clements, Adam & Otero, Jesús, 2025, "Forecasting retail fuel prices with spatial interdependencies," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112128.
• Bouri, Elie & Cepni, Oguzhan & Gupta, Rangan & Liu, Ruipeng, 2025, "Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112176.
• Cai, Yifei, 2025, "US-China tensions, global supply chains pressure, and global economy," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112283.
• Sun, Yixiao & Phillips, Peter C.B. & Kheifets, Igor L., 2025, "Estimation and inference in a possibly multicointegrated system with a fixed number of instruments," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112297.
• Kang, Yao & Zhang, Yuqing & Wang, Shuhui & Zhao, Zhiwen, 2025, "A new class of Z-valued INAR(1) models with application to mutual fund flows," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112339.
• Yang, Jingjing & Vogelsang, Timothy J., 2025, "A bias reduced long run variance estimator with a new first-order kernel," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112340.
• Santos-Lozada, Alexis R. & Cuxil, Ernesto R., 2025, "The effect of the COVID-19 pandemic on remittances in Guatemala: A causal impact analysis," Economics Letters, Elsevier, volume 252, issue C, DOI: 10.1016/j.econlet.2025.112351.
• Chen, Li & Xu, Xiu, 2025, "Testing for common trends and patterns in functional time series data," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112440.
• Yucel, Ali Gokhan & Nazlioglu, Saban, 2025, "Unemployment dynamics in the United Kingdom: a quarter-millennium perspective," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112468.
• Cepparulo, Brian, 2025, "Is mobility a good proxy for consumption?," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112454.
• Marcellino, Massimiliano & Pfarrhofer, Michael, 2025, "Nonparametric mixed frequency monitoring macro-at-risk," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112498.
• Li, Haiqi & Zhang, Ni & Zhou, Jin, 2025, "A new self-normalized forecast comparison test," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112646.
• Godin, Nathan & Horvath, Akos & Ma, Xingliang & Sagi, Jacob S., 2025, "Skin in the game and securitized commercial mortgage pricing before the Global Financial Crisis," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112653.
• Ling, Bo & Tu, Yundong, 2025, "Variable screening in high-dimensional vector autoregressions," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112695.
• Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2025, "Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112696.
• Xia, Siyuan & Qian, Junhui, 2025, "Monotonicity in estimating multiple structural breaks," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112707.
• Chavleishvili, Sulkhan & Moench, Emanuel, 2025, "Natural disasters as macroeconomic tail risks," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105914.
• Paap, Richard & Franses, Philip Hans, 2025, "Shrinkage estimators for periodic autoregressions," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105937.
• Ma, Chenchen & Tu, Yundong, 2025, "When structural break meets threshold effect: Factor analysis under structural instabilities," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105972.
• Mayer, Alexander & Wied, Dominik & Troster, Victor, 2025, "Quantile Granger causality in the presence of instability," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105992.
• Lin, Tzu-Chi & Liu, Chu-An, 2025, "Model averaging prediction for possibly nonstationary autoregressions," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105994.
• Wang, Ying & Phillips, Peter C.B. & Tu, Yundong, 2025, "Limit theory and inference in non-cointegrated functional coefficient regression," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105996.
• Demetrescu, Matei & Rodrigues, Paulo M.M. & Taylor, A.M. Robert, 2025, "Predictive quantile regressions with persistent and heteroskedastic predictors: A powerful 2SLS testing approach," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106002.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Wang, Ying & Phillips, Peter C.B., 2025, "Limit theory for local polynomial estimation of functional coefficient models with possibly integrated regressors," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106007.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Li, Jia & Liao, Zhipeng & Zhou, Wenyu, 2025, "A general test for functional inequalities," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106063.
• Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing, 2025, "Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106129.
• Chen, Xiaohong & Wang, Bo & Xiao, Zhijie & Yi, Yanping, 2025, "Improved estimation of semiparametric dynamic copula models with filtered nonstationarity," Journal of Econometrics, Elsevier, volume 252, issue PB, DOI: 10.1016/j.jeconom.2024.105739.
• Giancaterini, Francesco & Hecq, Alain, 2025, "Inference in mixed causal and noncausal models with generalized Student’s t-distributions," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 1-12, DOI: 10.1016/j.ecosta.2021.11.007.
• Demetrescu, Matei & Roling, Christoph, 2025, "Testing the Predictive Ability of Possibly Persistent Variables under Asymmetric Loss," Econometrics and Statistics, Elsevier, volume 33, issue C, pages 80-104, DOI: 10.1016/j.ecosta.2021.09.004.
• Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
• Petrella, Ivan & Santoro, Emiliano & Winkelmann, Yannik, 2025, "Inflation and price flexibility," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105056.
• Gargiulo, Valeria & Matthes, Christian & Petrova, Katerina, 2025, "Monetary policy across inflation regimes," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105109.
• Pinzon-Puerto, Freddy & Villamizar-Villegas, Mauricio, 2025, "Foreign exchange intervention: A comparative analysis of announcements versus trades," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105119.
• Aktuğ, Emrehan & Rezghi, Abolfazl, 2025, "Asymmetric overreaction," European Economic Review, Elsevier, volume 180, issue C, DOI: 10.1016/j.euroecorev.2025.105153.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101286.
• Baek, Jungho, 2025, "Does the source of oil shocks matter to exchange rate dynamics? Insights from Indonesia's dual role as an oil exporter and importer," Emerging Markets Review, Elsevier, volume 67, issue C, DOI: 10.1016/j.ememar.2025.101312.
• Alsabah, Humoud & Alsabah, Khaled, 2025, "Kuwait Stock Exchange: A re-examination of seasonal anomalies," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101317.
• Ghosh, Taniya & Ajit, Yadavindu, 2025, "Does inflation targeting live up to all the hype?," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101358.
• Luo, Jiawen & Chen, Zhenbiao & Cheng, Mingmian, 2025, "Forecasting realized betas using predictors indicating structural breaks and asymmetric risk effects," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101575.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2025, "Tail risk dynamics of banks with score-driven extreme value models," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101593.
• Yu, Deshui & Yan, Yayi, 2025, "A system of time-varying models for predictive regressions," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101622.
• Agakishiev, Ilyas & Härdle, Wolfgang Karl & Kopa, Milos & Kozmik, Karel & Petukhina, Alla, 2025, "Multivariate probabilistic forecasting of electricity prices with trading applications," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108008.
• Tiwari, Aviral Kumar & Dam, Mehmet Metin & Altıntaş, Halil & Bekun, Festus Victor, 2025, "The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108101.
• Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
• Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta, 2025, "Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108146.
• Motegi, Kaiji & Hamori, Shigeyuki, 2025, "Conditional threshold effects of stock market volatility on crude oil market volatility," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108189.
• Kaur, Charanjit & Siddiki, Jalal & Singh, Prakash, 2025, "Corrigendum to “The asymmetric impact of input prices, the Russia-Ukraine war and domestic policy changes on wholesale electricity prices in India: A quantile autoregressive distributed lag analysis” ," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108357.
• Lin, Xiang & Li, Xiaoying, 2025, "A study on anchoring Swedish inflation expectations in times of turbulence," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108416.
• Castro, Tomas del Barrio & Escribano, Alvaro & Sibbertsen, Philipp, 2025, "Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108520.
• Wu, Bangzheng, 2025, "The global supply pressure and oil supply–demand shocks: A time-scale and quantile analysis," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108555.
• Colina, Armando R. & Gafarov, Bulat & Hilscher, Jens, 2025, "California gasoline demand elasticity estimated using refinery outages," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108489.
• Delis, Panagiotis & Degiannakis, Stavros & Filis, George, 2025, "Navigating crude oil volatility forecasts: Assessing the contribution of geopolitical risk," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108594.
• Serafin, Tomasz & Weron, Rafał, 2025, "Loss functions in regression models: Impact on profits and risk in day-ahead electricity trading," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108596.
• Albani, V.V.L. & Marcavillaca, R.T. & Moreira, P.S.E. & Avila, S.L. & Geremia, M. & Piovezan, R.P.B. & Sica, E.T. & Santos, E., 2025, "Short-term forecasting of forward prices in the Brazilian electricity market with a hybrid stochastic-neural network model," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108651.
• Wang, Xiaoqing & Safi, Adnan & Ge, Fengning, 2025, "Towards carbon neutrality: Will artificial intelligence and green bond become catalysts?," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108711.
• Nguyen, Bich Ngoc, 2025, "A sentiment-based approach to predict energy price volatility using distilRoBERTa and GARCH models," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108646.
• Zhang, Yaojie & Tian, Linxing & Zhang, Zhikai, 2025, "Petroleum volatility spillover index and stock return predictability," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108850.
• Das, Debojyoti & Saurav, Sumit & Dutta, Anupam, 2025, "Modelling for insight: Does oil price uncertainty have directional predictability for travel and leisure firms?," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108887.
• Kruse-Becher, Robinson & Letixerant, Philip, 2025, "Oil price expectations in explosive phases," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108906.
• Mo, Bin & Yi, Jiaoting & Yu, Ke, 2025, "How do FinTech impact China's traditional and clean energy markets? A time-frequency quantile analysis," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.137809.
• Dam, Mehmet Metin & Altıntaş, Halil & Alola, Andrew Adewale, 2025, "Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.137862.
• Wen, Danyan & He, Mengxi & Wang, Yudong & Zhang, Yaojie, 2025, "Forecasting gasoline prices using oil prices: New evidence based on the rocket and feather hypothesis," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.138115.
• Fasanya, Ismail O. & Mubaiwa, Darren T., 2025, "Dynamics of extreme spillovers between clean energy stocks and fossil fuels: The role of climate policy uncertainty and geopolitical risks," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.138267.
• Birnstengel, Carolin & Süssmuth, Bernd, 2025, "An asymmetric volatility analysis of the negative oil price during the first COVID-19 wave," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103959.
• Liu, Yanchen & Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Asymmetric impacts of energy market-related uncertainty on clean energy stock volatility: The role of extreme shocks," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104206.
• Li, Luyang & Yin, Ximing & Yu, Deshui, 2025, "On the time-varying relation between monetary policy uncertainty and bond risk premia," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104465.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Cui, Xudong & Gong, Pu & Liu, Tong, 2025, "The disposition effect and market volatility prediction," International Review of Financial Analysis, Elsevier, volume 108, issue PB, DOI: 10.1016/j.irfa.2025.104719.
• Zhang, Yaojie & He, Mengxi & Wang, Yudong & Wen, Danyan, 2025, "Model specification for volatility forecasting benchmark," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103850.
• Hassan Zada & Naveed Khan & Kai-Yin Woo & Sana Gaied Chortane, 2025, "Asset Pricing: A Comparative Analysis of Fama-French Five-Factor with Human Capital-Based Six-Factor Model," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 4, pages 1-37.
• Nazif Durmaz & Hyeongwoo Kim & Hyejin Lee & Yanfei Sun, 2025, "Trend-Breaks and the Persistence of Closed-End Fund Discounts," Auburn Economics Working Paper Series, Department of Economics, Auburn University, number auwp2025-02, May.
• İbrahim Halil Polat & Mahir Tosunoğlu, 2025, "he Power That Rusts the Gears: How Corruption Affects Russia’s Growth," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 122-146, October, DOI: https://doi.org/10.33203/mfy.173452.
• Bülent Yıldız, 2025, "The Relationship Between the Capital Market and Composite Leading Indicators Under Economic Uncertainty: An Examination of Bist," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue 124, pages 394-424, October, DOI: https://doi.org/10.33203/mfy.174667.
• İlknur Yeşim Dinçel Kıratoğlu, 2025, "Forecasting of Türkiye's 2030 CO₂ Emission Target Using The Holt–Winters Exponential Smoothing Model," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue Special3, pages 109-127, December, DOI: https://doi.org/10.33203/mfy.183421.
• Ahmad GHAREEB & Mihai Daniel ROMAN, 2025, "Forecasting Stock Prices For Maritime Shipping Company In Covid-19 Period Using Multivariate Multi-Step Multi-Step Convolutional Neural Network - Bidirectional Long Short-Term Memory," Eastern European Journal for Regional Studies (EEJRS), Center for Studies in European Integration (CSEI), Academy of Economic Studies of Moldova (ASEM), volume 11, issue 1, pages 6-24, June, DOI: https://doi.org/10.53486/2537-6179..
• Salles Andrés Gabriel & Bertholet Nicolás, 2025, "El impacto de las devaluaciones sobre el PIB en América Latina: un análisis para 1993–2004 a partir de Local Projections," Asociación Argentina de Economía Política: Working Papers, Asociación Argentina de Economía Política, number 4837, Dec.
• C. Nondo & T. Saungweme & N.M. Odhiambo, 2025, "Does Governance Matter In Mediating The Resource Curse? Evidence From Zambia," Working Papers, African Economic and Social Research Institute (AESRI), number WP022025, Feb.
• Amir Imeri & Carlos Poza & Luis Alberiko Gil-Alana, 2025, "Persistence of Bond Yields: Evidence from BRICS Countries," Review of Development Finance Journal, Chartered Institute of Development Finance, volume 15, issue 1, pages 20-25.
• Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025, "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 349169, Jan, DOI: 10.22004/ag.econ.349169.