Research classified by Journal of Economic Literature (JEL) codes

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Top JEL
/ C: Mathematical and Quantitative Methods
/ / C3: Multiple or Simultaneous Equation Models; Multiple Variables
/ / / C32: Time-Series Models; Dynamic Quantile Regressions; Dynamic Treatment Effect Models; Diffusion Processes; State Space Models

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This JEL code is mentioned in the following RePEc Biblio entries:

1. Estimated DSGE Models
2. Forecasting with DSGE Models
3. Nowcasting
4. Sign Restrictions
5. Bayesian Vector autoregressions (BVARs)
6. Dynamic Factor Models

2023

• Hauptmeier, Sebastian & Holm-Hadulla, Fédéric, 2023, "Industry structure and the real effects of monetary policy," Economic Bulletin Boxes, European Central Bank, volume 7.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023, "The outlook is mixed: the asymmetric effects of weather shocks on inflation," Research Bulletin, European Central Bank, volume 111.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2023, "Using machine learning to measure financial risk in China," Working Paper Series, European Central Bank, number 2767, Jan.
• Warne, Anders, 2023, "DSGE model forecasting: rational expectations vs. adaptive learning," Working Paper Series, European Central Bank, number 2768, Jan.
• Ciccarelli, Matteo & Kuik, Friderike & Martínez Hernández, Catalina, 2023, "The asymmetric effects of weather shocks on euro area inflation," Working Paper Series, European Central Bank, number 2798, Mar.
• Martínez, Carlos Cañizares & de Bondt, Gabe & Gieseck, Arne, 2023, "Forecasting housing investment," Working Paper Series, European Central Bank, number 2807, Apr.
• Guillochon, Justine & Le Roux, Julien, 2023, "Unobserved components model(s): output gaps and financial cycles," Working Paper Series, European Central Bank, number 2832, Jul.
• Chavleishvili, Sulkhan & Kremer, Manfred & Lund-Thomsen, Frederik, 2023, "Quantifying financial stability trade-offs for monetary policy: a quantile VAR approach," Working Paper Series, European Central Bank, number 2833, Jul.
• De Santis, Roberto A. & Tornese, Tommaso, 2023, "Energy supply shocks’ nonlinearities on output and prices," Working Paper Series, European Central Bank, number 2834, Jul.
• Botelho, Vasco & Foroni, Claudia & Renzetti, Andrea, 2023, "Labour at risk," Working Paper Series, European Central Bank, number 2840, Aug.
• Bouabdallah, Othman & Jacquinot, Pascal & Patella, Valeria, 2023, "Monetary/fiscal policy regimes in post-war Europe," Working Paper Series, European Central Bank, number 2871, Nov.
• Bańbura, Marta & Bobeica, Elena & Martínez Hernández, Catalina, 2023, "What drives core inflation? The role of supply shocks," Working Paper Series, European Central Bank, number 2875, Nov.
• Philomena Dadzie & Nicholas Bamegne Nambie & Belinda Ameh Obobi, 2023, "Impact of Petroleum Energy Price Volatility on Commodity Prices in Ghana," International Journal of Economics and Financial Issues, Econjournals, volume 13, issue 1, pages 73-82, January.
• Jorge Barrientos Marin & Laura Marquez Marulanda & Fernando Villada Duque, 2023, "Analyzing Electricity Demand in Colombia: A Functional Time Series Approach," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 75-84, January.
• Andr s Oviedo-G mez & Sandra Milena Londo o-Hern ndez & Diego Fernando Manotas-Duque, 2023, "Directional Spillover of Fossil Fuels Prices on a Hydrothermal Power Generation Market," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 85-90, January.
• Miguel Angel Esquivias & Owais ibni Hassan & Aisha Sheikh, 2023, "Evidence-based Examination of the Consequences of Financial Development on Environmental Degradation in the Indian Setting, Using the ARDL Model," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 281-290, January.
• Jesus Cuauhtemoc Tellez Gaytan & Aqila Rafiuddin & Gyanendra Singh Sisodia & Gouher Ahmed & CH Paramaiah, 2023, "Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 529-543, January.
• Gelrud Yakov Davidovich & Cui Jianan & Festus Victor Bekun, 2023, "Analysis and Synthesis of Alternative Solutions to Environmental Problems Associated with Large-scale Projects," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 1, pages 45-51, January.
• Arvian Triantoro & Muhammad Zaheer Akhtar & Shiraz Khan & Khalid Zaman & Haroon ur Rashid Khan & Abdul Wahab Pathath & Muhamad Amar Mahmad & Kamil Sertoglu, 2023, "Riding the Waves of Fluctuating Oil Prices: Decoding the Impact on Economic Growth," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 34-50, March.
• Nurkhodzha Akbulaev, 2023, "The Impact of Energy Prices on Precious Metals: A Comparison of the SARS-COV2 Period and Prior Period," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 2, pages 433-440, March.
• Nyiko Worship Hlongwane & Olebogeng David Daw, 2023, "Renewable Electricity Consumption and Economic Growth: A Comparative Study of South Africa and Zimbabwe," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 197-206, May.
• Amine Mounir, 2023, "Crude Oil Price Movements between Fundamental and Uncertainty: Evidence from Frequency Causality Tests," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 428-433, May.
• Dzulfikri Azis Muthalib & Abd Azis Muthalib & Ahmad Muhlis Nuryadi & Arifuddin Arifuddin & La Ode Muhammad Harafah & Murdjani Kamaluddin & La Ode Sahili & Muh. Irfandy Azis & Rince Tambunan, 2023, "The Effect of Crude Oil Price and Inflation on Algae Export in Indonesia," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 3, pages 507-511, May.
• Yaya KEHO, 2023, "Does Globalization Cause Environmental Degradation in Developing Economies? Evidence from Cote d Ivoire Using Ecological Footprint," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 455-466, July.
• Afaq Aslanova & Simuzar Mammadova, 2023, "Econometric Analysis of the Effect of Energy Prices on Exchange Rates During War Period," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 496-502, July.
• Mimoun Benali & Laila Benabbou, 2023, "Carbon Emissions, Energy Consumption, and Economic Growth in Morocco," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 4, pages 61-67, July.
• Nyiko Worship Hlongwane & Realeboga Mahapa & Tselane Confidence Nthebe, 2023, "The Nexus between Foreign Direct Investment and Electricity Consumption in South Africa," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 213-220, September.
• Ruma Talukdar & Nibedita Mahanta, 2023, "Forecasting of Domestic Electricity Consumption in Assam, India," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 229-235, September.
• Festus Victor Bekun & Toyo Amegnonna Marcel Dossou & Kayode Kolawole Eluwole & Taiwo Temitope Lasisi & Gizem Uzuner, 2023, "Tourism and the Mediterranean Experience Amidst Environmental Issues: Fresh Insights from Panel Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 325-331, September.
• André Luis da Silva Leite & Marcus Vinicius Andrade de Lima, 2023, "A GARCH Model to Understand the Volatility of the Electricity Spot Price in Brazil," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 332-338, September.
• Hassan Abdikadir Hussein & Abdimalik Ali Warsame, 2023, "Testing Environmental Kuznets Curve Hypothesis in Somalia: Empirical Evidence from ARDL Technique," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 5, pages 678-684, September.
• Mohamad Husam Helmi & Abdurrahman Nazif Catik & Nuran Coskun & Esra Balli & Ciler Sigeze, 2023, "Renewable Energy Consumption Convergence in G-7 Countries," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 203-210, November.
• Hassan Abdikadir Hussein & Abdimalik Ali Warsame & Galad Mohamed Barre & Mohamed Ahmed Salad, 2023, "The Nexus between Economic Growth, Energy Consumption, and Environmental Degradation in Kenya," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 220-226, November.
• Akhmad Akhmad & Ambo Asse & Nursalam Nursalam & Ibrahim Ibrahim & Bunyamin Bunyamin & Ansaar Ansaar & Sahajuddin Sahajuddin, 2023, "The Impact of the Increase of Oil Fuel Price and Government Subsidy on Indonesia’s Economic Performance," International Journal of Energy Economics and Policy, Econjournals, volume 13, issue 6, pages 547-557, November.
• Spinola, Danilo, 2023, "Restricciones vinculadas a la inestabilidad y trampas del desarrollo: un análisis empírico de los ciclos de crecimiento y la volatilidad económica en América Latina y el Caribe," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Spinola, Danilo, 2023, "Instability constraints and development traps: an empirical analysis of growth cycles and economic volatility in Latin America," Revista CEPAL, Naciones Unidas Comisión Económica para América Latina y el Caribe (CEPAL), April.
• Pata, Ugur Korkut & Kartal, Mustafa Tevfik & Erdogan, Sinan & Sarkodie, Samuel Asumadu, 2023, "The role of renewable and nuclear energy R&D expenditures and income on environmental quality in Germany: Scrutinizing the EKC and LCC hypotheses with smooth structural changes," Applied Energy, Elsevier, volume 342, issue C, DOI: 10.1016/j.apenergy.2023.121138.
• van Eyden, Reneé & Gupta, Rangan & Nielsen, Joshua & Bouri, Elie, 2023, "Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 38, issue C, DOI: 10.1016/j.jbef.2023.100804.
• Li, Yicun & Teng, Yuanyang, 2023, "Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes," Chaos, Solitons & Fractals, Elsevier, volume 177, issue C, DOI: 10.1016/j.chaos.2023.114203.
• Karlsson, Sune & Mazur, Stepan & Nguyen, Hoang, 2023, "Vector autoregression models with skewness and heavy tails," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104580.
• Bianchi, Francesco & Bianchi, Giada & Song, Dongho, 2023, "The long-term impact of the COVID-19 unemployment shock on life expectancy and mortality rates," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104581.
• McNeil, James, 2023, "Monetary policy and the term structure of inflation expectations with information frictions," Journal of Economic Dynamics and Control, Elsevier, volume 146, issue C, DOI: 10.1016/j.jedc.2022.104588.
• Fu, Bowen, 2023, "Measuring the trend real interest rate in a data-rich environment," Journal of Economic Dynamics and Control, Elsevier, volume 147, issue C, DOI: 10.1016/j.jedc.2023.104606.
• Kim, Kijin & Kim, Soyoung & Lee, Donghyun & Park, Cyn-Young, 2023, "Impacts of social distancing policy and vaccination during the COVID-19 pandemic in the Republic of Korea," Journal of Economic Dynamics and Control, Elsevier, volume 150, issue C, DOI: 10.1016/j.jedc.2023.104642.
• Chang, Juin-Jen & Kuo, Chun-Hung & Lin, Hsieh-Yu & Yang, Shu-Chun S., 2023, "Share buybacks and corporate tax cuts," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104622.
• Herwartz, Helmut & Wang, Shu, 2023, "Point estimation in sign-restricted SVARs based on independence criteria with an application to rational bubbles," Journal of Economic Dynamics and Control, Elsevier, volume 151, issue C, DOI: 10.1016/j.jedc.2023.104630.
• Leong, Soon Heng & Urga, Giovanni, 2023, "A practical multivariate approach to testing volatility spillover," Journal of Economic Dynamics and Control, Elsevier, volume 153, issue C, DOI: 10.1016/j.jedc.2023.104694.
• Mertens, Elmar, 2023, "Precision-based sampling for state space models that have no measurement error," Journal of Economic Dynamics and Control, Elsevier, volume 154, issue C, DOI: 10.1016/j.jedc.2023.104720.
• Bettendorf, Timo & Karadimitropoulou, Aikaterini, 2023, "Time-variation in the effects of push and pull factors on portfolio flows: Evidence from a Bayesian dynamic factor model," Journal of Economic Dynamics and Control, Elsevier, volume 156, issue C, DOI: 10.1016/j.jedc.2023.104756.
• Zheng, Tingguo & Ye, Shiqi & Hong, Yongmiao, 2023, "Fast estimation of a large TVP-VAR model with score-driven volatilities," Journal of Economic Dynamics and Control, Elsevier, volume 157, issue C, DOI: 10.1016/j.jedc.2023.104762.
• Qin, Meng & Su, Chi-Wei & Umar, Muhammad & Lobonţ, Oana-Ramona & Manta, Alina Georgiana, 2023, "Are climate and geopolitics the challenges to sustainable development? Novel evidence from the global supply chain," Economic Analysis and Policy, Elsevier, volume 77, issue C, pages 748-763, DOI: 10.1016/j.eap.2023.01.002.
• Caraiani, Petre & Gupta, Rangan & Nel, Jacobus & Nielsen, Joshua, 2023, "Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 133-155, DOI: 10.1016/j.eap.2023.02.006.
• Baek, Jungho & Yoon, Jee Hee, 2023, "Shocks of crude oil prices and world trade policy uncertainty: How much do they matter for China’s trade balance with its three largest partners?," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 914-921, DOI: 10.1016/j.eap.2023.04.037.
• Qin, Meng & Su, Yun Hsuan & Zhao, Zhengtang & Mirza, Nawazish, 2023, "The politics of climate: Does factionalism impede U.S. carbon neutrality?," Economic Analysis and Policy, Elsevier, volume 78, issue C, pages 954-966, DOI: 10.1016/j.eap.2023.04.039.
• Qin, Meng & Wu, Tong & Ma, Xuecheng & Albu, Lucian Liviu & Umar, Muhammad, 2023, "Are energy consumption and carbon emission caused by Bitcoin? A novel time-varying technique," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 109-120, DOI: 10.1016/j.eap.2023.08.004.
• Sun, Yanpeng & Song, Yuru & Long, Chi & Qin, Meng & Lobonţ, Oana-Ramona, 2023, "How to improve global environmental governance? Lessons learned from climate risk and climate policy uncertainty," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 1666-1676, DOI: 10.1016/j.eap.2023.11.010.
• Liu, Fangying & Su, Chi Wei & Tao, Ran & Umar, Muhammad, 2023, "The instability of U.S. economic policy: A hindrance or a stimulus to green financing?," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 33-46, DOI: 10.1016/j.eap.2023.07.015.
• Zhao, Qian & Ding, Longfei & Pirtea, Marilen Gabriel & Vǎtavu, Sorana, 2023, "Does technological innovation bring better air quality?," Economic Analysis and Policy, Elsevier, volume 80, issue C, pages 978-990, DOI: 10.1016/j.eap.2023.09.034.
• Chou, Jenyu & Easaw, Joshy & Minford, Patrick, 2023, "Does inattentiveness matter for DSGE modeling? An empirical investigation," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106076.
• Lu, Yunzhi & Li, Jie & Yang, Haisheng, 2023, "Time-varying impacts of monetary policy uncertainty on China's housing market," Economic Modelling, Elsevier, volume 118, issue C, DOI: 10.1016/j.econmod.2022.106081.
• Zhang, Chuanhai & Zhang, Zhengjun & Xu, Mengyu & Peng, Zhe, 2023, "Good and bad self-excitation: Asymmetric self-exciting jumps in Bitcoin returns," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106124.
• Eleftheriou, Maria & Kouretas, Georgios P., 2023, "Monetary policy rules and inflation control in the US," Economic Modelling, Elsevier, volume 119, issue C, DOI: 10.1016/j.econmod.2022.106137.
• Arampatzidis, Ioannis & Panagiotidis, Theodore, 2023, "On the identification of the oil-stock market relationship," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106157.
• Camacho, Maximo & Caro, Angela & Peña, Daniel, 2023, "What drives industrial energy prices?," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106158.
• Yu, Deshui & Huang, Difang & Chen, Li & Li, Luyang, 2023, "Forecasting dividend growth: The role of adjusted earnings yield," Economic Modelling, Elsevier, volume 120, issue C, DOI: 10.1016/j.econmod.2022.106188.
• Zhang, Qin & Ni, He & Xu, Hao, 2023, "Nowcasting Chinese GDP in a data-rich environment: Lessons from machine learning algorithms," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106204.
• Giner, Javier & Zakamulin, Valeriy, 2023, "A regime-switching model of stock returns with momentum and mean reversion," Economic Modelling, Elsevier, volume 122, issue C, DOI: 10.1016/j.econmod.2023.106237.
• Caporale, Guglielmo Maria & Spagnolo, Nicola & Almajali, Awon, 2023, "Connectedness between fossil and renewable energy stock indices: The impact of the COP policies," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106273.
• Ngene, Geoffrey M. & Tah, Kenneth A., 2023, "How are policy uncertainty, real economy, and financial sector connected?," Economic Modelling, Elsevier, volume 123, issue C, DOI: 10.1016/j.econmod.2023.106291.
• Rodríguez, Gabriel & Vassallo, Renato & Castillo B., Paul, 2023, "Effects of external shocks on macroeconomic fluctuations in Pacific Alliance countries," Economic Modelling, Elsevier, volume 124, issue C, DOI: 10.1016/j.econmod.2023.106302.
• Bucci, Andrea & Palomba, Giulio & Rossi, Eduardo, 2023, "The role of uncertainty in forecasting volatility comovements across stock markets," Economic Modelling, Elsevier, volume 125, issue C, DOI: 10.1016/j.econmod.2023.106309.
• Davtyan, Karen, 2023, "Unconventional monetary policy and economic inequality," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106380.
• Garcia-Hiernaux, Alfredo & Gonzalez-Perez, Maria T. & Guerrero, David E., 2023, "Eurozone prices: A tale of convergence and divergence," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106418.
• Kabundi, Alain & Poon, Aubrey & Wu, Ping, 2023, "A time-varying Phillips curve with global factors: Are global factors important?," Economic Modelling, Elsevier, volume 126, issue C, DOI: 10.1016/j.econmod.2023.106423.
• Liu, Wei & Garrett, Ian, 2023, "Regime-dependent effects of macroeconomic uncertainty on realized volatility in the U.S. stock market," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106483.
• Benedictow, Andreas & Hammersland, Roger, 2023, "Transition risk of a petroleum currency," Economic Modelling, Elsevier, volume 128, issue C, DOI: 10.1016/j.econmod.2023.106496.
• Elguellab, Ali & Ezzahid, Elhadj, 2023, "Dissecting the Moroccan business cycle: A trade-based identification of agricultural supply shocks," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106529.
• Bajraj, Gent & Lorca, Jorge & Wlasiuk, Juan M., 2023, "On foreign drivers of emerging markets fluctuations," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106533.
• Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2023, "The confidence channel of U.S. financial uncertainty: Evidence from industry-level data," Economic Modelling, Elsevier, volume 129, issue C, DOI: 10.1016/j.econmod.2023.106557.
• Motegi, Kaiji & Iitsuka, Yoshitaka, 2023, "Inter-regional dependence of J-REIT stock prices: A heteroscedasticity-robust time series approach," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101840.
• Yousaf, Imran & Plakandaras, Vasilios & Bouri, Elie & Gupta, Rangan, 2023, "Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101844.
• Zhou, Dong-hai & Liu, Xiao-xing & Tang, Chun & Yang, Guang-yi, 2023, "Time-varying risk spillovers in Chinese stock market – New evidence from high-frequency data," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101870.
• Procasky, William J. & Yin, Anwen, 2023, "Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2022.101877.
• Wang, Jie & Liu, Tangyong & Pan, Na, 2023, "Analyzing quantile spillover effects among international financial markets," The North American Journal of Economics and Finance, Elsevier, volume 64, issue C, DOI: 10.1016/j.najef.2023.101881.
• Liu, Jiatong & Mao, Weifang & Qiao, Xingzhi, 2023, "Dynamic and asymmetric effects between carbon emission trading, financial uncertainties, and Chinese industry stocks: Evidence from quantile-on-quantile and causality-in-quantiles analysis," The North American Journal of Economics and Finance, Elsevier, volume 65, issue C, DOI: 10.1016/j.najef.2023.101883.
• Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel & Schweizer, Denis, 2023, "Interactions between investors’ fear and greed sentiment and Bitcoin prices," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101924.
• He, Zhifang & Sun, Hao & Chen, Jiaqi & Yang, Xin & Yin, Zhujia, 2023, "Dynamic interaction of risk–return trade-offs between oil market and China’s stock market: An analysis from the risk preferences perspective," The North American Journal of Economics and Finance, Elsevier, volume 67, issue C, DOI: 10.1016/j.najef.2023.101941.
• Alqaralleh, Huthaifa & Canepa, Alessandra & Salah Uddin, Gazi, 2023, "Dynamic relations between housing Markets, stock Markets, and uncertainty in global Cities: A Time-Frequency approach," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101950.
• Motie, Golnaz Baradaran & Zeng, Zheng, 2023, "Foreign portfolio investment and the US macroeconomic conditions," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101964.
• Gubareva, Mariya & Bossman, Ahmed & Teplova, Tamara, 2023, "Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101979.
• Liu, Tangyong & Gong, Xu & Ge, Houyi & Wang, Jie, 2023, "Cross-category and cross-country spillovers of economic policy uncertainty: Evidence from the US and China," The North American Journal of Economics and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.najef.2023.101988.
• Hafner, Christian M. & Herwartz, Helmut, 2023, "Asymmetric volatility impulse response functions," Economics Letters, Elsevier, volume 222, issue C, DOI: 10.1016/j.econlet.2022.110968.
• Serletis, Apostolos & He, Mingyu & Chowdhury, M.M. Islam, 2023, "Chaos in long-maturity real rates," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111039.
• Carriero, Andrea & Marcellino, Massimiliano & Tornese, Tommaso, 2023, "Macro uncertainty in the long run," Economics Letters, Elsevier, volume 225, issue C, DOI: 10.1016/j.econlet.2023.111067.
• Berger, Tino & Kempa, Bernd & Zou, Feina, 2023, "The role of macroeconomic uncertainty in the determination of the natural rate of interest," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111191.
• De Nora, Giorgia, 2023, "Factor-Augmented Vector Autoregression with narrative identification. An application to monetary policy in the US," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111201.
• Winkelried, Diego, 2023, "Simple interpolations of inflation expectations," Economics Letters, Elsevier, volume 229, issue C, DOI: 10.1016/j.econlet.2023.111230.
• Kwon, Janghan & Shin, Woongjae, 2023, "Nonlinear exchange rate pass-through and monetary policy credibility: Evidence from Korea," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111234.
• Evgenidis, Anastasios & Fasianos, Apostolos, 2023, "Modelling monetary policy’s impact on labour markets under Covid-19," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111241.
• Fresoli, Diego & Poncela, Pilar & Ruiz, Esther, 2023, "Ignoring cross-correlated idiosyncratic components when extracting factors in dynamic factor models," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111246.
• Wu, Ping & Koop, Gary, 2023, "Estimating the ordering of variables in a VAR using a Plackett–Luce prior," Economics Letters, Elsevier, volume 230, issue C, DOI: 10.1016/j.econlet.2023.111247.
• Chang, Jui-Chuan Della & Jansen, Dennis W. & Pagliacci, Carolina, 2023, "Inflation and real GDP growth in the U.S.—Demand or supply driven?," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111274.
• Hahn, Jinyong & Liao, Zhipeng & Ridder, Geert & Shi, Ruoyao, 2023, "The influence function of semiparametric two-step estimators with estimated control variables," Economics Letters, Elsevier, volume 231, issue C, DOI: 10.1016/j.econlet.2023.111277.
• Höynck, Christian & Rossi, Luca, 2023, "The drivers of market-based inflation expectations in the euro area and in the US," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111323.
• Cavicchioli, Maddalena, 2023, "Impulse response function analysis for Markov switching var models," Economics Letters, Elsevier, volume 232, issue C, DOI: 10.1016/j.econlet.2023.111357.
• Gründler, Daniel, 2023, "Expectations, structural breaks and the recent surge in inflation," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111394.
• Bruns, Martin & Lütkepohl, Helmut, 2023, "Have the effects of shocks to oil price expectations changed?," Economics Letters, Elsevier, volume 233, issue C, DOI: 10.1016/j.econlet.2023.111416.
• Berger, Tino & Morley, James & Wong, Benjamin, 2023, "Nowcasting the output gap," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 18-34, DOI: 10.1016/j.jeconom.2020.08.011.
• Huber, Florian & Koop, Gary & Onorante, Luca & Pfarrhofer, Michael & Schreiner, Josef, 2023, "Nowcasting in a pandemic using non-parametric mixed frequency VARs," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 52-69, DOI: 10.1016/j.jeconom.2020.11.006.
• Ho, Paul & Lubik, Thomas A. & Matthes, Christian, 2023, "How to go viral: A COVID-19 model with endogenously time-varying parameters," Journal of Econometrics, Elsevier, volume 232, issue 1, pages 70-86, DOI: 10.1016/j.jeconom.2021.01.001.
• Wang, Xiaohu & Xiao, Weilin & Yu, Jun, 2023, "Modeling and forecasting realized volatility with the fractional Ornstein–Uhlenbeck process," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 389-415, DOI: 10.1016/j.jeconom.2021.08.001.
• Ding, Yashuang (Dexter), 2023, "A simple joint model for returns, volatility and volatility of volatility," Journal of Econometrics, Elsevier, volume 232, issue 2, pages 521-543, DOI: 10.1016/j.jeconom.2021.09.012.
• Cai, Zongwu & Chen, Haiqiang & Liao, Xiaosai, 2023, "A new robust inference for predictive quantile regression," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 227-250, DOI: 10.1016/j.jeconom.2021.10.012.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023, "Quasi score-driven models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2021.12.005.
• Hwang, Jungbin & Valdés, Gonzalo, 2023, "Finite-sample corrected inference for two-step GMM in time series," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 327-352, DOI: 10.1016/j.jeconom.2021.12.007.
• Cavaliere, Giuseppe & Lu, Ye & Rahbek, Anders & Stærk-Østergaard, Jacob, 2023, "Bootstrap inference for Hawkes and general point processes," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 133-165, DOI: 10.1016/j.jeconom.2022.02.006.
• Gribisch, Bastian & Hartkopf, Jan Patrick, 2023, "Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 43-64, DOI: 10.1016/j.jeconom.2022.01.007.
• Arias, Jonas E. & Rubio-Ramírez, Juan F. & Shin, Minchul, 2023, "Macroeconomic forecasting and variable ordering in multivariate stochastic volatility models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1054-1086, DOI: 10.1016/j.jeconom.2022.04.013.
• Drautzburg, Thorsten & Wright, Jonathan H., 2023, "Refining set-identification in VARs through independence," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1827-1847, DOI: 10.1016/j.jeconom.2023.01.011.
• Casini, Alessandro, 2023, "Theory of evolutionary spectra for heteroskedasticity and autocorrelation robust inference in possibly misspecified and nonstationary models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 372-392, DOI: 10.1016/j.jeconom.2022.05.001.
• Ho, Paul, 2023, "Global robust Bayesian analysis in large models," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 608-642, DOI: 10.1016/j.jeconom.2022.06.004.
• Fiorentini, Gabriele & Sentana, Enrique, 2023, "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 643-665, DOI: 10.1016/j.jeconom.2022.02.010.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Guay, Alain & Pelgrin, Florian, 2023, "Structural VAR models in the Frequency Domain," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.009.
• Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2023, "We modeled long memory with just one lag!," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.010.
• Chan, Joshua C.C. & Poon, Aubrey & Zhu, Dan, 2023, "High-dimensional conditionally Gaussian state space models with missing data," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.05.005.
• Li, Dong & Tao, Yuxin & Yang, Yaxing & Zhang, Rongmao, 2023, "Maximum likelihood estimation for α-stable double autoregressive models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.011.
• Kole, Erik & van Dijk, Dick, 2023, "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105474.
• Fan, Yanqin & Han, Fang & Park, Hyeonseok, 2023, "Estimation and inference in a high-dimensional semiparametric Gaussian copula vector autoregressive model," Journal of Econometrics, Elsevier, volume 237, issue 1, DOI: 10.1016/j.jeconom.2023.105513.
• Aknouche, Abdelhakim & Francq, Christian, 2023, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.002.
• Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2023, "Dynamic conditional eigenvalue GARCH," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.003.
• Gorgi, P. & Koopman, S.J., 2023, "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.06.010.
• Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023, "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.007.
• Oh, Dong Hwan & Patton, Andrew J., 2023, "Dynamic factor copula models with estimated cluster assignments," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.07.012.
• Blasques, F. & Harvey, A.C. & Koopman, S.J. & Lucas, A., 2023, "Time-Varying Parameters in Econometrics: The editor’s foreword," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.03.007.
• Bandi, Federico M. & Tamoni, Andrea, 2023, "Business-cycle consumption risk and asset prices," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.012.
• Hallin, Marc & Trucíos, Carlos, 2023, "Forecasting value-at-risk and expected shortfall in large portfolios: A general dynamic factor model approach," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 1-15, DOI: 10.1016/j.ecosta.2021.04.006.
• Hirukawa, Masayuki, 2023, "Robust Covariance Matrix Estimation in Time Series: A Review," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 36-61, DOI: 10.1016/j.ecosta.2021.12.001.
• Das, Suman & Roy, Saikat Sinha, 2023, "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.100980.
• Cepni, Oguzhan & Emirmahmutoglu, Furkan & Guney, Ibrahim Ethem & Yilmaz, Muhammed Hasan, 2023, "Do the carry trades respond to geopolitical risks? Evidence from BRICS countries," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.101000.
• Conti, Antonio M. & Nobili, Andrea & Signoretti, Federico M., 2023, "Bank capital requirement shocks: A narrative perspective," European Economic Review, Elsevier, volume 151, issue C, DOI: 10.1016/j.euroecorev.2022.104254.
• Neri, Stefano, 2023, "Long-term inflation expectations and monetary policy in the euro area before the pandemic," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104426.
• De Graeve, Ferre & Mazzolini, Giulio, 2023, "The maturity composition of government debt: A comprehensive database," European Economic Review, Elsevier, volume 154, issue C, DOI: 10.1016/j.euroecorev.2023.104438.
• Alessandri, Piergiorgio & Gazzani, Andrea & Vicondoa, Alejandro, 2023, "Are the effects of uncertainty shocks big or small?," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104525.
• Kholodilin, Konstantin A. & Rieth, Malte, 2023, "Viral shocks to the world economy," European Economic Review, Elsevier, volume 158, issue C, DOI: 10.1016/j.euroecorev.2023.104526.
• Cagli, Efe Caglar & Mandaci, Pinar Evrim, 2023, "Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101019.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Astill, Sam & Taylor, A.M. Robert & Kellard, Neil & Korkos, Ioannis, 2023, "Using covariates to improve the efficacy of univariate bubble detection methods," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 342-366, DOI: 10.1016/j.jempfin.2022.12.008.
• Herculano, Miguel C. & Lütkebohmert, Eva, 2023, "Investor sentiment and global economic conditions," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 134-152, DOI: 10.1016/j.jempfin.2023.06.001.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Ringwald, Leopold & Zörner, Thomas O., 2023, "The money-inflation nexus revisited," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 293-333, DOI: 10.1016/j.jempfin.2023.07.002.
• Goto, Eiji, 2023, "International comovement of r∗: A case study of the G7 countries," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101425.
• Ghosh, Bikramaditya & Pham, Linh & Teplova, Tamara & Umar, Zaghum, 2023, "COVID-19 and the quantile connectedness between energy and metal markets," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106420.
• Wang, Xiong & Li, Jingyao & Ren, Xiaohang & Bu, Ruijun & Jawadi, Fredj, 2023, "Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106475.
• Qin, Meng & Zhang, Xiaojing & Li, Yameng & Badarcea, Roxana Maria, 2023, "Blockchain market and green finance: The enablers of carbon neutrality in China," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106501.
• Blazsek, Szabolcs & Escribano, Alvaro, 2023, "Score-driven threshold ice-age models: Benchmark models for long-run climate forecasts," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2023.106522.
• Elder, John & Payne, James E., 2023, "Racial and ethnic disparities in unemployment and oil price uncertainty," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106556.
• Apergis, Nicholas & Pan, Wei-Fong & Reade, James & Wang, Shixuan, 2023, "Modelling Australian electricity prices using indicator saturation," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106616.
• Chatziantoniou, Ioannis & Elsayed, Ahmed H. & Gabauer, David & Gozgor, Giray, 2023, "Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106627.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2023, "Asymmetry and interdependence when evaluating U.S. Energy Information Administration forecasts," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106620.
• Wei, Jia & Wen, Jun & Wang, Xiao-Yang & Ma, Jie & Chang, Chun-Ping, 2023, "Green innovation, natural extreme events, and energy transition: Evidence from Asia-Pacific economies," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106638.
• Su, Chi Wei & Shao, Xuefeng & Jia, Zhijie & Nepal, Rabindra & Umar, Muhammad & Qin, Meng, 2023, "The rise of green energy metal: Could lithium threaten the status of oil?," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106651.
• Valenti, Daniele & Bastianin, Andrea & Manera, Matteo, 2023, "A weekly structural VAR model of the US crude oil market," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106656.
• Anand, B. & Paul, Sunil & Nair, Aswathi R., 2023, "Time-varying effects of oil price shocks on financial stress: Evidence from India," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106703.
• Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023, "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106727.
• Verbrugge, Randal & Zaman, Saeed, 2023, "The hard road to a soft landing: Evidence from a (modestly) nonlinear structural model," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106733.
• Wang, Xiaoyuan & Wang, Jiahaoran & Guan, Weimin & Taghizadeh-Hesary, Farhad, 2023, "Role of ESG investments in achieving COP-26 targets," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106757.
• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
• Le, Trung H. & Pham, Linh & Do, Hung X., 2023, "Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106787.
• Cheikh, Nidhaleddine Ben & Zaied, Younes Ben, 2023, "Investigating the dynamics of crude oil and clean energy markets in times of geopolitical tensions," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106861.
• Tian, Guangning & Peng, Yuchao & Meng, Yuhao, 2023, "Forecasting crude oil prices in the COVID-19 era: Can machine learn better?," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106788.
• Anderson, Heather M. & Gao, Jiti & Turnip, Guido & Vahid, Farshid & Wei, Wei, 2023, "Estimating the effect of an EU-ETS type scheme in Australia using a synthetic treatment approach," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106798.
• Ahmed, M. Iqbal & Farah, Quazi Fidia & Kishan, Ruby P., 2023, "Oil price uncertainty and unemployment dynamics: Nonlinearities matter," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106806.
• Okhrin, Yarema & Uddin, Gazi Salah & Yahya, Muhammad, 2023, "Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106853.
• Uddin, Gazi Salah & Luo, Tianqi & Yahya, Muhammad & Jayasekera, Ranadeva & Rahman, Md Lutfur & Okhrin, Yarema, 2023, "Risk network of global energy markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106882.
• Lucey, Brian & Ren, Boru, 2023, "Time-varying tail risk connectedness among sustainability-related products and fossil energy investments," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106812.
• Alsalman, Zeina & Herrera, Ana María & Rangaraju, Sandeep Kumar, 2023, "Oil news shocks and the U.S. stock market," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106891.
• An, Zidong & Sheng, Xuguang Simon & Zheng, Xinye, 2023, "What is the role of perceived oil price shocks in inflation expectations?," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106950.
• Nonejad, Nima, 2023, "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106964.
• He, Changli & Kang, Jian & Silvennoinen, Annastiina & Teräsvirta, Timo, 2023, "Long monthly European temperature series and the North Atlantic Oscillation," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107003.
• Wu, Xinyu & Jiang, Zhengting, 2023, "Time-varying asymmetric volatility spillovers among China’s carbon markets, new energy market and stock market under the shocks of major events," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.107004.
• Huszár, Zsuzsa R. & Kotró, Balázs B. & Tan, Ruth S.K., 2023, "Dynamic volatility transfer in the European oil and gas industry," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107052.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107080.
• Declerck, Francis & Hikouatcha, Prince & Tchoffo, Guillaume & Tédongap, Roméo, 2023, "Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107127.
• Kong, Fanna & Gao, Zhuoqiong & Oprean-Stan, Camelia, 2023, "Green bond in China: An effective hedge against global supply chain pressure?," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107167.
• Vatsa, Puneet & Baek, Jungho, 2023, "Asymmetric influence of oil demand and supply shocks on meat commodities," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107175.
• Bastianin, Andrea & Casoli, Chiara & Galeotti, Marzio, 2023, "The connectedness of Energy Transition Metals," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107183.
• Zhong, Yufei & Chen, Xuesheng & Wang, Chengfang & Wang, Zhixian & Zhang, Yuchen, 2023, "The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107194.
• Susana Campos-Martins & Cristina Amado, 2023, "Modelling causality in nonstationary variances with an application to carbon markets," NIPE Working Papers, NIPE - Universidade do Minho, number 13/2023.
• Bhattacharya, Rudrani, 2023, "Does Monetary Policy in India Anchor Inflation Expectation?," Working Papers, National Institute of Public Finance and Policy, number 23/395, Apr.
• Mirjana Miletic, Danilo Cerovic and Aleksandar Tomin & Mirjana Miletic & Danilo Cerovic & Aleksandar Tomin, 2023, "Impact of global supply disruptions and energy prices on inflation in European countries," Working Papers Bulletin, National Bank of Serbia, number 19, Sep.
• Gunnar BÃ¥rdsen & Ragnar Nymoen, 2023, "Dynamic time series modelling and forecasting of COVID-19 in Norway," Working Paper Series, Department of Economics, Norwegian University of Science and Technology, number 19623, May.
• Teresa Messner & Thomas Zörner, 2023, "Aggregate price pressures along the supply chain: a euro area perspective," Monetary Policy & the Economy, Oesterreichische Nationalbank (Austrian Central Bank), issue Q4/22-Q1/, pages 21-32.
• Karsten Kohler & Engelbert Stockhammer, 2023, "Flexible exchange rates in emerging markets: shock absorbers or drivers of endogenous cycles?," Industrial and Corporate Change, Oxford University Press and the Associazione ICC, volume 32, issue 2, pages 551-572.
• Laura Garcia-Jorcano & Lidia Sanchis-Marco, 2023, "Measuring Systemic Risk Using Multivariate Quantile-Located ES Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 1, pages 1-72.
• Tobias Hartl & Roland Jucknewitz, 2023, "Multivariate Fractional Components Analysis," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 880-914.
• Alain Hecq & Luca Margaritella & Stephan Smeekes, 2023, "Granger Causality Testing in High-Dimensional VARs: A Post-Double-Selection Procedure," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 3, pages 915-958.
• Anne Lundgaard, 2023, "A Joint Model for the Term Structure of Interest Rates and Realized Volatility," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1196-1227.
• Luc Bauwens & Edoardo Otranto, 2023, "Modeling Realized Covariance Matrices: A Class of Hadamard Exponential Models," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 4, pages 1376-1401.
• A E Clements & A S Hurn & K A Lindsay & V Volkov, 2023, "Estimating a Non-parametric Memory Kernel for Mutually Exciting Point Processes," Journal of Financial Econometrics, Oxford University Press, volume 21, issue 5, pages 1759-1790.