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

2026

• Daniele Valenti & Chiara Casoli & Matteo Manera & Luca Pedini, 2026, "Identifying daily oil market shocks: evidence from the Hormuz crisis," Working Papers, Fondazione Eni Enrico Mattei, number 2026.21, Jul.
• Danilo Leiva-León & Rodrigo Sekkel & Luis Uzeda, 2026, "Do Monetary Policy Shocks Affect the Neutral Rate of Interest?," Working Papers, Federal Reserve Bank of Boston, number 26-3, Feb, DOI: 10.29412/res.wp.2026.03.
• Gary Koop & Stuart McIntyre & James Mitchell & Ping Wu, 2026, "Incorporating Micro Data into Macro Models Using Pseudo VARs," Working Papers, Federal Reserve Bank of Cleveland, number 26-04, Feb, DOI: 10.26509/frbc-wp-202604.
• Ellis W. Tallman & Saeed Zaman, 2026, "A New Model of Trend Inflation Using Disaggregates, Survey Expectations, and Uncertainty," Working Papers, Federal Reserve Bank of Cleveland, number 26-08r, Mar, revised 02 Nov 2026, DOI: 10.26509/frbc-wp-202608r.
• Todd E. Clark & Florian Huber & Gary Koop, 2026, "A Nonparametric Approach to Augmenting a Bayesian VAR with Nonlinear Factors," Working Papers, Federal Reserve Bank of Cleveland, number 26-14, Jun, DOI: 10.26509/frbc-wp-202614.
• Daniel J. Lewis & Karel Mertens, 2026, "Weak Instrument Bias in Impulse Response Estimators," Working Papers, Federal Reserve Bank of Dallas, number 2601, Jan, DOI: 10.24149/wp2601.
• Sílvia Gonçalves & Ana María Herrera & Iones Kelanemer Holban & Lutz Kilian & Elena Pesavento, 2026, "Semiparametric Local Projections," Working Papers, Federal Reserve Bank of Dallas, number 2616, Jun, DOI: 10.24149/wp2616.
• Sara Casella & Jesús Fernández-Villaverde & Stephen Hansen & Ryohei Oishi & Minchul Shin, 2026, "Structural Estimation with Unstructured Data," Working Papers, Federal Reserve Bank of Dallas, number 2620, Jul, DOI: 10.24149/wp2620.
• Lutz Kilian & Kunal Patel, 2026, "What the Iran War Teaches Us about the Price Elasticity of Oil Supply," Working Papers, Federal Reserve Bank of Dallas, number 2625, Aug, DOI: 10.24149/wp2625.
• Jens H. E. Christensen & Daan Steenkamp, 2026, "A Market-Based Assessment of the Outlook for Inflation Expectations and Monetary Policy in South Africa," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-03, Feb, DOI: 10.24148/wp2026-03.
• Jens H. E. Christensen & Glenn D. Rudebusch, 2026, "Can Fiscal, AI, or Monetary News Explain the Rise in r∗?," Working Paper Series, Federal Reserve Bank of San Francisco, number 2026-19, Aug, DOI: 10.24148/wp2026-19.
• Hyung Joo Kim & Dong Hwan Oh, 2026, "Capturing Heterogeneity: Machine Learning Approaches to Implied Volatility Forecasting," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-049, Jul, DOI: 10.17016/FEDS.2026.049.
• Manuel González-Astudillo & Jean-Philippe Laforte & Antoine Lepetit, 2026, "Measuring Macroeconomic Stars: A Framework with Scarring Effects," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-054, Jun, DOI: 10.17016/FEDS.2026.054.
• Freddy García-Albán & Manuel González-Astudillo, 2026, "Bells and Whistles of Nowcasting Models: Which Matter and When?," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2026-068, Oct, DOI: 10.17016/FEDS.2026.068.
• Dario Caldara & Haroon Mumtaz & Molin Zhong, 2026, "Risk in a Data-Rich Model," International Finance Discussion Papers, Board of Governors of the Federal Reserve System (U.S.), number 1435, Mar, DOI: 10.17016/IFDP.2026.1435.
• Jonathan Adams & Christian Matthes, 2026, "How Ricardian Are We?," Research Working Paper, Federal Reserve Bank of Kansas City, number RWP 26-02, Mar, DOI: 10.18651/RWP2026-2.
• Christopher J. Neely, 2026, "An Analysis of the Literature on Monetary Policy Shocks," Working Papers, Federal Reserve Bank of St. Louis, number 2026-023, Sep, DOI: 10.20955/wp.2026.023.
• Martín Almuzara & Geert Mesters, 2026, "Seeing Through the Shutdown’s Missing Inflation Data," Liberty Street Economics, Federal Reserve Bank of New York, number 20260217, Feb, DOI: 10.59576/lse.20260217.
• Sophia Cho & John C. Williams, 2026, "The R*–Labor Share Nexus," Liberty Street Economics, Federal Reserve Bank of New York, number 20260415, Apr, DOI: 10.59576/lse.20260415.
• Jonas E. Arias & Juan F. Rubio-Ramirez & Daniel F. Waggoner, 2026, "Inference Based on Scale, Label, and Economic Restrictions," Working Papers, Federal Reserve Bank of Philadelphia, number 26-36, Jul, DOI: 10.21799/frbp.wp.2026.36.
• Halit YALÇIN, 2026, "Analysis of Causality Relationships Between Policy Interest Rates, Exchange Rate Volatility, CDS Spreads, and Consumer Confidence in Türkiye," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1710310.
• Fatma MUMCU KÜÇÜKÇAYLI, 2026, "The Impact of US-China Tensions on Borsa Istanbul Sector Indices: The Fourier Toda–Yamamoto Causality Approach," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1766854.
• Yasemin TELLÄ° ÜÇLER, 2026, "The Relationship Between Air Transport and Economic Growth: Evidence from G7 Countries and Türkiye," Fiscaoeconomia, Tubitak Ulakbim JournalPark (Dergipark), issue 1, DOI: 10.25295/fsecon.1798072.
• Ángel Maridueña-Larrea & Ángel Martín-Román, 2026, "Cyclical Asymmetries and Spatial Dependence in Okun’s Law: Global Evidence from 163 Countries," Economies, MDPI, volume 14, issue 7, pages 1-33, July.
• Yongdeng Xu & Juyi Lyu & Wenna Lu, 2026, "Adaptive LASSO-MGARCH for Multivariate Volatility Forecasting," Mathematics, MDPI, volume 14, issue 6, pages 1-14, March.
• Farrukh Nematov, 2026, "Developing a risk-based stress testing framework for microfinance banks in Uzbekistan: A SVAR approach," IHEID Working Papers, Economics Section, The Graduate Institute of International Studies, number 12-2026, Apr.
• Junior Maih & Nigar Hashimzade & Oleg Kirsanov & Tatiana Kirsanova, 2026, "Markov-Switching DSGE Modeling in RISE," Working Papers, Business School - Economics, University of Glasgow, number 2026_01, Jan.
• Dobrislav Dobrev & Ernst Schaumburg, 2026, "High-Frequency Cross-Market Trading: Model-Free Measurement and Testable Implications," Working Papers, The George Washington University, The Center for Economic Research, number 2026-011, Sep.
• Salem Boubakri & Cyriac Guillaumin, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," Post-Print, HAL, number hal-05440504, Mar, DOI: 10.1016/j.inteco.2025.100667.
• Ayden Higgins & Koen Jochmans, 2026, "Learning markov processes with latent variables," Post-Print, HAL, number hal-05488665, DOI: 10.1017/S0266466625000027.
• Wafae Amrani & Saad Elouardirhi, 2026, "Financial Decentralization and Economic Growth in Morocco: An Empirical Analysis
  [Décentralisation financière et croissance économique au Maroc : Analyse empirique]," Post-Print, HAL, number hal-05528506, DOI: 10.5281/zenodo.18460290.
• Dimitrios Bakas & Ioanna Konstantakopoulou & Athanasios Triantafyllou, 2026, "The Tourism-Led Economic Growth Hypothesis in the Euro Area: Do Asymmetries and Structural Breaks Matter?," Post-Print, HAL, number hal-05578402, Mar, DOI: 10.1002/jtr.70304.
• Jérôme Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal policies are not all alike: composition effects, regime switching and uncertainty," Sciences Po Economics Publications (main), HAL, number hal-05459696, Jan.
• Jérôme Creel & Serena Ionta & Guido Traficante, 2026, "Fiscal policies are not all alike: composition effects, regime switching and uncertainty," Working Papers, HAL, number hal-05459696, Jan.
• Alban Moura, 2026, "The effects of government spending endogeneity on estimated multipliers in the US," Working Papers, HAL, number hal-05528164, Feb.
• Romain Capliez & Carl Grekou & Emmanuel Hache & Valérie Mignon, 2026, "What Drives Mineral Commodity Prices? A Historical Perspective on Demand and Supply Dynamics," Working Papers, HAL, number hal-05663766.
• Romain Capliez & Carl Grekou & Emmanuel Hache & Valérie Mignon, 2026, "What Drives Mineral Commodity Prices? A Historical Perspective on Demand and Supply Dynamics," Working Papers, HAL, number hal-05664063.
• Nicolas Himounet & Francisco Serranito & Julien Vauday, 2026, "When Does Uncertainty Become Expansionary? The Role of Composition and State Dependence," Working Papers, HAL, number hal-05692363.
• Safira, Dinda Ayu & Kuswanto, Heri & Ahsan, Muhammad & Sibbertsen, Philipp, 2026, "A Majorization-Minimization gLASSO Framework for SETAR Models: Theory, Simulation, and Application to PM2.5 Data," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-746, May.
• del Barrio Castro, Tomás & Escribano, Álvaro & Özer, Yeliz & Sibbertsen, Philipp, 2026, "Frequency-Specific Coupling in Cenozoic Climate Variability," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-749, Jun.
• Özer, Yeliz & del Barrio Castro, Tomás & Escribano, Álvaro & Sibbertsen, Philipp, 2026, "Modeling Long Memory in 67 Million Years of Cyclical Climate Trends: Anticipating Future Cycles," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-751, Aug.
• István Boza & Dániel Horn, 2026, "From Mincer to AKM: Decomposing School Effects on Early-Career Wages," KRTK-KTI WORKING PAPERS, Institute of Economics, Centre for Economic and Regional Studies, number 2604, Mar.
• Theodore Panagiotidis & Paraskevi Tzika & Georgios Voucharas, 2026, "Mapping the Greek Housing Market Uncertainty," GreeSE – Hellenic Observatory Papers on Greece and Southeast Europe, Hellenic Observatory, LSE, number 223, Sep.
• Almgren, Pelle, 2026, "Revisiting US Herding – Accounting for the Dynamics," Working Papers, Lund University, Department of Economics, number 2026:9, Sep.
• Fjærvik, Thomas Michael & Hølleland, Sondre Nedreås, 2026, "Managing downside risk and spatial allocation of offshore wind: Evidence from Norway’s 30gw expansion," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2026/1, Apr.
• Sheybanivaziri, Samaneh & Fram, Benjamin, 2026, "Dynamics of Electricity Price Spreads in MISO and Manitoba Hydro: Evidence from Structural Breaks and ARMAX-GARCH Models," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2026/12, Sep.
• Nymoen, Ragnar & Castle , Jennifer, 2026, "The Nominal Exchange Rate Regression – A critical appraisal of methodology and empirical results," Memorandum, Oslo University, Department of Economics, number 5/2026, Oct.
• Lenza, Michele & Pagano Giorgianni, Giuseppe & Rossi, Lorenza & Savoia, Ettore, 2026, "The Role of Firm Heterogeneity for the Transmission of Aggregate Shocks," Working Paper Series, Sveriges Riksbank (Central Bank of Sweden), number 465, Apr.
• OHASHI, Kazuhiko & WU, Hsiu & YAMAMOTO, Yohei, 2026, "Dynamic Effects of Supply and Demand on Electricity Prices during the Global Energy Crisis : Evidence from Japan," Discussion paper series, Hitotsubashi Institute for Advanced Study, Hitotsubashi University, number HIAS-E-161, Apr.
• DIEWERT, W. Erwin & SHIMIZU, Chihiro, 2026, "Quality Adjustment, Hedonic Regressions and the Extension Problem," RCESR Discussion Paper Series, Research Center for Economic and Social Risks, Institute of Economic Research, Hitotsubashi University, number DP26-7, Mar.
• Giulia Chiara & Stefano Lucarelli, 2026, "Capital centralization, protectionism and increasing military expenditures: A SVAR/BVAR analysis," STOREPapers, Associazione Italiana per la Storia dell'Economia Politica - StorEP, number 1_2026, Oct.
• Bjarni G. Einarsson;Thórarinn G. Pétursson, 2026, "What sets the trend? The evolution and drivers of Icelandic trend inflation," Economics, Department of Economics, Central bank of Iceland, number wp100, Mar.
• Chavez Condori, Paulo Alejandro & Beverinotti, Javier & Alzamora, Miguel, 2026, "Choques de confianza y precios de minerales: evidencia sobre la inversión minera y no minera en el Perú," IDB Publications (Working Papers), Inter-American Development Bank, number 14540, Mar, DOI: http://dx.doi.org/10.18235/0013980.
• Ahmad Al Izham Izadin & Ooi Kok Loang & Mohd Shahidan Shaari & Abdul Rahim Ridzuan & Sevenpri Candra, 2026, "Reassessing Attention to Fintech: Spillover Effects on Conventional and Islamic Financial Stocks," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 12, issue 1, pages 35-58, March, DOI: https://doi.org/10.21098//jimf.v12i.
• Yusuke Oh & Mototsugu Shintani, 2026, "Forecasting Recessions Using Machine Learning on Text Data and Mixed-Frequency Predictors," IMES Discussion Paper Series, Institute for Monetary and Economic Studies, Bank of Japan, number 26-E-07, Mar.
• Giovanna Ciaffi & Matteo Deleidi & Mariana Mazzucato, 2026, "Directed Innovation Policies and the Supermultiplier: New Evidence," FMM Working Paper, IMK at the Hans Boeckler Foundation, Macroeconomic Policy Institute, number 122-2026.
• Kritika Sharma & Taniya Ghosh, 2026, "Food, headline, and core inflation: Horizon-dependent transmission in India," Indira Gandhi Institute of Development Research, Mumbai Working Papers, Indira Gandhi Institute of Development Research, Mumbai, India, number 2026-004, Apr.
• Frane Banic & Guzmán González-Torres, 2026, "Different strokes for different folks: untangling supply and demand shocks using survey-data to assess sectoral inflationary pressures in Croatia," Public Sector Economics, Institute of Public Finance, volume 50, issue 1, pages 5-37, DOI: 10.3326/pse.50.1.2.
• Mateus Maquiadi, 2026, "Inflation Responses to FX Demand and Supply Shocks under Exchange Rate Segmentation: Evidence from Angola," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2026/0421, Jun.
• Saito,Jun, 2026, "Crisis-Specific Gulfization of Stock Markets: Multipolar Shock Sources in GCC Spillovers," IDE Discussion Papers, Institute of Developing Economies, Japan External Trade Organization(JETRO), number 1012, Aug.
• Zongwu Cai & Yifeng Chen & Seok Young Hong & Daniel Tsvetanov, 2026, "Unified Inference for Predictive Mean and Quantile Regressions via Empirical Likelihood," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202609, Jan, revised Jan 2026.
• Zongwu Cai & Wei Long, 2026, "A Robust Inference for Predictive Expectile Regression: An IVX-Based Approach," WORKING PAPERS SERIES IN THEORETICAL AND APPLIED ECONOMICS, University of Kansas, Department of Economics, number 202610, Mar, revised Mar 2026.
• 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.
• Thi Diem Huong Hoang & Thi Tuan Anh Tran & Nhan-Phu Chung, 2026, "Time-Varying Granger Causality Analysis: the Relationship Between Domestic Economic Policy Uncertainty and Stock Markets in Emerging Economies," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 3, pages 997-1021, September, DOI: 10.1007/s10690-025-09530-w.
• Adnan Aslam & Rayenda Khresna Brahmana & Xiu Wei Yeap, 2026, "The Feature Importance of Quantile Connectedness among Islamic Sectoral Indices and Meme Assets," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 33, issue 4, pages 1811-1856, December, DOI: 10.1007/s10690-025-09558-y.
• Yueli Liu & Xiu Jin & Jinming Yu, 2026, "Revisiting Extreme Risk Contagion from the Oil Market to Stock Markets: A Systemic Perspective Based on Network Interconnectedness," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 609-642, February, DOI: 10.1007/s10614-025-10877-5.
• Müge Özdemir, 2026, "Asymmetric shock persistence in the OECD Stock Exchanges: New Insight from Quantile Exponential Smooth Transition Autoregression Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 555-608, February, DOI: 10.1007/s10614-025-10889-1.
• Francesco Meglioli, 2026, "Measuring Contagion Within a Financial Network: A New Conditional Distance to Default Approach," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 2, pages 1159-1201, February, DOI: 10.1007/s10614-025-10906-3.
• Bhanu Pratap & Amit Pawar & Shovon Sengupta, 2026, "Non-linear Phillips Curve for India: Evidence from Explainable Machine Learning," Computational Economics, Springer;Society for Computational Economics, volume 67, issue 3, pages 2301-2344, March, DOI: 10.1007/s10614-025-10942-z.
• Hitesh Kumar Sahu & Avishek Bhandari, 2026, "Crisis, Connectivity, and Market Efficiency: Dynamic Long-memory Networks of G7 and E7 Economies," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 3, pages 2261-2291, September, DOI: 10.1007/s10614-025-11116-7.
• Wafa Kammoun Masmoudi & Olfa El Aoun & Wael Dammak, 2026, "Quantile Interactions and Spillovers among Blue Economy Indices, Bitcoin, VIX, and Traditional Assets during Crises," Computational Economics, Springer;Society for Computational Economics, volume 68, issue 4, pages 3087-3117, October, DOI: 10.1007/s10614-025-11142-5.
• Prakhar Pandey & Vishal Sharma & Rajnish Pande & Pushp Kumar & Vinay Joshi Chandniwala, 2026, "Is fiscal deficit stimulus or constraint for economic growth in India? Empirical evidence using asymmetric and thresholds approaches," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-39, August, DOI: 10.1007/s10644-026-10019-3.
• Abdhut Deheri & Sharvadharshi Ketharinath, 2026, "Is the relationship between remittances and financial development in India nonlinear?," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-24, August, DOI: 10.1007/s10644-026-10043-3.
• Zulfiqar Ali Imran & Mobeen Ahmad & Khurram Shahzad & Muhammad Ahad, 2026, "Global crude oil futures and international equity markets: portfolio diversification and rebalancing in the presence of Chinese crude oil future," Economic Change and Restructuring, Springer, volume 59, issue 4, pages 1-38, August, DOI: 10.1007/s10644-026-10048-y.
• Madhur Bhatia, 2026, "Global shocks and exchange-rate multifractality: new evidence from BRICS," International Economics and Economic Policy, Springer, volume 23, issue 3, pages 1-25, July, DOI: 10.1007/s10368-026-00764-1.
• Justin Eloriaga & Carlos Pamittan & Vince San Juan & Annika Subido, 2026, "Are there Long-term consequences to China’s Deflationary Bout? The case of ASEAN," International Economics and Economic Policy, Springer, volume 23, issue 3, pages 1-36, July, DOI: 10.1007/s10368-026-00766-z.
• W. Erwin Diewert & Chihiro Shimizu, 2026, "Quality adjustment, hedonic regressions and the extension problem," Journal of Productivity Analysis, Springer, volume 65, issue 3, pages 1-21, September, DOI: 10.1007/s11123-026-00809-2.
• Nezir Köse & Emre Ünal & Ali Talih Süt, 2026, "The Effects of Oil Price Shocks: A Dynamic SVAR Analysis of the Terms of Trade, Industrial Production, and Inflation," Open Economies Review, Springer, volume 37, issue 2, pages 483-519, April, DOI: 10.1007/s11079-025-09834-4.
• Spyros Papathanasiou & Anastasios Magoutas & Drosos Koutsokostas, 2026, "The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-31, December, DOI: 10.1007/s11147-025-09226-3.
• Yang Zhu & Xinchao Yao, 2026, "Dynamic co-movement and pricing dominance in global copper futures markets: evidence from emerging and developed exchanges," Review of Derivatives Research, Springer, volume 29, issue 1, pages 1-22, December, DOI: 10.1007/s11147-026-09249-4.
• Wen-Chi Yeh & Bharat Sarath, 2026, "Earnings and price forecast with ARIMA and panel VAR time-series models," Review of Quantitative Finance and Accounting, Springer, volume 67, issue 3, pages 995-1046, October, DOI: 10.1007/s11156-025-01475-5.
• Naoya Nagasaka, 2026, "Identifying Macro Shocks from Micro Evidence: A Mixed Autoregressive Approach," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2026-18, Jun.
• Emanuel Moench & Soroosh Soofi-Siavash, 2026, "Factor-Augmented VARs with Noisy Factor Proxies," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 142, Feb.
• Enilov, Martin & Delantar, Edna & Parhi, Mamata, 2026, "The predictive effects of Fintech-ESG dynamic interdependence: A global perspective on Cleantech energy transition risk," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109090.
• Farag, Markos & Ruhnau, Oliver, 2026, "Decomposing return and volatility connectedness in Northwest European natural gas markets: Evidence from the R2 connectedness approach," Energy Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.eneco.2025.109115.
• Blazsek, Szabolcs & Escribano, Álvaro & Kristóf, Erzsébet, 2026, "Score-driven global climate zones from 1940 to 2024: A new objective climate classification method," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109203.
• Maih, Junior & Omotosho, Babatunde S. & Yang, Bo, 2026, "Fuel subsidy removal and monetary policy adjustments in an oil-producing emerging economy," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109208.
• Garratt, Anthony & Petrella, Ivan & Zhang, Yunyi, 2026, "The predictive content of U.S. Energy Information Administration oil market forecasts," Energy Economics, Elsevier, volume 156, issue C, DOI: 10.1016/j.eneco.2026.109214.
• Cho, Chanheung, 2026, "Regional synchronization in energy-related carbon dioxide emissions," Energy Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.eneco.2026.109343.
• Kchaou, Oussama & Sassi, Salim Ben & Amar, Amine Ben, 2026, "Macroeconomic shocks and systemic risk in the US stock market," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109439.
• Camacho-Villagómez, Freddy & García-Albán, Freddy, 2026, "Looking for the twin deficits in a dollarized oil-exporting economy," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109447.
• Jalles, João Tovar & Campmas, Alexandra, 2026, "Environmental tax shocks and economic growth: Global evidence from local projections," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109488.
• Alsalman, Zeina, 2026, "Oil news shocks and the U.S. consumer sentiment and spending," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109549.
• Brahmana, Rayenda Khresna & Aslam, Adnan, 2026, "Oil price shocks and private equity versus unicorns: transmission channels and policy implications," Energy Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.eneco.2026.109565.
• Ma, Ruiguang & Sun, Jiayin & Hong, Qiaozhang & Qiu, Ningxin, 2026, "Energy independence and economic resilience," Energy Policy, Elsevier, volume 212, issue C, DOI: 10.1016/j.enpol.2026.115189.
• Raza, Hamid, 2026, "Electricity prices beyond the merit order: Structural shocks and asymmetric macroeconomic transmission in Denmark," Energy Policy, Elsevier, volume 218, issue C, DOI: 10.1016/j.enpol.2026.115514.
• Yao, Zengfu & Yang, Ou & Chen, Ye & Dong, Zhiwei & Yang, Cheng & Wei, Yu & Chen, Yonghuai, 2026, "Spillover and diversification effects of China's CET and the industrial stock markets: Evidence from different carbon emission levels in the industrial sector," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104824.
• Wang, Haiying & Luo, Ting & Jiang, Chonghui & Du, Jiangze, 2026, "Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104843.
• Campos-Martins, Susana & Amado, Cristina, 2026, "Modelling time-varying volatility interactions," International Review of Financial Analysis, Elsevier, volume 111, issue C, DOI: 10.1016/j.irfa.2026.105098.
• Qian, Yuan & Tan, Wenhao, 2026, "Can corporate voluntary green behavior improve internal control? Evidence from a quasi-natural experiment in China," International Review of Financial Analysis, Elsevier, volume 114, issue C, DOI: 10.1016/j.irfa.2026.105177.
• Alharbi, Samar S. & Ali, Shoaib & Ijaz, Shahzad & Grira, Joselin, 2026, "Green alchemy: Transforming market signals into sustainable portfolio investments," International Review of Financial Analysis, Elsevier, volume 115, issue C, DOI: 10.1016/j.irfa.2026.105183.
• Zhao, Mingguo & Hu, Wentao & Song, Zhequan & Zhu, Zhaokuan, 2026, "Return connectedness and risk spillovers between green bonds, conventional bonds, stocks, commodities, and currency markets: A multiscale quantile analysis," International Review of Financial Analysis, Elsevier, volume 117, issue C, DOI: 10.1016/j.irfa.2026.105304.
• Yamamoto, Taihei, 2026, "Sovereign Z-spread relative value and currency risk: Evidence from a cross-asset block network," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105369.
• Li, Lifang & Huang, Lina & Xu, Fangming, 2026, "Risk contagion and tail risk in energy markets: A time-frequency network approach," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105371.
• Cui, Jinxin & El Khoury, Rim & Alshater, Muneer M., 2026, "Higher-order and cross-moment spillovers between digital and traditional financial assets," International Review of Financial Analysis, Elsevier, volume 118, issue C, DOI: 10.1016/j.irfa.2026.105399.
• Liu, Qi & Wang, Ziqi & Gao, Dongxi & Yan, Jingzhou, 2026, "Trade policy uncertainty, mining costs, and bitcoin prices," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110053.
• Kim, Taeyun, 2026, "Carrying regime uncertainty forward in cryptocurrency tail-risk forecasting," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110286.
• Teruel-Gutiérrez, Ricardo & Bernal-Conesa, Juan Andrés & Aparicio Serrano, Genoveva, 2026, "Stress selective behavior: Asymmetric responses of bitcoin and gold to valuation and uncertainty shocks," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110036.
• Zhang, Kai-Ge & Hu, Yaofeng & Yang, Ming-Yuan, 2026, "Liquidity spillovers in the cryptocurrency market: An entropy-based network analysis," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110407.
• Ji, Yinze & Zong, Lu & Cao, Yi, 2026, "Does sentiment lead prices? Evidence from individual stock price discovery," Finance Research Letters, Elsevier, volume 109, issue C, DOI: 10.1016/j.frl.2026.110532.
• Ogunjumo, Rotimi Ayoade & Ibitowa, Stephen Adesina & Onabote, Ademola Andrew, 2026, "Real effective exchange rate volatility series for West African Monetary Zone," Finance Research Letters, Elsevier, volume 110, issue C, DOI: 10.1016/j.frl.2026.110513.
• Mehr, Payam, 2026, "The horizon structure of diversification: Effective dimension across post-2020 market regimes," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110726.
• Achim, Mihai-Adrian & Belbe, Ștefana & Mare, Codruța & Otto, Philipp, 2026, "Spatial effects and uncertainty in cryptocurrencies – the case of network ARCH models," Finance Research Letters, Elsevier, volume 111, issue C, DOI: 10.1016/j.frl.2026.110729.
• Yang, Hao & Yang, Jie & Feng, Yun, 2026, "Global agricultural vulnerability to climate physical risks," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.108990.
• Liu, Jinglin & Xing, Xiaoyun & Chen, Guorong & Zhang, Yang, 2026, "Biodiversity risk as a financial threat: Evidence from AFHF sectors using QVAR networks," Finance Research Letters, Elsevier, volume 87, issue C, DOI: 10.1016/j.frl.2025.109035.
• Qin, Meng & LOBONŢ, Oana-Ramona & Zhou, Haigang & Hsueh, Hsin-Pei, 2026, "Enabler or barrier? Evaluating the effectiveness of green financial assets in hedging against uncertainties," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.108720.
• 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.
• Wei, Yu & Hu, Rui & Wang, Qian & Zhou, Chunyan, 2026, "The trump shockwave: How presidential tenure redefined cross-asset spillovers in cryptocurrency, commodity, and capital markets," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109357.
• Geissel, S. & Klein, D., 2026, "The declining explanatory power of interest rates for stock market and business cycle dynamics," Finance Research Letters, Elsevier, volume 91, issue C, DOI: 10.1016/j.frl.2026.109524.
• Oh, Eun Young & Magkonis, Georgios & Zhang, Shuonan, 2026, "Dynamics of monetary policy regimes in China under rising global uncertainty: A time-varying approach," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109523.
• Cepni, Oguzhan & Can, Ufuk & Aysan, Ahmet Faruk, 2026, "Abnormal weather shocks and US state level municipal bond returns," Finance Research Letters, Elsevier, volume 92, issue C, DOI: 10.1016/j.frl.2026.109591.
• Youssef, Meriem & Gallas, Salma & Urom, Christian, 2026, "Cryptocurrency price dynamics during supply chain disruptions: A quantile-on-quantile connectedness approach," Finance Research Letters, Elsevier, volume 93, issue C, DOI: 10.1016/j.frl.2026.109600.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Sharma, Krishan Kumar, 2026, "A regime-switching approach to bank capital and liquidity buffers," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109799.
• Aharon, David Y. & Ali, Shoaib & Naveed, Muhammad, 2026, "Quantile-dependent connectedness of ESG uncertainty in G7 countries," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109933.
• Oikarinen, Elias & Martin, Vance L., 2026, "The role of loan supply and demand dynamics in housing loan expansion and housing price cycles," Journal of Financial Stability, Elsevier, volume 86, issue C, DOI: 10.1016/j.jfs.2026.101581.
• Boer, Lukas & Lee, Jaewoo & Sun, Mingzuo, 2026, "Dominant drivers of current account dynamics," Journal of International Economics, Elsevier, volume 159, issue C, DOI: 10.1016/j.jinteco.2025.104199.
• Bergholt, Drago & Friis, Inga Nielsen & Furlanetto, Francesco & Matsen, Kristine Aunvåg & Robstad, Ørjan, 2026, "Demand shocks during the post-pandemic inflation surge: An international perspective," Journal of International Economics, Elsevier, volume 162, issue C, DOI: 10.1016/j.jinteco.2026.104296.
• Qamruzzaman, Md, 2026, "Environmental sustainability in G7: Nexus between digitalization, green innovation, environmental taxes, and ESG uncertainty," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100329.
• Mensi, Walid & El-Khoury, Rim & Alshater, Muneer & Kang, Sang Hoon, 2026, "Asymmetric spillovers between US sector stocks, Islamic stock index, conventional bond, green bond, and commodity markets," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100334.
• Boubakri, Salem & Guillaumin, Cyriac, 2026, "Measuring financial integration in GCC stock markets: Dynamics, risk premia, and the path to enhanced cooperation," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100667.
• Luna Kanematsu, María Isabel & Monge, Manuel & Infante, Juan, 2026, "Employment sentiment behavior during European economic crises: Time trends and persistence analysis," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2025.100670.
• Dufrénot, Gilles & Égert, Balázs & Jawadi, Fredj, 2026, "Uncertainty, nonlinearity, and macro-financial dynamics," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100677.
• Aslam, Adnan, 2026, "Oil shock spillovers in emerging markets: Sectoral dynamics of demand, supply, and risk channels," International Economics, Elsevier, volume 185, issue C, DOI: 10.1016/j.inteco.2026.100682.
• Moreno-Pérez, Carlos & Minozzo, Marco, 2026, "Monetary policy uncertainty in Mexico: An unsupervised approach," International Economics, Elsevier, volume 186, issue C, DOI: 10.1016/j.inteco.2026.100683.
• Liu, Zongming & Shi, Wenhui, 2026, "Global supply chain pressure and macro-financial downside risk: Can monetary policy buffer the risk transmission?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102314.
• Dziwok, Ewa & Kliber, Paweł & Wagner, Niklas F., 2026, "Green versus conventional bonds during market stress: Threats to financial stability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102329.
• Ibhagui, Oyakhilome & Evans, James & Fadina, Tolulope & Gerth, Florian & Han, Chong, 2026, "Crisis-dependent linkages in major exchange rates," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102333.
• Chen, Yu-Lun & Hu, Ming-Che, 2026, "Sentiment spillovers from news and social media in cryptocurrency markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102357.
• Boug, Pål & Hungnes, Håvard & Kurita, Takamitsu, 2026, "Getting back on track: Forecasting after extreme observations," International Journal of Forecasting, Elsevier, volume 42, issue 2, pages 548-569, DOI: 10.1016/j.ijforecast.2025.08.005.
• Lee, Min Gyu, 2026, "The macroeconomic impact of fiscal policies reflecting state dependency: The case of Korea," Japan and the World Economy, Elsevier, volume 77, issue C, DOI: 10.1016/j.japwor.2025.101344.
• Sakaguchi, Takuya, 2026, "Impact of oil price shocks on Japanese industries," Japan and the World Economy, Elsevier, volume 79, issue C, DOI: 10.1016/j.japwor.2026.101370.
• Saadaoui, Jamel, 2026, "Geopolitical turning points and macroeconomic volatility: A bilateral identification strategy," Journal of Comparative Economics, Elsevier, volume 54, issue 3, pages 804-818, DOI: 10.1016/j.jce.2026.03.010.
• Murphy, Ryan H. & O'Reilly, Colin, 2026, "Sequencing institutional development: The modernization hypothesis reconsidered," Journal of Comparative Economics, Elsevier, volume 54, issue 3, pages 846-868, DOI: 10.1016/j.jce.2026.05.002.
• Donadelli, Michael & Mammi, Irene & Paradiso, Antonio, 2026, "Supply-side or demand-side? Assessing the economic impact of pandemics and wars on G7 countries since the 1800s," Journal of Economic Behavior & Organization, Elsevier, volume 246, issue C, DOI: 10.1016/j.jebo.2026.107540.
• Di Bucchianico, Stefano & Di Serio, Mario & Fragetta, Matteo & Melina, Giovanni, 2026, "Time-varying impacts of government spending on CO2 emissions," Journal of Economic Behavior & Organization, Elsevier, volume 251, issue C, DOI: 10.1016/j.jebo.2026.107800.
• Ren, Xiyu & Marotta, Fulvia & Lafond, François, 2026, "Do common shocks drive changes in aggregate emissions intensity?," Journal of Environmental Economics and Management, Elsevier, volume 139, issue C, DOI: 10.1016/j.jeem.2026.103384.
• Dalheimer, Bernhard & Foster, Kenneth & Shively, Gerald & Pede, Valerien O. & Fiankor, Dela-Dem Doe & Ricker-Gilbert, Jacob & Bist, Pratibha, 2026, "Stocks and shocks: Assessing the relative roles of public and private inventories in buffering rice price volatility in the Philippines," Food Policy, Elsevier, volume 139, issue C, DOI: 10.1016/j.foodpol.2026.103052.
• Massa, Olga Isengildina & Karali, Berna & Irwin, Scott H., 2026, "The new grain giants: the reliability of USDA’s corn and soybean production forecasts for Brazil and Argentina," Food Policy, Elsevier, volume 143, issue C, DOI: 10.1016/j.foodpol.2026.103158.
• Feng, Lingbing & Shi, Jingyi & Kutan, Ali M., 2026, "Your fear is (partly) mine: the role of non-VIX volatility in forecasting regional stock market volatility using interpretable machine learning," Journal of International Money and Finance, Elsevier, volume 160, issue C, DOI: 10.1016/j.jimonfin.2025.103467.
• Herwartz, Helmut & Ochsner, Christian & Rohloff, Hannes, 2026, "How do credit supply conditions transmit across the globe?," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103488.
• Heckel, Markus & Inoue, Tomoo & Nishimura, Kiyohiko G. & Okimoto, Tatsuyoshi, 2026, "The effectiveness of monetary policy: Evidence from market operation-based monetary policy indices," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103511.
• Al-Haschimi, Alexander & Apostolou, Apostolos & Azqueta-Gavaldon, Andres & Ricci, Martino, 2026, "Assessing financial risk in China: a text-based indicator approach," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2025.103514.
• Jalles, João & Beirne, John & Park, Donghyun & Uddin, Gazi Salah, 2026, "Public spending, private gains: the gendered impact of exogenous fiscal policy shocks," Journal of International Money and Finance, Elsevier, volume 162, issue C, DOI: 10.1016/j.jimonfin.2026.103527.
• Ann Xing, Bingxin & Feunou, Bruno & Tédongap, Roméo, 2026, "Robust regularities in the heterogeneity of consumer price inflation," Journal of International Money and Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jimonfin.2026.103536.
• Basistha, Arabinda, 2026, "The role of global inflation in estimation of US output components in the post Bretton Woods Era: evidence from multivariate unobserved components models," Journal of International Money and Finance, Elsevier, volume 164, issue C, DOI: 10.1016/j.jimonfin.2026.103556.
• Diaz, Elena Maria & Cunado, Juncal & Perez de Gracia, Fernando, 2026, "Disentangling oil price uncertainty in the U.S," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103621.
• De Gorostiza-Roudnitski, Gilliane, 2026, "What information is most relevant for estimating output gaps in emerging economies?," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103625.
• Janků, Jan & Malovaná, Simona & Bajzík, Josef & Moravcová, Klára & Ngo, Ngoc Anh, 2026, "Credit shocks fade, output shocks persist: A meta-analysis of 2600 VAR estimates across 63 countries," Journal of International Money and Finance, Elsevier, volume 167, issue C, DOI: 10.1016/j.jimonfin.2026.103631.
• Sakaguchi, Takuya & Shibamoto, Masahiko, 2026, "The role of cyclical inflation: Evidence from Japan," Journal of the Japanese and International Economies, Elsevier, volume 81, issue C, DOI: 10.1016/j.jjie.2026.101440.
• Cheng, Chak Hung Jack & Hankins, William B. & Stone, Anna-Leigh, 2026, "The impact of financial uncertainty shocks on firm creation across US states," Journal of Macroeconomics, Elsevier, volume 87, issue C, DOI: 10.1016/j.jmacro.2026.103739.
• Ginn, William & Saadaoui, Jamel, 2026, "Are consumer sentiment shocks state-dependent?," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103753.
• Bryson, Carter, 2026, "The ins and outs of unemployment shocks," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103756.
• Kempa, Bernd & Zou, Feina, 2026, "Estimation of the natural interest rate under monetary policy smoothing," Journal of Macroeconomics, Elsevier, volume 88, issue C, DOI: 10.1016/j.jmacro.2026.103761.
• Auer, Simone & Conti, Antonio M., 2026, "Bank lending in an unprecedented monetary tightening cycle: Evidence from the euro area," Journal of Macroeconomics, Elsevier, volume 89, issue C, DOI: 10.1016/j.jmacro.2026.103781.
• Tay, Lichoo & Baur, Dirk G. & Karlsen, Jonathan R., 2026, "Charging up on lithium – the metal or the miner?," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100554.
• Han, Lin & Trück, Stefan & Truong, Chi, 2026, "A note to Maghyereh et al. (2016) — Revisiting the directional connectedness of implied volatility between crude oil and equity markets," Journal of Commodity Markets, Elsevier, volume 43, issue C, DOI: 10.1016/j.jcomm.2026.100569.
• Cavicchioli, Maddalena & Kyrtsou, Catherine & Papana, Angeliki, 2026, "Exploring dynamic interactions between energy prices and CPI," The Journal of Economic Asymmetries, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeca.2025.e00446.
• Rodríguez, Gabriel & Santisteban, Joseph, 2026, "Regime-switching, fiscal policy shocks and macroeconomic fluctuations in Peru," The Journal of Economic Asymmetries, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeca.2025.e00448.
• Fukuda, Shin, 2026, "Global inflation spillovers and regional transmission dynamics: Evidence from a TVP-VAR connectedness framework," The Journal of Economic Asymmetries, Elsevier, volume 33, issue C, DOI: 10.1016/j.jeca.2026.e00461.
• Ceyhun, Gökçe Çiçek & Keser, Hilal Yıldırır & Tarkun, Savaş, 2026, "Dynamic spillovers of geopolitical risks and climate uncertainty on maritime freight markets: A connectedness decomposition approach," Journal of Transport Geography, Elsevier, volume 134, issue C, DOI: 10.1016/j.jtrangeo.2026.104664.
• Aguilar, José & Quineche, Ricardo, 2026, "Regional inflation spillovers and monetary policy design," Journal of Policy Modeling, Elsevier, volume 48, issue 2, pages 468-488, DOI: 10.1016/j.jpolmod.2025.10.003.
• Garcia, Piero & Quineche, Ricardo & Zapata, Juan, 2026, "Temporal asymmetries in monetary transmission: Implications for interest rate policies," Journal of Policy Modeling, Elsevier, volume 48, issue 3, DOI: 10.1016/j.jpolmod.2026.107045.
• Esposti, Roberto, 2026, "Investigating commodity price interdependence with Granger causality networks," Resources Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.resourpol.2025.105820.
• 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.
• Zangelidis, Leonidas & Rezitis, Anthony N., 2026, "Topology of intraday realized volatilities across commodity indices, copper futures, the U.S. dollar index, and the NASDAQ: An unrestricted multivariate HAR-VAR approach," Resources Policy, Elsevier, volume 117, issue C, DOI: 10.1016/j.resourpol.2026.105934.
• Tok, Şerife Akıncı, 2026, "Climate policy and sustainability uncertainty in energy and transition metal markets: Evidence from a TVP-VAR–based asymmetric connectedness framework," Resources Policy, Elsevier, volume 118, issue C, DOI: 10.1016/j.resourpol.2026.105935.
• Doojav, Gan-Ochir & Purevdorj, Munkhbayar & Erdenebileg, Khosbayar, 2026, "The effects of commodity shocks on supply- and demand-driven inflation dynamics in Mongolia," Resources Policy, Elsevier, volume 118, issue C, DOI: 10.1016/j.resourpol.2026.105956.
• Doojav, Gan-Ochir, 2026, "Fiscal-monetary interactions and commodity prices in a commodity-exporting economy," Resources Policy, Elsevier, volume 120, issue C, DOI: 10.1016/j.resourpol.2026.106008.
• Mwampashi, Muthe Mathias, 2026, "Institutional reports as risk signals: A text-as-data topic-model measure of electricity-market narratives," Utilities Policy, Elsevier, volume 102, issue C, DOI: 10.1016/j.jup.2026.102279.
• Allon-Pineda, Joan Christine S. & Ocampo, Jan Christopher G. & Santos, Eduard Renzo D., 2026, "Second-round effects and asymmetry in oil and food price shocks to inflation," Latin American Journal of Central Banking (previously Monetaria), Elsevier, volume 7, issue 3, DOI: 10.1016/j.latcb.2025.100180.
• Hubrich, Kirstin & Schüler, Yves & Waggoner, Daniel, 2026, "Financial shocks and leverage of financial institutions: When do they matter?," Journal of Monetary Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jmoneco.2026.103900.
• Oka, Arsene, 2026, "Policy uncertainty and U.S. equity returns: A sector-level analysis of disaggregated international EPU," Journal of Multinational Financial Management, Elsevier, volume 82, issue C, DOI: 10.1016/j.mulfin.2026.100959.
• Alfeus, Mesias & Mwampashi, Muthe M. & Nikitopoulos, Christina S. & Overbeck, Ludger, 2026, "Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103310.
• Zhang, Jier & Yin, Libo & Li, Ying & Fang, Tong, 2026, "Forecasting stock market volatility with policy focus shifting: A GARCH-MIDAS model combined with machine learning approaches," Pacific-Basin Finance Journal, Elsevier, volume 97, issue C, DOI: 10.1016/j.pacfin.2026.103108.
• Le, Thai Hong & Pham, Dat Thanh & Le, Khanh Ngoc & Le, Anh Chi & Nguyen, Huong Mai Thi, 2026, "Mapping information flows among digital assets: An entropy and network-based study of cryptocurrencies, DeFi, and NFTs," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131080.
• Salisu, Afees A. & Gupta, Rangan & Cepni, Oguzhan, 2026, "Housing market variables and predictability of state-level stock market volatility of the United States: Fundamentals versus sentiments in a mixed-frequency framework," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102087.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P., 2026, "How do return and volatility spillovers shape futures markets? Insights from index, commodity, and carbon emission futures," Renewable Energy, Elsevier, volume 256, issue PD, DOI: 10.1016/j.renene.2025.124110.
• SenGupta, Swapnanil & Sachan, Anshita & Sharma, Gagan Deep, 2026, "Renewable energy and the macroeconomic space in India: A Bayesian VAR approach," Renewable Energy, Elsevier, volume 261, issue C, DOI: 10.1016/j.renene.2026.125298.
• Chaaben, Nahla & Saida, Imen & Helali, Kamel, 2026, "Analyzing the non-linear impact of carbon dioxide emissions on renewable energy in Commonwealth nations," Renewable and Sustainable Energy Reviews, Elsevier, volume 227, issue C, DOI: 10.1016/j.rser.2025.116494.
• Maulberger, Andreas & Rathgeber, Andreas W., 2026, "Disentangling supply and demand shocks in the EU ETS – Before and after the introduction of the Market Stability Reserve," Resource and Energy Economics, Elsevier, volume 87, issue C, DOI: 10.1016/j.reseneeco.2026.101575.
• Farooq, Mustansir & Manoj, M. & Rao, K. Ramachandra, 2026, "A Stated choice analysis of passenger's willingness to pay for service attributes of nonstop, direct, and connected itineraries in Indian domestic aviation market," Research in Transportation Economics, Elsevier, volume 116, issue C, DOI: 10.1016/j.retrec.2026.101736.
• Wang, Xiaoqing & Safi, Adnan & Wang, Su & Zhang, Yifei, 2026, "How does carbon market react to economic policy uncertainty and oil price shocks? New evidence from a time-varying perspective," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104841.
• Bargman, Daniil, 2026, "Latent variable modelling by supervised diffusion," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104972.
• Hou, Yang (Greg) & Hu, Yang & Oxley, Les & Goodell, John W., 2026, "Time-varying risk aversion and ‘investor fear’: Evidence from the crude oil markets," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.105017.
• Han, SeungOh, 2026, "Post-pandemic efficient hedging strategies for U.S. factor and sector ETFs," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105086.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Christopoulos, Apostolos & Wierzbiński, Bogdan, 2026, "In gold and Franc we trust? Rethinking safe havens in Europe," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105140.
• Chinh, Dang Trung & Minh Hue, Do Thi & Dat, Luu Quoc, 2026, "Institutional quality, vulnerability, and FDI attraction: New evidence from a novel quantile regression approach," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105147.
• Mikayilov, Jeyhun I. & Darandary, Abdulelah & Alhadhrami, Khalid, 2026, "The rising cost of cooling: Regional energy futures in a warming Saudi Arabia," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105167.
• Hosseini, Mohammad Javad & Teymouri, Younes & Mehregan, Nader, 2026, "Causality direction and correlation dynamics between oil and gold prices in the global market: A VAR model and crisis subperiods approach," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105154.