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

2019

• Erdenebat Bataa & Andrew Vivian & Mark Wohar, 2019, "Changes in the relationship between short‐term interest rate, inflation and growth: evidence from the UK, 1820–2014," Bulletin of Economic Research, Wiley Blackwell, volume 71, issue 4, pages 616-640, October, DOI: 10.1111/boer.12199.
• Ansgar Belke & Thomas Osowski, 2019, "International Effects Of Euro Area Versus U.S. Policy Uncertainty: A Favar Approach," Economic Inquiry, Western Economic Association International, volume 57, issue 1, pages 453-481, January, DOI: 10.1111/ecin.12701.
• Leonardo Gambacorta & Adrian van Rixtel & Stefano Schiaffi, 2019, "Changing Business Models In International Bank Funding," Economic Inquiry, Western Economic Association International, volume 57, issue 2, pages 1038-1055, April, DOI: 10.1111/ecin.12738.
• Alice Albonico & Alessia Paccagnini & Patrizio Tirelli, 2019, "Limited Asset Market Participation And The Euro Area Crisis: An Empirical Dsge Model," Economic Inquiry, Western Economic Association International, volume 57, issue 3, pages 1302-1323, July, DOI: 10.1111/ecin.12791.
• Giuseppe Ferrero & Marco Gross & Stefano Neri, 2019, "On secular stagnation and low interest rates: Demography matters," International Finance, Wiley Blackwell, volume 22, issue 3, pages 262-278, December, DOI: 10.1111/infi.12342.
• Rangan Gupta & Chi Keung Marco Lau & Stephen M. Miller & Mark E. Wohar, 2019, "US Fiscal Policy and Asset Prices: The Role of Partisan Conflict," International Review of Finance, International Review of Finance Ltd., volume 19, issue 4, pages 851-862, December, DOI: 10.1111/irfi.12188.
• Yasuo Hirose & Takeki Sunakawa, 2019, "Review of Solution and Estimation Methods for Nonlinear Dynamic Stochastic General Equilibrium Models with the Zero Lower Bound," The Japanese Economic Review, Japanese Economic Association, volume 70, issue 1, pages 51-104, March, DOI: 10.1111/jere.12217.
• Søren Johansen & Morten Ørregaard Nielsen, 2019, "Nonstationary Cointegration in the Fractionally Cointegrated VAR Model," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 4, pages 519-543, July, DOI: 10.1111/jtsa.12438.
• Thomas B. Götz & Alain W. Hecq, 2019, "Granger Causality Testing in Mixed‐Frequency VARs with Possibly (Co)Integrated Processes," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 914-935, November, DOI: 10.1111/jtsa.12462.
• J. Isaac Miller, 2019, "Testing Cointegrating Relationships Using Irregular and Non‐Contemporaneous Series with an Application to Paleoclimate Data," Journal of Time Series Analysis, Wiley Blackwell, volume 40, issue 6, pages 936-950, November, DOI: 10.1111/jtsa.12469.
• Jun‐Hyung Ko & Hiroshi Morita, 2019, "Regime Switches in Japan's Fiscal Policy: Markov‐Switching VAR Approach," Manchester School, University of Manchester, volume 87, issue 5, pages 724-749, September, DOI: 10.1111/manc.12261.
• Patrick Minford & Michael Wickens & Yongdeng Xu, 2019, "Testing Part of a DSGE Model by Indirect Inference," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 1, pages 178-194, February, DOI: 10.1111/obes.12253.
• Gianluca Cubadda & Alain Hecq & Sean Telg, 2019, "Detecting Co‐Movements in Non‐Causal Time Series," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 3, pages 697-715, June, DOI: 10.1111/obes.12281.
• Jun‐Hyung Ko & Yoshito Funashima, 2019, "On the Sources of the Feldstein–Horioka Puzzle across Time and Frequencies," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 4, pages 889-910, August, DOI: 10.1111/obes.12293.
• Gary Koop & Dimitris Korobilis, 2019, "Forecasting with High‐Dimensional Panel VARs," Oxford Bulletin of Economics and Statistics, Department of Economics, University of Oxford, volume 81, issue 5, pages 937-959, October, DOI: 10.1111/obes.12303.
• André K. Anundsen, 2019, "Detecting Imbalances in House Prices: What Goes Up Must Come Down?," Scandinavian Journal of Economics, Wiley Blackwell, volume 121, issue 4, pages 1587-1619, October, DOI: 10.1111/sjoe.12349.
• Georgios Bampinas & Theodore Panagiotidis & Christina Rouska, 2019, "Volatility persistence and asymmetry under the microscope: the role of information demand for gold and oil," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 1, pages 180-197, February, DOI: 10.1111/sjpe.12177.
• Julia Darby & Graeme Roy, 2019, "Political uncertainty and stock market volatility: new evidence from the 2014 Scottish Independence Referendum," Scottish Journal of Political Economy, Scottish Economic Society, volume 66, issue 2, pages 314-330, May, DOI: 10.1111/sjpe.12186.
• Ansgar Belke & Christian Dreger & Irina Dubova, 2019, "On the exposure of the BRIC countries to global economic shocks," The World Economy, Wiley Blackwell, volume 42, issue 1, pages 122-142, January, DOI: 10.1111/twec.12674.
• Juan Pablo Rowert Mariscal & Álvaro Céspedes Tapia & José A. Pantoja Ballivián, 2019, "Determinantes del desarrollo industrial y políticas de desarrollo productivo en Bolivia," Serie de Documentos de Trabajo, Banco Central de Bolivia, number 2019/08, Dec.
• Juan Carlos Carlo Santos, 2019, "Pronósticos del PIB mediante modelos de factores dinámicos," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 125-174, January -.
• Álvaro Céspedes T. & Juan Carlos Carlo Santos & José A. Pantoja Ballivián, 2019, "Efectos de en los términos de intercambio de las materias primas sobre el PIB observado y potencial de Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 85-123, January -.
• Roger Alejandro Banegas Rivero & Jorge Salas Vargas & Luis Fernando Escobar Caba, 2019, "Incertidumbre internacional y transmisión de shocks en Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 30, issue 1, pages 9-51, January -.
• Pablo Cachaga Herrera, 2019, "Inversión extranjera directa e implicancias macroeconómicas: Evidencia empírica para Bolivia," Revista de Análisis del BCB, Banco Central de Bolivia, volume 31, issue 2, pages 15-64, July - De.
• Jamie Cross & Bao H. Nguyen & Bo Zhang, 2019, "New Kid on the Block? China vs the US in World Oil Markets," Working Papers, Centre for Applied Macro- and Petroleum economics (CAMP), BI Norwegian Business School, number No 02/2019, Apr.
• Arnold Polanski & Evarist Stoja & Ching-Wai (Jeremy) Chiu, 2019, "Tail risk interdependence," Bank of England working papers, Bank of England, number 815, Aug.
• Marko Melolinna & Máté Tóth, 2019, "Trend and cycle shocks in Bayesian unobserved components models for UK productivity," Bank of England working papers, Bank of England, number 826, Sep.
• Zacharias Bragoudakis & Stavros Degiannakis & George Filis, 2019, "Oil and pump prices: is there any asymmetry in the Greek oil downstream sector?," Working Papers, Bank of Greece, number 268, Sep.
• Nobuhiro Abe & Takuji Fueki & Sohei Kaihatsu, 2019, "Estimating a Markov Switching DSGE Model with Macroeconomic Policy Interaction," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-3, Mar.
• Toshitaka Maruyama & Kenji Suganuma, 2019, "Inflation Expectations Curve in Japan," Bank of Japan Working Paper Series, Bank of Japan, number 19-E-6, Apr.
• Wongi Kim, 2019, "The Effects of Government Spending in Korea: a FAVAR Approach (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 25, issue 3, pages 100-137, September.
• Seewon Kim, 2019, "The Effects of Financial Market Uncertainty: Does Regime Change Occur During Financial Market Crises? (in Korean)," Economic Analysis (Quarterly), Economic Research Institute, Bank of Korea, volume 25, issue 3, pages 70-99, September.
• Kwangyong Park & Eun Kyung Lee, 2019, "Identifying Government Spending Shocks and Multipliers in Korea," Working Papers, Economic Research Institute, Bank of Korea, number 2019-22, Sep.
• M. E. Bontempi & M. Frigeri & R. Golinelli & M. Squadrani, 2019, "Uncertainty, Perception and the Internet," Working Papers, Dipartimento Scienze Economiche, Universita' di Bologna, number wp1134, Oct.
• Rezitis Anthony N. & Rokopanos Andreas, 2019, "Asymmetric Price Transmission along the European Food Supply Chain and the CAP Health Check: a Panel Vector Error Correction Approach," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 17, issue 2, pages 1-20, November, DOI: 10.1515/jafio-2018-0002.
• Akçay Selçuk, 2019, "Does Oil Price Asymmetrically Impact Remittance Outflows? The Case of Oman," Review of Middle East Economics and Finance, De Gruyter, volume 15, issue 2, pages 1-9, August, DOI: 10.1515/rmeef-2019-0012.
• Chibi Abderrahim & Chekouri Sidi Mohamed & Benbouziane Mohamed, 2019, "The Impact of Fiscal Policy on Economic Activity over the Business Cycle: An Empirical Investigation in the Case of Algeria," Review of Middle East Economics and Finance, De Gruyter, volume 15, issue 3, pages 1-23, December, DOI: 10.1515/rmeef-2016-0014.
• Kim Chang-Jin & Kim Yunmi, 2019, "A unified framework jointly explaining business conditions, stock returns, volatility and “volatility feedback news” effects," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-14, April, DOI: 10.1515/snde-2016-0151.
• Chatterjee Pratiti, 2019, "Asymmetric impact of uncertainty in recessions: are emerging countries more vulnerable?," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 2, pages 1-27, April, DOI: 10.1515/snde-2016-0148.
• Audrino Francesco & Huang Chen & Okhrin Ostap, 2019, "Flexible HAR model for realized volatility," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 23, issue 3, pages 1-22, June, DOI: 10.1515/snde-2017-0080.
• Fabian J. Baier, 2019, "Foreign Direct Investment and Tax: OECD Gravity Modelling in a World with International Financial Institutions," EIIW Discussion paper, Universitätsbibliothek Wuppertal, University Library, number disbei261, Aug.
• Ahmed, M. F. & Satchell, S, 2019, "Some Dynamic and Steady-State Properties of Threshold Autoregressions with Applications to Stationarity and Local Explosivity," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1923, Mar.
• Woroniuk, D. & Karam, A. & Jamasb, T., 2019, "European Gas Markets, Trading Hubs, and Price Formation: A Network Perspective," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1964, Jul.
• Guo, B. & Castagneto Gissey, G., 2019, "Cost Pass-through in the British Wholesale Electricity Market," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 1997, Dec.
• Miroslav Klucik, 2019, "Tracking the Course of the Economy (Nowcasting of basic macroeconomic indicators of Slovakia)," Working Papers, Council for Budget Responsibility, number Working Paper No. 1/2019, Jan.
• Zakipour-Saber, Shayan, 2019, "State-dependent Monetary Policy Regimes," Research Technical Papers, Central Bank of Ireland, number 4/RT/19, Apr.
• Wilson Donzwa & Rangan Gupta & Mark E. Wohar, 2019, "Volatility Spillovers between Interest Rates and Equity Markets of Developed Economies," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 8, issue 3, pages 39-50.
• Bauwens, Luc & Xu, Yongdeng, 2019, "DCC and DECO-HEAVY: a multivariate GARCH model based on realized variances and correlations," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2019/5, Feb, revised Aug 2021.
• Martínez-Iriarte, Julián & Sun, Yixiao & Wang, Xuexin, 2019, "Asymptotic F Tests under Possibly Weak Identification," University of California at San Diego, Economics Working Paper Series, Department of Economics, UC San Diego, number qt6qk200q8, Mar.
• Germán Coloma, 2019, "The Effect of Horizontal Mergers on Efficiency and Market Power: An Application to the Argentine Hamburger Market," CEMA Working Papers: Serie Documentos de Trabajo., Universidad del CEMA, number 705, Dec.
• Guglielmo Maria Caporale & Luis A. Gil-Alana & Kefei You, 2019, "Stock market linkages between the ASEAN countries, China and the US: a fractional cointegration approach," CESifo Working Paper Series, CESifo, number 7537.
• Bernd Süssmuth, 2019, "Bitcoin and web search query dynamics: is the price driving the hype or is the hype driving the price?," CESifo Working Paper Series, CESifo, number 7675.
• Kerim Peren Arin & Guglielmo Maria Caporale & Kyriacos Kyriacou & Nicola Spagnolo, 2019, "Financial integration in the GCC region: market size versus national effects," CESifo Working Paper Series, CESifo, number 7686.
• Nikolay Hristov & Markus Roth, 2019, "Uncertainty Shocks and Financial Crisis Indicators," CESifo Working Paper Series, CESifo, number 7839.
• Guglielmo Maria Caporale & Gloria Claudio-Quiroga & Luis A. Gil-Alana, 2019, "CO2 Emissions and GDP: Evidence from China," CESifo Working Paper Series, CESifo, number 7881.
• Christoph Görtz & Christopher Gunn & Thomas A. Lubik, 2019, "What Drives Inventory Accumulation? News on Rates of Return and Marginal Costs," CESifo Working Paper Series, CESifo, number 7891.
• Scott M. R. Mahadeo & Reinhold Heinlein & Gabriella Deborah Legrenzi, 2019, "Tracing the Genesis of Contagion in the Oil-Finance Nexus," CESifo Working Paper Series, CESifo, number 7925.
• Kuhelika De & Ryan A. Compton & Daniel C. Giedeman & Gary A. Hoover, 2019, "Macroeconomic Shocks and Racial Labour Market Differences in the U.S," CESifo Working Paper Series, CESifo, number 8004.
• Yunus Aksoy & Rubens Morita & Zacharias Psaradakis, 2019, "The Chair of the U.S. Federal Reserve and the Macroeconomic Causality Regimes," CESifo Working Paper Series, CESifo, number 8035.
• Elena Bobeica & Matteo Ciccarelli & Isabel Vansteenkiste, 2019, "The link between labor cost and price inflation in the euro area," Working Papers Central Bank of Chile, Central Bank of Chile, number 848, Oct.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Flexible Regime Switching Model for Asset Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-27, May, revised May 2019.
• Jean-Christophe Delfim & Martin Hoesli, 2019, "Robust Desmoothed Real Estate Returns," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-32, Jun.
• Marc S. Paolella & Pawel Polak & Patrick S. Walker, 2019, "A Non-Elliptical Orthogonal GARCH Model for Portfolio Selection under Transaction Costs," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-51, Sep.
• Walter Farkas & Ludovic Mathys & Nikola Vasiljevic, 2019, "Intra-Horizon Expected Shortfall and Risk Structure in Models with Jumps," Swiss Finance Institute Research Paper Series, Swiss Finance Institute, number 19-76, Dec.
• Mikhail Stolbov, 2019, "Is a more financially open world riskier?," International Economics, CEPII research center, issue 157, pages 99-116.
• Guglielmo Maria Caporale & Luis Gil-Alaña, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, CEPII research center, issue 159, pages 140-150.
• Sebastian D. TOCAR, 2019, "Religiosity And Foreign Direct Investment: The Case Of Romania," CrossCultural Management Journal, Fundația Română pentru Inteligența Afacerii, Editorial Department, issue 1, pages 57-66, July.
• Jan Filacek & Ivan Sutoris, 2019, "Inflation Targeting Flexibility: The CNB's Reaction Function under Scrutiny," Research and Policy Notes, Czech National Bank, Research and Statistics Department, number 2019/02, Nov.
• Jaromir Baxa & Tomas Sestorad, 2019, "The Czech Exchange Rate Floor: Depreciation without Inflation?," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/1, Feb.
• Dominika Ehrenbergerova & Simona Malovana, 2019, "Introducing Macro-Financial Variables into a Semi-Structural Model," Working Papers, Czech National Bank, Research and Statistics Department, number 2019/6, Dec.
• Jorge H. Maldonado & Viviana LeÔøΩn-Jurado & John GÔøΩmez & Daniel RodrÔøΩguez & Laura Villa, 2019, "The Graduation approach for the reduction of extreme poverty: impact evaluation of Sembrando Oportunidades Familia por Familia in Paraguay," Documentos CEDE, Universidad de los Andes, Facultad de Economía, CEDE, number 17317, May.
• Luis Melo Velandia & Luis Fernando Melo Velandia, 2019, "Regresión cuantílica dinámica para la medición del valor en riesgo: Una aplicación a datos colombianos," Revista Cuadernos de Economia, Universidad Nacional de Colombia, FCE, CID, volume 38, issue 76, pages 23-50.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17281, Apr.
• Sandoval Paucar Giovanny, 2019, "Análisis de correlacción condicional. Evidencia para el mercado colombiano," Documentos de Trabajo, Universidad del Valle, CIDSE, number 17401, Apr.
• Elvis Aparco & Alex Flores, 2019, "La hipótesis Keynesiana del gasto público frente a la Ley de Wagner: un análisis de cointegración y causalidad para Perú," Revista de Economía del Rosario, Universidad del Rosario, volume 22, issue 1, pages 53-73.
• Ricardo Troncoso Sepúlveda, 2019, "Transmisión de los precios del arroz en Colombia y el mundo," Revista Lecturas de Economía, Universidad de Antioquia, CIE, issue 91, pages 151-179.
• Nicolás Rivera Garzón, 2019, "Impactos y canales de transmisión de la política monetaria en Colombia: 2008-2019," Econógrafos, Escuela de Economía, Universidad Nacional de Colombia, FCE, CID, number 17580, Nov.
• John J. García-Rendón & Alejandro Guti�rrez G�mez & Luisa Vargas Tob�n & Hermilson Vel�squez Ceballos, 2019, "Redes inteligentes y mecanismo de respuesta de la demanda: el caso del sector eléctrico colombiano," Revista de Economía del Caribe, Universidad del Norte, volume 0, issue 0, pages 1-10.
• Juan Pablo Herrera Saavedra & Ginette Sof�a Lozano Maturana & Jacobo Campo Robledo & Alejandra Catalina Parra Ochoa, 2019, "Competition policy and Industrial property: relationship through panel data approach 2007 – 2015," Estudios Económicos SIC, Superintendencia de Industria y Comercio, number 17720, Dec.
• Leobaldo Enrique Molero Oliva & Salcedo Muñoz Virgilio Eduardo & John Alexander Campuzano Vásquez & Holger Fabrizzio Bejarano Copo, 2019, "Análisis econométrico del comportamiento del desempleo en el Ecuador (segundo trimestre 2007 a cuarto trimestre 2017)," Revista Tendencias, Universidad de Narino, volume 20, issue 2, pages 22-48, DOI: 10.22267/rtend.192002.119.
• Santiago Marín-Ardila, 2019, "Asymmetric exchange rate pass-through: evidence from Colombia based in a TVAR model," Revista Intercambio, Universidad Nacional de Colombia Sede Medellín, volume 0, issue 0, pages 1-228.
• BAUWENS Luc, & XU Yongdeng,, 2019, "DCC-HEAVY: A multivariate GARCH model based on realized variances and correlations," LIDAM Discussion Papers CORE, Université catholique de Louvain, Center for Operations Research and Econometrics (CORE), number 2019025, Dec.
• Adam Elbourne & Kan Ji, 2019, "Do zero and sign restricted SVARs identify unconventional monetary policy shocks in the euro area?," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 391, Feb.
• Adam Elbourne, 2019, "SVARs, the central bank balance sheet and the effects of unconventional monetary policy in the euro area," CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis, number 407, Dec.
• Bianchi, Francesco & Kung, Howard & Tirskikh, Mikhail, 2019, "The Origins and Effects of Macroeconomic Uncertainty," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13450, Jan.
• Marcellino, Massimiliano & Carriero, Andrea & Corsello, Francesco, 2019, "The Global Component of Inflation Volatility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13470, Jan.
• Barnichon, Regis & Mesters, Geert, 2019, "The Phillips Multiplier," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13480, Jan.
• Wickens, Michael R., 2019, "Idiosyncratic shocks: a new procedure for identifying shocks in a VAR with application to the New Keynesian model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13613, Mar.
• Melosi, Leonardo & Faccini, Renato, 2019, "Bad Jobs and Low Inflation," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13628, Mar.
• Barnichon, Regis & Mesters, Geert, 2019, "Identifying Modern Macro Equations with Old Shocks," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13765, May.
• Ricco, Giovanni & ,, 2019, "Identification with External Instruments in Structural VARs under Partial Invertibility," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 13853, Jul.
• Petrella, Ivan & Delle Monache, Davide & Venditti, Fabrizio, 2019, "Price Dividend Ratio and Long-Run Stock Returns: a Score Driven State Space Model," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14107, Nov.
• Taylor, Alan M. & Davis, Josh & Fuenzalida, Cristian, 2019, "The Natural Rate Puzzle: Global Macro Trends and the Market-Implied r," CEPR Discussion Papers, C.E.P.R. Discussion Papers, number 14201, Dec.
• Verena Monschang & Bernd Wilfling, 2019, "Sup-ADF-style bubble-detection methods under test," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 7819, Feb.
• Khalifa, Ahmed & Caporin, Massimiliano & Di Fonzo, Tommaso, 2019, "Scenario-based forecast for the electricity demand in Qatar and the role of energy efficiency improvements," Energy Policy, Elsevier, volume 127, issue C, pages 155-164, DOI: 10.1016/j.enpol.2018.11.047.
• Bjerregaard, Casper & Møller, Niels Framroze, 2019, "The impact of EU's energy labeling policy: An econometric analysis of increased transparency in the market for cold appliances in Denmark," Energy Policy, Elsevier, volume 128, issue C, pages 891-899, DOI: 10.1016/j.enpol.2019.01.057.
• Mallick, Hrushikesh & Padhan, Hemachandra & Mahalik, Mantu Kumar, 2019, "Does skewed pattern of income distribution matter for the environmental quality? Evidence from selected BRICS economies with an application of Quantile-on-Quantile regression (QQR) approach," Energy Policy, Elsevier, volume 129, issue C, pages 120-131, DOI: 10.1016/j.enpol.2019.02.021.
• Baldoni, Edoardo & Coderoni, Silvia & D'Orazio, Marco & Di Giuseppe, Elisa & Esposti, Roberto, 2019, "The role of economic and policy variables in energy-efficient retrofitting assessment. A stochastic Life Cycle Costing methodology," Energy Policy, Elsevier, volume 129, issue C, pages 1207-1219, DOI: 10.1016/j.enpol.2019.03.018.
• Punzi, Maria Teresa, 2019, "The impact of energy price uncertainty on macroeconomic variables," Energy Policy, Elsevier, volume 129, issue C, pages 1306-1319, DOI: 10.1016/j.enpol.2019.03.015.
• Akadiri, Ada Chigozie & Akadiri, Seyi Saint & Gungor, Hasan, 2019, "The role of natural gas consumption in Saudi Arabia's output and its implication for trade and environmental quality," Energy Policy, Elsevier, volume 129, issue C, pages 230-238, DOI: 10.1016/j.enpol.2019.02.001.
• Herrera, Ana María & Karaki, Mohamad B. & Rangaraju, Sandeep Kumar, 2019, "Oil price shocks and U.S. economic activity," Energy Policy, Elsevier, volume 129, issue C, pages 89-99, DOI: 10.1016/j.enpol.2019.02.011.
• Marrouch, Walid & Mourad, Jana, 2019, "Effect of gasoline prices on car fuel efficiency: Evidence from Lebanon," Energy Policy, Elsevier, volume 135, issue C, DOI: 10.1016/j.enpol.2019.111001.
• Maghyereh, Aktham I. & Awartani, Basel & Abdoh, Hussein, 2019, "The co-movement between oil and clean energy stocks: A wavelet-based analysis of horizon associations," Energy, Elsevier, volume 169, issue C, pages 895-913, DOI: 10.1016/j.energy.2018.12.039.
• Wei Su, Chi & Wang, Xiao-Qing & Tao, Ran & Oana-Ramona, Lobonţ, 2019, "Do oil prices drive agricultural commodity prices? Further evidence in a global bio-energy context," Energy, Elsevier, volume 172, issue C, pages 691-701, DOI: 10.1016/j.energy.2019.02.028.
• Maluf de Lima, Lilian & Piedade Bacchi, Mirian Rumenos, 2019, "Assessing the impact of Brazilian economic growth on demand for electricity," Energy, Elsevier, volume 172, issue C, pages 861-873, DOI: 10.1016/j.energy.2019.01.154.
• Li, Zhuo & Panza, Laura & Song, Yong, 2019, "The evolution of ottoman–European market linkages, 1469–1914: Evidence from dynamic factor models," Explorations in Economic History, Elsevier, volume 71, issue C, pages 112-134, DOI: 10.1016/j.eeh.2018.10.002.
• Zhang, Yaojie & Wei, Yu & Ma, Feng & Yi, Yongsheng, 2019, "Economic constraints and stock return predictability: A new approach," International Review of Financial Analysis, Elsevier, volume 63, issue C, pages 1-9, DOI: 10.1016/j.irfa.2019.02.007.
• Caporale, Guglielmo Maria & You, Kefei & Chen, Lei, 2019, "Global and regional stock market integration in Asia: A panel convergence approach," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101381.
• Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression," International Review of Financial Analysis, Elsevier, volume 65, issue C, DOI: 10.1016/j.irfa.2019.101382.
• Liu, Guo-Dong & Su, Chi-Wei, 2019, "The dynamic causality between gold and silver prices in China market: A rolling window bootstrap approach," Finance Research Letters, Elsevier, volume 28, issue C, pages 101-106, DOI: 10.1016/j.frl.2018.04.007.
• Chang, Chia-Lin & McAleer, Michael, 2019, "The fiction of full BEKK: Pricing fossil fuels and carbon emissions," Finance Research Letters, Elsevier, volume 28, issue C, pages 11-19, DOI: 10.1016/j.frl.2018.03.008.
• Arnerić, Josip & Matković, Mario & Sorić, Petar, 2019, "Comparison of range-based volatility estimators against integrated volatility in European emerging markets," Finance Research Letters, Elsevier, volume 28, issue C, pages 118-124, DOI: 10.1016/j.frl.2018.04.013.
• Katsiampa, Paraskevi & Corbet, Shaen & Lucey, Brian, 2019, "Volatility spillover effects in leading cryptocurrencies: A BEKK-MGARCH analysis," Finance Research Letters, Elsevier, volume 29, issue C, pages 68-74, DOI: 10.1016/j.frl.2019.03.009.
• Chen, Jiun-Lin (Alex) & Hwang, Hyoseok (David), 2019, "Business cycle, expected return and momentum payoffs," Finance Research Letters, Elsevier, volume 29, issue C, pages 83-89, DOI: 10.1016/j.frl.2019.03.021.
• Liu, Junbin & Liu, Xiaoxing & Shi, Guangping, 2019, "What influences portfolio contagion among open-end mutual funds?," Finance Research Letters, Elsevier, volume 30, issue C, pages 145-152, DOI: 10.1016/j.frl.2018.06.011.
• Katsiampa, Paraskevi, 2019, "Volatility co-movement between Bitcoin and Ether," Finance Research Letters, Elsevier, volume 30, issue C, pages 221-227, DOI: 10.1016/j.frl.2018.10.005.
• Pal, Debdatta & Mitra, Subrata K., 2019, "Hedging bitcoin with other financial assets," Finance Research Letters, Elsevier, volume 30, issue C, pages 30-36, DOI: 10.1016/j.frl.2019.03.034.
• Karlsson, Sune & Österholm, Pär, 2019, "Volatilities, drifts and the relation between treasury yields and the corporate bond yield spread in australia," Finance Research Letters, Elsevier, volume 30, issue C, pages 378-384, DOI: 10.1016/j.frl.2018.11.003.
• Baumöhl, Eduard & Shahzad, Syed Jawad Hussain, 2019, "Quantile coherency networks of international stock markets," Finance Research Letters, Elsevier, volume 31, issue C, pages 119-129, DOI: 10.1016/j.frl.2019.04.022.
• Wang, Gang-Jin & Xie, Chi & Wen, Danyan & Zhao, Longfeng, 2019, "When Bitcoin meets economic policy uncertainty (EPU): Measuring risk spillover effect from EPU to Bitcoin," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2018.12.028.
• Jiang, Yonghong & Zhu, Zixuan & Tian, Gengyu & Nie, He, 2019, "Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China," Finance Research Letters, Elsevier, volume 31, issue C, DOI: 10.1016/j.frl.2019.08.004.
• BenSaïda, Ahmed, 2019, "Good and bad volatility spillovers: An asymmetric connectedness," Journal of Financial Markets, Elsevier, volume 43, issue C, pages 78-95, DOI: 10.1016/j.finmar.2018.12.005.
• Jiang, Chunxia & Liu, Hong & Molyneux, Philip, 2019, "Do different forms of government ownership matter for bank capital behavior? Evidence from China," Journal of Financial Stability, Elsevier, volume 40, issue C, pages 38-49, DOI: 10.1016/j.jfs.2018.11.005.
• Keating, John W. & Smith, A. Lee, 2019, "The optimal monetary instrument and the (mis)use of causality tests," Journal of Financial Stability, Elsevier, volume 42, issue C, pages 90-99, DOI: 10.1016/j.jfs.2019.05.011.
• Lewis, Vivien & Roth, Markus, 2019, "The financial market effects of the ECB's asset purchase programs," Journal of Financial Stability, Elsevier, volume 43, issue C, pages 40-52, DOI: 10.1016/j.jfs.2019.05.001.
• Olson, Eric & Vivian, Andrew & Wohar, Mark E., 2019, "What is a better cross-hedge for energy: Equities or other commodities?," Global Finance Journal, Elsevier, volume 42, issue C, DOI: 10.1016/j.gfj.2018.02.003.
• Guibert, Quentin & Lopez, Olivier & Piette, Pierrick, 2019, "Forecasting mortality rate improvements with a high-dimensional VAR," Insurance: Mathematics and Economics, Elsevier, volume 88, issue C, pages 255-272, DOI: 10.1016/j.insmatheco.2019.07.004.
• Stolbov, Mikhail, 2019, "Is a more financially open world riskier?," International Economics, Elsevier, volume 157, issue C, pages 99-116, DOI: 10.1016/j.inteco.2018.09.002.
• Caporale, Guglielmo Maria & Gil-Alaña, Luis, 2019, "Testing the Fisher hypothesis in the G-7 countries using I(d) techniques," International Economics, Elsevier, volume 159, issue C, pages 140-150, DOI: 10.1016/j.inteco.2019.07.002.
• Cho, Dooyeon & Han, Heejoon & Lee, Na Kyeong, 2019, "Carry trades and endogenous regime switches in exchange rate volatility," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 58, issue C, pages 255-268, DOI: 10.1016/j.intfin.2018.11.001.
• Antonakakis, Nikolaos & Chatziantoniou, Ioannis & Gabauer, David, 2019, "Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 61, issue C, pages 37-51, DOI: 10.1016/j.intfin.2019.02.003.
• Rodríguez-Caballero, Carlos Vladimir & Caporin, Massimiliano, 2019, "A multilevel factor approach for the analysis of CDS commonality and risk contribution," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 63, issue C, DOI: 10.1016/j.intfin.2019.101144.
• Buse, Rebekka & Schienle, Melanie, 2019, "Measuring connectedness of euro area sovereign risk," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 25-44, DOI: 10.1016/j.ijforecast.2018.07.010.
• Götz, Thomas B. & Knetsch, Thomas A., 2019, "Google data in bridge equation models for German GDP," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 45-66, DOI: 10.1016/j.ijforecast.2018.08.001.
• Cubadda, Gianluca & Guardabascio, Barbara, 2019, "Representation, estimation and forecasting of the multivariate index-augmented autoregressive model," International Journal of Forecasting, Elsevier, volume 35, issue 1, pages 67-79, DOI: 10.1016/j.ijforecast.2018.08.002.
• McAdam, Peter & Warne, Anders, 2019, "Euro area real-time density forecasting with financial or labor market frictions," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 580-600, DOI: 10.1016/j.ijforecast.2018.10.013.
• Koopman, Siem Jan & Lit, Rutger, 2019, "Forecasting football match results in national league competitions using score-driven time series models," International Journal of Forecasting, Elsevier, volume 35, issue 2, pages 797-809, DOI: 10.1016/j.ijforecast.2018.10.011.
• Knotek, Edward S. & Zaman, Saeed, 2019, "Financial nowcasts and their usefulness in macroeconomic forecasting," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1708-1724, DOI: 10.1016/j.ijforecast.2018.10.012.
• Knüppel, Malte & Schultefrankenfeld, Guido, 2019, "Assessing the uncertainty in central banks’ inflation outlooks," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1748-1769, DOI: 10.1016/j.ijforecast.2019.03.014.
• Cai, Michael & Del Negro, Marco & Giannoni, Marc P. & Gupta, Abhi & Li, Pearl & Moszkowski, Erica, 2019, "DSGE forecasts of the lost recovery," International Journal of Forecasting, Elsevier, volume 35, issue 4, pages 1770-1789, DOI: 10.1016/j.ijforecast.2018.12.001.
• Park, Ki Young & Kim, Soohyon, 2019, "Detecting currency manipulation: An application of a state-space model with Markov switching," Japan and the World Economy, Elsevier, volume 49, issue C, pages 50-60, DOI: 10.1016/j.japwor.2018.10.003.
• Hanisch, Max, 2019, "US monetary policy and the euro area," Journal of Banking & Finance, Elsevier, volume 100, issue C, pages 77-96, DOI: 10.1016/j.jbankfin.2019.01.005.
• Byrne, Joseph P. & Cao, Shuo & Korobilis, Dimitris, 2019, "Decomposing global yield curve co-movement," Journal of Banking & Finance, Elsevier, volume 106, issue C, pages 500-513, DOI: 10.1016/j.jbankfin.2019.07.018.
• Altavilla, Carlo & Pariès, Matthieu Darracq & Nicoletti, Giulio, 2019, "Loan supply, credit markets and the euro area financial crisis," Journal of Banking & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.jbankfin.2019.105658.
• Liao, Yin & Anderson, Heather M., 2019, "Testing for cojumps in high-frequency financial data: An approach based on first-high-low-last prices," Journal of Banking & Finance, Elsevier, volume 99, issue C, pages 252-274, DOI: 10.1016/j.jbankfin.2018.12.005.
• Krustev, Georgi, 2019, "The natural rate of interest and the financial cycle," Journal of Economic Behavior & Organization, Elsevier, volume 162, issue C, pages 193-210, DOI: 10.1016/j.jebo.2018.12.024.
• Li, Jing & Stock, James H., 2019, "Cost pass-through to higher ethanol blends at the pump: Evidence from Minnesota gas station data," Journal of Environmental Economics and Management, Elsevier, volume 93, issue C, pages 1-19, DOI: 10.1016/j.jeem.2018.08.003.
• Karali, Berna & Isengildina-Massa, Olga & Irwin, Scott H. & Adjemian, Michael K. & Johansson, Robert, 2019, "Are USDA reports still news to changing crop markets?," Food Policy, Elsevier, volume 84, issue C, pages 66-76, DOI: 10.1016/j.foodpol.2019.02.005.
• Lee, Hahn Shik & Lee, Woo Suk, 2019, "Cross-regional connectedness in the Korean housing market," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101654.
• Rosenberg, Signe, 2019, "The effects of conventional and unconventional monetary policy on house prices in the Scandinavian countries," Journal of Housing Economics, Elsevier, volume 46, issue C, DOI: 10.1016/j.jhe.2019.101659.
• Jin, Xin, 2019, "The role of market expectations in commodity price dynamics: Evidence from oil data," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 1-18, DOI: 10.1016/j.jimonfin.2018.09.002.
• Boero, Gianna & Mandalinci, Zeyyad & Taylor, Mark P., 2019, "Modelling portfolio capital flows in a global framework: Multilateral implications of capital controls," Journal of International Money and Finance, Elsevier, volume 90, issue C, pages 142-160, DOI: 10.1016/j.jimonfin.2018.09.006.
• Leroy, Aurélien & Pop, Adrian, 2019, "Macro-financial linkages: The role of the institutional framework," Journal of International Money and Finance, Elsevier, volume 92, issue C, pages 75-97, DOI: 10.1016/j.jimonfin.2018.12.002.
• Koeda, Junko, 2019, "Macroeconomic effects of quantitative and qualitative monetary easing measures," Journal of the Japanese and International Economies, Elsevier, volume 52, issue C, pages 121-141, DOI: 10.1016/j.jjie.2018.12.006.
• Glocker, Christian & Sestieri, Giulia & Towbin, Pascal, 2019, "Time-varying government spending multipliers in the UK," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 180-197, DOI: 10.1016/j.jmacro.2019.02.003.
• Hecq, Alain & Jacobs, Jan P.A.M. & Stamatogiannis, Michalis P., 2019, "Testing for news and noise in non-stationary time series subject to multiple historical revisions," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 396-407, DOI: 10.1016/j.jmacro.2019.03.003.
• Xuan, Chunji & Kim, Chang-Jin & Kim, Dong Heon, 2019, "New dynamics of consumption and output," Journal of Macroeconomics, Elsevier, volume 60, issue C, pages 50-59, DOI: 10.1016/j.jmacro.2018.12.008.
• Cardani, Roberta & Paccagnini, Alessia & Villa, Stefania, 2019, "Forecasting with instabilities: An application to DSGE models with financial frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103133.
• Dées, Stephane & Zimic, Srečko, 2019, "Animal spirits, fundamental factors and business cycle fluctuations," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103123.
• Wesselbaum, Dennis, 2019, "Jobless recoveries: The interaction between financial and search frictions," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103126.
• Fisher, Lance A. & Huh, Hyeon-seung, 2019, "An IV framework for combining sign and long-run parametric restrictions in SVARs," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103125.
• Alloza, Mario & Burriel, Pablo & Pérez, Javier J., 2019, "Fiscal policies in the euro area: Revisiting the size of spillovers," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103132.
• Kim, Wongi, 2019, "Government spending policy uncertainty and economic activity: US time series evidence," Journal of Macroeconomics, Elsevier, volume 61, issue C, pages 1-1, DOI: 10.1016/j.jmacro.2019.103124.
• Darolles, Serge & Fol, Gaëlle Le & Lu, Yang & Sun, Ran, 2019, "Bivariate integer-autoregressive process with an application to mutual fund flows," Journal of Multivariate Analysis, Elsevier, volume 173, issue C, pages 181-203, DOI: 10.1016/j.jmva.2019.02.015.
• Serletis, Apostolos & Xu, Libo, 2019, "The ethanol mandate and crude oil and biofuel agricultural commodity price dynamics," Journal of Commodity Markets, Elsevier, volume 15, issue C, pages 1-1, DOI: 10.1016/j.jcomm.2018.07.001.
• Jahan, Sayeeda & Serletis, Apostolos, 2019, "Business cycles and hydrocarbon gas liquids prices," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00115.
• Ji, Qiang & Gupta, Rangan & Bekun, Festus Victor & Balcilar, Mehmet, 2019, "Spillover of mortgage default risks in the United States: Evidence from metropolitan statistical areas and states," The Journal of Economic Asymmetries, Elsevier, volume 19, issue C, pages 1-1, DOI: 10.1016/j.jeca.2019.e00114.
• Polat, Onur & Ozkan, Ibrahim, 2019, "Transmission mechanisms of financial stress into economic activity in Turkey," Journal of Policy Modeling, Elsevier, volume 41, issue 2, pages 395-415, DOI: 10.1016/j.jpolmod.2019.02.010.
• Belasen, Ariel R. & Demirer, Rıza, 2019, "Commodity-currencies or currency-commodities: Evidence from causality tests," Resources Policy, Elsevier, volume 60, issue C, pages 162-168, DOI: 10.1016/j.resourpol.2018.12.015.
• Singhal, Shelly & Choudhary, Sangita & Biswal, Pratap Chandra, 2019, "Return and volatility linkages among International crude oil price, gold price, exchange rate and stock markets: Evidence from Mexico," Resources Policy, Elsevier, volume 60, issue C, pages 255-261, DOI: 10.1016/j.resourpol.2019.01.004.
• Akkoc, Ugur & Civcir, Irfan, 2019, "Dynamic linkages between strategic commodities and stock market in Turkey: Evidence from SVAR-DCC-GARCH model," Resources Policy, Elsevier, volume 62, issue C, pages 231-239, DOI: 10.1016/j.resourpol.2019.03.017.
• Rashid Khan, Haroon Ur & Islam, Talat & Yousaf, Sheikh Usman & Zaman, Khalid & Shoukry, Alaa Mohamd & Sharkawy, Mohamed A. & Gani, Showkat & Aamir, Alamzeb & Hishan, Sanil S., 2019, "The impact of financial development indicators on natural resource markets: Evidence from two-step GMM estimator," Resources Policy, Elsevier, volume 62, issue C, pages 240-255, DOI: 10.1016/j.resourpol.2019.04.002.
• Husain, Shaiara & Tiwari, Aviral Kumar & Sohag, Kazi & Shahbaz, Muhammad, 2019, "Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA," Resources Policy, Elsevier, volume 62, issue C, pages 57-65, DOI: 10.1016/j.resourpol.2019.03.011.
• Plakandaras, Vasilios & Gupta, Rangan & Wong, Wing-Keung, 2019, "Point and density forecasts of oil returns: The role of geopolitical risks," Resources Policy, Elsevier, volume 62, issue C, pages 580-587, DOI: 10.1016/j.resourpol.2018.11.006.
• Balsalobre-Lorente, Daniel & Bekun, Festus Victor & Etokakpan, Mfonobong Udom & Driha, Oana M., 2019, "A road to enhancements in natural gas use in Iran: A multivariate modelling approach," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101485.
• Eissa, Mohamad Abdelaziz & Al Refai, Hisham, 2019, "Modelling the symmetric and asymmetric relationships between oil prices and those of corn, barley, and rapeseed oil," Resources Policy, Elsevier, volume 64, issue C, DOI: 10.1016/j.resourpol.2019.101511.
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• Li, Nan & Martin, Vance L., 2019, "Real sectoral spillovers: A dynamic factor analysis of the great recession," Journal of Monetary Economics, Elsevier, volume 107, issue C, pages 77-95, DOI: 10.1016/j.jmoneco.2018.10.002.
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• Tsai, Li-Ju & Shu, Pei-Gi & Chiang, Sue-Jane, 2019, "Foreign investors’ trading behavior and market conditions: Evidence from Taiwan," Journal of Multinational Financial Management, Elsevier, volume 52, issue , DOI: 10.1016/j.mulfin.2019.100591.
• Maghyereh, Aktham I. & Abdoh, Hussein & Awartani, Basel, 2019, "Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches," Pacific-Basin Finance Journal, Elsevier, volume 54, issue C, pages 13-28, DOI: 10.1016/j.pacfin.2019.01.008.
• Jiang, Yonghong & He, Luli & Meng, Juan & Nie, He, 2019, "Nonlinear impact of economic policy uncertainty shocks on credit scale: Evidence from China," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 521, issue C, pages 626-634, DOI: 10.1016/j.physa.2019.01.100.
• Demos, G. & Sornette, D., 2019, "Comparing nested data sets and objectively determining financial bubbles’ inceptions," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 524, issue C, pages 661-675, DOI: 10.1016/j.physa.2019.04.050.
• Cai, Guixin & Zhang, Hao & Chen, Ziyue, 2019, "Comovement between commodity sectors," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 525, issue C, pages 1247-1258, DOI: 10.1016/j.physa.2019.04.116.
• Jiang, Yonghong & Fu, Yuyuan & Ruan, Weihua, 2019, "Risk spillovers and portfolio management between precious metal and BRICS stock markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.04.229.
• Xu, Qifa & Li, Mengting & Jiang, Cuixia & He, Yaoyao, 2019, "Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122173.
• Karmous, Aida & Boubaker, Heni & Belkacem, Lotfi, 2019, "A dynamic factor model with stylized facts to forecast volatility for an optimal portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 534, issue C, DOI: 10.1016/j.physa.2019.122191.
• Antonakakis, Nikolaos & Gabauer, David & Gupta, Rangan, 2019, "Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 535, issue C, DOI: 10.1016/j.physa.2019.122280.