Research classified by Journal of Economic Literature (JEL) codes
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
This JEL code is mentioned in the following RePEc Biblio entries:
- Estimated DSGE Models
- Forecasting with DSGE Models
- Nowcasting
- Sign Restrictions
- Bayesian Vector autoregressions (BVARs)
- Dynamic Factor Models
2025
- Kuhelika De, 2025, "Asymmetric Shocks and the Role of Exchange Rate in Emerging Markets: Evidence from India," Open Economies Review, Springer, volume 36, issue 2, pages 607-649, April, DOI: 10.1007/s11079-024-09773-6.
- Nahiyan Faisal Azad & Apostolos Serletis, 2025, "Stock Market Uncertainty and Business Optimism in Major Emerging Economies," Open Economies Review, Springer, volume 36, issue 3, pages 873-900, July, DOI: 10.1007/s11079-024-09781-6.
- Wenti Du & Eric Pentecost & Graham Bird, 2025, "Removing Bias in Estimating Financial Contagion: An Empirical Analysis Based on European Economies," Open Economies Review, Springer, volume 36, issue 4, pages 1081-1096, September, DOI: 10.1007/s11079-024-09788-z.
- Jesus Felipe & José A. Pérez-Montiel & Oguzhan Ozcelebi, 2025, "Do Changes in the Real Exchange Rate Affect the Trade Balance? Evidence from European Countries," Open Economies Review, Springer, volume 36, issue 5, pages 1499-1525, November, DOI: 10.1007/s11079-025-09807-7.
- Zhuping Liu & Jason A. Duan & Vijay Mahajan, 2025, "Push and pull: Modeling mobile app promotions and consumer responses," Quantitative Marketing and Economics (QME), Springer, volume 23, issue 2, pages 215-263, June, DOI: 10.1007/s11129-024-09289-w.
- Yongdeng Xu, 2025, "The exponential HEAVY model: an improved approach to volatility modeling and forecasting," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 727-748, August, DOI: 10.1007/s11156-024-01358-1.
- Koichiro Kamada, 2026, "A Simple Method for Estimating Multiple Natural Rates Simultaneously: Estimation of Japan's Potential Output and Natural Foreign Exchange Rate," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2026-005, Mar.
- Takuya Sakaguchi & Masahiko Shibamoto, 2025, "The Role of Cyclical Inflation: Evidence from Japan," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-22, Jul.
- Masahiko Shibamoto, 2025, "Business-Cycle Dynamics: An Empirical Assessment," Discussion Paper Series, Research Institute for Economics & Business Administration, Kobe University, number DP2025-30, Nov.
- Stefano Fasani & Valeria Patella & Giuseppe Pagano Giorgianni & Lorenza Rossi, 2025, "Belief Distortions and Disagreement about Inflation," Working Papers, Lancaster University Management School, Economics Department, number 423478673.
- Lekha S. Chakraborty & C. Prasanth, 2025, "Fiscal Deficit and Term Structure of Interest Rate Links on Corporate Investment: Analyzing the Post-Pandemic Monetary Policy Transmission Using Indian High Frequency Data," Economics Working Paper Archive, Levy Economics Institute, number wp_1085, Jul.
- Venkat Hariharan Asha & Ajay Ojha & Sutharson T & Lekha S. Chakraborty, 2025, "How Fiscal Policy Matters: An Empirical Analysis of the "Crowding-In" Effects of Public Infrastructure Investment in India," Economics Working Paper Archive, Levy Economics Institute, number wp_1097, Oct.
- Federica Brenna & Žymantas Budrys, 2025, "Forecasting with the help of survey information," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 130, Jan.
- Emanuel Moench & Soroosh Soofi-Siavash, 2025, "Energy-Saving Technology Shocks, Emissions, and the Macroeconomy," Bank of Lithuania Working Paper Series, Bank of Lithuania, number 134, Jun.
- Peter Grajzl, Barbara Mörec, 2025, "Public-sector organizations and the dynamics of public cash: evidence from data on public transactions," European Journal of Comparative Economics, Cattaneo University (LIUC), volume 22, issue 2, pages 217-242, December.
- Bernd Hayo & Johannes Zahner, 2025, "Fiscal Talks: Parliamentary Debates and Government Expenditure," MAGKS Papers on Economics, Philipps-Universität Marburg, Faculty of Business Administration and Economics, Department of Economics (Volkswirtschaftliche Abteilung), number 202521, Oct.
- Grigorios Rapos & Stylianos Fountas, 2025, "Tracing Contagion between Bitcoin and Traditional Markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2025_02, Feb, revised Feb 2025.
- David Kurjak, 2025, "From Signals to Outcomes: Evidence from Slovakia," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-106, Nov.
- Fei Zhao & Chor Foon Tang, 2025, "Impact of Carbon Pricing on Renewable Energy: A Comparative Study of Developing and Developed Countries," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 62, issue 2, pages 209-230, December, DOI: 10.22452/MJES.vol62no2.1.
- Timea Varnai & Aron Szakaly, 2025, "Inflation and Perception: Drivers of Hungarian Households' Expectations," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 24, issue 4, pages 65-95.
- Tore Dubbert & Adrian Schroeder, 2025, "Conditioning business and financial cycles on multivariate information," CQE Working Papers, Center for Quantitative Economics (CQE), University of Muenster, number 11225, Jun.
- Janine Aron & John Muellbauer, 2025, "New models for South African consumption, house prices, and mortgage and non-mortgage debt," CSAE Working Paper Series, Centre for the Study of African Economies, University of Oxford, number 2025-13.
- Federico Di Pace & Giacomo Mangiante & Riccardo Masolo, 2025, "Brexit and the cost of living: a tale of two phases," DISCE - Working Papers del Dipartimento di Economia e Finanza, Università Cattolica del Sacro Cuore, Dipartimenti e Istituti di Scienze Economiche (DISCE), number def147, Dec.
- Alloza, Mario & Gonzalo, Jesús & Sanz, Carlos, 2025, "Dynamic effects of persistent shocks," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 45381, Jan.
- Gonzalo, Jesús & Pitarakis, Jean-Yves, 2025, "Detecting sparse cointegration," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 45708, Jan.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Global and regional long-term climate forecasts: a heterogeneous future," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 45946, Feb.
- Blazsek, Szabolcs & Escribano, Álvaro & Ayala, Astrid, 2025, "Improved gradient scaling for score-driven filters with an application to stock market volatility," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 45978, Feb.
- Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Modeling the Impact of CO₂ on Arctic and Antarctic Sea-Ice Volume: A Dynamic Nonlinear Approach," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 47734, Jul.
- Blazsek, Szabolcs & Escribano, Álvaro & Kristóf, Erzsébet, 2025, "Score-driven global climate zones from 1940 to 2024: A new objective climate classification method," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 47800, Aug.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Heterogeneous Polar Amplification," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 47891, Sep.
- Gadea Rivas, María Dolores & Gonzalo, Jesús, 2025, "Regional Heterogeneity and Warming Dominance in the contiguous United States," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 47893, Sep.
- Escribano, Álvaro & Rodríguez, Juan Andrés, 2025, "Threshold effects of CO₂ on Sea-Ice Volume:Empirical Evidence with Data from Global Circulation Models of the Arctic and Antarctic," UC3M Working papers. Economics, Universidad Carlos III de Madrid. Departamento de EconomÃa, number 48471, Nov.
- Guo, Hongfei & Marín Díazaraque, Juan Miguel & Veiga, Helena, 2025, "Learning Volatility:A Bayesian Neural Stochastic Framework," DES - Working Papers. Statistics and Econometrics. WS, Universidad Carlos III de Madrid. Departamento de EstadÃstica, number 47944, Sep.
- Amalia Morales-Zumaquero & Simón Sosvilla-Rivero, 2025, "Transitory and permanent components of exchange rate volatility: Further evidence from causality tests," Revista de Economía y Finanzas (REyF), Asociación Cuadernos de Economía, volume 3, issue 7, pages 1-20, Enero.
- Pouzo, Demian & Psaradakis, Zacharias & Sola, Martin, 2025, "On The Robustness Of Mixture Models In The Presence Of Hidden Markov Regimes With Covariate-Dependent Transition Probabilities," Econometric Theory, Cambridge University Press, volume 41, issue 5, pages 1229-1243, October.
- Lee, Kevin & Shields, Kalvinder & Turnip, Guido, 2025, "Shock persistence, uncertainty, and news-driven business cycles," Macroeconomic Dynamics, Cambridge University Press, volume 29, issue , pages 1-1, January.
- Malik Khan BAHADA, 2025, "The stability of money demand in Bangladesh: Assessing the long- and short-run impact of macroeconomic policy and dual demographics," Journal of Social and Administrative Sciences, EconSciences Journals, volume 12, issue 2, pages 31-41, June.
- Thomas M. FULLERTON & Dipanwita BARAI & Adam G. WALKE, 2025, "Nominal Exchange Rate Dynamics for the Taka," Journal of Social and Administrative Sciences, EconSciences Journals, volume 12, issue 3, pages 64-86, September.
- Raphaelle G. Coulombe & James McNeil, 2025, "The term structure of interest rates in a noisy information model," Working Papers, Dalhousie University, Department of Economics, number daleconwp2025-01, Jul.
- Tatjana Spaseska & Ilija Hristoski & Dragica Odzaklieska, 2025, "Profitability Puzzles: Insights from North Macedonian Banks," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 1 Year 20, pages 5-24.
- Dragomir Stefanov & Yana Stoencheva & Petar Ivanov, 2025, "Developing An Equilibrium Model For Assessing House Price Deviation," Business Management, D. A. Tsenov Academy of Economics, Svishtov, Bulgaria, issue 3 Year 20, pages 69-86.
- Konstantin A. Kholodilin & Malte Rieth, 2025, "Real Estate Market Remains Tense – Rents and Apartment Prices Are Rising," DIW Weekly Report, DIW Berlin, German Institute for Economic Research, volume 15, issue 51/52, pages 367-375.
- Konstantin A. Kholodilin & Malte Rieth, 2025, "Immobilienmarkt bleibt angespannt – Mieten und Wohnungspreise steigen," DIW Wochenbericht, DIW Berlin, German Institute for Economic Research, volume 92, issue 51/52, pages 853-862.
- Martin Bruns & Helmut Lütkepohl, 2025, "Comparing External and Internal Instruments for Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2108.
- Helmut Lütkepohl & Till Strohsal, 2025, "Time-Varying Shock Transmission in Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2110.
- Kerstin Bernoth, 2025, "Dovish Coos or Hawkish Screech? From Central Bank Talk to Economic Walk," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2137.
- Kristyna Ters & Konstantin A. Kholodilin, 2025, "Restrictive Rental Policies and a Tough Trade Off: Lower Rents vs. Less Construction in Geneva," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2143.
- Helmut Lütkepohl & Till Strohsal, 2025, "Revisiting Oil Supply News Shocks: Proxy vs. Non-Gaussian Structural Vector Autoregressions," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2146.
- Konstantin A. Kholodilin, 2025, "Public Policies and the Housing Affordability Gap," Discussion Papers of DIW Berlin, DIW Berlin, German Institute for Economic Research, number 2147.
- Romain Capliez-Wahart, 2025, "Spillover Effects between Financial and Physical Copper Markets," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-40.
- Jean-Guillaume Sahuc & Loick Dubois & Gauthier Vermandel, 2025, "A General Equilibrium Approach to Carbon Permit Banking," EconomiX Working Papers, University of Paris Nanterre, EconomiX, number 2025-5.
- Philip Beran & Christian Furtwängler & Christopher Jahns & Arne Vogler & Christoph Weber, 2025, "Bidding CHP portfolios consistently into sequential reserve and electricity spot markets," EWL Working Papers, University of Duisburg-Essen, Chair for Management Science and Energy Economics, number 2502, May, revised May 2025.
- Arigoni, Filippo & Meunier, Baptiste & Moder, Isabella & Schmith, Adrian, 2025, "The outlook for services inflation in the United States and the United Kingdom," Economic Bulletin Boxes, European Central Bank, volume 1.
- Allayioti, Anastasia & Fagandini, Bruno & Gόrnicka, Lucyna & Martínez Hernández, Catalina, 2025, "Monetary policy pass-through to goods and services inflation: a granular perspective," Economic Bulletin Boxes, European Central Bank, volume 8.
- Bletzinger, Tilman & Lemke, Wolfgang & Renne, Jean-Paul, 2025, "Time-varying risk aversion and inflation-consumption correlation in an equilibrium term structure model," Working Paper Series, European Central Bank, number 3012, Jan.
- Bobeica, Elena & Holton, Sarah & Huber, Florian & Martínez Hernández, Catalina, 2025, "Beware of large shocks! A non-parametric structural inflation model," Working Paper Series, European Central Bank, number 3052, May.
- Bańbura, Marta & Bobeica, Elena & Giammaria, Alessandro & Porqueddu, Mario & van Spronsen, Josha, 2025, "A new model to forecast energy inflation in the euro area," Working Paper Series, European Central Bank, number 3062, Jun.
- Herrera, Luis & Pirovano, Mara & Scalone, Valerio, 2025, "From risk to buffer: calibrating the positive neutral CCyB rate in the euro area," Working Paper Series, European Central Bank, number 3075, Jul.
- Yambolov, Andrian, 2025, "How to conduct joint Bayesian inference in VAR models?," Working Paper Series, European Central Bank, number 3100, Aug.
- Klieber, Karin & Coulombe, Philippe Goulet, 2025, "Opening the black box of local projections," Working Paper Series, European Central Bank, number 3105, Aug.
- De Santis, Roberto A. & Tornese, Tommaso, 2025, "Macroeconomic regime change and the size of supply chain disruption and energy supply shocks," Working Paper Series, European Central Bank, number 3120, Sep.
- Fosso, Luca, 2025, "Decomposing US economic fluctuations: a trend-cycle approach," Working Paper Series, European Central Bank, number 3138, Oct.
- Brand, Claus & Goy, Gavin & Lemke, Wolfgang, 2025, "Estimating the natural rate of interest in a macro-finance yield curve model," Working Paper Series, European Central Bank, number 3160, Dec.
- Schischke, Amelie & Rathgeber, Andreas, 2025, "The impact of renewables on spillover effects in electricity markets," Applied Energy, Elsevier, volume 399, issue C, DOI: 10.1016/j.apenergy.2025.126489.
- Guo, Huanhuan & Miyazaki, Tomomi, 2025, "Estimating the international spillover effects of China’s fiscal policy: A global VAR analysis," Journal of Asian Economics, Elsevier, volume 101, issue C, DOI: 10.1016/j.asieco.2025.102056.
- Lee, Seojin & Kim, Young Min, 2025, "The inflationary impact of oil price shock in Korea: The role of inflation expectations," Journal of Asian Economics, Elsevier, volume 96, issue C, DOI: 10.1016/j.asieco.2024.101861.
- Bhadury, Soumya & Pratap, Bhanu & Gajbhiye, Dhirendra, 2025, "Transition to a greener economy: Climate change risks and resilience in a state-space framework," Journal of Asian Economics, Elsevier, volume 98, issue C, DOI: 10.1016/j.asieco.2025.101928.
- Ali, Shoaib & Cui, Jinxin, 2025, "Beyond averages: Quantile connectedness between G7 equity markets and derivative tokens," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101030.
- Deng, Chao & Chen, Keyuan & Yu, Li & He, Yinxi & Hong, Yun & Jiang, Yanhui, 2025, "The asymmetric relationship between state media tone and the Chinese bond market during COVID-19: Evidence from a nonlinear ARDL model," Journal of Behavioral and Experimental Finance, Elsevier, volume 46, issue C, DOI: 10.1016/j.jbef.2025.101048.
- Yu, Mengxia & Xu, Ke & Zheng, Xinwei, 2025, "Reprint of: Mimicking crypto portfolios in sustainable investment," The British Accounting Review, Elsevier, volume 57, issue 1, DOI: 10.1016/j.bar.2025.101565.
- Hou, Jianghuai & Wang, Fang & Zhang, Ji, 2025, "How trade drives fluctuations in macroeconomics in China – A multi-level dynamic factor approach," China Economic Review, Elsevier, volume 91, issue C, DOI: 10.1016/j.chieco.2025.102393.
- Bandyopadhyay, Sanghamitra & Sun, Rui, 2025, "Size matters: Measuring the effects of inequality and growth shocks," China Economic Review, Elsevier, volume 93, issue C, DOI: 10.1016/j.chieco.2025.102429.
- Chen, Chuanglian & Liu, Xiaobin & Yu, Jun & Zeng, Tao, 2025, "The time-varying zone-like and asymmetric preference of central banks: Evidence from China," China Economic Review, Elsevier, volume 94, issue PA, DOI: 10.1016/j.chieco.2025.102517.
- Pellegrino, Filippo, 2025, "Selecting time-series hyperparameters with the artificial jackknife," Computational Statistics & Data Analysis, Elsevier, volume 209, issue C, DOI: 10.1016/j.csda.2025.108173.
- Littlejohn, Maximillian, 2025, "The credit card and small business lending channels of monetary policy," Journal of Economic Dynamics and Control, Elsevier, volume 171, issue C, DOI: 10.1016/j.jedc.2025.105045.
- Chan, Joshua C.C. & Pettenuzzo, Davide & Poon, Aubrey & Zhu, Dan, 2025, "Conditional forecasts in large Bayesian VARs with multiple equality and inequality constraints," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105061.
- Campos-Martins, Susana & Amado, Cristina, 2025, "Modelling dynamic interdependence in nonstationary variances with an application to carbon markets," Journal of Economic Dynamics and Control, Elsevier, volume 173, issue C, DOI: 10.1016/j.jedc.2025.105062.
- Lehmann, Robert & Zarges, Lara, 2025, "What drives German trend output growth? A sectoral view," Journal of Economic Dynamics and Control, Elsevier, volume 174, issue C, DOI: 10.1016/j.jedc.2025.105079.
- Beckmann, Joscha & Kerkemeier, Marco & Kruse-Becher, Robinson, 2025, "Regime-specific exchange rate predictability," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105095.
- Falconio, Andrea & Manganelli, Simone, 2025, "Financial conditions, business cycle fluctuations and growth-at-risk," Journal of Economic Dynamics and Control, Elsevier, volume 176, issue C, DOI: 10.1016/j.jedc.2025.105109.
- Bruns, Martin & Lütkepohl, Helmut, 2025, "Comparing external and internal instruments for vector autoregressions," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105131.
- Wang, Luqi & Urga, Giovanni, 2025, "Optimal N-state endogenous Markov-switching model for currency liquidity timing," Journal of Economic Dynamics and Control, Elsevier, volume 177, issue C, DOI: 10.1016/j.jedc.2025.105137.
- Corsi, Fulvio & Longo, Luigi & Cordoni, Francesco, 2025, "SVAR identification with nowcasted macroeconomic data," Journal of Economic Dynamics and Control, Elsevier, volume 179, issue C, DOI: 10.1016/j.jedc.2025.105176.
- Barci, Giovanni, 2025, "The effects of monetary policy on macroeconomic downside risk: state-dependence matters," Journal of Economic Dynamics and Control, Elsevier, volume 180, issue C, DOI: 10.1016/j.jedc.2025.105201.
- Liu, Han & Wang, Lijun & Zhuo, Xingxuan, 2025, "Unveiling the shadows: The effects of financial conditions on the tail risks of China's macroeconomic activities," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1-14, DOI: 10.1016/j.eap.2024.11.018.
- Meléndez, Alexander & Rodríguez, Gabriel, 2025, "Evolving impacts of fiscal policy on macroeconomic fluctuations in Peru," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1135-1158, DOI: 10.1016/j.eap.2024.12.019.
- Jia, Yiqing & Liu, Yang & Taghizadeh-Hesary, Farhad, 2025, "The nexus among geopolitical risk, metal prices, and global supply chain pressure: Evidence from the TVP-SV-VAR approach," Economic Analysis and Policy, Elsevier, volume 85, issue C, pages 1776-1789, DOI: 10.1016/j.eap.2025.02.003.
- Chang, Shuangshuang & Qin, Meng & Hsueh, Hsin-Pei & Lobont, Oana-Ramona, 2025, "Could U.S.-China conflicts intensify climate transition risks?," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 1592-1604, DOI: 10.1016/j.eap.2025.05.016.
- Wang, Jie & Hu, Jiukai & Yu, Bo, 2025, "Risk spillover effects among Chinese policy, economy and financial markets: Evidence from mixed-frequency data," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 2263-2277, DOI: 10.1016/j.eap.2025.05.050.
- Dou, Junyi & Li, Kun & Qin, Meng & Albu, Lucian Liviu, 2025, "Towards energy security: Could renewable energy endure uncertainties in the energy market?," Economic Analysis and Policy, Elsevier, volume 86, issue C, pages 461-474, DOI: 10.1016/j.eap.2025.03.038.
- Takumah, Wisdom & Ujah, Nacasius, 2025, "Defense spending and asset prices: The role of cointegration and high-dimensional macroeconomic data," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 2346-2359, DOI: 10.1016/j.eap.2025.08.028.
- Qiu, Lianhong & Wong, Xiaoqing & Zhang, Teng & Song, Yubing, 2025, "How do climate risks intersect with the rise of new energy vehicles in China?," Economic Analysis and Policy, Elsevier, volume 87, issue C, pages 675-688, DOI: 10.1016/j.eap.2025.06.021.
- López-Buenache, Germán & Borsi, Mihály Tamás & Rosa-García, Alfonso, 2025, "Credit cycles as predictors of labor market slack: Evidence from the U․S․," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 1097-1111, DOI: 10.1016/j.eap.2025.08.006.
- Dou, Jie & Su, Chi Wei & Li, Wenyu & Dou, Junfeng, 2025, "Green finance and artificial intelligence: Catalysts for promoting sustainability?," Economic Analysis and Policy, Elsevier, volume 88, issue C, pages 13-25, DOI: 10.1016/j.eap.2025.08.037.
- Fernández Romero, Daniel, 2025, "The fiscal multiplier in presence of unconventional monetary policy: Evidence for 17 OECD countries," Economic Modelling, Elsevier, volume 147, issue C, DOI: 10.1016/j.econmod.2025.107063.
- Gillmann, Niels & Okhrin, Ostap, 2025, "Adaptive local VAR for dynamic economic policy uncertainty spillover," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107079.
- Ahmadi, Maryam & Casoli, Chiara & Manera, Matteo & Valenti, Daniele, 2025, "Climate shocks, economic activity and cross-country spillovers: Evidence from a new global model," Economic Modelling, Elsevier, volume 148, issue C, DOI: 10.1016/j.econmod.2025.107082.
- Baxa, Jaromír & Šestořád, Tomáš, 2025, "Common and country-specific uncertainty shocks in europe: Why their nature matters for policy," Economic Modelling, Elsevier, volume 150, issue C, DOI: 10.1016/j.econmod.2025.107110.
- Vashold, Lukas, 2025, "Heterogeneous responses of capital flows to macroprudential policies: Evidence from Central, Eastern, and Southeastern Europe," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107173.
- Kwon, Janghan, 2025, "Monetary policy credibility and state-dependent exchange rate pass-through in Asia-Pacific countries," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107203.
- Rodríguez, Gabriel & Castillo B., Paul & Guevara Ruiz, Brenda & Yamuca Salvatierra, Leonela, 2025, "Time-varying transmission of external shocks in Peru: Reassessing the role of monetary policy," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107241.
- Ryan, Michael & Holmes, Mark J., 2025, "The effect of uncertainty on output: Instruments, identification, and the role of investment," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107294.
- Popp, Aaron & Zhang, Fang, 2025, "Divergent effects of aggregate and local uncertainty shocks: Evidence from US metropolitan areas," Economic Modelling, Elsevier, volume 152, issue C, DOI: 10.1016/j.econmod.2025.107297.
- Khan, Nasir & Mejri, Sami & Leccadito, Arturo & Kang, Sang Hoon, 2025, "Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107312.
- Trienens, Lasse & Herwartz, Helmut, 2025, "Neo-Fisherism and fiscal solvency: Reinterpreting the determination of inflation, yields, and the debt ratio," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107338.
- Park, Cheolbeom, 2025, "Liquidity returns, global risk, and exchange rates: An explanation based on scapegoat theory," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107347.
- Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025, "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102263.
- Wang, Mei-Chih & Chang, Hao-Wen & Chang, Tsangyao, 2025, "Impact of COVID-19 on Taiwanese stock market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102280.
- Luo, Changqing & Fu, Xinxin & Chen, Carl R. & Dong, Liang, 2025, "Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102283.
- Patel, Ritesh & Kumar, Sanjeev & Agnihotri, Shalini, 2025, "Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102289.
- Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan, 2025, "Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102294.
- Yang, Jie & Feng, Yun & Yang, Hao, 2025, "Multiscale dynamic interdependency between China’s crude oil futures and petrochemical-related commodity futures: An integrated perspective from the industry chain system," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102296.
- Mishra, Aswini Kumar & Anand K, Kamesh & Venkatasai Kappagantula, Akhil, 2025, "Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102297.
- Li, Houjian & Li, Yanjiao & Luo, Fangyuan, 2025, "Unveiling the gold-oil whirl amidst market uncertainty shocks in China," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102333.
- Long, Shaobo & Xue, Ning & Zhang, Yuan, 2025, "The divergence of China’s prices under economic policy uncertainty shock: A time-varying perspective," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102345.
- Zhang, Heng-Guo & Wang, Shihong & Xie, Yuchi, 2025, "How does news-driven monetary policy frictions affect nonperforming loans?--Taking Chinese commercial banks as an example," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102353.
- Huang, Wei-Qiang & Liu, Peipei & Zhu, Yao-Long, 2025, "International extreme sovereign risk connectedness: Network structure and roles," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102355.
- Fang, Guobin & Zhou, Xuehua & Ma, Huimin & Zhao, XiaoFang & Deng, YaoXun & Xie, Luoyan, 2025, "Economic policy uncertainty, investor sentiment and systemic financial risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102356.
- Xu, Buyun & Wu, Zhimin, 2025, "Real-time GARCH@CARR: A joint model of returns, realized measure of volatility and current intraday information," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102368.
- Han, SeungOh, 2025, "Evaluating the hedging potential of energy, metals, and agricultural commodities for U.S. stocks post-COVID-19," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102380.
- Zheng, Huike & Gao, Chiyuan & Deng, Jing, 2025, "Tail risk spillover and systemic importance among fossil energy markets: Evidence from china," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102461.
- Li, Songsong & Xu, Hao & Sercu, Piet & Xu, Nan & Xu, Yiwa, 2025, "The role of international and domestic investors in international market information spillover effects: Evidence from interconnected multilayer networks," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102465.
- de Prince, Diogo & Marçal, Emerson Fernandes & Valls Pereira, Pedro L., 2025, "Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables," Economics Letters, Elsevier, volume 246, issue C, DOI: 10.1016/j.econlet.2024.112072.
- Junicke, Monika & Matějů, Jakub & Mumtaz, Haroon & Theophilopoulou, Angeliki, 2025, "The heterogeneous effects of technology shocks. Evidence from the Czech Labour market," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112161.
- Yang, Jie & Yang, Hao & Feng, Yun, 2025, "Quantifying the geopolitical risk resilience of commodity futures markets," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112172.
- Megaritis, Anastasios & Bakas, Dimitrios & Bermpei, Theodora & Triantafyllou, Athanasios, 2025, "The impact of term spread volatility on economic activity," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2025.112190.
- Rubaszek, Michał & Szafranek, Karol, 2025, "Modelling oil consumption in Baumeister and Hamilton’s (2019) model of the global oil market," Economics Letters, Elsevier, volume 248, issue C, DOI: 10.1016/j.econlet.2025.112216.
- Stolbov, Mikhail & Shchepeleva, Maria & Parfenov, Daniil, 2025, "What is the relationship between biodiversity and the frequency of financial crises? Global evidence," Economics Letters, Elsevier, volume 250, issue C, DOI: 10.1016/j.econlet.2025.112259.
- Heinlein, Reinhold & Mahadeo, Scott M.R., 2025, "Regime dependence in the oil-stock market relationship: The role of oil price uncertainty," Economics Letters, Elsevier, volume 251, issue C, DOI: 10.1016/j.econlet.2025.112291.
- Kilian, Lutz, 2025, "Impulse response diagnostics for priors on parameters in structural vector autoregressions," Economics Letters, Elsevier, volume 253, issue C, DOI: 10.1016/j.econlet.2025.112390.
- Gründler, Daniel & Scharler, Johann, 2025, "Bank lending standards and monetary transmission in the euro area," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112413.
- Bist, Jagadish Prasad, 2025, "Too much remittance? Growth-dependent asymmetric effects in a low-income economy," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112420.
- Han, Yang & Liao, Wenting & Xiong, Rui, 2025, "The time-varying effects of skewness on the macroeconomy," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112435.
- Xiao, Jihong & Wang, Yudong & Wen, Danyan, 2025, "Global climate policy uncertainty and carbon market volatility: Aggravating or mitigating across market conditions?," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112441.
- Luo, Yun, 2025, "Beyond the conditional mean: The impact of trading intensity on the full distribution of extreme returns," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112497.
- Fitter, Krischan & Sibbertsen, Philipp, 2025, "A CUSUM test for breaks in fractional cointegration," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112616.
- Bilenkisi, Fikret, 2025, "Heterogeneous price responses to trade policy uncertainty: Evidence from income-specific CPIs," Economics Letters, Elsevier, volume 256, issue C, DOI: 10.1016/j.econlet.2025.112623.
- Marcellino, Massimiliano & Tornese, Tommaso, 2025, "An empirical investigation of the effects of monetary policy shocks on the Italian economy," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112686.
- Baillie, Richard T. & Kapetanios, George & Kim, Kun Ho, 2025, "Amazingly versatile Durbin regressions with persistent and nonlinear errors: HAC comparisons," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112696.
- Giuli, Francesco & Ionta, Serena & Patella, Valeria, 2025, "Monetary/fiscal policy dominance and conflicts: Evidence from crises," Economics Letters, Elsevier, volume 257, issue C, DOI: 10.1016/j.econlet.2025.112713.
- Francq, Christian & Zakoïan, Jean-Michel, 2025, "Inference on dynamic systemic risk measures," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105936.
- Antoine, Bertille & Sun, Wenqian, 2025, "Simulation-based estimation with many auxiliary statistics applied to long-run dynamic analysis," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105814.
- Linton, Oliver B. & Tang, Haihan & Wu, Jianbin, 2025, "A large confirmatory dynamic factor model for stock market returns in different time zones," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105971.
- Korobilis, Dimitris & Schröder, Maximilian, 2025, "Monitoring multi-country macroeconomic risk: A quantile factor-augmented vector autoregressive (QFAVAR) approach," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105730.
- Chen, Jia & Li, Degui & Li, Yu-Ning & Linton, Oliver, 2025, "Estimating time-varying networks for high-dimensional time series," Journal of Econometrics, Elsevier, volume 249, issue PC, DOI: 10.1016/j.jeconom.2024.105941.
- Gao, Jiti & Peng, Bin & Yan, Yayi, 2025, "Time-varying vector error-correction models: Estimation and inference," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106035.
- Chen, Han & Fei, Yijie & Yu, Jun, 2025, "Multivariate stochastic volatility models based on generalized Fisher transformation," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106041.
- Li, Dong & Qiao, Xinghao & Wang, Zihan, 2025, "Factor-guided estimation of large covariance matrix function with conditional functional sparsity," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106070.
- Artemova, Mariia, 2025, "An order-invariant score-driven dynamic factor model," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106073.
- Chen, Yi-Ting & Liu, Chu-An & Su, Jiun-Hua, 2025, "Bregman model averaging for forecast combination," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106076.
- Dzikowski, Daniel & Jentsch, Carsten, 2025, "Structural periodic vector autoregressions," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106099.
- Duffy, James A. & Mavroeidis, Sophocles & Wycherley, Sam, 2025, "Cointegration with occasionally binding constraints," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106103.
- Cho, Jin Seo & Phillips, Peter C.B., 2025, "GMM estimation with Brownian kernels applied to income inequality measurement," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106110.
- Wróblewska, Justyna, 2025, "Bayesian analysis of seasonally cointegrated VAR models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 55-70, DOI: 10.1016/j.ecosta.2023.02.002.
- Bagliano, Fabio C. & Morana, Claudio, 2025, "Eurozone economic integration: Historical developments and new challenges ahead," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105023.
- De Santis, Roberto A. & Tornese, Tommaso, 2025, "Energy supply shocks’ nonlinearities on output and prices," European Economic Review, Elsevier, volume 176, issue C, DOI: 10.1016/j.euroecorev.2025.105037.
- De Santis, Roberto A. & Tornese, Tommaso, 2025, "Macroeconomic regime change and the size of supply chain disruption and energy supply shocks," European Economic Review, Elsevier, volume 178, issue C, DOI: 10.1016/j.euroecorev.2025.105077.
- Gunay, Samet & Dömötör, Barbara & Víg, Attila András, 2025, "Investigation of emerging market stress under various frequency bands: Evidence from FX market uncertainty and liquidity," Emerging Markets Review, Elsevier, volume 65, issue C, DOI: 10.1016/j.ememar.2025.101262.
- Jursa, Lukáš & Janků, Jan, 2025, "From the core to the European periphery: Spillover effects of financial cycles," Emerging Markets Review, Elsevier, volume 68, issue C, DOI: 10.1016/j.ememar.2025.101305.
- García-Figal, Alejandro & García-Borroto, Milton & Lage-Codorniu, Carlos & Mulet, Roberto & Lage-Castellanos, Alejandro, 2025, "Dynamics and predictability in informal currency markets: The case of the Cuban Peso," Emerging Markets Review, Elsevier, volume 69, issue C, DOI: 10.1016/j.ememar.2025.101374.
- Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
- Luo, Jiawen & Cepni, Oguzhan & Demirer, Riza & Gupta, Rangan, 2025, "Forecasting multivariate volatilities with exogenous predictors: An application to industry diversification strategies," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101595.
- Shen, Shulin & Zhang, Yixuan & Zivot, Eric, 2025, "Improving information leadership share for measuring price discovery," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101638.
- Boeck, Maximilian & Zörner, Thomas O., 2025, "Natural gas prices, inflation expectations, and the pass-through to euro area inflation," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108061.
- Rao, Amar & Lucey, Brian & Kumar, Satish, 2025, "Temporal dynamics of geopolitical risk: An empirical study on energy commodity interest-adjusted spreads," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108066.
- Jeong, Minhyuk & Ahn, Kwangwon, 2025, "Energy organization sentiment and oil return forecast," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108105.
- Polat, Onur & Cunado, Juncal & Cepni, Oguzhan & Gupta, Rangan, 2025, "Oil price shocks and the connectedness of US state-level financial markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108128.
- Cai, Yifei & Zhang, Yahua & Xu, Yuchao, 2025, "Assessing the influence of unplanned oil supply outages on airline stock connectedness," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108145.
- Anastasiou, Dimitris & Ftiti, Zied & Louhichi, Waël & Rizos, Anastasios & Stratopoulou, Artemis, 2025, "The influence of oil investors' sentiment on inflation dynamics and uncertainty," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108097.
- Paschalidou, Eleftheria G. & Thomaidis, Nikolaos S., 2025, "Risk factors in the formulation of day-ahead electricity prices: Evidence from the Spanish case," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108102.
- Mastroeni, Loretta & Mazzoccoli, Alessandro & Quaresima, Greta, 2025, "Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis," Energy Economics, Elsevier, volume 142, issue C, DOI: 10.1016/j.eneco.2024.108146.
- Morão, Hugo, 2025, "From carbon policy to consumer prices: The economic impact of carbon caps in the Euro Area," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2024.108175.
- Papineau, Maya & Rivers, Nicholas & Yassin, Kareman, 2025, "Household benefits from energy efficiency retrofits: Implications for net zero housing policy," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108245.
- Tripathi, Abhinava & Jha, Ravi Raushan & Vadhava, Charu, 2025, "A critique of the inappropriate interpretation of the quantile connectedness approach by Ando et al. (2022)," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108291.
- Gründler, Daniel & Scharler, Johann, 2025, "Does uncertainty amplify the inflation pass-through of gasoline price shocks?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108348.
- Arce-Alfaro, Gabriel, 2025, "The economic implications of oil supply uncertainty," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108425.
- Faulques, Martin & Bonnet, Jean & Bourdin, Sébastien, 2025, "A comprehensive study of the effect of biogas units on real estate prices in France," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108488.
- Dou, Jie & Chen, Dongjing & Zhang, Yuchen, 2025, "Towards energy transition: Accessing the significance of artificial intelligence in ESG performance," Energy Economics, Elsevier, volume 146, issue C, DOI: 10.1016/j.eneco.2025.108515.
- Castro, Tomas del Barrio & Escribano, Alvaro & Sibbertsen, Philipp, 2025, "Modeling and forecasting the long memory of Cyclical Trends in paleoclimate data," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108520.
- Bei, Honghan & Wang, Qian & Yan, Xiaoxiao & Geng, Xinpeng, 2025, "Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108564.
- Pham, Linh & Pham, Son & Do, Hung & Bissoondoyal-Bheenick, Emawtee & Brooks, Robert, 2025, "Common volatility in clean energy stocks," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108592.
- Minlend, Jacques, 2025, "Does the European low-carbon policy impact price uncertainty in fossil energy markets?," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108644.
- Ren, Xiaohang & Li, Jingyao & Duan, Kun & Parhi, Mamata, 2025, "Cross-category spillovers of uncertainties in energy transition: Insights from a full-distributional framework," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108810.
- Cai, Yifei & Saadaoui, Jamel & Uddin, Gazi Salah, 2025, "US partisan conflict, Sino-US political relation news, and oil market dynamics," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108820.
- Chang, Dongfeng & Li, Jin & Miao, Chenglin, 2025, "Economic policy uncertainty and financial innovations: A perspective from spillovers in energy exchange-traded funds," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108842.
- Qin, Meng & Shao, Xuefeng & Zhu, Yujie & Lin, Cheng-To, 2025, "Harnessing artificial intelligence for environmental protection: Smart air quality management under oil price fluctuations," Energy Economics, Elsevier, volume 151, issue C, DOI: 10.1016/j.eneco.2025.108892.
- Herrera, Ana María & Rangaraju, Sandeep Kumar, 2025, "The time-varying effects of oil news on inflation," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108960.
- Kočenda, Evžen & Albrecht, Peter & Pastorek, Daniel, 2025, "Geopolitical risk and extreme spillovers among oil-based energy commodities," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108977.
- Peng, Yi-Ting & Chang, Tsangyao & Ranjbar, Omid, 2025, "Analyzing the dynamics of the persistence of energy-related uncertainty of G7 countries: What does the time-varying SUR-ADF model say?," Energy, Elsevier, volume 320, issue C, DOI: 10.1016/j.energy.2025.135188.
- Morão, Hugo, 2025, "Uncertainty in climate policy and energy industry," Energy, Elsevier, volume 328, issue C, DOI: 10.1016/j.energy.2025.136013.
- Razi, Ummara & Cheong, Calvin W.H. & Shams, Syed & Sarker, Tapan & Sharif, Arshian & Afshan, Sahar, 2025, "Assessing the turbulence: Wavelet coherence and causality analysis of energy price volatility and exchange rate instability," Energy, Elsevier, volume 331, issue C, DOI: 10.1016/j.energy.2025.136948.
- Shen, Yifan & He, Jia & Shi, Xunpeng & Zeng, Ting, 2025, "Uncertainty, macroeconomic activity and commodity price: A global analysis," International Review of Financial Analysis, Elsevier, volume 101, issue C, DOI: 10.1016/j.irfa.2025.103962.
- Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025, "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104128.
- Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Zhu, You, 2025, "The role of uncertainty in return spillovers among digital, green, and traditional financial assets: New insights from the shock of unprecedented events," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104225.
- Dimitriou, Dimitrios & Tsioutsios, Alexandros & Corbet, Shaen, 2025, "Analysing art as a safe-haven asset in times of crisis," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104194.
- Wang, Wei & Enilov, Martin & Stankov, Petar, 2025, "Can cryptocurrency or gold rescue BRICS stocks amid the Russia-Ukraine conflict?," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104321.
- Tian, Yuan & Zhao, Junzhu & Zhen, Fang, 2025, "Monetary policy and oil volatility smirk," International Review of Financial Analysis, Elsevier, volume 104, issue PB, DOI: 10.1016/j.irfa.2025.104300.
- Xiao, Jihong & Xu, Wen & Liu, Hong & Zhao, Yunning, 2025, "Spillovers from oil price uncertainty to Chinese sectoral stock returns: New insights from effective transfer entropy," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104554.
- Fang, Yan & Zhu, Chen & Chen, Xiaojing & Yi, Yang, 2025, "Do EU-China spillover effects inhibit China's carbon market volatility? A mixed data sampling approach," International Review of Financial Analysis, Elsevier, volume 106, issue C, DOI: 10.1016/j.irfa.2025.104566.
- Motegi, Kaiji & Sugano, Saki, 2025, "Cross-regional spillover effects of sustainability indices: A heteroscedasticity-robust VAR approach," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104678.
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