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

2025

• 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.
• Afonso, António & Alves, José & Grabowski, Wojciech & Monteiro, Sofia, 2025, "Stock and sovereign returns linkages: Time-varying causality and extreme-quantile determinants," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104707.
• Xu, Danyang & Hu, Yang & Oxley, Les & Lin, Boqiang & He, Yongda, 2025, "Exploring the connectedness between major volatility indexes and worldwide sustainable investments," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103862.
• Bulut, Emre & Marangoz, Cumali, 2025, "Exploring the impact of economic recession indicators on global financial markets: A QVAR analysis," International Review of Financial Analysis, Elsevier, volume 99, issue C, DOI: 10.1016/j.irfa.2025.103966.
• Yao, Zengfu & Chen, Yonghuai & Deng, Shicheng & Zhang, Yifeng & Wei, Yu, 2025, "Carbon emission allowance, global climate risk, and agricultural futures: An extreme spillover analysis in China," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106391.
• Han, SeungOh, 2025, "Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106425.
• Davtyan, Karen, 2025, "Dynamics of the natural rate of interest and monetary policy," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106475.
• Zheng, Licheng & Huang, Xiaoqing & Lu, Xiaoyong, 2025, "Nonbank financial institutions and financial stability: Time series analysis," Finance Research Letters, Elsevier, volume 73, issue C, DOI: 10.1016/j.frl.2024.106544.
• Zhu, Wenqiang & Li, Shouwei & Su, Hongyu & Yang, Sitong, 2025, "Identification of systemic financial risks: The role of climate risks," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106727.
• Zhu, Yuxuan & Liu, Yike & Zhou, Ye & Xing, Xiaoyun & Wang, Xiuya, 2025, "Correlation among climate risk, climate policy uncertainty, and carbon-intensive stock markets in China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106817.
• Kim, Hongjoong & Park, Sungwon & Moon, Kyoung-Sook, 2025, "Markov regime-switching in pricing equity-linked securities: An empirical study for losses in HSCEI-linked products," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106929.
• Zhu, Sha & Fu, Hai & Wei, Yu & Shang, Yue & Chen, Xiaodan, 2025, "Are brown stocks valuable to green stocks? Evidence from China," Finance Research Letters, Elsevier, volume 76, issue C, DOI: 10.1016/j.frl.2025.106983.
• Marangoz, Cumali & Gerekan, Bekir & Yılmaz, Erdal & Bulut, Emre, 2025, "Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets," Finance Research Letters, Elsevier, volume 77, issue C, DOI: 10.1016/j.frl.2025.107113.
• Cai, Yifei & Shen, Yijuan & Uddin, Gazi Salah, 2025, "Financial conditions and Sino-US tensions: A Granger causality analysis of diverging financial condition indicators," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107199.
• Assoe, Kodjovi & Mbengue, Mohamed Lamine & Sène, Babacar & Sy, Oumar, 2025, "Herding behavior in African stock markets: A state-space assessment during times of crisis," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107208.
• Polat, Onur & Somani, Dhanashree & Gupta, Rangan & Karmakar, Sayar, 2025, "Shortages and machine-learning forecasting of oil returns volatility: 1900–2024," Finance Research Letters, Elsevier, volume 79, issue C, DOI: 10.1016/j.frl.2025.107334.
• Zhang, Ziye & Li, Zhiyuan & Wang, Tianfu & Guo, Kai, 2025, "Evolutionary analysis of platform–influencer–consumer interactions in livestreaming commerce," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107164.
• Zhang, Min & Chen, Guorong & Deng, Jing, 2025, "Does biodiversity attention affect risk spillover in the AFHF sectors?—Evidence from Chinese stock markets," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107522.
• Leone, Maria & Manelli, Alberto & Pace, Roberta, 2025, "Energy, metals, cereals and G7 indices: Russia–Ukraine conflict and risk spillovers," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107557.
• Bouteska, Ahmed & Harasheh, Murad & Marzo, Massimiliano, 2025, "Carbon prices and green bond markets: Global insights from quantile connectedness," Finance Research Letters, Elsevier, volume 84, issue C, DOI: 10.1016/j.frl.2025.107752.
• Shen, Yijuan & Cui, Xiaoning & Zhu, Yating & Cai, Yifei, 2025, "The causal dynamics between geopolitical risks, climate risks, and Global ESG Equity & Green Bond Balanced Index," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107775.
• Mao, Xiaodan & Hu, Cong & Xiong, Lin & Wang, Yebin, 2025, "Climate risk attention and financial markets: The time–frequency and quantile perspective," Finance Research Letters, Elsevier, volume 85, issue PD, DOI: 10.1016/j.frl.2025.108130.
• Nguyen, Duc Khuong & Paltalidis, Nikos, 2025, "Credit and financial cycle synchronization impact on sovereign credit risk," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108236.
• Gu, Wenhao & Li, Jiahao & Sun, Xianming, 2025, "Quantile spillover effect among cryptocurrency and financial markets in regulated environment," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108630.
• Liu, Juan & Zhu, Huiming & Huang, Zishan & Deng, Lingfeng, 2025, "Dynamic forecasting of exchange rate spillovers with TVP-VAR and deep learning models," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108677.
• Adebayo, Tomiwa Sunday, 2025, "Cryptocurrency– U.S. equity co-movements under uncertainty: A rolling-window kernel regularized partial correlation approach," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108845.
• Oliveira, Lucas M. & Alencar, Airlane P., 2025, "When timing matters: Regime-dependent delays in exchange rate fundamentals," Finance Research Letters, Elsevier, volume 86, issue PG, DOI: 10.1016/j.frl.2025.108941.
• Lastrapes, William D. & Wiesen, Thomas F.P., 2025, "Regional bank failures and volatility transmission," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101404.
• Hałaj, Grzegorz & Hipp, Ruben, 2025, "Decomposing systemic risk: The roles of contagion and common exposures," Journal of Financial Stability, Elsevier, volume 80, issue C, DOI: 10.1016/j.jfs.2025.101451.
• Li, Jie & Smallwood, Aaron D., 2025, "The evolution of the relationship between onshore and offshore RMB markets under asymmetric volatility spillovers," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101086.
• Papathanasiou, Spyros & Syriopoulos, Theodore & Kenourgios, Dimitris & Koutsokostas, Drosos, 2025, "Sailing through uncertainty: Shipping's role in financial shock transmission and hedging strategies," Global Finance Journal, Elsevier, volume 67, issue C, DOI: 10.1016/j.gfj.2025.101159.
• Mi, Michelle Xuan & Masih, Rumi, 2025, "How resilient are PE/VC returns to real shocks?," Global Finance Journal, Elsevier, volume 68, issue C, DOI: 10.1016/j.gfj.2025.101206.
• Boeck, Maximilian & Mori, Lorenzo, 2025, "Has globalization changed the international transmission of U.S. monetary policy?," Journal of International Economics, Elsevier, volume 157, issue C, DOI: 10.1016/j.jinteco.2025.104139.
• Alessandri, Piergiorgio & Mumtaz, Haroon, 2025, "The macroeconomic cost of temperature risk," Journal of International Economics, Elsevier, volume 158, issue C, DOI: 10.1016/j.jinteco.2025.104157.
• Ahn, Jae Youn & Jeong, Himchan & Lu, Yang & Wüthrich, Mario V., 2025, "An observation-driven state-space count model for experience rating," Insurance: Mathematics and Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.insmatheco.2025.103149.
• Giannellis, Nikolaos & Tzanaki, Maria-Anna, 2025, "Macroeconomic responses to financial stress shocks: Evidence from the US and the Eurozone," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2024.100573.
• Morão, Hugo, 2025, "Fuel price surges and rising inflation expectations in the Euro Area," International Economics, Elsevier, volume 181, issue C, DOI: 10.1016/j.inteco.2024.100576.
• Ghosh, Bikramaditya & Gubareva, Mariya & Ghosh, Anandita & Papadas, Dimitrios & Vo, Xuan Vinh, 2025, "Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover," International Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.inteco.2025.100593.
• McCloud, Nadine & Ivey, Wendel, 2025, "Do international capital flows discourage labour productivity in the Caribbean? An empirical investigation of Jamaica," International Economics, Elsevier, volume 182, issue C, DOI: 10.1016/j.inteco.2025.100595.
• Chen, Jiana, 2025, "Regional heterogeneity in the impacts of drought in China," International Economics, Elsevier, volume 183, issue C, DOI: 10.1016/j.inteco.2025.100611.
• Doojav, Gan-Ochir & Juragat, Arman, 2025, "Nonlinearities and state-dependence in the monetary transmission mechanism: Evidence from a commodity-dependent economy," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100640.
• Attílio, Luccas Assis, 2025, "Impact of renewable energy on exchange rates in a system of open economies," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100647.
• Enya, Masahiro & Kohsaka, Akira & Matsuki, Takashi & Shinkai, Jun-ichi & Sugimoto, Kimiko, 2025, "Global factors, regional factors, and macro-financial linkages: Business cycles in emerging market economies in East Asia and Europe," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100649.
• Jabbour, George M. & Mansour-Ichrakieh, Layal, 2025, "“Dollarization vs. bitcoinization in Türkiye: Which is more dangerous for the financial market?”," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 100, issue C, DOI: 10.1016/j.intfin.2025.102116.
• Caporin, Massimiliano & Caraiani, Petre & Cepni, Oguzhan & Gupta, Rangan, 2025, "Predicting the conditional distribution of US stock market systemic Stress: The role of climate risks," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 101, issue C, DOI: 10.1016/j.intfin.2025.102156.
• Ballabriga, Fernando & Davtyan, Karen, 2025, "Comparing conventional and unconventional monetary policy effects in the euro area and the United States," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102203.
• Bårdsen, Gunnar & Nymoen, Ragnar, 2025, "Dynamic time series modelling and forecasting of COVID-19 in Norway," International Journal of Forecasting, Elsevier, volume 41, issue 1, pages 251-269, DOI: 10.1016/j.ijforecast.2024.05.004.
• Coroneo, Laura & Iacone, Fabrizio, 2025, "Testing for equal predictive accuracy with strong dependence," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 1073-1092, DOI: 10.1016/j.ijforecast.2024.11.003.
• Bauwens, Luc & Xu, Yongdeng, 2025, "The contribution of realized variance–covariance models to the economic value of volatility timing," International Journal of Forecasting, Elsevier, volume 41, issue 3, pages 1165-1183, DOI: 10.1016/j.ijforecast.2024.11.010.
• Hansen, Jorge Wolfgang, 2025, "Unspanned stochastic volatility in the linear-rational square-root model: Evidence from the Treasury market," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107354.
• Bro, Jeppe & Eriksen, Jonas N., 2025, "Subjective expectations and house prices," Journal of Banking & Finance, Elsevier, volume 172, issue C, DOI: 10.1016/j.jbankfin.2024.107377.
• Wang, Yuansheng & Yang, Haoxi & Chen, Zhizhen & Feng, Yun, 2025, "Demographic trends, the rent-to-price ratio, and housing market returns," Journal of Banking & Finance, Elsevier, volume 176, issue C, DOI: 10.1016/j.jbankfin.2025.107437.
• Rompolis, Leonidas S., 2025, "Quantitative easing, uncertainty, and risk aversion," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107475.
• Ha, Jongrim & Kose, M. Ayhan & Otrok, Christopher & Prasad, Eswar S., 2025, "Global macro-financial cycles and spillovers," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107512.
• Fernández Lafuerza, Luis & Galán, Jorge E., 2025, "Credit standards and corporate loan default. Insights for macroprudential policy," Journal of Banking & Finance, Elsevier, volume 181, issue C, DOI: 10.1016/j.jbankfin.2025.107566.
• Camarero, Mariam & Dufrénot, Gilles & Tamarit, Cecilio & Vaccaro-Grange, Etienne, 2025, "Inequality’s ripple effect: Analyzing its influence on the natural interest rate and monetary policy in Germany, Japan, and the US," Journal of Economic Behavior & Organization, Elsevier, volume 239, issue C, DOI: 10.1016/j.jebo.2025.107197.
• Bastian-Pinto, Carlos L. & Bastian, Luiz G. & Brandão, Luiz E. & Requejo, Luis Manfredini Hernandez & Vasconcelos, Glaucia Fernandes, 2025, "Managing agriculture commodity price uncertainty with crop switching: A real options approach," Journal of Economics and Business, Elsevier, volume 137, issue C, DOI: 10.1016/j.jeconbus.2025.106270.
• Dubois, Loick & Sahuc, Jean-Guillaume & Vermandel, Gauthier, 2025, "A general equilibrium approach to carbon permit banking," Journal of Environmental Economics and Management, Elsevier, volume 129, issue C, DOI: 10.1016/j.jeem.2024.103076.
• Coronese, Matteo & Crippa, Federico & Lamperti, Francesco & Chiaromonte, Francesca & Roventini, Andrea, 2025, "Raided by the storm: How three decades of thunderstorms shaped U.S. incomes and wages," Journal of Environmental Economics and Management, Elsevier, volume 130, issue C, DOI: 10.1016/j.jeem.2024.103074.
• Boehl, Gregor, 2025, "HANK on speed: Robust nonlinear solutions using automatic differentiation," Journal of Economic Theory, Elsevier, volume 230, issue C, DOI: 10.1016/j.jet.2025.106106.
• Morão, Hugo, 2025, "The economic consequences of fertilizer supply shocks," Food Policy, Elsevier, volume 133, issue C, DOI: 10.1016/j.foodpol.2025.102835.
• Morão, Hugo, 2025, "Fighting inflation through VAT reductions," Food Policy, Elsevier, volume 137, issue C, DOI: 10.1016/j.foodpol.2025.102912.
• Ceballos, Luis & Christensen, Jens H.E. & Romero, Damian, 2025, "A post-pandemic new normal for interest rates in emerging bond markets? Evidence from Chile," Journal of International Money and Finance, Elsevier, volume 150, issue C, DOI: 10.1016/j.jimonfin.2024.103234.
• Alvarado, Mauricio & Rodríguez, Gabriel, 2025, "Time-varying effects of financial uncertainty shocks on macroeconomic fluctuations in Peru," Journal of International Money and Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jimonfin.2025.103276.
• Houari, Oussama & Bennani, Hamza & Bro de Comères, Quentin, 2025, "Climate risks and economic activity in France: Evidence from media coverage," Journal of International Money and Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jimonfin.2025.103340.
• Afonso, Antonio & Alves, José & Ionta, Serena, 2025, "Monetary policy surprise shocks under different fiscal regimes: A panel analysis of the Euro Area," Journal of International Money and Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jimonfin.2025.103341.
• Beutel, Johannes & Emter, Lorenz & Metiu, Norbert & Prieto, Esteban & Schüler, Yves, 2025, "The global financial cycle and macroeconomic tail risks," Journal of International Money and Finance, Elsevier, volume 156, issue C, DOI: 10.1016/j.jimonfin.2025.103342.
• Bontempi, Maria Elena & Charemza, Wojciech & Makarova, Svetlana, 2025, "Economic uncertainty measures, experts and large language models," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103369.
• Comunale, Mariarosaria & Nguyen, Anh Dinh Minh, 2025, "A comprehensive MacroEconomic uncertainty measure for the euro area and its implications to COVID-19," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103370.
• Basistha, Arabinda, 2025, "A Markov-switching dynamic factor framework for dating global economic cycles," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103377.
• Rubaszek, Michał & Szafranek, Karol & Uddin, Gazi Salah, 2025, "Intraday volatility connectedness on the forex market: the role of uncertainty," Journal of International Money and Finance, Elsevier, volume 157, issue C, DOI: 10.1016/j.jimonfin.2025.103398.
• Fierro, Luca Eduardo & Martinoli, Mario, 2025, "An empirical inquiry into the distributional consequences of energy price shocks," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103421.
• Coulombe, Raphaelle G. & McNeil, James, 2025, "The term structure of interest rates in a noisy information model," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103443.
• Shirota, Toyoichiro & Tsuchida, Satoshi, 2025, "Aggregate implications of changing industrial trends in Japan," Journal of the Japanese and International Economies, Elsevier, volume 75, issue C, DOI: 10.1016/j.jjie.2024.101351.
• Kishaba, Yui & Okuda, Tatsushi, 2025, "The slope of the Phillips curve for service prices in Japan: Regional panel data approach," Journal of the Japanese and International Economies, Elsevier, volume 78, issue C, DOI: 10.1016/j.jjie.2025.101388.
• Hwang, Youngjin, 2025, "Information content in yield curve dynamics: Implications for monetary policy," Journal of Macroeconomics, Elsevier, volume 83, issue C, DOI: 10.1016/j.jmacro.2024.103658.
• Boss, Konstantin & Testa, Alessandra, 2025, "What goes around comes around: The US climate-economic cycle," Journal of Macroeconomics, Elsevier, volume 85, issue C, DOI: 10.1016/j.jmacro.2025.103680.
• Santos, Augusto Seabra & Almeida, Alexandre Nunes, 2025, "Do different speculation strategies cause distinct impacts on the volatility of the live cattle futures in Brazil?," Journal of Commodity Markets, Elsevier, volume 37, issue C, DOI: 10.1016/j.jcomm.2025.100458.
• Karanasos, Menelaos & Yfanti, Stavroula & Wu, Jiaying, 2025, "The short- and long-run cyclical variation of the cross-asset nexus: Mixed-frequency evidence on financial and ‘financialised’ assets," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100462.
• Dai, Xingyu & Yousaf, Imran & Wang, Jiqian & Wang, Qunwei & Lau, Chi Keung Marco, 2025, "The pass-through of macro variable to volatility co-movement among U.S. currency and commodity futures markets system," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100463.
• Lai, Yu-Sheng, 2025, "Trading-hour and nontrading-hour volatility in crude oil and U.S. dollar markets and its implications for portfolio optimization," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100479.
• Zhang, Yulian & Hamori, Shigeyuki, 2025, "Portfolio implications based on quantile connectedness among cryptocurrency, stock, energy, and safe-haven assets," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100494.
• Hailemariam, Abebe & Ivanovski, Kris, 2025, "The dynamics of energy transition metals under climate policy uncertainty," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100520.
• Tselika, Kyriaki & Tselika, Maria & Demetriades, Elias, 2025, "Policy uncertainty and volatility spillovers in European electricity markets: Implications for market dynamics and innovation," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100525.
• Piger, Jeremy & Stockwell, Thomas, 2025, "Are the effects of monetary policy larger in recessions? A reconciliation of the evidence," The Journal of Economic Asymmetries, Elsevier, volume 31, issue C, DOI: 10.1016/j.jeca.2024.e00394.
• Morão, Hugo, 2025, "The macroeconomic effects of climate policy uncertainty: Evidence from Portugal," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00426.
• Mili, Mehdi & Sohrab, Ebrahim & Hamza, Tahar, 2025, "Green transitions and asymmetric volatility spillovers: A time-varying GAS copula analysis of clean and fossil energy markets," The Journal of Economic Asymmetries, Elsevier, volume 32, issue C, DOI: 10.1016/j.jeca.2025.e00439.
• Mwakalila, Enock, 2025, "Impact of government domestic borrowing on monetary policy rate pass-through in Tanzania," Journal of Policy Modeling, Elsevier, volume 47, issue 1, pages 150-165, DOI: 10.1016/j.jpolmod.2024.10.003.
• Akadiri, Seyi Saint & Ozkan, Oktay, 2025, "Critical minerals and structural oil shocks: Evidence from wavelet cross-quantile correlation," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105570.
• Tarkun, Savaş, 2025, "The only constant is change: Evidence on the declining role of fossil fuels and the rise of strategic metals in energy transition," Resources Policy, Elsevier, volume 107, issue C, DOI: 10.1016/j.resourpol.2025.105665.
• Rostagno, Massimo & Altavilla, Carlo & Carboni, Giacomo & Lemke, Wolfgang & Motto, Roberto & Saint-Guilhem, Arthur, 2025, "An options-based impact study of the negative interest rate policy and forward guidance," Journal of Monetary Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jmoneco.2025.103776.
• Alessandri, Piergiorgio & Jordà, Òscar & Venditti, Fabrizio, 2025, "Decomposing the monetary policy multiplier," Journal of Monetary Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.jmoneco.2025.103783.
• Ahn, Hie Joo & Rudd, Jeremy B., 2025, "(Re-)Connecting inflation and the labor market: A tale of two curves," Journal of Monetary Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.jmoneco.2025.103796.
• Grosse-Steffen, Christoph & Pagenhardt, Laura & Rieth, Malte, 2025, "Committed to flexible fiscal rules," Journal of Monetary Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jmoneco.2025.103809.
• Nguyen, Lam, 2025, "Bayesian inference in proxy SVARs with incomplete identification: Re-evaluating the validity of monetary policy instruments," Journal of Monetary Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.jmoneco.2025.103813.
• Hanif, Waqas & El Khoury, Rim & Hadhri, Sinda, 2025, "Is connectedness between commodity volatility indices and G-7 stock market returns the same across return quantiles?," Journal of Multinational Financial Management, Elsevier, volume 79, issue C, DOI: 10.1016/j.mulfin.2025.100921.
• Sun, Jiaojiao & Zhang, Chen & Zhang, Rongrong & Ji, Yuanpu & Ding, Jiajun, 2025, "Spillover dynamics and determinants between FinTech institutions and commercial banks based on the complex network and random forest fusion," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102713.
• Alfeus, Mesias & Mwampashi, Muthe M. & Nikitopoulos, Christina S. & Overbeck, Ludger, 2025, "Stochastic modelling and forecasting of wind capacity utilization with applications to risk management: The Australian case," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102769.
• Procasky, William J. & Yin, Anwen, 2025, "Evolution of the relative efficiency of CDS and equity markets in Japan: Does one market have a long-term informational advantage over the other?," Pacific-Basin Finance Journal, Elsevier, volume 92, issue C, DOI: 10.1016/j.pacfin.2025.102807.
• Bouteska, A. & Rahman, Mashuk & Hassan, M. Kabir & Sanchez, Benito A., 2025, "Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach," Pacific-Basin Finance Journal, Elsevier, volume 92, issue C, DOI: 10.1016/j.pacfin.2025.102820.
• Aparicio-Pérez, Daniel & Espinosa, Priscila & Pavía, Jose M. & Tortosa-Ausina, Emili, 2025, "On the impact of next generation EU funds: A regional synthetic control method approach," Papers in Regional Science, Elsevier, volume 104, issue 2, DOI: 10.1016/j.pirs.2025.100082.
• Abdullah, Mohammad & Adeabah, David & Lee, Chi-Chuan & Abakah, Emmanuel Joel Aikins & Bhuiyan, Rubaiyat Ahsan, 2025, "Does climate risk drive digital asset returns?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 666, issue C, DOI: 10.1016/j.physa.2025.130530.
• Bhattacherjee, Purba & Mishra, Sibanjan & Kang, Sang Hoon, 2025, "Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach," The Quarterly Review of Economics and Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.qref.2025.101974.
• Boufateh, Talel & Saadaoui, Zied & Jiao, Zhilun, 2025, "On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks," The Quarterly Review of Economics and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.qref.2024.101951.
• Baek, Jungho & Caton, James Lee & Miljkovic, Dragan, 2025, "Testing monetary neutrality with respect to relative price of oil using divisia M4," The Quarterly Review of Economics and Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.qref.2025.101978.
• Cepni, Oguzhan & Gil-Alana, Luis A. & Gupta, Rangan & Polat, Onur, 2025, "Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102004.
• Babalos, Vassilios & Bouri, Elie & Gupta, Rangan, 2025, "Does the introduction of US spot Bitcoin ETFs affect spot returns and volatility of major cryptocurrencies?," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102006.
• Morier, Bruno & Valls Pereira, Pedro L., 2025, "Forecasting intraday volatility and densities using deep learning," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102076.
• Donayre, Luiggi & Loomer, Lacey, 2025, "Regime-dependent health care employment dynamics in recessions," Research in Economics, Elsevier, volume 79, issue 2, DOI: 10.1016/j.rie.2025.101036.
• Ohikhuare, Obaika M. & Oyewole, Oluwatomisin J., 2025, "Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?," Research in Economics, Elsevier, volume 79, issue 2, DOI: 10.1016/j.rie.2025.101043.
• Ogbeifun, Lawrence & Shobande, Olatunji, 2025, "Exploring the implications of FOREX restriction policies: Theory and new evidence," Research in Economics, Elsevier, volume 79, issue 3, DOI: 10.1016/j.rie.2025.101033.
• Evrim Mandaci, Pınar & Cagli, Efe C. & Taşkin, Dilvin & Tedik Kocakaya, Birce, 2025, "Quantile-on-quantile connectedness of uncertainty with fossil and green energy markets," Renewable Energy, Elsevier, volume 249, issue C, DOI: 10.1016/j.renene.2025.123235.
• Tarkun, Savaş & Akıncı Tok, Şerife, 2025, "Rethinking renewable energy sustainability: The hidden carbon footprint of critical metals," Renewable Energy, Elsevier, volume 250, issue C, DOI: 10.1016/j.renene.2025.123320.
• Morão, Hugo, 2025, "The economic effects of tensions in energy transportation," Research in Transportation Economics, Elsevier, volume 112, issue C, DOI: 10.1016/j.retrec.2025.101598.
• Tarkun, Savaş, 2025, "Logistics, energy, and inflation in trade-dependent economies: A political economy of shock transmission across maritime supply chains," Research in Transportation Economics, Elsevier, volume 113, issue C, DOI: 10.1016/j.retrec.2025.101642.
• Chen, Yanhui & Chen, Chujun & Fatema, Kaniz & Mi, Jackson Jinhong, 2025, "The spillover effects of trade policy uncertainty on the shipping industry," Research in Transportation Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.retrec.2025.101656.
• Pi, Xiao Fang & Tang, Chor Foon, 2025, "Towards sustainable logistics: Investigating the role of digitalisation in improving eco-efficiency," Research in Transportation Economics, Elsevier, volume 114, issue C, DOI: 10.1016/j.retrec.2025.101665.
• Bastías, Jaime & Ruiz, José L., 2025, "COVID-19 pension raids and sovereign risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104155.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Bouri, Elie, 2025, "Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104183.
• Chuang, Wen-I & Lee, Yun-Huan & Lee, Hsiu-Chuan & Susmel, Rauli, 2025, "Why do investors trade more following high returns?," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104423.
• Castro, César & Jiménez-Rodríguez, Rebeca, 2025, "The pass-through of energy commodity price volatility along the pricing chain in the euro area: A disaggregate approach," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104733.
• Wang, Xinyu & Fang, Zhuangzhi & Wang, Zhenxin, 2025, "The dual role of sentiment on housing prices in China," International Review of Economics & Finance, Elsevier, volume 97, issue C, DOI: 10.1016/j.iref.2024.103732.
• Tita, Anthanasius Fomum & French, Joseph J. & Gurdgiev, Constantin & Obalade, Adefemi, 2025, "Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence," International Review of Economics & Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.iref.2025.103856.
• Ren, Xiaohang & Fu, Chenjia & Jin, Yi, 2025, "Climate risk perception and oil financialization in China: Evidence from a time-varying Granger model," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102662.
• Foglia, Matteo & Plakandaras, Vasilios & Gupta, Rangan & Ji, Qiang, 2025, "Long-span multi-layer spillovers between moments of advanced equity markets: The role of climate risks," Research in International Business and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.ribaf.2024.102667.
• Han, SeungOh, 2025, "Dynamic risk and hedging strategies in post-COVID digital asset sectors," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102742.
• Abakah, Emmanuel Joel Aikins & Odoom, Raphael & Abdullah, Mohammad & Lee, Chi-Chuan & Rehman, Mohd Ziaur, 2025, "Marketing tokens and marketing stocks: Tail risk connections with portfolio implications," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2025.102784.
• Khan, Misbah & Karim, Sitara & Naz, Farah & Lucey, Brian M., 2025, "How do exchange rate and oil price volatility shape Pakistan’s stock market?," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102796.
• Yan, Wan-Lin & Cheung, Adrian (Wai Kong), 2025, "Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102814.
• Umar, Muhammad & Qin, Meng & Su, Chi-Wei, 2025, "Exploring the hedging performance of non-fungible token: Novel evidence from world uncertainty," Research in International Business and Finance, Elsevier, volume 77, issue PA, DOI: 10.1016/j.ribaf.2025.102931.
• Chen, Rui & Jiang, Haiqi & Guo, Tingyu & Fan, Chenyou, 2025, "Can Large Language Models forecast carbon price movements? Evidence from Chinese carbon markets," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102951.
• Xiao, Jihong & Zhang, Jingyu & Zheng, Yan, 2025, "Geopolitical risks and oil market fear: Country-specific spillover effects," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102985.
• Lee, Geon Hee & Kim, Young Min, 2025, "Oil price uncertainty shock and Korean sectoral stock market: The role of common factor and asymmetry," Research in International Business and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.ribaf.2025.102989.
• Xing, Xiaoyun & Xu, Zihan & Wang, Xiuya & Guo, Kun, 2025, "Climate risk performance and tail risk contagion in energy stock markets: Evidence from China," Research in International Business and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.ribaf.2025.103035.
• Billah, Mabruk & Elsayed, Ahmed H. & Rabbani, Mustafa Raza & Shaik, Muneer, 2025, "Decoding investment strategies across agricultural commodities, Islamic equities, and Sukuk markets," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103097.
• Garcia-Jorcano, Laura & Sanchis-Marco, Lidia, 2025, "Measuring the impact of climate transition risk on the systemic risk: A multivariate quantile-located ES approach," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103127.
• Algieri, Bernardina & Kornher, Lukas & von Braun, Joachim, 2025, "The changing drivers of inflation – the case of food: Macroeconomics, speculation, climate change and war," Structural Change and Economic Dynamics, Elsevier, volume 75, issue C, pages 782-800, DOI: 10.1016/j.strueco.2025.10.006.
• Liu, Ling & Shahrour, Mohamad H. & Wojewodzki, Michal & Rohani, Alireza, 2025, "Decoding energy market turbulence: A TVP-VAR connectedness analysis of climate policy uncertainty and geopolitical risk shocks," Technological Forecasting and Social Change, Elsevier, volume 210, issue C, DOI: 10.1016/j.techfore.2024.123863.
• Qin, Meng & Shao, Xuefeng & Hu, Chengming & Su, Chi Wei, 2025, "Can gold hedge against uncertainty in the cryptocurrency and energy markets?," Technological Forecasting and Social Change, Elsevier, volume 214, issue C, DOI: 10.1016/j.techfore.2025.124050.
• Palaios, Panagiotis & Triantafillou, Anna, 2025, "Exploring spillover effects in the four shipping markets: Theory and empirical evidence from bulk shipping," Transport Policy, Elsevier, volume 170, issue C, pages 75-91, DOI: 10.1016/j.tranpol.2025.05.006.
• Nicolas Groshenny & Naveed Javed, 2025, "Dornbusch Overshooting, UIP, and the Systematic Components of Domestic and Foreign Monetary Policy in SVARs," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-06, Jan.
• Yoosoon Chang & Soyoung Kim & Joon Y. Park, 2025, "How Do Macroaggregates and Income Distribution Interact Dynamically? A Novel Structural Mixed Autoregression with Aggregate and Functional Variables," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-07, Feb.
• Hilde C. Bjornland & Leif Brubakk & Nicolo Maffei-Faccioli, 2025, "Piecing the Puzzle: Real Exchange Rates and Long-Run Fundamentals," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-10, Feb.
• Jesus Fernandez-Villaverde & Yiliang Li & Le Xu & Francesco Zanetti, 2025, "Charting the Uncharted: The (Un)Intended Consequences of Oil Sanctions and Dark Shipping," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-12, Feb.
• Hilde C. Bjornland & Jamie L. Cross & Jonas Holz, 2025, "Re-visiting the Relationship Between Oil Prices and Monetary Policy," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-19, Apr.
• James Morley & Benjamin Wong, 2025, "How Important Is Global R-Star for Open Economies?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-24, Apr.
• Kevin Lee & Viet Nguyen & Kalvinder Shields, 2025, "Learning, Heuristics and Anchored Inflation: How Do Different Types of Consumer Change Their Minds about Inflation?," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-28, May.
• Pablo A. Guerron-Quintana & James M. Nason, 2025, "Bayesian Estimation of DSGE Models: An Update," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-52, Sep.
• Eiji Goto & Jan P.A.M. Jacobs & Simon van Norden, 2025, "Data-Driven Learning About Trend Productivity Growth," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-53, Sep.
• Ruben Aag & Hilde C. Bjornland & Peder Eliassen, 2025, "Forecasting Oil and Natural Gas Prices: A Model Combination Approach," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-54, Oct.
• Efrem Castelnuovo & Giovanni Pellegrino & Laust L. Sarkjar, 2025, "Monetary Policy Shocks and Narrative Restrictions: Rules Matter," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-62, Nov.
• Yun Young Gwak, 2025, "Sectoral Spillovers in Inflation Dynamics: Empirical Evidence from Network Propagation," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2025-63, Nov.
• Cen, Zetai & Lam, Clifford, 2025, "Tensor time series imputation through tensor factor modelling," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127231, May.
• Campiglio, Emanuele & De Angelis, Luca & Neri, Paolo & Scalisi, Ginevra, 2025, "From climate chat to climate shock: non‐linear impacts of transition risk in energy CDS markets," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 127807, Apr.
• Koukorinis, Andreas & Peters, Gareth W. & Germano, Guido, 2025, "Generative-discriminative machine learning models for high-frequency financial regime classification," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128016, Jun.
• Briola, Antonio & Bartolucci, Silvia & Aste, Tomaso, 2025, "Deep limit order book forecasting: a microstructural guide," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 128950, Jul.
• Lam, Clifford & Cen, Zetai, 2025, "Matrix-valued factor model with time-varying main effects," LSE Research Online Documents on Economics, London School of Economics and Political Science, LSE Library, number 129557, Nov.
• Thibault Laurentjoye & Sebastian Valdecantos & Hamid Raza & Mikael Randrup Byrialsen & Simon Fløj Thomsenn, 2025, "Flexibility in design: the multiple applications of a medium-sized empirical model for Denmark," European Journal of Economics and Economic Policies: Intervention, Edward Elgar Publishing, volume 22, issue 3, pages 345-369, October.
• Noureddine Benlagha & Wael Hemrit, 2025, "Responses of stock market volatility to COVID-19 government interventions: evidence from Asian emerging stock markets," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 2, pages 342-364, March, DOI: 10.1108/RBF-05-2024-0124.
• Francisco Corona & René Benavidez-Maruri & Alejandro Román Vásquez, 2025, "Desagregación trimestral y estimación oportuna usando variables latentes: una aplicación a las cuentas ecológicas de México," Estudios Económicos, El Colegio de México, Centro de Estudios Económicos, volume 40, issue 2, pages 1-28.
• De Polis, Andrea & Galvão, Ana Beatriz & Petrella, Ivan, 2025, "Tracking Weekly Activity using New Data Sources," Discussion Papers, Economic Statistics Centre of Excellence, number escoe-dp-2025-19, Nov.
• Karri Srinivasu & M. Prathyusha, 2025, "Stock Market Reactions to Union Budget Announcements: An Econometric Assessment," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 1, pages 122-140.
• Tshilidzi Munzhelele & Ndamulelo Princess Ramavhoya, 2025, "Energy Crisis, Exchange Rates, and their Influence on South Africa's Gross Domestic Product," International Journal of Economics & Business Administration (IJEBA), International Journal of Economics & Business Administration (IJEBA), volume 0, issue 4, pages 12-24.

2024

• Tian, Guangning & Peng, Yuchao & Du, Huancheng & Meng, Yuhao, 2024, "Forecasting crude oil returns in different degrees of ambiguity: Why machine learn better?," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107867.
• Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024, "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107908.
• Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024, "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107922.
• Ozcelebi, Oguzhan & El Khoury, Rim & Yoon, Seong-Min, 2024, "Interplay between renewable energy and fossil fuel markets: Fresh evidence from quantile-on-quantile and wavelet quantile approaches," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108012.
• Ghaemi Asl, Mahdi & Ben Jabeur, Sami & Nammouri, Hela & Bel Hadj Miled, Kamel, 2024, "Dynamic connectedness of quantum computing, artificial intelligence, and big data stocks on renewable and sustainable energy," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108017.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "Scrutinizing multi-scale and multi-quantile interactions in commodity markets: A petrochemical industrial chain perspective," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.108019.
• Wang, Kangsheng & Wen, Fenghua & Gong, Xu, 2024, "Oil prices and systemic financial risk: A complex network analysis," Energy, Elsevier, volume 293, issue C, DOI: 10.1016/j.energy.2024.130672.
• Yildirim, Zekeriya & Guloglu, Hasan, 2024, "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132297.
• Deng, Jing & Xu, Zihan & Xing, Xiaoyun, 2024, "Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132345.
• Cao, Fangzhi & Su, Chi-Wei & Qin, Meng & Moldovan, Nicoleta-Claudia, 2024, "The investment of renewable energy: Is green bond a safe-haven to hedge U.S. monetary policy uncertainty?," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132651.
• Zhang, Xu & Xu, Wenting & Rauf, Abdul & Ozturk, Ilhan, 2024, "Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132655.
• Zhang, Jun & Chen, Donghui, 2024, "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133545.
• Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024, "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102949.
• Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024, "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102991.
• Ali, Shoaib & Naveed, Muhammad & Hanif, Hasan & Gubareva, Mariya, 2024, "The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103045.
• Qiu, Zhiguo & Lazar, Emese & Nakata, Keiichi, 2024, "VaR and ES forecasting via recurrent neural network-based stateful models," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103102.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
• Çekin, Semih Emre & Ivashchenko, Sergey & Gupta, Rangan & Lee, Chien-Chiang, 2024, "Real-time forecast of DSGE models with time-varying volatility in GARCH form," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103175.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Zhao, Mingguo & Park, Hail, 2024, "Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103198.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Zabavnik, Darja & Verbič, Miroslav, 2024, "Unravelling the credit market shocks and investment dynamics: A theoretical and empirical perspective," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103283.
• Ren, Xiaohang & Fu, Chenjia & Jin, Chenglu & Li, Yuyi, 2024, "Dynamic causality between global supply chain pressures and China's resource industries: A time-varying Granger analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103377.
• Marçal, Emerson Fernandes, 2024, "Testing rational expectations in a cointegrated VAR with structural change," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103435.
• Gong, Jue & Wang, Gang-Jin & Xie, Chi & Uddin, Gazi Salah, 2024, "How do market volatility and risk aversion sentiment inter-influence over time? Evidence from Chinese SSE 50 ETF options," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103440.
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024, "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103454.
• Muñoz Mendoza, Jorge A. & Veloso Ramos, Carmen L. & Delgado Fuentealba, Carlos L. & Araya Gómez, Iván E. & Sepúlveda Yelpo, Sandra M. & Cornejo Saavedra, Edinson E., 2024, "Connectedness in the global banking market network: Implications for risk management and financial policy," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103470.
• Apostolakis, George N. & Giannellis, Nikolaos, 2024, "Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103513.
• Yang, Jie & Feng, Yun & Yang, Hao, 2024, "The spillover and comovement of downside and upside tail risks among crude oil futures markets," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103578.
• Liu, Peng & Yuan, Ying, 2024, "Is Bitcoin a hedge or safe-haven asset during the period of turmoil? Evidence from the currency, bond and stock markets," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103663.