Research classified by Journal of Economic Literature (JEL) codes

2026

• Zeng, Tao & Wang, Kaixin & Fan, Yanjing & Liu, Xiaobin, 2026, "Systemic default probability and return predictability: Evidence from China," Economic Modelling, Elsevier, volume 160, issue C, DOI: 10.1016/j.econmod.2026.107617.
• Shah, Syed Adnan & Nawaz, Ali & Du, Yuan & Su, Chi Wei, 2026, "Green bond performance under ESG uncertainty: Nonlinear Time–Frequency quantile analysis," Economic Modelling, Elsevier, volume 161, issue C, DOI: 10.1016/j.econmod.2026.107631.
• Pan, Zhiyuan & Zhou, Yue & Huang, Chuwen, 2026, "The economic value of variable selection methods: Evidence from volatility forecasting," Economic Modelling, Elsevier, volume 163, issue C, DOI: 10.1016/j.econmod.2026.107739.
• Nasir, Rana Muhammad & He, Feng & Asadi, Mehrad & Roubaud, David, 2026, "Spillover and return connectedness between uncertainties, digital assets, green bond, green and traditional energy markets: Evidence from quantile VAR," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102538.
• Chikhi, Mohamed & Benhmad, François, 2026, "Investigating the impact of the Covid-19 pandemic on stock markets volatility in USA and Europe," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102540.
• Yuan, Jiayuan & Zhu, Weineng & Huang, Zishan & Zhu, Huiming, 2026, "Time-frequency quantile effect of global uncertainty on stock markets: evidence from wavelet decomposition," The North American Journal of Economics and Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.najef.2025.102554.
• Brik, Hatem, 2026, "Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models," The North American Journal of Economics and Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.najef.2025.102566.
• Brik, Hatem, 2026, "Corrigendum to “Dynamic distortions of the security market line: Evidence from asymmetric volatility and regime-switching models” [N. Am. J. Econ. Financ. 82 (2026) 102566]," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102598.
• Lim, Sanghoon & Ha, Mijin & Park, Jongkyu & Yoon, Ji-Hun & Lee, Hyojung, 2026, "Detecting endogenous structural breaks in the KOSPI200: A change-point detection and event study analysis of the COVID-19 crisis," The North American Journal of Economics and Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.najef.2026.102609.
• Silva, Felipe Marcos & Divino, Jose Angelo, 2026, "Dynamic conditional correlations and connectedness in emerging-market exchange rates§," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102619.
• Zięba, Damian, 2026, "Technological heterogeneity and the asymmetric volume–return relationship in the crypto-asset market," The North American Journal of Economics and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.najef.2026.102629.
• Alvarez, F.Xavier & Sala, Hector, 2026, "When volatility is not enough: classical and quantum behaviors in stock investment," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102667.
• Xia, Wenjing & Ye, Wuyi & Zhou, Yi, 2026, "Good and bad cojump dynamics: A network modeling perspective," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102669.
• Nammouri, Hela & Braiek, Sana & Gheorghe, Catalin & Jeribi, Ahmed, 2026, "When does gold protect emerging markets? structural vs. cyclical uncertainty in a time–frequency analysis," The North American Journal of Economics and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.najef.2026.102676.
• Papathanasiou, Spyros & Koutsokostas, Drosos & Xidonas, Panos & Goutte, Stephane, 2026, "The semiconductor realignment: portfolio optimization and systemic resilience in the post-pandemic era," The North American Journal of Economics and Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.najef.2026.102701.
• Schweikert, Karsten, 2026, "Asymptotic inference for Hasbrouck information shares," Economics Letters, Elsevier, volume 258, issue C, DOI: 10.1016/j.econlet.2025.112756.
• Filip, Angela-Maria & Negrea, Bogdan, 2026, "Hedge fund strategies performance: The edge of Omega ratio over conventional metrics," Economics Letters, Elsevier, volume 260, issue C, DOI: 10.1016/j.econlet.2025.112804.
• Zevallos, Mauricio & Rubesam, Alexandre, 2026, "Finite-sample properties of the Campbell and Thompson out-of-sample R2," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113011.
• Guidolin, Massimo & Ionta, Serena, 2026, "Predicting commodity returns with climate variables: Statistical loss functions vs. economic value," Economics Letters, Elsevier, volume 265, issue C, DOI: 10.1016/j.econlet.2026.113028.
• Bibinger, Markus & Hautsch, Nikolaus & Ristig, Alexander, 2026, "Jump detection in high-frequency order prices," Journal of Econometrics, Elsevier, volume 253, issue C, DOI: 10.1016/j.jeconom.2025.106133.
• Li, Yu-Ning & Chen, Jia & Linton, Oliver, 2026, "Estimation of common factors for microstructure noise and efficient price in a high-frequency dual factor model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2022.12.005.
• Li, Z. Merrick & Linton, Oliver, 2026, "Robust estimation of integrated and spot volatility," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2023.105614.
• Oh, Minseog & Kim, Donggyu & Wang, Yazhen, 2026, "Robust realized integrated beta estimator with application to dynamic analysis of integrated beta," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105810.
• Laurent, Sébastien & Renò, Roberto & Shi, Shuping, 2026, "Realized drift," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105813.
• Kolokolov, Aleksey & Renò, Roberto & Zoi, Patrick, 2026, "BUMVU estimators," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2024.105942.
• Archakov, Ilya & Hansen, Peter Reinhard & Lunde, Asger, 2026, "A multivariate realized GARCH model," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106040.
• Patton, Andrew J. & Zhang, Haozhe, 2026, "Bespoke realized volatility: Tailored measures of risk for volatility prediction," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106122.
• Li, Qiyuan & Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2026, "Testing for jumps in a discretely observed price process with endogenous sampling times," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106132.
• Dimitriadis, Timo & Halbleib, Roxana & Polivka, Jeannine & Rennspies, Jasper & Streicher, Sina & Wolter, Axel Friedrich, 2026, "Efficient sampling for realized variance estimation in time-changed diffusion models," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2025.106150.
• Cui, Wenhao & Hu, Jie & Wang, Jiandong, 2026, "Reprint of: Nonparametric estimation for high-frequency data incorporating trading information," Journal of Econometrics, Elsevier, volume 254, issue PA, DOI: 10.1016/j.jeconom.2026.106202.
• Bennedsen, Mikkel & Christensen, Kim & Christensen, Peter Korsbakke, 2026, "To be or not to be: Roughness or long memory in volatility?," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106193.
• Hansen, Peter Reinhard & Tong, Chen, 2026, "Convolution-t distributions," Journal of Econometrics, Elsevier, volume 254, issue PB, DOI: 10.1016/j.jeconom.2026.106212.
• Medeiros, Marcelo C. & Sun, Chuanping, 2026, "A sorted penalty estimator: Inference for a correlation-robust shrinkage method," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106216.
• Francq, Christian & Trapani, Lorenzo & Zakoïan, Jean-Michel, 2026, "Inference on breaks in weak location time series models with the estimating function approach," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106220.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver & Liu, Weiguang & Su, Wen, 2026, "Should we augment large covariance matrix estimation with auxiliary network information?," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106236.
• Fortin, Alain-Philippe & Gagliardini, Patrick & Scaillet, Olivier, 2026, "Latent factor analysis in short panels," Journal of Econometrics, Elsevier, volume 255, issue C, DOI: 10.1016/j.jeconom.2026.106249.
• Hiraki, Daichi & Chib, Siddhartha & Omori, Yasuhiro, 2026, "Stochastic volatility in mean: Efficient analysis by a generalized mixture sampler," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.105949.
• Chib, Siddhartha & Smith, Simon C., 2026, "Structural breaks, model uncertainty and factor selection," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2025.106067.
• Kumbhakar, Subal C. & Mallick, Sushanta K., 2026, "Bayesian methods in economics and finance: A unified survey and taxonomy," Journal of Econometrics, Elsevier, volume 256, issue PB, DOI: 10.1016/j.jeconom.2026.106269.
• Velásquez-Gaviria, Daniel & Zakoïan, Jean-Michel, 2026, "Noncausal AR processes driven by causal GARCH volatility," Journal of Econometrics, Elsevier, volume 257, issue C, DOI: 10.1016/j.jeconom.2026.106297.
• Fortin, Alain-Philippe, 2026, "Testing for common latent factors across two short panels," Journal of Econometrics, Elsevier, volume 257, issue C, DOI: 10.1016/j.jeconom.2026.106311.
• Nyberg, Henri & Savva, Christos S., 2026, "Risk-return trade-off in international stock returns: Skewness and business cycles," Econometrics and Statistics, Elsevier, volume 37, issue C, pages 42-60, DOI: 10.1016/j.ecosta.2023.02.004.
• Chacon, David Ugarte & Lee, Seohyun & Park, Jaehyuk, 2026, "An explainable machine learning model for consumer credit scoring in Mexico," Emerging Markets Review, Elsevier, volume 71, issue C, DOI: 10.1016/j.ememar.2025.101424.
• Abdullaev, Nursultan & Ibragimov, Rustam, 2026, "Stylized facts of cryptocurrency markets: Robust definitions and inference approaches," Emerging Markets Review, Elsevier, volume 72, issue C, DOI: 10.1016/j.ememar.2026.101440.
• Cheng, Mingmian, 2026, "Sparse heterogeneous auto-regressive model for volatility forecasting," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101708.
• van der Zwan, Terri & Hennink, Erik & Tuijp, Patrick, 2026, "Equity risk factors for the long and short run: Pricing and performance at different frequencies," Journal of Empirical Finance, Elsevier, volume 87, issue C, DOI: 10.1016/j.jempfin.2026.101711.
• Rahimikia, Eghbal & Poon, Ser-Huang, 2026, "Machine learning for realised volatility forecasting," Journal of Empirical Finance, Elsevier, volume 88, issue C, DOI: 10.1016/j.jempfin.2026.101739.
• Charteris, Ailie & Obojska, Lidia & Szczygielski, Jan Jakub & Brzeszczyński, Janusz, 2026, "Energy market connectedness: A tale of two crises," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.108787.
• Yang, Yudou & Wen, Le & Sharp, Basil & Maani, Sholeh, 2026, "Carbon price volatility in the New Zealand Emission Trading Scheme," Energy Economics, Elsevier, volume 153, issue C, DOI: 10.1016/j.eneco.2025.109107.
• Verousis, Thanos & Wang, Kai & Zhou, Zhiping, 2026, "Ambiguity about volatility in the commodity futures market," Energy Economics, Elsevier, volume 155, issue C, DOI: 10.1016/j.eneco.2026.109199.
• Kchaou, Oussama & Sassi, Salim Ben & Amar, Amine Ben, 2026, "Macroeconomic shocks and systemic risk in the US stock market," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109439.
• Shi, Haoyu & Zheng, Xu, 2026, "The impact of liquidity on volatility and price discovery: Evidence from China and international crude oil futures," Energy Economics, Elsevier, volume 160, issue C, DOI: 10.1016/j.eneco.2026.109468.
• Wang, HaiFeng & Long, Qin & Deng, Xi & Zhu, Bangzhu & Xiao, DengDeng, 2026, "Higher-order moment connectedness between green cryptocurrencies and energy markets: The role of climate policy uncertainty," Energy Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.eneco.2026.109464.
• Ndubuisi, Gideon & Urom, Christian & Benkraiem, Ramzi, 2026, "Energy transition minerals: Systemic interdependence, market-specific dynamics, and the role of global risk factors in an evolving policy landscape," Energy Policy, Elsevier, volume 217, issue C, DOI: 10.1016/j.enpol.2026.115450.
• Aloui, Riadh & Ben Jabeur, Sami & Bouden, Yasmine & Moubarki, Lassaad, 2026, "Geopolitical fragmentation, climate risk, and crude oil price dynamics: Evidence from TVP-VAR-SV and causal forest models," Energy Policy, Elsevier, volume 218, issue C, DOI: 10.1016/j.enpol.2026.115531.
• Kalaitzoglou, Iordanis Angelos, 2026, "Lost in the crowd! Pricing carbon at the age of algorithms," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104761.
• Yao, Zengfu & Yang, Ou & Chen, Ye & Dong, Zhiwei & Yang, Cheng & Wei, Yu & Chen, Yonghuai, 2026, "Spillover and diversification effects of China's CET and the industrial stock markets: Evidence from different carbon emission levels in the industrial sector," International Review of Financial Analysis, Elsevier, volume 109, issue C, DOI: 10.1016/j.irfa.2025.104824.
• Wang, Haiying & Luo, Ting & Jiang, Chonghui & Du, Jiangze, 2026, "Which companies are most at low-carbon transition risks? Evidence from ripple effects in multi-order moments," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104843.
• Yang, Jinyu & Liang, Chao & Shen, Lihua, 2026, "Biodiversity risk exposure and corporate risk-taking," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104844.
• Grobys, Klaus, 2026, "Log-periodicity: Fact or fiction?," International Review of Financial Analysis, Elsevier, volume 110, issue C, DOI: 10.1016/j.irfa.2025.104848.
• Ferriani, Fabrizio & Pericoli, Marcello, 2026, "ESG risks and corporate viability: Insights from default probability term structure analysis," International Review of Financial Analysis, Elsevier, volume 112, issue C, DOI: 10.1016/j.irfa.2026.105097.
• Benkraiem, Ramzi & Kedidi, Islem & Mbarek, Marouene, 2026, "Interlinkages between cryptocurrency classes and the hydrogen economy: New diversification insights from a partial correlation-based connectedness approach," International Review of Financial Analysis, Elsevier, volume 113, issue C, DOI: 10.1016/j.irfa.2026.105153.
• Perras, Patrizia & Wagner, Niklas, 2026, "Investor crowding," Finance Research Letters, Elsevier, volume 102, issue C, DOI: 10.1016/j.frl.2026.110052.
• Buchwalter, Bastien & Chibane, Messaoud & Giménez Roche, Gabriel A., 2026, "Is Bitcoin fragility systematically related to global uncertainty?," Finance Research Letters, Elsevier, volume 103, issue C, DOI: 10.1016/j.frl.2026.110153.
• Shen, Yijuan & Li, Zecheng & Yuan, Yuan & Cai, Yifei, 2026, "Dependence in cryptocurrencies: A Partial correlation connectedness approach," Finance Research Letters, Elsevier, volume 104, issue C, DOI: 10.1016/j.frl.2026.110195.
• Willeboordse, Frederick H., 2026, "Does gamma survive the close?," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110281.
• Kim, Taeyun, 2026, "Carrying regime uncertainty forward in cryptocurrency tail-risk forecasting," Finance Research Letters, Elsevier, volume 106, issue C, DOI: 10.1016/j.frl.2026.110286.
• Zheng, Yao, 2026, "Trump tariff shockwaves: Trade policy uncertainty and global equity connectedness," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110362.
• ÜNLÜ, Ulaş & Bayram, Fatih, 2026, "Do dispersion-based tests capture herding? Evidence from cryptocurrency markets," Finance Research Letters, Elsevier, volume 107, issue C, DOI: 10.1016/j.frl.2026.110397.
• Vinogradova, Veronika & Gubareva, Mariya, 2026, "Are impact crypto assets a new emerging asset class for sustainable and impact investors?," Finance Research Letters, Elsevier, volume 88, issue C, DOI: 10.1016/j.frl.2025.109114.
• Wei, Yu & Hu, Rui & Wang, Qian & Zhou, Chunyan, 2026, "The trump shockwave: How presidential tenure redefined cross-asset spillovers in cryptocurrency, commodity, and capital markets," Finance Research Letters, Elsevier, volume 89, issue C, DOI: 10.1016/j.frl.2025.109357.
• Algarhi, Amr Saber & Hill, Archie & Oyebowale, Adeola Y., 2026, "Brexit and the reversal of financial influence: the UK’s shift from net volatility transmitter to receiver," Finance Research Letters, Elsevier, volume 94, issue C, DOI: 10.1016/j.frl.2026.109675.
• Sayed, Ayesha & Huang, Chun-Sung & Auret, Christo, 2026, "Causal and time-frequency spillovers from the Southern Oscillation index to grain futures: Evidence from CBOT Corn and Soybean futures and SAFEX Maize," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109715.
• Hong, Gayeon, 2026, "Anchoring in calm, crumbling in crisis: The paradox of taming the long end," Finance Research Letters, Elsevier, volume 95, issue C, DOI: 10.1016/j.frl.2026.109722.
• Ojea-Ferreiro, Javier, 2026, "Tail market linkage between Canadian banks and non-bank financial intermediaries," Finance Research Letters, Elsevier, volume 97, issue C, DOI: 10.1016/j.frl.2026.109820.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2026, "Asymmetric effects on asymmetry: The resilience of ESG indices," Finance Research Letters, Elsevier, volume 98, issue C, DOI: 10.1016/j.frl.2026.109737.
• Polakow, Daniel Adam & Flint, Emlyn James & Turro, Isabella Cristina Josephine & van Rooyen, Joané, 2026, "Prediction reconditioned: Revisiting relevance," Finance Research Letters, Elsevier, volume 99, issue C, DOI: 10.1016/j.frl.2026.109854.
• Li, Zhiyong & Wang, Yining & Qiao, Fang & Yu, Mei, 2026, "Convertible bond return predictability with machine learning," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2025.101010.
• Anastasopoulos, Alexia & Gradojevic, Nikola & Liu, Fred & Maynard, Alex & Tsiakas, Ilias, 2026, "Order flow and cryptocurrency returns," Journal of Financial Markets, Elsevier, volume 79, issue C, DOI: 10.1016/j.finmar.2026.101047.
• Booth, Geoffrey G. & Ellina, Polina & Theodossiou, Panayiotis, 2026, "Decoding underprediction and anchoring in BEA's GDP backcasts," Journal of Financial Stability, Elsevier, volume 83, issue C, DOI: 10.1016/j.jfs.2026.101509.
• Li, Yan & Qian, Zongxin, 2026, "Systemic risk measures and macroeconomic shocks: An update of empirical evidence," Journal of Financial Stability, Elsevier, volume 84, issue C, DOI: 10.1016/j.jfs.2026.101520.
• Yee, Chanho, 2026, "Fundamental persistence and diagnostic expectations," Global Finance Journal, Elsevier, volume 71, issue C, DOI: 10.1016/j.gfj.2026.101287.
• Esparcia, Carlos & Jareño, Francisco & Escribano, Ana, 2026, "Considering the interaction between carbon allowances and cryptocurrencies across time and frequencies: Potential risk-return and environmental benefits," Innovation and Green Development, Elsevier, volume 5, issue 1, DOI: 10.1016/j.igd.2026.100327.
• Chen, Kairan & Granville, Brigitte & Matousek, Roman, 2026, "Decoding central bank communications with large language models," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 109, issue C, DOI: 10.1016/j.intfin.2026.102325.
• Lahiani, Amine & Mefteh-Wali, Salma & Mselmi, Nada, 2026, "Do defense stocks benefit from geopolitical Risk? asymmetries across time horizons and market states," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 110, issue C, DOI: 10.1016/j.intfin.2026.102354.
• Fanelli, Viviana & Fontana, Claudio & Rotondi, Francesco, 2026, "A hidden Markov model for statistical arbitrage in international crude oil futures markets," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107714.
• Wang, Zerong & Zhang, Gongqiu, 2026, "Joint valuation of SPX and VIX options by GARCH models with bad and good environments," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107719.
• Alexiou, Lykourgos & Bevilacqua, Mattia & Hizmeri, Rodrigo, 2026, "Uncovering the asymmetric information content of high-frequency options," Journal of Banking & Finance, Elsevier, volume 188, issue C, DOI: 10.1016/j.jbankfin.2026.107720.
• Fornari, Fabio & Pianeselli, Daniele & Zaghini, Andrea, 2026, "Environmental score and bond pricing: It better be good, it better be green," Journal of International Money and Finance, Elsevier, volume 161, issue C, DOI: 10.1016/j.jimonfin.2025.103498.
• Gavronski, Pedro & De Genaro, Alan, 2026, "Jumps and jolts: A continuous-time model for electricity future contract pricing," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2025.100535.
• Karadimitropoulou, Aikaterini & Koulmas, Pavlos & Michaelides, Panayotis G. & Triantafyllou, Athanasios, 2026, "From Paris to Pandemic: How climate risk and policy uncertainty shapes fossil and clean Energy commodities," Journal of Commodity Markets, Elsevier, volume 41, issue C, DOI: 10.1016/j.jcomm.2026.100543.
• Biswas, Pratik & Sharma, Chandan, 2026, "Quantifying electricity market stress: Constructing and validating the stress index with evidence from India," Journal of Commodity Markets, Elsevier, volume 42, issue C, DOI: 10.1016/j.jcomm.2026.100559.
• Han, Lin & Trück, Stefan & Truong, Chi, 2026, "A note to Maghyereh et al. (2016) — Revisiting the directional connectedness of implied volatility between crude oil and equity markets," Journal of Commodity Markets, Elsevier, volume 43, issue C, DOI: 10.1016/j.jcomm.2026.100569.
• Yang, Yao & Karali, Berna, 2026, "Information shocks and coexceedances in agricultural commodity futures," Journal of Commodity Markets, Elsevier, volume 43, issue C, DOI: 10.1016/j.jcomm.2026.100575.
• Mati, Sagiru & Ismael, Goran Yousif & Alsakarneh, Raad Abdelhalim Ibrahim & Aliyu, Nazifi, 2026, "Ruble resilience or euro dominance? The impact of the Russo-Ukrainian war on the euro-ruble exchange rate," Journal of Policy Modeling, Elsevier, volume 48, issue 1, pages 60-72, DOI: 10.1016/j.jpolmod.2025.06.020.
• Zheng, Qingying & Wu, Jintao & Lin, Boqiang, 2026, "Asymmetric volatility spillover between clean energy and nonferrous metal markets under climate risks: Portfolio hedging implications," Resources Policy, Elsevier, volume 112, issue C, DOI: 10.1016/j.resourpol.2025.105801.
• Zangelidis, Leonidas & Rezitis, Anthony N., 2026, "Topology of intraday realized volatilities across commodity indices, copper futures, the U.S. dollar index, and the NASDAQ: An unrestricted multivariate HAR-VAR approach," Resources Policy, Elsevier, volume 117, issue C, DOI: 10.1016/j.resourpol.2026.105934.
• Tok, Şerife Akıncı, 2026, "Climate policy and sustainability uncertainty in energy and transition metal markets: Evidence from a TVP-VAR–based asymmetric connectedness framework," Resources Policy, Elsevier, volume 118, issue C, DOI: 10.1016/j.resourpol.2026.105935.
• Dong, Junqi & Shi, Zelong & Qiu, Xiaofeng, 2026, "Inter-industry risk contagion and asset pricing: A time-varying spatial factor model," Pacific-Basin Finance Journal, Elsevier, volume 100, issue C, DOI: 10.1016/j.pacfin.2026.103330.
• Bu, Hui & Chen, Huanghao & Tang, Wenjin & Yen, Jerome & Zheng, Erya, 2026, "Information diffusion through weighted positive causal networks: Evidence from pair-based trading strategy in China," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103002.
• Zhu, Minghao & Shi, Haimeng & Kong, Rong & Khalid, Zarqa & Hassan, Maaz & Chen, Zhe, 2026, "Does digital finance improve household financial health? Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103016.
• Guo, Feng & Lai, Fujun, 2026, "Does RMB drive the dynamic of RCEP regional currency FXs?," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103019.
• Li, Xingyi & Liu, Zhuang & Liu, Yujun & Zhu, Shushang & Yan, Jingzhou, 2026, "Predicting cryptocurrency returns with machine learning: Evidence from high-dimensional factor modeling," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2025.103033.
• Liu, Yang & Li, Shun, 2026, "Beyond market stress: Incremental long-term information in geopolitical tension for gold volatility," Pacific-Basin Finance Journal, Elsevier, volume 96, issue C, DOI: 10.1016/j.pacfin.2026.103074.
• Yu, Bo & Peng, Weijia & Yao, Chun & Lan, Wei, 2026, "Forecasting realized volatility of Shanghai oil futures with mix-frequency uncertainty factors," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103150.
• Choi, Insu & Lim, Soyeong & Kim, Seoyeon & Choi, Yeona & Han, Subin & Kim, Woo Chang, 2026, "Metric-based technical indicators for yield forecasting," Pacific-Basin Finance Journal, Elsevier, volume 98, issue C, DOI: 10.1016/j.pacfin.2026.103169.
• Wang, Xinyu & Wang, Shaoping & Feng, Hao, 2026, "Comparing factor models across different market regimes: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 99, issue C, DOI: 10.1016/j.pacfin.2026.103234.
• He, Junlin & Ng, Kok-Haur & Peiris, Shelton & Allen, David, 2026, "Modelling volatility and return based on a two-stage Log-BiACARR framework and intraday information: Evidence from Guangdong and Hubei carbon emissions trading markets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 681, issue C, DOI: 10.1016/j.physa.2025.131097.
• Kang, Hankil & Ryu, Doojin, 2026, "Sentiment, uncertainty, and bond return predictability," The Quarterly Review of Economics and Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.qref.2025.102083.
• Martins, António Miguel & Albuquerque, Bruno & Sardinha, Luís & Moutinho, Nuno, 2026, "The impact of wildfires on US insurance firms: Evidence for the costliest wildfire in California," The Quarterly Review of Economics and Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.qref.2026.102160.
• Rufai, Aliyu A. & Udaah, Isaiah I. & Salisu, Afees A., 2026, "Financial stress and exchange rate volatility in sub-Saharan Africa: Evidence from new datasets," Research in Economics, Elsevier, volume 80, issue 3, DOI: 10.1016/j.rie.2026.101143.
• Mason, Charles F. & Taschini, Luca & Wilmot, Neil A., 2026, "Jumping beans: Implications of fat tails in international soybean and biofuels markets," Resource and Energy Economics, Elsevier, volume 85, issue C, DOI: 10.1016/j.reseneeco.2025.101550.
• Akgul, Ersin Firat & Haralambides, Hercules & Akdamar, Emrah, 2026, "Strategic metals, rare earths, green transition, and tanker markets: Dynamic connectedness and strategic decision-making," Research in Transportation Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.retrec.2026.101783.
• Lee, Geul & Chen, Jing & Ryu, Doojin, 2026, "Effectiveness of domain stabilization: A broader perspective," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104799.
• Sultana, Nargis, 2026, "Volatility regimes and structural shifts in geopolitical risk: Evidence from GARCH and breakpoint analysis," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104803.
• Li, Yaxing & Lau, Wee-Yeap & Ng, Kok-Haur, 2026, "From crisis to crisis: The roles of interest rate and inflation in shaping stock returns in selected advanced economies," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104804.
• Forcellini, Marcello & Vento, Gianfranco Antonio & Gracikova, Eva, 2026, "“The impact of Covid-19 on the market volatility: A quantitative analysis of the Italian banking sector”," International Review of Economics & Finance, Elsevier, volume 105, issue C, DOI: 10.1016/j.iref.2025.104814.
• Li, Shun & Liu, Yang, 2026, "A new perspective on gold as a risk hedge: Long-term impacts of bilateral political tensions between the U.S. and China," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104918.
• Bargman, Daniil, 2026, "Latent variable modelling by supervised diffusion," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104972.
• Luangaram, Pongsak & Sethapramote, Yuthana & Thampanishvong, Kannika & Uddin, Gazi Salah, 2026, "Climate risk and financial stability: A systemic risk perspective from Thailand," International Review of Economics & Finance, Elsevier, volume 106, issue C, DOI: 10.1016/j.iref.2026.104976.
• Kyriazis, Nikolaos & Corbet, Shaen, 2026, "Can cryptocurrency fear influence technology firm investors?," International Review of Economics & Finance, Elsevier, volume 107, issue C, DOI: 10.1016/j.iref.2026.105043.
• Zhao, Yuexu & Zheng, Xiaodong & Wei, Hangyan, 2026, "How does FinTech promote enterprise green innovation? From perspectives of ESG and digital intelligence," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105193.
• Barasal Morales, Adriano, 2026, "Climate calm? Long-run temperature signals and volatility in EU carbon futures," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105221.
• Imran, Muhammad & Wei, Na & Zhang, Hui & Alzuman, Abad & Zhang, Xuebing & Dai, Xulong, 2026, "Shifting spillover dynamics between sustainability indices and tourism markets amid geopolitical crises," International Review of Economics & Finance, Elsevier, volume 108, issue C, DOI: 10.1016/j.iref.2026.105319.
• Yuan, Yue & Zhang, Yang, 2026, "Art as an alternative asset in China: Portfolio diversification and macroeconomic conditions," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105281.
• Fedorova, Elena & Ledyaeva, Svetlana & Stepanov, Valentin, 2026, "The ripple effect: How fake news shapes stock market behavior," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105386.
• Maréchal, Loïc & Celeny, Daniel & Rousselot, Evgueni & Mermoud, Alain & Humbert, Mathias, 2026, "Reassessing the market impact of cyber incidents: A bias-adjusted event study approach," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105388.
• Jahodova, Lucie & Sejna, Jakub, 2026, "Protectionist trade policy and sectoral stock market reactions: Evidence from Trump's second term," International Review of Economics & Finance, Elsevier, volume 109, issue C, DOI: 10.1016/j.iref.2026.105433.
• Rios-Vazquez, Sergio & Portela-Maseda, Marta, 2026, "Structural determinants of working capital management in fintech firms: Evidence from a fixed-effects panel analysis," International Review of Economics & Finance, Elsevier, volume 110, issue C, DOI: 10.1016/j.iref.2026.105586.
• Čeryová, Barbara & Árendáš, Peter & Kotlebová, Jana, 2026, "Connectedness and risk transmission across artificial intelligence industries," Research in International Business and Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.ribaf.2026.103335.
• Aslam, Adnan, 2026, "Economic policy uncertainty and AI-driven stock spillovers: Implications for portfolio diversification," Research in International Business and Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.ribaf.2026.103340.
• Riso, Luigi & Vacca, Gianmarco & Zoia, Maria, 2026, "Climate-induced geopolitical risk and financial interdependence in Europe: A systemic transition perspective," Structural Change and Economic Dynamics, Elsevier, volume 77, issue C, pages 23-42, DOI: 10.1016/j.strueco.2025.12.010.
• Iftikhar, Huma & Guang, Luo & Ullah, Atta, 2026, "A multi-dimensional FinTech composite integrating infrastructure, access, usage, knowledge transfer, and governance-by-technology: The role of digital silk road policy in BRI economies," Technology in Society, Elsevier, volume 85, issue C, DOI: 10.1016/j.techsoc.2025.103162.

2025

• ZHENG, Zhuangxing & WOO, Kai-yin, 2025, "Hedging Global Stock Markets with Bitcoin, Precious Metals, Copper, Crude Oil, and Agricultural Commodities: Evidence from Bivariate Threshold GARCH Approach," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 1, pages 35-54, March.
• Muhammad Usman Akmal & Syed Ahmed Salman & Rana Yassir Hussain & Kai-Yin Woo, 2025, "Ownership Structure and Leverage as Precursors to Financial Distress in an Emerging Economy: A Mediating Model," Advances in Decision Sciences, Asia University, Taiwan, volume 29, issue 3, pages 1-43.
• Habib ZOUAOUI & Meryem-Nadjat NAAS, 2025, "Portfolio Optimization Based on MPT-LSTM Neural Networks: A case study of Cryptocurrency Markets," Finance, Accounting and Business Analysis, Academic Publishing UNWE, volume 7, issue 1, pages 82-98, June.
• Süreyya Temelli, 2025, "Regime Shifts in Energy Markets After the Paris Agreement: Sustainability-oriented Portfolio Optimization," Journal of Finance Letters (Maliye ve Finans Yazıları), Maliye ve Finans Yazıları Yayıncılık Ltd. Şti., volume 40, issue Special3, pages 25-43, December, DOI: https://doi.org/10.33203/mfy.183471.
• Katleho Makatjane & Claris Shoko, 2025, "Explainable Deep Learning for Financial Risk: Joint VaR and ES Forecasting Using ESRNN in the Bitcoin Market," The African Finance Journal, Africagrowth Institute, volume 27, issue 1, pages 53-69.
• Bastianin, Andrea & Li, Xiao & Shamsudin, Luqman, 2025, "Forecasting the Volatility of Energy Transition Metals," FEEM Working Papers, Fondazione Eni Enrico Mattei (FEEM), number 349169, Jan, DOI: 10.22004/ag.econ.349169.
• Serap Kamışlı & Güven Sevil & Melik Kamışlı & Fatih Temizel & Tuba Sevil, 2025, "Spot ve Future Piyasalar Arasındaki Oynaklık Yayılımları ve Yayılımların Kalıcılığının Analizi," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 2, pages 805-826, DOI: 10.30784/epfad.1702207.
• Erdost Torun, 2025, "Polytomic Spillover Dynamics between Oil and Euro Markets: A High-Frequency Perspective," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue 3, pages 1143-1172, DOI: 10.30784/epfad.1725285.
• Zeynep Çolak, 2025, "The Role of Financial Markets in Predicting BIST Sustainability Index Performance: New Evidence from Hybrid Machine Learning Models," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 10, issue SI, pages 383-402, DOI: 10.30784/epfad.1813752.
• Yüksel İltaş & Fatih Güzel, 2025, "The Nexus between CDS Premiums and Exchange Rates: Evidence from BRICS Countries and Türkiye," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 9, issue 4, pages 796-811, DOI: https://doi.org/10.30784/epfad.1583.
• Adil Haniev & Viktoriya V. Suhih, 2025, "Analysis of the Impact of ESG Initiatives on the Financial Performance of Shareholders in Russian Companies," Journal of Applied Economic Research, Graduate School of Economics and Management, Ural Federal University, volume 24, issue 1, pages 319-343, DOI: https://doi.org/10.15826/vestnik.20.
• Hafner, Christian & Harvey, Andrew & Wang, Linqi, 2025, "Modeling prices from speculative markets: bursting bubbles or deflating balloons?," LIDAM Discussion Papers ISBA, Université catholique de Louvain, Institute of Statistics, Biostatistics and Actuarial Sciences (ISBA), number 2025008, Apr.
• Viral V. Acharya & Markus K. Brunnermeier & Diane Pierret, 2025, "Systemic Risk Measures: From the Panic of 1907 to the Banking Stress of 2023," Annual Review of Financial Economics, Annual Reviews, volume 17, issue 1, pages 1-26, November, DOI: 10.1146/annurev-financial-112823-01.
• Juan José Víquez-Rodríguez & Laura Campos-Quesada & Isaac Zúñiga-Arias, 2025, "Term Structure of Interest Rates in Costa Rican Colones (Zero-Coupon Curve): Methodology and Derivation of Forward Rates and the Exchange Risk Premium," Documentos de Trabajo, Banco Central de Costa Rica, number 2508, Nov.
• Maria S. Lymar & Henry I. Penikas, 2025, "Effectiveness of micro- and macroprudential measures in 2014–2022 in Russia: Endogenous treatment effects estimation," Russian Journal of Economics, ARPHA Platform, volume 11, issue 2, pages 168-196, June, DOI: 10.32609/j.ruje.11.144107.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Papers, arXiv.org, number 2501.16069, Jan, revised Jan 2025.
• Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Papers, arXiv.org, number 2504.15985, Apr, revised Aug 2026.
• Nektarios Aslanidis & Aurelio Bariviera & George Kapetanios & Vasilis Sarafidis, 2025, "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," Papers, arXiv.org, number 2506.21100, Jun.
• Mahmoudi Meymand, Mohammad & Ebrahimnejad, Ali & Barakchian, Seyed Mahdi, 2025, "The Effect of Sanctions on the Tehran Stock Exchange Using Sanctions Index Based on Automated Content Analysis (in Persian)," The Journal of Planning and Budgeting (٠صلنامه برنامه ریزی Ùˆ بودجه), Institute for Management and Planning studies, volume 29, issue 4, pages 63-94, February.
• Tea Sestanovic & Klara Luketa, 2025, "Safe Haven Or Source Of Contagion? Analyzing The Mutual Influence Of Currencies, Cryptocurrencies And Gold During Market Turbulence," Economic Thought and Practice, Department of Economics and Business, University of Dubrovnik, volume 34, issue 2, pages 519-541, november, DOI: 10.17818/EMIP/2025/23.
• Monia Magnani & Massimo Guidolin, 2025, "Nonlinear Dynamics in Monetary Policy-Fueled Stock Market Bubbles," BAFFI CAREFIN Working Papers, BAFFI CAREFIN, Centre for Applied Research on International Markets Banking Finance and Regulation, Universita' Bocconi, Milano, Italy, number 25252.
• Serhii Kanyhin & Svitlana Achkasova & Viktoriia Tyschenko & Vlada Karpova & Oleksii Naidenko, 2025, "Bankruptcy Risks Assessment: A Comprehensive Review of Qualitative Indicators," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 1, pages 22-44.
• Adriatik Kotorri & Blisard Zani, 2025, "Assessing the Dynamics of Nominal and Real Interest Rates in Long-Run: A Comprehensive Analysis of Albanian Interest Rates," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 7, pages 116-131.
• Byulent Idirizov, 2025, "Analysis of the Bulgarian Housing Price Index: Risks, Market Dynamics, and Economic Implications," Economic Studies journal, Bulgarian Academy of Sciences - Economic Research Institute, issue 8, pages 175-195.
• Javier Ojea Ferreiro, 2025, "A Market-Based Approach to Reverse Stress Testing the Financial System," Staff Working Papers, Bank of Canada, number 25-32, Nov, DOI: 10.34989/swp-2025-32.
• Andreas Uthemann & Rishi Vala & Jun Yang, 2025, "The impact of trading flows on Government of Canada bond prices," Staff Analytical Notes, Bank of Canada, number 2025-20, Jul, DOI: 10.34989/san-2025-20.
• Andreas Uthemann & Rishi Vala & Jun Yang, 2025, "L’incidence des flux d’opérations sur les prix des obligations du gouvernement du Canada," Staff Analytical Notes, Bank of Canada, number 2025-20fr, Jul, DOI: 10.34989/san-2025-20.
• Javier Ojea Ferreiro, 2025, "Perceived interconnections between Canadian banks and non-bank financial intermediaries under stress," Staff Analytical Notes, Bank of Canada, number 2025-26, Nov, DOI: 10.34989/san-2025-26.
• Zabi Tarshi & Gitanjali Kumar, 2025, "Exploring the drivers of the real term premium in Canada," Staff Analytical Notes, Bank of Canada, number 2025-3, Feb, DOI: 10.34989/san-2025-3.
• Lerby Ergun, 2025, "Crisis facilities as a source of public information," Staff Analytical Notes, Bank of Canada, number 2025-7, Mar, DOI: 10.34989/san-2025-7.
• Bruno Feunou & Gitanjali Kumar, 2025, "Estimating the inflation risk premium," Staff Analytical Notes, Bank of Canada, number 2025-9, Mar, DOI: 10.34989/san-2025-9.
• Firdevs Nur UYKUN & Busra Zeynep TEMOCIN, 2025, "A Machine Learning Integrated Portfolio Rebalance Framework with Risk Aversion Adjustment," Journal of BRSA Banking and Financial Markets, Banking Regulation and Supervision Agency, volume 19, issue 2, pages 173-197.
• Sara Cecchetti & Valter Di Giacinto & Francesco Montaruli & Alessandro Montino, 2025, "The effects of monetary policy on gross domestic product, investment and inflation: an analysis of Italian regional heterogeneity," Questioni di Economia e Finanza (Occasional Papers), Bank of Italy, Economic Research and International Relations Area, number 961, Sep.
• Matteo Santi, 2025, "A high-dimensional GDP-at-risk and Inflation-at-risk for the euro area," Temi di discussione (Economic working papers), Bank of Italy, Economic Research and International Relations Area, number 1484, Mar.
• Juan Pablo Bermúdez-Cespedes & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2025, "Sovereign Risk and Stock Market Response to Natural Disasters in Emerging Economies," Borradores de Economia, Banco de la Republica de Colombia, number 1303, Feb, DOI: 10.32468/be.1303.
• Juan Pablo Bermudez-Cespedes & Luis Fernando Melo-Velandia & Daniel Parra-Amado, 2025, "Do natural disasters and the announcement of ENSO events have an impact on market-based measures of inflation expectations?," Borradores de Economia, Banco de la Republica de Colombia, number 1315, Jun, DOI: 10.32468/be.1315.
• Margherita Giuzio & Sujit Kapadia & Dilyara Salakhova & Katia Vozian, 2025, "Leverage and the Low-Carbon Transition in Europe," Working papers, Banque de France, number 1011.
• Veronica B. Bayangos & Arno Mikhail Azcarraga, 2025, "Do Real Estate Market Shocks Affect Financial Institutions Differently?​," BSP Discussion Paper Series, Bangko Sentral ng Pilipinas, number 202515, Dec.
• Thai Hong Le & Duc Anh Nguyen & Dung Anh Le, 2025, "Can cryptos hedge against inflation? Evidence from biwavelet analysis," Ho Chi Minh City Open University Journal of Science - Economics and Business Administration, Ho Chi Minh City Open University Journal of Science, Ho Chi Minh City Open University, volume 15, issue 1, pages 99-115, DOI: 10.46223/HCMCOUJS.econ.en.15.1.3109.
• Thai Hong Le & Duc Anh Nguyen & Tu Thanh Vu, 2025, "Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty," Ho Chi Minh City Open University Journal of Science - Economics and Business Administration, Ho Chi Minh City Open University Journal of Science, Ho Chi Minh City Open University, volume 15, issue 5, pages 69-84, DOI: 10.46223/HCMCOUJS.econ.en.15.5.3400.
• Anastasia Matevosova, 2025, "Modelling Trust in the Central Bank Using Sentiment Analysis," Russian Journal of Money and Finance, Bank of Russia, volume 84, issue 1, pages 3-25, March.
• Evžen Kočenda & Daniel Bartušek, 2025, "Disentangling Timing Uncertainty of Event‐Driven Connectedness Among Oil‐Based Energy Commodities," Australian Economic Review, The University of Melbourne, Melbourne Institute of Applied Economic and Social Research, volume 58, issue 2, pages 65-90, June, DOI: 10.1111/1467-8462.12583.
• Stefano Giglio & Dacheng Xiu & Dake Zhang, 2025, "Test Assets and Weak Factors," Journal of Finance, American Finance Association, volume 80, issue 1, pages 259-319, February, DOI: 10.1111/jofi.13415.
• Roberto Leon‐Gonzalez & Blessings Majoni, 2025, "Exact likelihood for inverse gamma stochastic volatility models," Journal of Time Series Analysis, Wiley Blackwell, volume 46, issue 4, pages 774-795, July, DOI: 10.1111/jtsa.12795.
• CRINGASU Oana Irina, 2025, "Liquidity And Leverage As Nonlinear Determinants Of Risk Of Default," Revista Economica, Lucian Blaga University of Sibiu, Faculty of Economic Sciences, volume 77, issue 3, pages 106-120, December.
• Markus Bibinger & Jun Yu & Chen Zhang, 2025, "Modeling and Forecasting Realized Volatility with Multivariate Fractional Brownian Motion," Working Papers, University of Macau, Faculty of Business Administration, number 202528, Apr.
• Torben G. Andersen & Yi Ding & Viktor Todorov & Seunghyeon Yu, 2025, "The Factor Structure of Jump Risk," Working Papers, University of Macau, Faculty of Business Administration, number 202531, Jun, revised Mar 2026.
• Sara Holttinen & Marko Melolinna & Maren Froemel, 2025, "Financial frictions and firms’ capital composition: a structural estimation of firms’ borrowing constraints for the UK," Bank of England Staff Working Paper series, Bank of England, number 1132, Jun.
• Panagiotou Dimitrios, 2025, "Price Connectedness in the Futures Markets of Livestock Commodities," Journal of Agricultural & Food Industrial Organization, De Gruyter, volume 23, issue 1, pages 51-58, DOI: 10.1515/jafio-2024-0059.
• Jiang Wenjing & Hu Yue & Xu Yicheng & Miao Hanyu, 2025, "Impact of External Shocks on Global Major Stock Market Interdependence: Insights from Vine-Copula Modeling," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 19, issue 1, pages 1-17, DOI: 10.1515/econ-2025-0163.
• Nitescu Dan Costin & Anghel Cristian Marius, 2025, "Bank Syndication – A Premise for Increasing Bank Performance or Diversifying Risks?," Economics - The Open-Access, Open-Assessment Journal, De Gruyter, volume 19, issue 1, pages 1-23, DOI: 10.1515/econ-2025-0144.
• Ramos Sofia B. & Taamouti Abderrahim & Veiga Helena, 2025, "Investigating the Impact of Consumption Distribution on CRRA Estimation: Quantile-CCAPM-Based Approach," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 39-52, DOI: 10.1515/snde-2023-0005.
• Blazsek Szabolcs & Jörding August & Rai Simran, 2025, "Generalized Autoregressive Conditional Betas: A New Multivariate Score-Driven Filter," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 1, pages 95-128, DOI: 10.1515/snde-2023-0019.
• Bégin Jean-François & Boudreault Mathieu, 2025, "A Simulation and Empirical Study of the Maximum Likelihood Estimator for Stochastic Volatility Jump-Diffusion Models," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 2, pages 147-175, DOI: 10.1515/snde-2023-0028.
• Imran Zulfiqar A. & Ahad Muhammad & Ahmad Mobeen & Hameed Imran, 2025, "Chinese Crude Oil Futures and Sectoral Stocks: Copula-Based Dependence Structure and Connectedness," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 3, pages 367-404, DOI: 10.1515/snde-2023-0083.
• Jawadi Fredj, 2025, "From Model Misspecification to Multidimensional Welfare: A Conversation with Professor Esfandiar Maasoumi," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 405-424, DOI: 10.1515/snde-2025-0089.
• Sanhaji Bilel, 2025, "A Test for Time-Varying Smooth Transition Conditional Covariance Models in Multivariate Time Series," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 4, pages 425-436, DOI: 10.1515/snde-2023-0109.
• Gudkov Nikolay & Ignatieva Katja, 2025, "A Nonparametric Model for High-Frequency Energy Prices," Studies in Nonlinear Dynamics & Econometrics, De Gruyter, volume 29, issue 6, pages 699-726, DOI: 10.1515/snde-2022-0113.
• Hafner, C. M. & Linton, O. B. & Wang, L., 2025, "Multivariate AutoRegressive Smooth Liquidity (MARSLiQ)," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2569, Oct.
• Bachmair, K. & Schmitz, N., 2025, "Forecasting Macro with Finance," Cambridge Working Papers in Economics, Faculty of Economics, University of Cambridge, number 2574, Nov.
• Damià Rey Miró & Pedro V. Piffaut & Ricardo Palomo Zurdo, 2025, "Reassessment of Structural Changes in Financial Markets: The Direct Impact of Central Banks," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 14, issue 1, pages 21-42.
• Bilal Ahmed Memon & Gulhayo Nusratova, 2025, "Do Financial Markets and Safe-Haven Assets Affect CBDCs? Examining the Nexus between CBDC, Stock Index, Metal Commodity Futures, Oil Price, and Volatility," Journal of Central Banking Theory and Practice, Central bank of Montenegro, volume 14, issue 2, pages 151-167.
• Xu, Yongdeng & Lyu, Juyi & Mazouz, Khelifa, 2025, "Adaptive-Lasso MGARCH for the Volatility Spillover of Transition Finance," Cardiff Economics Working Papers, Cardiff University, Cardiff Business School, Economics Section, number E2025/19, Sep.
• Peter Albrecht & Evžen Kočenda, 2025, "Event-Driven Changes in Volatility Connectedness in Global Forex Markets," CESifo Working Paper Series, CESifo, number 11606.
• Guglielmo Maria Caporale & Luis Alberiko Gil-Alana & Leyre Muñoz, 2025, "Earthquakes and Stock Market Performance: Evidence from Japan," CESifo Working Paper Series, CESifo, number 11822.