Research classified by Journal of Economic Literature (JEL) codes

2025

• Li, Jie & Han, Yingwei, 2025, "Nonlinear hedging climate policy uncertainty: A dynamic mixed copula approach," Economic Modelling, Elsevier, volume 151, issue C, DOI: 10.1016/j.econmod.2025.107182.
• Khan, Nasir & Mejri, Sami & Leccadito, Arturo & Kang, Sang Hoon, 2025, "Geopolitical risk, macroeconomic factors and different assets during the war periods: Implications for herding and portfolio diversification," Economic Modelling, Elsevier, volume 153, issue C, DOI: 10.1016/j.econmod.2025.107312.
• Zhu, Huiming & Zeng, Tian & Wang, Xinghui & Xia, Xiling, 2025, "Frequency domain cross-quantile coherency and connectedness network of exchange rates: Evidence from ASEAN+3 countries," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102259.
• Ren, Yinghua & Wang, Nairong & Zhu, Huiming, 2025, "Dynamic connectedness of climate risks, oil shocks, and China’s energy futures market: Time-frequency evidence from Quantile-on-Quantile regression," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102263.
• Wang, Mei-Chih & Chang, Hao-Wen & Chang, Tsangyao, 2025, "Impact of COVID-19 on Taiwanese stock market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102280.
• Luo, Changqing & Fu, Xinxin & Chen, Carl R. & Dong, Liang, 2025, "Who is smarter? Evidence from extreme financial risk contagion in hedge funds and mutual funds," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102283.
• Owusu Amponsah, Dan & Abdullah, Mohammad & Joel Aikins Abakah, Emmanuel & Yindenaba Abor, Joshua & Lee, Chi-Chuan, 2025, "Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102294.
• Ustaoglu, Erkan, 2025, "Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PA, DOI: 10.1016/j.najef.2024.102312.
• Cao, Yufei, 2025, "Impact of climate change on dynamic tail-risk connectedness among stock market social sectors: Evidence from the US, Europe, and China," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PB, DOI: 10.1016/j.najef.2024.102319.
• Harasheh, Murad & Bouteska, Ahmed, 2025, "Volatility estimation through stochastic processes: Evidence from cryptocurrencies," The North American Journal of Economics and Finance, Elsevier, volume 75, issue PB, DOI: 10.1016/j.najef.2024.102320.
• Aloui, Chaker & Mejri, Sami & Ben Hamida, Hela & Yildirim, Ramazan, 2025, "Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102310.
• Samarakoon, S.M.R.K. & Pradhan, Rudra P. & Tripathy, Sasikanta & Jayakumar, Manju, 2025, "Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102341.
• Liu, Shican & Li, Qing & Fan, Siqi, 2025, "The impact of volatility regime dynamics on option pricing," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2024.102352.
• Valadkhani, Abbas & O'Mahony, Barry, 2025, "Market broadening and future volatility: A study of Russell 2000 and S&P 500 equal weight ETFs," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102369.
• Ariza, Juan & Ferrer, Román, 2025, "Explosiveness in the renewable energy equity sector: International evidence," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102378.
• Jiang, Cuixia & Sun, Junwei & Xu, Qifa, 2025, "A penalized U-MIDAS multinomial logit model with applications to corporate credit ratings," The North American Journal of Economics and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.najef.2025.102381.
• Yang, Guangyi & Li, Yong & Liu, Xiaoxing, 2025, "Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis," The North American Journal of Economics and Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.najef.2025.102379.
• Qian, Yihe & Zhang, Yang, 2025, "Long-term forecasting in asset pricing: Machine learning models’ sensitivity to macroeconomic shifts and firm-specific factors," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102423.
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025, "A hybrid model for intraday volatility prediction in Bitcoin markets," The North American Journal of Economics and Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.najef.2025.102426.
• Algieri, Bernardina & Lawuobahsumo, Kokulo K. & Leccadito, Arturo & Zahid, Iliess, 2025, "Calendar effects on returns, volatility and higher moments: Evidence from crypto markets," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102441.
• Le, Thai Hong & Luu, Hiep Ngoc & Do, Dinh Dinh & Nguyen, Trung-Anh & Pham, Toan Canh, 2025, "On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins," The North American Journal of Economics and Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.najef.2025.102445.
• Zada, Hassan & Khan, Naveed & Rehman, Mobeen Ur & Vo, Xuan Vinh & Ghardallou, Wafa, 2025, "Portfolio diversification amid economic uncertainty in Pakistan: empirical evidence from the quantile-on-quantile approach," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102486.
• Wu, Qiong & Guo, Ge & Li, Xiaogang & Singh, Rajesh & Zhang, Ting, 2025, "Bitcoin’s fundamental value and speculative behavior: A new framework for price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.najef.2025.102509.
• de Prince, Diogo & Marçal, Emerson Fernandes & Valls Pereira, Pedro L., 2025, "Exploring co-explosive dynamics: Bitcoin price, attractiveness, and sentiment variables," Economics Letters, Elsevier, volume 246, issue C, DOI: 10.1016/j.econlet.2024.112072.
• Xie, Xiaodu, 2025, "Indirect and direct forecasting of volatility-timing portfolios," Economics Letters, Elsevier, volume 247, issue C, DOI: 10.1016/j.econlet.2024.112142.
• Rani, Meenu & Garg, Bhavesh & Kumar, Arun, 2025, "Change point analysis in data with heavy tails: A Normal Inverse Gaussian approach," Economics Letters, Elsevier, volume 254, issue C, DOI: 10.1016/j.econlet.2025.112477.
• Luo, Yun, 2025, "Beyond the conditional mean: The impact of trading intensity on the full distribution of extreme returns," Economics Letters, Elsevier, volume 255, issue C, DOI: 10.1016/j.econlet.2025.112497.
• Francq, Christian & Zakoïan, Jean-Michel, 2025, "Inference on dynamic systemic risk measures," Journal of Econometrics, Elsevier, volume 247, issue C, DOI: 10.1016/j.jeconom.2024.105936.
• Roussellet, Guillaume, 2025, "The term structure of macroeconomic risks at the effective lower bound," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2023.01.005.
• Kleibergen, Frank & Kong, Lingwei, 2025, "Identification robust inference for the risk premium in term structure models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105728.
• Luger, Richard, 2025, "Regularizing stock return covariance matrices via multiple testing of correlations," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105753.
• Czellar, Veronika & Garcia, René & Le Grand, François, 2025, "Uncovering asset market participation from household consumption and income," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105867.
• Beaulieu, Marie-Claude & Dufour, Jean-Marie & Khalaf, Lynda, 2025, "Identification-robust and simultaneous inference in multifactor asset pricing models," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105915.
• Cheng, Xu & Renault, Eric & Sangrey, Paul, 2025, "Identifying the volatility risk price through the leverage effect," Journal of Econometrics, Elsevier, volume 248, issue C, DOI: 10.1016/j.jeconom.2024.105943.
• Ding, Yi & Engle, Robert & Li, Yingying & Zheng, Xinghua, 2025, "Multiplicative factor model for volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105959.
• Linton, Oliver B. & Tang, Haihan & Wu, Jianbin, 2025, "A large confirmatory dynamic factor model for stock market returns in different time zones," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.105971.
• Kalnina, Ilze & Tewou, Kokouvi, 2025, "Cross-sectional dependence in idiosyncratic volatility," Journal of Econometrics, Elsevier, volume 249, issue PB, DOI: 10.1016/j.jeconom.2025.106003.
• Li, Yifan & Nolte, Ingmar & Nolte, Sandra & Yu, Shifan, 2025, "Realized candlestick wicks," Journal of Econometrics, Elsevier, volume 250, issue C, DOI: 10.1016/j.jeconom.2025.106014.
• Chen, Han & Fei, Yijie & Yu, Jun, 2025, "Multivariate stochastic volatility models based on generalized Fisher transformation," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106041.
• Caner, Mehmet & Daniele, Maurizio, 2025, "Deep learning based residuals in non-linear factor models: Precision matrix estimation of returns with low signal-to-noise ratio," Journal of Econometrics, Elsevier, volume 251, issue C, DOI: 10.1016/j.jeconom.2025.106083.
• Djogbenou, Antoine A. & Hounyo, Ulrich, 2025, "Misspecification-robust bootstrap t-test for irrelevant factor in linear stochastic discount factor models," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106097.
• Wu, Ruike & Yang, Yanrong & Shang, Han Lin & Zhu, Huanjun, 2025, "Making distributionally robust portfolios feasible in high dimension," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106118.
• Wang, Hongfei & Zhao, Ping & Feng, Long & Wang, Zhaojun, 2025, "Robust mutual fund selection with false discovery rate control," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106121.
• Shin, Minseok & Kim, Donggyu & Wang, Yazhen & Fan, Jianqing, 2025, "Factor and idiosyncratic VAR volatility matrix models for heavy-tailed high-frequency financial observations," Journal of Econometrics, Elsevier, volume 252, issue PA, DOI: 10.1016/j.jeconom.2025.106129.
• Lazar, Emese & Zhang, Ning, 2025, "Model Risk of Volatility Models," Econometrics and Statistics, Elsevier, volume 35, issue C, pages 1-22, DOI: 10.1016/j.ecosta.2022.06.002.
• Pereira, Camila C. & Bastos, Saulo B. & Cajueiro, Daniel O., 2025, "The words that lead to uncertainty: A measure based on word embeddings," Economic Systems, Elsevier, volume 49, issue 3, DOI: 10.1016/j.ecosys.2025.101294.
• Conlon, Thomas & Cotter, John & Kynigakis, Iason, 2025, "Asset allocation with factor-based covariance matrices," European Journal of Operational Research, Elsevier, volume 325, issue 1, pages 189-203, DOI: 10.1016/j.ejor.2025.03.015.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Dynamic financial connectedness among the US, China, and countries of the Belt and Road Initiative," Emerging Markets Review, Elsevier, volume 66, issue C, DOI: 10.1016/j.ememar.2025.101286.
• Xu, Ke-Li, 2025, "A revisit to bias-adjusted predictive regression," Journal of Empirical Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.jempfin.2024.101578.
• Fuentes, Fernanda & Herrera, Rodrigo & Clements, Adam, 2025, "Tail risk dynamics of banks with score-driven extreme value models," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101593.
• Hizmeri, Rodrigo & Izzeldin, Marwan & Urga, Giovanni, 2025, "Identifying the underlying components of high-frequency data: Pure vs jump diffusion processes," Journal of Empirical Finance, Elsevier, volume 81, issue C, DOI: 10.1016/j.jempfin.2025.101594.
• Yu, Deshui & Yan, Yayi, 2025, "A system of time-varying models for predictive regressions," Journal of Empirical Finance, Elsevier, volume 82, issue C, DOI: 10.1016/j.jempfin.2025.101622.
• Shi, Fangquan & Shu, Lianjie & Gu, Xinhua, 2025, "A robust latent factor model for high-dimensional portfolio selection," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101623.
• Yu, Deshui & Huang, Difang & Zhou, Mingtao, 2025, "Option-implied idiosyncratic skewness and expected returns: Mind the long run," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101642.
• Faria, Gonçalo & Verona, Fabio, 2025, "Unlocking predictive potential: The frequency-domain approach to equity premium forecasting," Journal of Empirical Finance, Elsevier, volume 83, issue C, DOI: 10.1016/j.jempfin.2025.101648.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "Understanding climate risk in Europe: Are transition and physical risk priced in equity and fixed-income markets?," Journal of Empirical Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jempfin.2025.101672.
• Nguyen, Minh Nhat & Liu, Ruipeng & Li, Youwei, 2025, "Performance of energy ETFs and climate risks," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108031.
• Ellwanger, Reinhard, 2025, "The tail risk premium in the oil market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108041.
• Hu, Lei & Song, Min & Wen, Fenghua & Zhang, Yun & Zhao, Yunning, 2025, "The impact of climate attention on risk spillover effect in energy futures markets," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108044.
• Liu, Liping & Lü, Zheng & Yoon, Seong-Min, 2025, "Impact of policy uncertainty on stock market volatility in the China’s low-carbon economy," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108056.
• Adeabah, David & Pham, Thu Phuong, 2025, "Asymmetric tail risk spillover and co-movement between climate risk and the international energy market," Energy Economics, Elsevier, volume 141, issue C, DOI: 10.1016/j.eneco.2024.108122.
• Motegi, Kaiji & Hamori, Shigeyuki, 2025, "Conditional threshold effects of stock market volatility on crude oil market volatility," Energy Economics, Elsevier, volume 143, issue C, DOI: 10.1016/j.eneco.2025.108189.
• Cincinelli, Peter & Pellini, Elisabetta, 2025, "The role of geopolitical and climate risk in driving uncertainty in European electricity markets," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108276.
• Hanif, Waqas & El Khoury, Rim & Arfaoui, Nadia & Hammoudeh, Shawkat, 2025, "Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108293.
• Bégin, Jean-François & Gómez, Fabio & Ignatieva, Katja & Li, Han, 2025, "The stochastic behavior of electricity prices under scrutiny: Evidence from spot and futures markets," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108296.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk, 2025, "Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise," Energy Economics, Elsevier, volume 144, issue C, DOI: 10.1016/j.eneco.2025.108342.
• Wegener, Christoph & Basse, Tobias & Maiani, Stefano & Nguyen, Tam Huu, 2025, "Predictive power of oil prices on CDS spread dynamics of oil-producing countries," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108375.
• Maneejuk, Paravee & Huang, Wucaihong & Yamaka, Woraphon, 2025, "Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis," Energy Economics, Elsevier, volume 145, issue C, DOI: 10.1016/j.eneco.2025.108430.
• Padhan, Hemachandra & Kocoglu, Mustafa, 2025, "Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals," Energy Economics, Elsevier, volume 147, issue C, DOI: 10.1016/j.eneco.2025.108580.
• Bei, Honghan & Wang, Qian & Yan, Xiaoxiao & Geng, Xinpeng, 2025, "Multiscale extreme risk spillover between shipping and commodity markets: An analysis based on GARCH-Copula-CoVaR," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108564.
• Pham, Linh & Pham, Son & Do, Hung & Bissoondoyal-Bheenick, Emawtee & Brooks, Robert, 2025, "Common volatility in clean energy stocks," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108592.
• Tanin, Tauhidul Islam & Shaiban, Mohammed Sharaf Mohsen & Hasanov, Akram Shavkatovich & Brooks, Robert, 2025, "Resilience and performance of Islamic and conventional banks amid oil price uncertainty," Energy Economics, Elsevier, volume 148, issue C, DOI: 10.1016/j.eneco.2025.108637.
• Bartolini, Nicola & Romagnoli, Silvia & Santini, Amia, 2025, "A climate risk hedge? Investigating the exposure of green and non-green corporate bonds to climate risk," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108664.
• Baltodano López, Ovielt & Billio, Monica & Casarin, Roberto & Costola, Michele, 2025, "Compounding geopolitical and energy risks: A clustered stochastic multi-COVOL model," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108700.
• Candila, Vincenzo & Petrella, Lea & Andreani, Mila, 2025, "Mixed-frequency Quantile Regression Forests for Value-at-Risk forecasting," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108706.
• Hu, Xin & Zhu, Bo & Liu, Jiahao, 2025, "Does climate transition risk threaten China's energy system stability? Insights from high-dimensional systemic risk spillover network," Energy Economics, Elsevier, volume 149, issue C, DOI: 10.1016/j.eneco.2025.108804.
• French, Joseph J. & Gurdgiev, Constantin & Lucey, Brian M. & Shin, Seungho, 2025, "Sailing the stormy seas: Energy hedge funds strategy innovation, and market uncertainties," Energy Economics, Elsevier, volume 150, issue C, DOI: 10.1016/j.eneco.2025.108799.
• Kruse-Becher, Robinson & Letixerant, Philip, 2025, "Oil price expectations in explosive phases," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108906.
• Kočenda, Evžen & Albrecht, Peter & Pastorek, Daniel, 2025, "Geopolitical risk and extreme spillovers among oil-based energy commodities," Energy Economics, Elsevier, volume 152, issue C, DOI: 10.1016/j.eneco.2025.108977.
• Akadiri, Seyi Saint & Ozkan, Oktay, 2025, "Risk across the spectrum: Unpacking the nexus of global oil uncertainty, geopolitical tensions, energy volatility, and US-China trade tensions," Energy Policy, Elsevier, volume 202, issue C, DOI: 10.1016/j.enpol.2025.114609.
• Kalantzis, Fotios & Khalid, Salma & Solovyeva, Alexandra & Wolski, Marcin, 2025, "Firms’ response to climate regulations: Empirical investigations based on the European Emissions Trading System," Energy Policy, Elsevier, volume 206, issue C, DOI: 10.1016/j.enpol.2025.114612.
• Dam, Mehmet Metin & Altıntaş, Halil & Alola, Andrew Adewale, 2025, "Dynamic connectedness of decomposed energy-risks shocks and the United States’ S&P 500 indexes," Energy, Elsevier, volume 335, issue C, DOI: 10.1016/j.energy.2025.137862.
• Yan, Lili & Kellard, Neil M. & Lambercy, Lyudmyla, 2025, "Multivariate range-based EGARCH models," International Review of Financial Analysis, Elsevier, volume 100, issue C, DOI: 10.1016/j.irfa.2025.103983.
• Chen, Baifan & Huang, Jionghao & Tang, Lianzhou & Wu, Jialu & Xia, Xiaohua, 2025, "Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market," International Review of Financial Analysis, Elsevier, volume 102, issue C, DOI: 10.1016/j.irfa.2025.104128.
• Zhang, Tianze & Zhao, Xueqi & Xi, Yue, 2025, "Greening the chain: How digital transformation of supply chains drives corporate innovation in China's A-share market," International Review of Financial Analysis, Elsevier, volume 103, issue C, DOI: 10.1016/j.irfa.2025.104224.
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2025, "Optimal shrinkage of means in the Markowitz model," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104136.
• 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.
• Zhou, Mingtao & Ma, Yong, 2025, "Physical vs. Transition climate risks: Asymmetric effects on stock return predictability," International Review of Financial Analysis, Elsevier, volume 104, issue PA, DOI: 10.1016/j.irfa.2025.104266.
• Penikas, Henry, 2025, "Limited efficiency of G-SIB capital regulation in curbing brown lending," International Review of Financial Analysis, Elsevier, volume 105, issue C, DOI: 10.1016/j.irfa.2025.104320.
• 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.
• Wang, Jiqian & Chen, Chuang & Dai, Xingyu, 2025, "News topic attention and crude oil price predictability," International Review of Financial Analysis, Elsevier, volume 108, issue PA, DOI: 10.1016/j.irfa.2025.104696.
• Zhang, Yaojie & He, Mengxi & Wang, Yudong & Wen, Danyan, 2025, "Model specification for volatility forecasting benchmark," International Review of Financial Analysis, Elsevier, volume 97, issue C, DOI: 10.1016/j.irfa.2024.103850.
• Hu, Nan & Yin, Xuebao & Yao, Yuhang, 2025, "A novel HAR-type realized volatility forecasting model using graph neural network," International Review of Financial Analysis, Elsevier, volume 98, issue C, DOI: 10.1016/j.irfa.2024.103881.
• Chen, Juan & Xiao, Zuoping, 2025, "Is the business cycle getting hit by climate policy uncertainty in China?," Finance Research Letters, Elsevier, volume 71, issue C, DOI: 10.1016/j.frl.2024.106344.
• 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.
• Lee, Geul & Ryu, Doojin & Yang, Li, 2025, "Informativeness of truncation in the options market," Finance Research Letters, Elsevier, volume 72, issue C, DOI: 10.1016/j.frl.2024.106490.
• Alaminos, David, 2025, "Rising bubbles by margin calls," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2024.106733.
• Sharma, Rajat & Chawla, Sonia & Dagar, Vishal & Dagher, Leila, 2025, "Corporate SDG adoption, share price synchronicity, and the role of incentive-compatible contracts in India," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106739.
• Cao, Jin-Hui & Xie, Chi & Wang, Gang-Jin & Zhu, You & Liu, Jiatong, 2025, "Time-frequency co-movements between climate uncertainty and carbon market returns: Evidence based on wavelet coherence analysis," Finance Research Letters, Elsevier, volume 74, issue C, DOI: 10.1016/j.frl.2025.106778.
• Humpe, Andreas & McMillan, David G. & Schöttl, Alfred, 2025, "Macroeconomic determinants of the stock market: A comparative study of Anglosphere and BRICS," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106869.
• Hu, Xin & Zhu, Bo, 2025, "Do climate risks matter for intersectoral systemic risk spillovers? Evidence from China," Finance Research Letters, Elsevier, volume 75, issue C, DOI: 10.1016/j.frl.2025.106873.
• 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.
• Kruse-Becher, Robinson, 2025, "Let’s switch again! Testing for speculative oil price bubbles based on rotated market expectations," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107116.
• Alshammari, Saad & Mbarek, Marouene & Mrad, Fatma & Msolli, Badreddine, 2025, "Downside risk transmission between green cryptocurrencies and carbon efficient equities: Evidence from a frequency connectedness approach," Finance Research Letters, Elsevier, volume 78, issue C, DOI: 10.1016/j.frl.2025.107149.
• Yunus, Nafeesa, 2025, "Effects of oil shocks on global securitized real estate markets," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.106871.
• Li, Chenxing & Yang, Qiao, 2025, "An infinite hidden Markov model with GARCH for short-term interest rates," Finance Research Letters, Elsevier, volume 80, issue C, DOI: 10.1016/j.frl.2025.107294.
• Kaya, Orçun & Çatak, Çiydem, 2025, "Do pre-market notifications and stock volatility trigger circuit breakers? Evidence from Turkish post-IPO stocks," Finance Research Letters, Elsevier, volume 81, issue C, DOI: 10.1016/j.frl.2025.107509.
• Huang, Chun-Sung & Charteris, Ailie, 2025, "Shockwaves across borders: Did the 2023 banking crisis reshape global banking sector linkages?," Finance Research Letters, Elsevier, volume 82, issue C, DOI: 10.1016/j.frl.2025.107571.
• Ndubuisi, Gideon & Urom, Christian, 2025, "Dependence of transition minerals on global clean energy and technology stocks," Finance Research Letters, Elsevier, volume 85, issue PA, DOI: 10.1016/j.frl.2025.107809.
• Dettoni, Robinson & Gil-Alana, Luis A. & Bahamondes, Cliff, 2025, "Analyzing rational speculative bubbles in S&P 500 index sectors through fractional integration and generalized link-based additive survival models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107759.
• Baur, Dirk G. & Dimpfl, Thomas & Pena, Javier, 2025, "A Safe Haven Index," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107922.
• Lee, Im Hyeon, 2025, "Calendar-based clustering of weekly extremes: Empirical failure of stochastic models," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107992.
• Cagli, Efe C. & Dimpfl, Thomas, 2025, "Have cryptocurrencies arrived in the system of fiat currencies? An appraisal based on monetary policy uncertainty," Finance Research Letters, Elsevier, volume 85, issue PB, DOI: 10.1016/j.frl.2025.107993.
• Gu, Qinen & Li, Shaofang & Qin, Jiaying, 2025, "Enhanced volatility spillover network prediction of Chinese financial institutions using GCN-LSTM model," Finance Research Letters, Elsevier, volume 85, issue PC, DOI: 10.1016/j.frl.2025.108033.
• Mugaloglu, Erhan & Kocak, Emrah & Bulut, Umit, 2025, "News intensity and volatility dynamics in large- and small-cap stocks: A non-gaussian SVAR approach," Finance Research Letters, Elsevier, volume 86, issue PA, DOI: 10.1016/j.frl.2025.108359.
• Kiss, Tamás & Ferreira Batista Martins, Igor, 2025, "Good volatility, bad volatility and the cross section of commodity returns," Finance Research Letters, Elsevier, volume 86, issue PD, DOI: 10.1016/j.frl.2025.108656.
• Koutmos, Dimitrios & Gunay, Samet & Payne, James E., 2025, "Market expectations and the holding behaviors of bitcoin whales, dolphins, and minnows," Finance Research Letters, Elsevier, volume 86, issue PE, DOI: 10.1016/j.frl.2025.108590.
• 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.
• Wang, Yu & Sun, Yiguo, 2025, "Idiosyncratic contagion between ETFs and stocks: A high dimensional network perspective," Journal of Financial Stability, Elsevier, volume 78, issue C, DOI: 10.1016/j.jfs.2025.101415.
• Guidi, Francesco & Madonia, Giuseppina & Sarwar, Sohan, 2025, "Equity market linkages across Latin American countries," Global Finance Journal, Elsevier, volume 65, issue C, DOI: 10.1016/j.gfj.2025.101107.
• 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.
• Padha, Vimarsh & Chaubal, Aditi, 2025, "Multiscale foreign exchange dynamics in India: A wavelet approach," International Economics, Elsevier, volume 184, issue C, DOI: 10.1016/j.inteco.2025.100652.
• Cakici, Nusret & Zaremba, Adam, 2025, "Accounting vs technical information: what matters more for stock return predictability?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 104, issue C, DOI: 10.1016/j.intfin.2025.102207.
• Mao, Yang-Rong & Shi, Huai-Long & Chen, Huayi & Wan, Yu-Lei, 2025, "Detecting cross-firm momentum effects via shared analyst coverage: The role of leaders," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 105, issue C, DOI: 10.1016/j.intfin.2025.102237.
• Bouri, Elie & Sokhanvar, Amin & Kinateder, Harald & Çiftçioğlu, Serhan, 2025, "Tech titans and crypto giants: Mutual returns predictability and trading strategy implications," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2024.102109.
• Leong, Minhao & Alexeev, Vitali & Kwok, Simon, 2025, "Managing cryptocurrency risk exposures in equity portfolios: Evidence from high-frequency data," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 99, issue C, DOI: 10.1016/j.intfin.2025.102123.
• 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.
• Dumitru, Ana Maria H. & Hizmeri, Rodrigo & Izzeldin, Marwan, 2025, "Forecasting the realized variance in the presence of intraday periodicity," Journal of Banking & Finance, Elsevier, volume 170, issue C, DOI: 10.1016/j.jbankfin.2024.107342.
• Argyropoulos, Christos & Panopoulou, Ekaterini & Vrontos, Spyridon, 2025, "Downside risk and hedge fund returns," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107345.
• Augustyniak, Maciej & Badescu, Alexandru & Bégin, Jean-François & Jayaraman, Sarath Kumar, 2025, "A general option pricing framework for affine fractionally integrated models," Journal of Banking & Finance, Elsevier, volume 171, issue C, DOI: 10.1016/j.jbankfin.2024.107346.
• Ibrahim, Boulis Maher & Kalaitzoglou, Iordanis Angelos, 2025, "Crowdedness, mispricing, crashes, and spikes," Journal of Banking & Finance, Elsevier, volume 177, issue C, DOI: 10.1016/j.jbankfin.2025.107485.
• Honig, Igor & Kircher, Felix, 2025, "Large dynamic covariance matrices and portfolio selection with a heterogeneous autoregressive model," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107505.
• Fahmy, Hany, 2025, "A stochastic model for predicting the response time of green vs brown stocks to climate change news risk," Journal of Banking & Finance, Elsevier, volume 178, issue C, DOI: 10.1016/j.jbankfin.2025.107507.
• Flora, Maria & Renò, Roberto, 2025, "V-shapes," Journal of Banking & Finance, Elsevier, volume 179, issue C, DOI: 10.1016/j.jbankfin.2025.107521.
• Alhamad, Omar & Ahmad, Sardar & Ziyang Zhang, John, 2025, "The nuanced interplay between blockholders and audit fees: Empirical evidence from the UK alternative investment market," Journal of International Accounting, Auditing and Taxation, Elsevier, volume 59, issue C, DOI: 10.1016/j.intaccaudtax.2025.100712.
• 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.
• Wang, Kai & Zhang, Cheng & Zhou, Zhiping, 2025, "The impact of financial stress shocks on commodity prices," Journal of International Money and Finance, Elsevier, volume 159, issue C, DOI: 10.1016/j.jimonfin.2025.103436.
• Guyot, Opale & Montgomery, Heather A., 2025, "Against the wind or with it? The intraday and daily dynamics of yen interventions," Journal of the Japanese and International Economies, Elsevier, volume 78, issue C, DOI: 10.1016/j.jjie.2025.101392.
• Dayanandan, Ajit & Donker, Han, 2025, "Caste affiliation and M&A transactions in India," Journal of Contemporary Accounting and Economics, Elsevier, volume 21, issue 3, DOI: 10.1016/j.jcae.2025.100494.
• Cui, Jinxin & Maghyereh, Aktham, 2025, "Examining perceived spillovers among climate risk, fossil fuel, renewable energy, and carbon markets: A higher-order moment and quantile analysis," Journal of Commodity Markets, Elsevier, volume 38, issue C, DOI: 10.1016/j.jcomm.2025.100470.
• Zheng, Qingying & Wu, Jintao & Lin, Boqiang, 2025, "Performance of systemic stress in agricultural commodities and its implication for volatility prediction in SSA equities," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100480.
• Zaharieva, Martina Danielova & Virbickaitė, Audronė & Santos, André Portela, 2025, "Intraday volatility transmission in global energy markets: A Bayesian nonparametric approach," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100496.
• Wang, Mengjiao & Liu, Jianxu, 2025, "Twin commodity shocks: A multi-to-one CoVaR analysis of systemic risk spillovers from gold and crude oil to emerging market currencies," Journal of Commodity Markets, Elsevier, volume 39, issue C, DOI: 10.1016/j.jcomm.2025.100500.
• Zaier, Leila Hedhili & Mokni, Khaled & Scherer, Robert F. & Ben Jabeur, Sami, 2025, "Media coverage of climate change risks and the performance of clean versus dirty energy market," Journal of Commodity Markets, Elsevier, volume 40, issue C, DOI: 10.1016/j.jcomm.2025.100523.
• 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.
• Kamal, Md Mostafa & Roca, Eduardo & Li, Bin & Lin, Chen & Reza, Rajibur, 2025, "Price contagion and risk spillover in the global commodities market: COVID-19 pandemic vs. global financial crisis," Resources Policy, Elsevier, volume 103, issue C, DOI: 10.1016/j.resourpol.2025.105553.
• 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.
• Albrecht, Peter & Kočenda, Evžen, 2025, "Event-driven changes in volatility connectedness in global forex markets," Journal of Multinational Financial Management, Elsevier, volume 77, issue C, DOI: 10.1016/j.mulfin.2024.100896.
• Shi, Qi, 2025, "Technical indicators and aggregate stock returns: An updated look," Journal of Multinational Financial Management, Elsevier, volume 77, issue C, DOI: 10.1016/j.mulfin.2025.100898.
• Hsu, Ching-Chi & Tsai, Wei-Che, 2025, "Exploring the role of crude oil futures in portfolio diversification," Journal of Multinational Financial Management, Elsevier, volume 79, issue C, DOI: 10.1016/j.mulfin.2025.100917.
• Białkowski, Jędrzej & Hong, Sanghyun & Wagner, Moritz, 2025, "Is no news still good news? Volatility feedback revisited," Pacific-Basin Finance Journal, Elsevier, volume 91, issue C, DOI: 10.1016/j.pacfin.2025.102708.
• 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.
• Raj, Prakash & Bera, Koushik & Selvaraju, N., 2025, "Power of decomposition in volatility forecasting for Bitcoins," Pacific-Basin Finance Journal, Elsevier, volume 93, issue C, DOI: 10.1016/j.pacfin.2025.102839.
• Navarro, Roberto Mota & Leyvraz, Francois & Larralde, Hernán, 2025, "Empirical properties of volume dynamics in the limit order book," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 658, issue C, DOI: 10.1016/j.physa.2024.130234.
• 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.
• Bouri, Elie & Benbachir, Soufiane & Alaoui, Marwane El, 2025, "How Bitcoin market trends affect major cryptocurrencies?," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 668, issue C, DOI: 10.1016/j.physa.2025.130587.
• Babaei, Golnoosh & Giudici, Paolo & Neelakantan, Parvati, 2025, "Explainability, fairness and the Simpson’s paradox in credit lending," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 680, issue C, DOI: 10.1016/j.physa.2025.131030.
• Marinescu, Ion-Iulian & Mirza, Nawazish & Horobet, Alexandra & Belascu, Lucian, 2025, "Hedging uncertainty: Bitcoin's asymmetric diversification benefits in factor-based portfolios," The Quarterly Review of Economics and Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.qref.2025.102015.
• Martins, Igor & Freitas Lopes, Hedibert, 2025, "What events matter for exchange rate volatility?," The Quarterly Review of Economics and Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.qref.2025.102073.
• Liu, Jing & Zhang, Jun, 2025, "Horizontal or vertical spillover: A study on the risk propagation mechanism of China's renewable energy industry chain," Renewable Energy, Elsevier, volume 249, issue C, DOI: 10.1016/j.renene.2025.123284.
• Muhammad, Sagheer & Huang, Xiaoxia, 2025, "Dynamic dependence and network analysis between renewable energy tokens, sustainability-driven investments and equity markets: Implications for portfolio management," Renewable Energy, Elsevier, volume 251, issue C, DOI: 10.1016/j.renene.2025.123256.
• Tabak, Benjamin Miranda & e Silva, Igor Bettanin Dalla Riva & Quintino, Derick David & Silva, Thiago Christiano, 2025, "Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline," Renewable and Sustainable Energy Reviews, Elsevier, volume 210, issue C, DOI: 10.1016/j.rser.2024.115148.
• Díaz, Antonio & Esparcia, Carlos & Tegtmeier, Lars, 2025, "Private equity market dynamics: Beyond the surface," International Review of Economics & Finance, Elsevier, volume 100, issue C, DOI: 10.1016/j.iref.2025.104087.
• Ding, Yi & Kambouroudis, Dimos & McMillan, David G., 2025, "Forecasting realised volatility using regime-switching models," International Review of Economics & Finance, Elsevier, volume 101, issue C, DOI: 10.1016/j.iref.2025.104171.
• Finta, Marinela Adriana, 2025, "Risk premia-return spillovers among commodity-U.S. equity markets," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104169.
• Franco, João Pedro M. & Laurini, Márcio P., 2025, "Quantifying systemic risk in cryptocurrency markets: A high-frequency approach," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104214.
• Wang, Xinya & Vigne, Samuel A. & Huang, Shupei, 2025, "The impact of uncertainties on contagions in energy market risk networks: Evidence from synthesizing multiple-order moments and multiple time horizons," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104312.
• Liu, Huifang & He, Qin & Cong, Ruiyuan & Ma, Shenglin & Gong, Junxi, 2025, "Exploring the dynamic linkages between carbon trading market and smart technology indices: A multi-dimensional analysis of China's case," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104360.
• Laus, Vittorio & Nirino, Niccolò & Shini, Matilda & Salvi, Antonio, 2025, "Are deal premiums affected by ESG and financial distress?," International Review of Economics & Finance, Elsevier, volume 102, issue C, DOI: 10.1016/j.iref.2025.104401.
• Hanif, Waqas & El Khoury, Rim & Gubareva, Mariya & Teplova, Tamara, 2025, "Asymmetric connectedness among regional green economies, carbon markets, and oil shocks," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104416.
• Ortega Perals, Paula & Maturo, Fabrizio & Cruz Rambaud, Salvador & Sánchez García, Javier, 2025, "The moderating role of government intervention in the relationship between investment in artificial intelligence and the development of financial markets," International Review of Economics & Finance, Elsevier, volume 103, issue C, DOI: 10.1016/j.iref.2025.104452.
• Agarwal, Simran & Padhi, Puja, 2025, "Connectedness among green, brown, technology, and carbon markets: Insights from time-varying models," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104762.
• Khaki, Audil Rashid & Bakry, Walid & Deo, Neha & Al-Mohamad, Somar, 2025, "Re-thinking diversification: Harnessing the diversification potential of AI stocks and cryptocurrencies using portfolio optimization," International Review of Economics & Finance, Elsevier, volume 104, issue C, DOI: 10.1016/j.iref.2025.104775.
• Ghaddab, Sarra & Peretti, Christian de & Belkacem, Lotfi, 2025, "Are stock markets efficient with respect to the Google search volume index? A robustness check of the literature studies," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102574.
• Demirer, Riza & Polat, Onur & Sokhanvar, Amin, 2025, "Do oil price shocks drive systematic risk premia in stock markets? A novel investment application," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102591.
• Melo-Velandia, Luis Fernando & Romero, José Vicente & Ramírez-González, Mahicol Stiben, 2025, "The Global Financial Cycle and country risk in emerging markets during stress episodes: A Copula-CoVaR approach," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102601.
• Lü, Zheng & Ozcelebi, Oguzhan & Yoon, Seong-Min, 2025, "Impact of central bank digital currency uncertainty on international financial markets," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102627.
• Ali, Shoaib & Zhang, Ting & Yousaf, Imran, 2025, "Interlinkage between lending and borrowing tokens and US equity sector: Implications for social finance," Research in International Business and Finance, Elsevier, volume 73, issue PA, DOI: 10.1016/j.ribaf.2024.102630.
• Lee, Geul & Ryu, Doojin, 2025, "Are base layer blockchains establishing a new sector? Evidence from a connectedness approach," Research in International Business and Finance, Elsevier, volume 73, issue PB, DOI: 10.1016/j.ribaf.2024.102654.
• Billah, Mabruk, 2025, "Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102718.
• Nasir, Rana Muhammad & He, Feng & Yousaf, Imran, 2025, "Relationship of green cryptocurrencies, energy tokens, centralized and decentralized exchange tokens with crypto policy uncertainty," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2024.102743.
• Alnafisah, Hind & Almansour, Bashar Yaser & Elabed, Wajih & Jeribi, Ahmed, 2025, "Spillover dynamics of digital assets during economic and political crises," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2025.102770.
• Albrecht, Peter & Kočenda, Evžen & de Oliveira, Alexandre Silva & Ceretta, Paulo Sergio & Drábek, Michal, 2025, "Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis," Research in International Business and Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.ribaf.2025.102781.
• 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.
• Yi, Siyu & Li, Sitong & Chen, Gengxuan, 2025, "Banking system stress: Unravelling its influence on U.S. industry risk," Research in International Business and Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.ribaf.2025.102806.
• Mbarek, Marouene & Msolli, Badreddine, 2025, "Tokens and cryptocurrencies: Evidence from asymmetric frequency connectedness approach," Research in International Business and Finance, Elsevier, volume 77, issue PA, DOI: 10.1016/j.ribaf.2025.102884.
• Mbarek, Marouene, 2025, "Exploring the nexus between sustainable energy tokens, electric vehicles, and the hydrogen economy," Research in International Business and Finance, Elsevier, volume 77, issue PB, DOI: 10.1016/j.ribaf.2025.102999.
• He, Yue & Tao, Miaomiao & Ren, Xiaohang, 2025, "Decoding risk transmission: A higher-order moments network analysis of sustainable and traditional markets," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103085.
• Bazán-Palomino, Walter & Winkelried, Diego, 2025, "Short-run and long-run volatility spillovers from China to countries of the Belt and Road Initiative," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103106.
• Hu, Chunyang & Zhou, Yang, 2025, "Do domestic and US economic policy uncertainty increase China’s macro-financial risk connectedness?," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103138.
• Hau, Liya & Yang, Dingyi & Zeng, Qingyao & Zhu, Huiming, 2025, "Time-frequency quantile co-movement between agricultural commodities and sovereign CDS: Evidence from Latin America countries," Research in International Business and Finance, Elsevier, volume 80, issue C, DOI: 10.1016/j.ribaf.2025.103157.
• James, Emmanuel O. & Bakas, Dimitrios & Thompson, Piers & Ebireri, John, 2025, "Who Benefits the Most from Micro-Credit? Micro-Level Evidence from Sub-Saharan Africa," World Development, Elsevier, volume 193, issue C, DOI: 10.1016/j.worlddev.2025.107023.
• Thomas Persson, 2025, "Machine Learning Methods," Journal of Economics and Econometrics, Economics and Econometrics Society, volume 68, issue 2, pages 106-129.
• Mabruk Billah, 2025, "An analysis of extreme risk spillover effects and their determinants between AI-related assets and Islamic banking indices," International Journal of Islamic and Middle Eastern Finance and Management, Emerald Group Publishing Limited, volume 18, issue 3, pages 598-627, January, DOI: 10.1108/IMEFM-09-2024-0453.
• Khalid Ul Islam & Bilal Ahmad Pandow, 2025, "Impact of the Russia–Ukraine war on small and medium sector in southeast Asia and China," Journal of Chinese Economic and Foreign Trade Studies, Emerald Group Publishing Limited, volume 18, issue 2, pages 176-199, February, DOI: 10.1108/JCEFTS-05-2024-0042.
• Luis Alberiko Gil-Alana & Robert Mudida & Caroline Wanjiru Kariuki, 2025, "Stock market price dynamics in Africa: evidence from 14 countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 9, pages 146-160, July, DOI: 10.1108/JES-04-2022-0238.
• Haonan Zhou & Chao Liang, 2025, "Geopolitical risk and gold price bubbles," Review of Accounting and Finance, Emerald Group Publishing Limited, volume 24, issue 3, pages 353-374, March, DOI: 10.1108/RAF-09-2024-0369.