Research classified by Journal of Economic Literature (JEL) codes

2025

• 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.
• Aloui Mouna & Imed Daliy & Jarboui Anis, 2025, "Good Corporate Governance, Market Stock Liquidity, and Stock Return Volatility: French Context," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 03-36.
• Hayet Soltani & Mouna Boujelbene Abbes, 2025, "Unveiling the Co-Movements and Spillovers in Financial, Cryptocurrency and Commodity Markets: Insights from Googling Investors' Sentiment," International Journal of Finance, Insurance and Risk Management, International Journal of Finance, Insurance and Risk Management, volume 15, issue 1, pages 112-138.
• Lukasz Zieba, 2025, "Analyis of Relationship between Selected Stock Exchanges in Euro Area Countries: A Quantitative Approach," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 1950-1963.
• Dorota Zebrowska-Suchodolska & Tomasz Swislocki, 2025, "Managers’ Skills in Periods of Crisis: The Case of Proximity to Armed Conflict," European Research Studies Journal, European Research Studies Journal, volume 0, issue 3, pages 49-60.
• Andrzej Buszko, 2025, "Exploring Shadow Economy and the Risk of Poverty in Polish Regions," European Research Studies Journal, European Research Studies Journal, volume 0, issue 4, pages 1381-1392.
• Andrea Bastianin & Xiao Li & Luqman Shamsudin, 2025, "Forecasting the Volatility of Energy Transition Metals," Working Papers, Fondazione Eni Enrico Mattei, number 2025.04, Jan.
• Andrew C. Meldrum & Oleg Sokolinskiy, 2025, "The Relationship between Market Depth and Liquidity Fragility in the Treasury Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-014, Feb, DOI: 10.17016/FEDS.2025.014.
• Todd Prono, 2025, "When Tails Are Heavy: The Benefits of Variance-Targeted, Non-Gaussian, Quasi-Maximum Likelihood Estimation of GARCH Models," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-075, Aug, DOI: 10.17016/FEDS.2025.075.
• Hyung Joo Kim & Dong Hwan Oh, 2025, "Local Estimation for Option Pricing: Improving Forecasts with Market State Information," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2025-076, Aug, DOI: 10.17016/FEDS.2025.076.
• Boris I. Alekhin, 2025, "Ruble Debt Burden," Finansovyj žhurnal — Financial Journal, Financial Research Institute, Moscow 125375, Russia, issue 1, pages 92-107, February, DOI: 10.31107/2075-1990-2025-1-92-107.
• Leonardo Bargigli, 2025, "How Large is Excess Volatility of the EUR/USD Exchange Rate? Evidence from a GAS Approach," Working Papers - Economics, Universita' degli Studi di Firenze, Dipartimento di Scienze per l'Economia e l'Impresa, number wp2025_13.rdf.
• Dean Fantazzini, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," Forecasting, MDPI, volume 7, issue 4, pages 1-47, November.
• Lumengo Bonga-Bonga, 2025, "Do Trade Frictions Distort the Purchasing Power Parity (PPP) Hypothesis? A Closer Look," IJFS, MDPI, volume 13, issue 2, pages 1-15, April.
• Said Magomedov & Dean Fantazzini, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," JRFM, MDPI, volume 18, issue 2, pages 1-20, January.
• Veronika Czellar & René Garcia & François Le Grand, 2025, "Uncovering asset market participation from household consumption and income," Post-Print, HAL, number hal-04977635, Mar, DOI: 10.1016/j.jeconom.2024.105867.
• Christian Francq & Jean-Michel Zakoïan, 2025, "Finite moments testing in a general class of nonlinear time series models," Post-Print, HAL, number hal-05417035, Nov, DOI: 10.3150/24-BEJ1820.
• Christian Francq & Jean-Michel Zakoïan, 2025, "Inference on dynamic systemic risk measures," Post-Print, HAL, number hal-05417049, Jan, DOI: 10.1016/j.jeconom.2024.105936.
• Nabil Bouamara & Sébastien Laurent & Shuping Shi, 2025, "A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Post-Print, HAL, number hal-05443865, Sep, DOI: 10.1093/jjfinec/nbaf020.
• Manaf Ahmed & Said Khalil, 2025, "Sectoral Volatility under Political Uncertainty: An Extended GARCH-X Modeling Framework," Working Papers, HAL, number hal-05087376, May.
• Nesrine Mechri & Saker Sabkha, 2023, "Geopolitical Risk, Inflation, and Commodity Shocks in MENA: Evidence from a VECM-HAC-DCC Framework," Working Papers, HAL, number hal-05299155, Mar.
• Less, Vivien & Rodrigues, Paulo M. M. & Sibbertsen, Philipp, 2025, "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Hannover Economic Papers (HEP), Leibniz Universität Hannover, Wirtschaftswissenschaftliche Fakultät, number dp-735, Feb.
• Antun Fagarazzi, 2025, "Granger Causation between Bitcoin Prices and Prices of Older Cryptocurrencies," Ekonomski pregled, Hrvatsko društvo ekonomista (Croatian Society of Economists), volume 76, issue 6, pages 466-481, DOI: 10.32910/ep.76.6.4.
• Dzemski, Andreas & Farago, Adam & Hjalmarsson, Erik & Kiss, Tamas, 2025, "Long-Run Stock Return Distributions: Empirical Inference and Uncertainty," Working Papers in Economics, University of Gothenburg, Department of Economics, number 853, Apr.
• Andersson, Jonas & Karlis, Dimitris, 2025, "Maximum Likelihood Estimation of the Vector AutoRegressive To Anything (VARTA) model," Discussion Papers, Norwegian School of Economics, Department of Business and Management Science, number 2025/25, Dec.
• Martins, Igor F. B. Martins & Virbickaitè, Audronè & Nguyen, Hoang & Hedibert, Freitas Lopes, 2025, "Fast and Slow Level Shifts in Intraday Stochastic Volatility," Working Papers, Örebro University, School of Business, number 2025:12, Nov.
• Ferreira Batista Martins, Igor & Virbickaitè, Audronè & Nguyen, Hoang & Freitas Lopes, Hedibert, 2025, "Volume-driven time-of-day effects in intraday volatility models," Working Papers, Örebro University, School of Business, number 2025:14, Nov.
• Zaäfri Ananto Husodo & Md. Bokthiar Hasan & Humaira Tahsin Rafia & Masagus M. Ridhwan & Gazi Salah Uddin & Muhammad Budi Prasetyo, 2025, "Risk-Adjusted Returns And Spillover Dynamics Among Emerging Digital Currencies," Journal of Islamic Monetary Economics and Finance, Bank Indonesia, volume 11, issue 2, pages 269-306, June, DOI: https://doi.org/10.21098/jimf.v11i2.
• Lianet Farfán Perez & Jorge Omar Moreno Treviño & Christopher Alejandro Zamudio Cantú, 2025, "Determinants of debt portfolio diversification in Mexican households," Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance), Instituto Mexicano de Ejecutivos de Finanzas, IMEF, volume 20, issue 1, pages 1-20, Enero - M.
• Jaeho Kim & Scott C. Linn & Sora Chon, 2025, "Robust Price Discovery to Heavy-Tailed Market Shocks," Inha University IBER Working Paper Series, Inha University, Institute of Business and Economic Research, number 2025-1, Dec.
• Maria Teresa Medeiros Garcia & Carolina e Silva Correia de Carvalho, 2025, "Measuring Sentiment: The Impact on Financial Markets Volatility," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0365, Jan.
• António Afonso & José Alves & Wojciech Grabowski & Sofia Monteiro, 2025, "Too Much in One Basket? Debt Concentration and Sovereign Yields," Working Papers REM, ISEG - Lisbon School of Economics and Management, REM, Universidade de Lisboa, number 2025/0381, Jun.
• Kajal Panwar & Miklesh Prasad Yadav & Neha Puri, 2025, "Spillover Effect of Green Bond with Metal and Bullion Market," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 1, pages 1-18, March, DOI: 10.1007/s10690-023-09443-6.
• Pradeep Kumar Behera & Naresh Chandra Sahu & Abhisek Mahanta, 2025, "Volatility Spillover and Connectedness Between SME and Main Markets of India and China," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1407-1429, December, DOI: 10.1007/s10690-024-09492-5.
• Nien-Lin Liu & Ryoichi Suzuki, 2025, "An Empirical Analysis of Spot and Forward Interest Rates in Seven European Countries via Principal Component Analysis and the Malliavin-Mancino Method," Asia-Pacific Financial Markets, Springer;Japanese Association of Financial Economics and Engineering, volume 32, issue 4, pages 1571-1616, December, DOI: 10.1007/s10690-024-09498-z.
• Min Zhu & Yuping Song & Xin Zheng, 2025, "Volatility Dynamics and Mixed Jump-GARCH Model Based Jump Detection in Financial Markets," Computational Economics, Springer;Society for Computational Economics, volume 65, issue 5, pages 2545-2577, May, DOI: 10.1007/s10614-024-10633-1.
• Zein Alamah & Ali Fakih, 2025, "Is the Price of Ether Driven by Demand or Pure Speculation?," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 1, pages 323-347, July, DOI: 10.1007/s10614-024-10658-6.
• François Benhmad & Mohamed Chikhi, 2025, "The Asymmetric Effect of COVID-19 Pandemic on the US Market Risk Premium: Evidence from AEGAS-M Model," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1691-1713, August, DOI: 10.1007/s10614-024-10745-8.
• Hasan Murat Ertugrul & Onur Polat & Durmuş Çağrı Yıldırım & Abdullah Açık, 2025, "Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 2, pages 1545-1570, August, DOI: 10.1007/s10614-024-10750-x.
• Serhat Sezen & Emrah I. Cevik & Eisa Abdulrahman Al-Eisa & Mehmet Fatih Bugan & Mehmet Akif Destek, 2025, "Investigating the Connectedness between Oil and Stock Markets in GCC countries: Evidence from Rolling-Window Frequency Domain Causality," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4869-4896, December, DOI: 10.1007/s10614-025-10859-7.
• Naveed Khan & Hassan Zada & Ozair Siddiqui & Ehsan Ullah, 2025, "Sectoral Response to Economic Policy Uncertainty in Japan: An Empirical Evidence from the Cross-Quantilogram Approach," Computational Economics, Springer;Society for Computational Economics, volume 66, issue 6, pages 4727-4762, December, DOI: 10.1007/s10614-025-10867-7.
• Ousama Ben-Salha & Mourad Zmami & Sami Sobhi Waked & Faouzi Najjar & Yazeed Mohammad Alenazi, 2025, "On the time-varying spillover between nonferrous metals prices, geopolitical risks, and global economic policy uncertainty," Economic Change and Restructuring, Springer, volume 58, issue 1, pages 1-26, February, DOI: 10.1007/s10644-024-09847-y.
• Seohyeon Hwang & Jiye Ryu & Kihoon Hong, 2025, "The paradox of being unsold: hidden signaling value of bought-in in Korean art auction," Journal of Cultural Economics, Springer;The Association for Cultural Economics International, volume 49, issue 3, pages 639-658, September, DOI: 10.1007/s10824-025-09535-3.
• Gerardo Ferrara & Maria Flora & Roberto Renò, 2025, "The Impact of COVID-19 on Italian Sovereign Bond Market Quality," Journal of Financial Services Research, Springer;Western Finance Association, volume 67, issue 1, pages 55-71, April, DOI: 10.1007/s10693-024-00437-7.
• Chen-Yin Kuo & Shu-Mei Chiang, 2025, "Spillover effects and network connectedness among stock markets: evidence from the U.S. and Asia," Review of Quantitative Finance and Accounting, Springer, volume 64, issue 1, pages 1-52, January, DOI: 10.1007/s11156-024-01291-3.
• Lukas Petrasek & Jiri Kukacka, 2025, "US equity announcement risk premia," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 1, pages 345-363, July, DOI: 10.1007/s11156-024-01372-3.
• Timothy King & Dimitrios Koutmos, 2025, "ESG crypto coins: speculative assets, or, the future of green money?," Review of Quantitative Finance and Accounting, Springer, volume 65, issue 2, pages 777-816, August, DOI: 10.1007/s11156-024-01360-7.
• Mijung Choi & Jihyun Kim & Nuong Nguyen, 2025, "Nonparametric Continuous Time Regressions with Functional Coefficients," Korean Economic Review, Korean Economic Association, volume 41, pages 141-174.
• Koichiro Kamada, 2025, "Central bank's surprise policy and its potential to change people's deflationary mindset: evidence from the yen-dollar exchange market," Keio-IES Discussion Paper Series, Institute for Economics Studies, Keio University, number DP2025-015, Jul.
• Grigorios Rapos & Stylianos Fountas, 2025, "Tracing Contagion between Bitcoin and Traditional Markets," Discussion Paper Series, Department of Economics, University of Macedonia, number 2025_02, Feb, revised Feb 2025.
• Daniel Pastorek & Peter Albrecht, 2025, "Risk Without Reward? The Introduction of Bitcoin Spot ETFs," MENDELU Working Papers in Business and Economics, Mendel University in Brno, Faculty of Business and Economics, number 2025-99, Mar.
• Elisa Ossola & Irina Trifan, 2025, "The Risk Premia from the European Equity Market: An application of the Three-Pass Estimation Methodology," Working Papers, University of Milano-Bicocca, Department of Economics, number 565, Dec.
• Nguyen Mau Ba Dang, 2025, "Time-Varying Correlation and Quantile Relationship between Oil Prices and Regional Green Markets," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 62, issue 1, pages 153-172, June, DOI: 10.22452/MJES.vol62no1.7.
• Teera Kiatmanaroch & Ornanong Puarattanaarunkorn, 2025, "Quantitative Easing and Tightening Effects on Volatility Transmission in ASEAN’s Emerging Financial Markets," Malaysian Journal of Economic Studies, Faculty of Business and Economics, University of Malaya & Malaysian Economic Association, volume 62, issue 1, pages 29-48, June, DOI: 10.22452/MJES.vol62no1.2.
• Attila Zoltan Nagy & Sandor Erdos, 2025, "International Crises, Geopolitical Risks and the Hungarian Stock Market," Financial and Economic Review, Magyar Nemzeti Bank (Central Bank of Hungary), volume 24, issue 4, pages 118-145.
• Wing-Keung Wong & Yushan Cheng & Mu Yue, 2025, "Could regression of stationary series be spurious?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2503, Mar.
• Wing-Keung Wong & Mu Yue, 2025, "Could regressing a stationary series on a non-stationary series obtain meaningful outcomes?," Economic Growth Centre Working Paper Series, Nanyang Technological University, School of Social Sciences, Economic Growth Centre, number 2504, Apr.
• Zhouyu Shen & Dacheng Xiu, 2025, "Can Machines Learn Weak Signals?," NBER Working Papers, National Bureau of Economic Research, Inc, number 33421, Jan.
• Junting Duan & Markus Pelger, 2025, "Imputation-Powered Inference for Missing Covariates," NBER Working Papers, National Bureau of Economic Research, Inc, number 34535, Dec.
• Emine Karacayir & Muge Saglam Bezgin, 2025, "Volatility Spillovers between the Global Economy Policy Uncertainty Index and Equity Markets: Evidence from Developed and Emerging Economies," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 1060-1073, Desember.
• Dirin Mchirgui & Bashar Yaser Almansour, 2025, "Maritime Resilience in Crisis: Unraveling the Interconnectedness Dynamics of Oil and Gas Volatility Across Sectors," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 1231-1256, Desember.
• Ibrahim Salah Ali Alkhadrawi & Dirin Mchirgui & Younes Boujelbene, 2025, "On the Connectedness Between Bitcoin, Gold, Gold-Backed Cryptocurrencies and the G7 Banking Sector Stock Indices During Crises: Evidence from Quantile Vector Autoregression and Temporal Frequency Connectivity approach," Economic Alternatives, University of National and World Economy, Sofia, Bulgaria, issue 4, pages 990-1025, Desember.
• Xuzhu ZHENG & Masato UBUKATA & Kosuke OYA, 2025, "Examining Volatility Roughness in the Japanese Stock Market," Discussion Papers in Economics and Business, Osaka University, Graduate School of Economics, number 25-17, Nov.
• M Angeles Carnero & Angel León & Trino-Manuel Ñíguez, 2025, "Analytic Moments of TGARCH(1,1) Models with Polynomially Adjusted Densities," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1194-1209.
• Geul Lee & Doojin Ryu & Li Yang, 2025, "Domain Stabilization for Model-Free Option Implied Moment Estimation," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1335-1386.
• Anne Opschoor & André Lucas & Luca Rossini, 2025, "The Conditional Autoregressive F-Riesz Model for Realized Covariance Matrices," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 177-190.
• Chao Zhang & Xingyue Pu & Mihai Cucuringu & Xiaowen Dong, 2025, "Graph-Based Methods for Forecasting Realized Covariances," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1977-2016.
• Giuseppe Buccheri & Piero Mazzarisi, 2025, "Realized Random Graphs, with an Application to the Interbank Network," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 1981-2014.
• Simon T Bodilsen, 2025, "Large-Dimensional Portfolio Selection with a High-Frequency-Based Dynamic Factor Model," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 384-399.
• Matthias R Fengler & Jeannine Polivka, 2025, "Structural Volatility Impulse Response Analysis," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 2, pages 951-971.
• Ovidijus Stauskas & Genaro Sucarrat, 2025, "Testing the Zero-Process of Intraday Financial Returns for Non-Stationary Periodicity," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 142-153.
• Michele Costola & Matteo Iacopini & Casper Wichers, 2025, "Bayesian SAR Model with Stochastic Volatility and Multiple Time-Varying Weights," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 273-335.
• Colin Bowers & Chris Heaton, 2025, "Empirical Evaluation of Competing High-Frequency Estimators of Quadratic Variation," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 351-416.
• Pelin Akçagün-Narin & Süleyman Taşpınar & Osman Doğan, 2025, "A spatial analysis of contagion in sovereign credit default swaps," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 564-608.
• Paolo Giordani, 2025, "SMARTboost Learning for Tabular Data," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 3, pages 929-985.
• Nabil Bouamara & Sébastien Laurent & Shuping Shi, 2025, "A Stepwise Cauchy Combination Test for Multiple Testing Problems with Financial Applications," Journal of Financial Econometrics, Oxford University Press, volume 23, issue 5, pages 1-020..
• Yacine Aït-Sahalia & Jean Jacod & Dacheng Xiu, 2025, "Continuous-Time Fama-MacBeth Regressions," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 12, pages 3542-3579.
• Richard K Crump & Nikolay Gospodinov, 2025, "Deconstructing the Yield Curve," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 381-421.
• Eugene F Fama & Kenneth R French, 2025, "House Prices and Rents," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 2, pages 547-563.
• Saketh Aleti & Tim Bollerslev, 2025, "News and Asset Pricing: A High-Frequency Anatomy of the SDF," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 712-759.
• Joachim Freyberger & Bjoern Hoeppner & Andreas Neuhierl & Michael Weber, 2025, "Missing Data in Asset Pricing Panels," The Review of Financial Studies, Society for Financial Studies, volume 38, issue 3, pages 760-802.
• Hassan Zada & Mirzat Ullah & Kazi Sohag, 2025, "Examining the role of jumps on the returns and integrated volatility of emerging Asian stock markets during global financial crises and Covid-19: an application of the swap variance jump approach," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 1, pages 30-43, February, DOI: 10.1057/s41260-025-00395-2.
• Maneesh Gupta & Vipul Kumar Singh & Pawan Kumar, 2025, "Resilience of green bonds in portfolio diversification: evidence from crisis periods," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 3, pages 298-315, May, DOI: 10.1057/s41260-024-00393-w.
• László Bokor, 2025, "Investigating the nexus between sovereign green and vanilla bonds in the secondary market," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 753-767, December, DOI: 10.1057/s41260-025-00402-6.
• Janusz Brzeszczyński & Jerzy Gajdka & Piotr Pietraszewski & Tomasz Schabek, 2025, "A Refinement to the Treynor Ratio," Journal of Asset Management, Palgrave Macmillan, volume 26, issue 7, pages 711-724, December, DOI: 10.1057/s41260-025-00417-z.
• Elena Nebolsina, 2025, "Weathering storms: a study of the U.S. insurance market resilience against the global financial crisis and Covid-19," Risk Management, Palgrave Macmillan, volume 27, issue 4, pages 1-31, December, DOI: 10.1057/s41283-025-00180-w.
• Tamás Kristóf & Miklós Virág, 2025, "Corporate failure prediction in crisis periods: the case of Visegrad Four large corporates," Risk Management, Palgrave Macmillan, volume 27, issue 4, pages 1-19, December, DOI: 10.1057/s41283-025-00181-9.
• Gabriel Rodriguez & Mauricio Alvarado, 2025, "The Inflation Uncertainty-Inflation Relationship: Time Variation Across Latin America and the G7," Documentos de Trabajo / Working Papers, Departamento de Economía - Pontificia Universidad Católica del Perú, number 2025-544, DOI: 10.18800/2079-8474.0544.
• Annika Mauer & Andreas Nastansky, 2025, "Empirische Analyse des Zusammenhangs zwischen Rendite und impliziter Volatilität am deutschen Aktienmarkt," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 58, Jan, DOI: 10.25932/publishup-66946.
• Nico Knuth & Andreas Nastansky, 2025, "Anwendung von Deep Learning in der Prognose der Volatilität des DAX: Ein Vergleich der Prognosegüte von GARCH und LSTM," Statistische Diskussionsbeiträge, Universität Potsdam, Wirtschafts- und Sozialwissenschaftliche Fakultät, number 59, Mar, DOI: 10.25932/publishup-67486.
• Li, Chenxing & Yang, Qiao, 2025, "An Infinite Hidden Markov Model with GARCH for Short-Term Interest Rates," MPRA Paper, University Library of Munich, Germany, number 123200, Jan.
• Magomedov, Said & Fantazzini, Dean, 2025, "Modeling and Forecasting the Probability of Crypto-Exchange Closures: A Forecast Combination Approach," MPRA Paper, University Library of Munich, Germany, number 123416.
• Francq, Christian & Trapani, Lorenzo & Zakoian, Jean-Michel, 2025, "Inference on breaks in weak location time series models with quasi-Fisher scores," MPRA Paper, University Library of Munich, Germany, number 123741.
• Bahaa Aly, Tarek, 2025, "Deep Impulse Response Functions for Macroeconomic Dynamics: A Hybrid LSTM-Wavelet Approach Compared to an ANN-Wavelet and VECM Models," MPRA Paper, University Library of Munich, Germany, number 124905, May.
• Aslanidis, Nektarios & Bariviera, Aurelio & Kapetanios, George & Sarafidis, Vasilis, 2025, "Heterogeneous Exposures to Systematic and Idiosyncratic Risk across Crypto Assets: A Divide-and-Conquer Approach," MPRA Paper, University Library of Munich, Germany, number 125124, Jun.
• Mir, Zulfiqar Ali, 2025, "Penalized regression methods for exchange rate forecasting: evidence from the U.S. dollar index," MPRA Paper, University Library of Munich, Germany, number 125996, Sep.
• Boughabi, Houssam, 2025, "A Theoretical Framework for Crude Oil Price Evolution: Insights from the Financial Crisis and Beyond," MPRA Paper, University Library of Munich, Germany, number 126287, Jul.
• Boughabi, Houssam, 2025, "Theoretical Modeling of Macroeconomic Stability under Austerity: The Roles of FDI, Consumption Volatility, and Wage Financing," MPRA Paper, University Library of Munich, Germany, number 126296, May.
• Rubenstein, Elias, 2025, "Safe-Haven Currency and Sequence Risk: A State-Dependent Swiss Franc Overlay for Global Portfolios," MPRA Paper, University Library of Munich, Germany, number 126680, Nov.
• Fantazzini, Dean, 2025, "Detecting Stablecoin Failure with Simple Thresholds and Panel Binary Models: The Pivotal Role of Lagged Market Capitalization and Volatility," MPRA Paper, University Library of Munich, Germany, number 126906, Nov.
• Ahmadian- Yazdi, Farzaneh & Roudari, Soheil & Mensi, Walid, 2025, "Assessing the safe haven characteristic of Sukuk in Iran's financial market: Fresh evidence for portfolio management," MPRA Paper, University Library of Munich, Germany, number 126962, Mar.
• Vasilios Plakandaras & Rangan Gupta & Qiang Ji, 2025, "Unraveling Financial Fragility of Global Markets Using Machine Learning," Working Papers, University of Pretoria, Department of Economics, number 202511, Mar.
• Elie Bouri & Oguzhan Cepni & Rangan Gupta & Sibanjan Mishra & Muhammed Enes Olgun, 2025, "Dynamic Return Connectedness Among Crypto-Mining Technology Firms and Major Cryptocurrencies: The Role of Sentiment Indices," Working Papers, University of Pretoria, Department of Economics, number 202533, Sep.
• Martina Sobková, 2025, "Comparison of the performance of Czech actively managed funds with ETFs
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• Süreyya Yilmaz Ozekenci & Cansu Unver Erbas & Suzan Dsouza, 2025, "ESG Resilience Amid Financial Distress: the Role of Board Gender Diversity in EU Firms," Prague Economic Papers, Prague University of Economics and Business, volume 2025, issue 4, pages 470-494, DOI: 10.18267/j.pep.902.
• Tuğba Güz & Coşkun Parim & Erhan Çene, 2025, "Examining the Impacts of GDP, Trade Openness, Freedom Index and the Internet on FDI: Comparison of Countries with Panel ARDL," Politická ekonomie, Prague University of Economics and Business, volume 2025, issue 1, pages 88-124, DOI: 10.18267/j.polek.1445.
• Paulo M.M. Rodrigues & Vivien Less & Philipp Sibbertsen, 2025, "Testing for Multiple Structural Breaks in Multivariate Long Memory Regression Models," Working Papers, Banco de Portugal, Economics and Research Department, number w202503.
• Stelios Arvanitis, 2025, "Sparse spanning portfolios and under-diversification with second-order stochastic dominance," Working Paper, Economics Department, Queen's University, number 1532, Feb.
• Stelios Arvanitis, 2025, "Norm Constrained Empirical Portfolio Optimization with Stochastic Dominance: Robust Optimization Non-Asymptotics," Working Paper, Economics Department, Queen's University, number 1533, Feb.
• Dean Fantazzini & Elena Korobova, 2025, "Stablecoins and credit risk: when do they stop being stable?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 46-73.
• Maksim Teterin & Anatoly Peresetsky, 2025, "Can Ethereum predict Bitcoin’s volatility?," Applied Econometrics, Russian Presidential Academy of National Economy and Public Administration (RANEPA), volume 77, pages 74-90.
• Frank Heinz & Reinhard Madlener, 2025, "Long-Term Simulation of the Day-Ahead Electricity Market Towards a Fully Decarbonized Economy," FCN Working Papers, E.ON Energy Research Center, Future Energy Consumer Needs and Behavior (FCN), number No. 4/2025, Apr.
• Spyros Papathanasiou & Dimitrios Vasiliou & Anastasios Magoutas & Drosos Koutsokostas, 2025, "The dynamic connectedness between private equities and other high-demand financial assets: A portfolio hedging strategy during COVID-19," Australian Journal of Management, Australian School of Business, volume 50, issue 1, pages 200-219, February, DOI: 10.1177/03128962231184658.
• Jaemin Son & Doojin Ryu, 2025, "Energy price shocks and stock market volatility in an energy-importing country," Energy & Environment, , volume 36, issue 8, pages 3737-3769, December, DOI: 10.1177/0958305X241228514.
• Carlos Moreno-Pérez & Marco Minozzo, 2025, "Natural language processing and financial markets: semi-supervised modelling of coronavirus and economic news," Advances in Data Analysis and Classification, Springer;German Classification Society - Gesellschaft für Klassifikation (GfKl);Japanese Classification Society (JCS);Classification and Data Analysis Group of the Italian Statistical Society (CLADAG);International Federation of Classification Societies (IFCS), volume 19, issue 3, pages 769-793, September, DOI: 10.1007/s11634-024-00596-4.
• Luisa Bisaglia & Massimiliano Caporin & Matteo Grigoletto, 2025, "Forecasting time series by long-memory models for count data with an application to price jumps," AStA Advances in Statistical Analysis, Springer;German Statistical Society, volume 109, issue 3, pages 417-441, September, DOI: 10.1007/s10182-025-00538-1.
• Md. Bokhtiar Hasan & Md. Naiem Hossain & Juha Junttila & Gazi Salah Uddin & Mustafa Raza Rabbani, 2025, "Do commodity assets hedge uncertainties? What we learn from the recent turbulence period?," Annals of Operations Research, Springer, volume 345, issue 2, pages 1387-1420, February, DOI: 10.1007/s10479-022-04876-0.
• Konstantinos N. Konstantakis & Panayotis G. Michaelides & Panos Xidonas & Stavroula Yfanti, 2025, "Carbon emissions and sustainability in Covid-19’s waves: evidence from a two-state dynamic Markov-switching regression (MSR) model," Annals of Operations Research, Springer, volume 347, issue 1, pages 217-239, April, DOI: 10.1007/s10479-023-05184-x.
• Bo Yu & Dayong Zhang & Qiang Ji, 2025, "Forecasting portfolio variance: a new decomposition approach," Annals of Operations Research, Springer, volume 348, issue 1, pages 543-578, May, DOI: 10.1007/s10479-023-05546-5.
• Xiafei Li & Chao Liang & Feng Ma, 2025, "Forecasting stock market volatility with a large number of predictors: New evidence from the MS-MIDAS-LASSO model," Annals of Operations Research, Springer, volume 352, issue 3, pages 613-652, September, DOI: 10.1007/s10479-022-04716-1.
• Zaghum Umar & Mariya Gubareva & Tamara Teplova & Wafa Alwahedi, 2025, "Oil price shocks and the term structure of the US yield curve: a time–frequency analysis of spillovers and risk transmission," Annals of Operations Research, Springer, volume 352, issue 3, pages 363-387, September, DOI: 10.1007/s10479-022-04786-1.
• Theodoros Daglis & Konstantinos N. Konstantakis & Panos Xidonas & Panayotis G. Michaelides & Constantin Zopounidis, 2025, "Solar events and the US energy sector: a novel sectoral spillover GVAR approach introducing indirect GIRFs (IGIRF)," Annals of Operations Research, Springer, volume 355, issue 1, pages 693-719, December, DOI: 10.1007/s10479-023-05471-7.
• MeiChi Huang, 2025, "Revisiting housing asset pricing: uncertainty and business-cycle factors in US state-level housing markets," The Annals of Regional Science, Springer;Western Regional Science Association, volume 74, issue 1, pages 1-25, March, DOI: 10.1007/s00168-025-01366-6.
• Riccardo Riccobello & Giovanni Bonaccolto & Philipp J. Kremer & Piotr Sobczyk & Małgorzata Bogdan & Sandra Paterlini, 2025, "Sparse graphical modelling for global minimum variance portfolio," Computational Management Science, Springer, volume 22, issue 2, pages 1-32, December, DOI: 10.1007/s10287-025-00535-4.
• Erindi Allaj & Maria Elvira Mancino & Simona Sanfelici, 2025, "Identifying the number of latent factors of stochastic volatility models," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 1, pages 571-602, June, DOI: 10.1007/s10203-024-00479-5.
• Gian Piero Aielli & Davide Pirino, 2025, "Funding liquidity and stocks’ market liquidity: structural estimation from high-frequency data," Decisions in Economics and Finance, Springer;Associazione per la Matematica, volume 48, issue 2, pages 2061-2097, December, DOI: 10.1007/s10203-025-00521-0.
• Lukas Krain & Xiaorui ZUO & Wolfgang Karl Härdle, 2025, "Cryptos have rough volatility and correlated jumps," Digital Finance, Springer, volume 7, issue 2, pages 275-294, June, DOI: 10.1007/s42521-025-00125-8.
• Danial Saef & Odett Nagy & Sergej Sizov & Wolfgang Karl Härdle, 2025, "Correction: Understanding temporal dynamics of jumps in cryptocurrency markets: evidence from tick-by-tick data," Digital Finance, Springer, volume 7, issue 2, pages 297-297, June, DOI: 10.1007/s42521-025-00131-w.
• Chiara Colamartino & Marco Barone, 2025, "Can cooperative banks maintain local engagement amidst digital transformation? Evidence from Italy," Digital Finance, Springer, volume 7, issue 3, pages 347-371, September, DOI: 10.1007/s42521-025-00140-9.
• Gour Gobinda Goswami & Muhammad Yahya & Mahnaz Aftabi Atique & Gazi Salah Uddin, 2025, "Impact of financial and energy market uncertainties on ASEAN-5 markets," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 4, pages 1261-1283, December, DOI: 10.1007/s40822-025-00327-w.
• Suleiman Dahir Mohamed & Mohd Tahir Ismail & Majid Khan Bin Majahar Ali, 2025, "Improving and evaluating GARCH-type models for Bitcoin volatility prediction," Eurasian Economic Review, Springer;Eurasia Business and Economics Society, volume 15, issue 4, pages 1219-1260, December, DOI: 10.1007/s40822-025-00328-9.
• Botond Benedek & Bálint Zsolt Nagy, 2025, "Asymmetries in factors influencing non-fungible tokens’ (NFTs) returns," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s40854-024-00672-w.
• Fahad Ali & Muhammad Usman Khurram & Ahmet Sensoy, 2025, "Safe havens for Bitcoin and Ethereum: evidence from high-frequency data," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-34, December, DOI: 10.1186/s40854-024-00686-4.
• Pawan Kumar & Vipul Kumar Singh, 2025, "Quadrant categorization of spillover determinants of sovereign risk of BRICIT nations: a Bayesian approach," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-22, December, DOI: 10.1186/s40854-024-00699-z.
• Cengiz Karatas & Sukriye Tuysuz & Kazim Berk Kucuklerli & Veysel Ulusoy, 2025, "Investigation of the relationship between number of tweets and USDTRY exchange rate with wavelet coherence and transfer entropy analysis," Financial Innovation, Springer;Southwestern University of Finance and Economics, volume 11, issue 1, pages 1-20, December, DOI: 10.1186/s40854-024-00710-7.