Research classified by Journal of Economic Literature (JEL) codes

2024

• Branco, Rafael R. & Rubesam, Alexandre & Zevallos, Mauricio, 2024, "Forecasting realized volatility: Does anything beat linear models?," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101524.
• Trimborn, Simon & Peng, Hanqiu & Chen, Ying, 2024, "Influencer detection meets network autoregression — Influential regions in the bitcoin blockchain," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101529.
• Watanabe, Toshiaki & Nakajima, Jouchi, 2024, "High-frequency realized stochastic volatility model," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101559.
• Batten, Jonathan A. & Mo, Di & Pourkhanali, Armin, 2024, "Can inflation predict energy price volatility?," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107158.
• Liao, Gaoke & Li, Yanling & Wang, Mengxin, 2024, "Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107168.
• Dong, Qingli & Zhao, Yanzhi & Ma, Xiaojun & Zhou, Yanan, 2024, "Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107228.
• Syuhada, Khreshna & Hakim, Arief & Suprijanto, Djoko, 2024, "Assessing systemic risk and connectedness among dirty and clean energy markets from the quantile and expectile perspectives," Energy Economics, Elsevier, volume 129, issue C, DOI: 10.1016/j.eneco.2023.107261.
• Guan, Bo & Mazouz, Khelifa & Xu, Yongdeng, 2024, "Asymmetric volatility spillover between crude oil and other asset markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107305.
• D’Ecclesia, Rita Laura & Morelli, Giacomo & Stefanelli, Kevyn, 2024, "Energy ETF performance: The role of fossil fuels," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107332.
• Lei, Heng & Xue, Minggao & Ye, Jing, 2024, "The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107456.
• Rao, Amar & Kumar, Satish & Gupta, Prashant & Dash, Saumya Ranjan, 2024, "Quantifying the impact of interest rate volatility on Asian energy companies: A comparative study of fossil and renewable sectors," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107482.
• Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie & Wang, Qunwei, 2024, "Forecasting carbon prices under diversified attention: A dynamic model averaging approach with common factors," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107537.
• Wang, Yi & Ali, Shoaib & Ayaz, Muhammad, 2024, "Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107548.
• Pham, Son D. & Nguyen, Thao T.T. & Do, Hung X., 2024, "Impact of climate policy uncertainty on return spillover among green assets and portfolio implications," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107631.
• Wei, Yu & Shi, Chunpei & Zhou, Chunyan & Wang, Qian & Liu, Yuntong & Wang, Yizhi, 2024, "Market volatilities vs oil shocks: Which dominate the relative performance of green bonds?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107709.
• Imran, Zulfiqar Ali & Ahad, Muhammad & Shahzad, Khurram & Ahmad, Mobeen & Hameed, Imran, 2024, "Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107712.
• Li, Di & Wu, Zhige & Tang, Yixuan, 2024, "Do climate risks affect dirty–clean energy stock price dynamic correlations?," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107713.
• Elsayed, Ahmed H. & Khalfaoui, Rabeh & Nasreen, Samia & Gabauer, David, 2024, "The impact of oil shocks on green, clean, and socially responsible markets," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107729.
• Szafranek, Karol & Rubaszek, Michał & Uddin, Gazi Salah, 2024, "The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107760.
• Gu, Qinen & Li, Shaofang & Tian, Sihua & Wang, Yuyouting, 2024, "Impact of climate risk on energy market risk spillover: Evidence from dynamic heterogeneous network analysis," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107775.
• Dong, Xiyong & Zhang, John F., 2024, "Heterogeneity of regional carbon emission markets in China: Evidence from multidimensional determinants," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107835.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107951.
• Singh, Vipul Kumar & Kumar, Pawan, 2024, "Beyond volatility: Systemic resilience and risk mitigation in interconnected commodity markets," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107953.
• Zhao, Yuan & Gong, Xue & Zhang, Weiguo & Xu, Weijun, 2024, "Forecasting carbon futures returns using feature selection and Markov chain with sample distribution," Energy Economics, Elsevier, volume 140, issue C, DOI: 10.1016/j.eneco.2024.107962.
• Mwampashi, Muthe Mathias & Nikitopoulos, Christina Sklibosios & Rai, Alan, 2024, "From 30- to 5-minute settlement rule in the NEM: An early evaluation," Energy Policy, Elsevier, volume 194, issue C, DOI: 10.1016/j.enpol.2024.114305.
• Çağlayan-Akay, Ebru & Topal, Kadriye Hilal, 2024, "Forecasting Turkish electricity consumption: A critical analysis of single and hybrid models," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132115.
• Shah, Adil Ahmad & Sahay, Arvind, 2024, "Is gold a preferable diversifier of cleaner equity risk across diverse scenarios? Evidence from multidimensional connectedness and spillover measures," Energy, Elsevier, volume 305, issue C, DOI: 10.1016/j.energy.2024.132411.
• Zhang, Xu & Xu, Wenting & Rauf, Abdul & Ozturk, Ilhan, 2024, "Transitioning from conventional energy to clean renewable energy in G7 countries: A signed network approach," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132655.
• Szczygielski, Jan Jakub & Charteris, Ailie & Bwanya, Princess Rutendo & Brzeszczyński, Janusz, 2024, "Google search trends and stock markets: Sentiment, attention or uncertainty?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102549.
• Trifonov, Juri & Potanin, Bogdan, 2024, "GARCH-M model with an asymmetric risk premium: Distinguishing between ‘good’ and ‘bad’ volatility periods," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102941.
• Bouazizi, Tarek & Guesmi, Khaled & Galariotis, Emilios & Vigne, Samuel A., 2024, "Crude oil prices in times of crisis: The role of Covid-19 and historical events," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102955.
• Hanauer, Matthias X. & Jansen, Maarten & Swinkels, Laurens & Zhou, Weili, 2024, "Factor models for Chinese A-shares," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102975.
• Sheikh, Umaid A. & Asadi, Mehrad & Roubaud, David & Hammoudeh, Shawkat, 2024, "Global uncertainties and Australian financial markets: Quantile time-frequency connectedness," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103098.
• Lang, Chunlin & Xu, Danyang & Corbet, Shaen & Hu, Yang & Goodell, John W., 2024, "Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103152.
• Elsayed, Ahmed H. & Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md. Kausar, 2024, "Connectedness across meme assets and sectoral markets: Determinants and portfolio management," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103177.
• Albrecht, Peter & Kočenda, Evžen, 2024, "Volatility connectedness on the central European forex markets," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103179.
• Patel, Ritesh & Gubareva, Mariya & Chishti, Muhammad Zubair & Teplova, Tamara, 2024, "Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103181.
• Zeqiraj, Veton & Gurdgiev, Constantin & Sohag, Kazi & Hammoudeh, Shawkat, 2024, "Economic uncertainty, public debt and non-performing loans in the Eurozone: Three systemic crises," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103208.
• Hsu, Shu-Han & Cheng, Po-Keng & Yang, Yiwen, 2024, "Diversification, hedging, and safe-haven characteristics of cryptocurrencies: A structural change approach," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103211.
• Dunbar, Kwamie & Treku, Daniel N., 2024, "Examining the impact of a central bank digital currency on the access to banking," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103220.
• Yousaf, Imran & Pham, Linh & Goodell, John W., 2024, "Dynamic spillovers between leading cryptocurrencies and derivatives tokens: Insights from a quantile VAR approach," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103156.
• Wang, Zhuo & Chen, Xiaodan & Zhou, Chunyan & Zhang, Yifeng & Wei, Yu, 2024, "Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103266.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2024, "Assessing the crypto market stability after the FTX collapse: A study of high frequency volatility and connectedness," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103287.
• Walker, Clive B., 2024, "Going mainstream: Cryptocurrency narratives in newspapers," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103305.
• Shi, Huai-Long & Chen, Huayi, 2024, "Understanding co-movements based on heterogeneous information associations," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103313.
• Heger, Julia & Min, Aleksey & Zagst, Rudi, 2024, "Analyzing credit spread changes using explainable artificial intelligence," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103315.
• Dettoni, Robinson & Gil-Alana, Luis A. & Yaya, OlaOluwa S., 2024, "Stock market prices and Dividends in the US: Bubbles or Long-run equilibria relationships?," International Review of Financial Analysis, Elsevier, volume 94, issue C, DOI: 10.1016/j.irfa.2024.103319.
• Khasawneh, Maher & McMillan, David G. & Kambouroudis, Dimos, 2024, "Left-tail risk and UK stock return predictability: Underreaction, overreaction, and arbitrage difficulties," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103333.
• Bouazizi, Tarek & Abid, Ilyes & Guesmi, Khaled & Makrychoriti, Panagiota, 2024, "Evolving energies: Analyzing stability amidst recent challenges in the natural gas market," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103346.
• Özer, Mustafa & Frömmel, Michael & Kamişli, Melik & Vuković, Darko B., 2024, "Do bitcoin shocks truly Cointegrate with financial and commodity markets?," International Review of Financial Analysis, Elsevier, volume 95, issue PA, DOI: 10.1016/j.irfa.2024.103354.
• Hoque, Mohammad Enamul & Billah, Mabruk & Kapar, Burcu & Naeem, Muhammad Abubakr, 2024, "Quantifying the volatility spillover dynamics between financial stress and US financial sectors: Evidence from QVAR connectedness," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103434.
• Cheng, Zishu & Li, Mingchen & Cui, Ruhong & Wei, Yunjie & Wang, Shouyang & Hong, Yongmiao, 2024, "The impact of COVID-19 on global financial markets: A multiscale volatility spillover analysis," International Review of Financial Analysis, Elsevier, volume 95, issue PB, DOI: 10.1016/j.irfa.2024.103454.
• Han, Wei & Zhang, Bo & Li, Wei, 2024, "The constraining impact mechanism of financial cognitive ability on the effective demand for housing reverse mortgages in China," International Review of Financial Analysis, Elsevier, volume 95, issue PC, DOI: 10.1016/j.irfa.2024.103531.
• Cakici, Nusret & Zaremba, Adam, 2024, "What drives stock returns across countries? Insights from machine learning models," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103569.
• Karim, Muhammad Mahmudul & Shah, Mohamed Eskandar & Noman, Abu Hanifa Md. & Yarovaya, Larisa, 2024, "Exploring asymmetries in cryptocurrency intraday returns and implied volatility: New evidence for high-frequency traders," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103617.
• Nguyen, Hoang & Virbickaitė, Audronė & Ausín, M. Concepción & Galeano, Pedro, 2024, "Structured factor copulas for modeling the systemic risk of European and United States banks," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103621.
• Ardakani, Omid M., 2024, "Portfolio optimization with transfer entropy constraints," International Review of Financial Analysis, Elsevier, volume 96, issue PA, DOI: 10.1016/j.irfa.2024.103644.
• Yousaf, Imran & Abrar, Afsheen & Ali, Shoaib & Goodell, John W., 2024, "Connectedness between energy cryptocurrencies and US equity markets: A quantile-based analysis," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103666.
• Schlosky, Minh Tam Tammy & Karadas, Serkan & Stivers, Adam, 2024, "Forecasting U.S. Stock Returns Conditional on Geopolitical Risk and Business Cycles," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103707.
• Gunay, Samet & Sraieb, Mohamed M. & Muhammed, Shahnawaz, 2024, "Decrypting Metaverse crypto Market: A nonlinear analysis of investor sentiment," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103714.
• Ojea-Ferreiro, Javier & Reboredo, Juan C. & Ugolini, Andrea, 2024, "Systemic risk effects of climate transition on financial stability," International Review of Financial Analysis, Elsevier, volume 96, issue PB, DOI: 10.1016/j.irfa.2024.103722.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Mean–variance optimization under affine GARCH: A utility-based solution," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104749.
• Nunes, João Pedro Vidal & Ruas, João Pedro, 2024, "A note on the Gumbel convergence for the Lee and Mykland jump tests," Finance Research Letters, Elsevier, volume 59, issue C, DOI: 10.1016/j.frl.2023.104814.
• Guinea, Laurentiu & Pérez, Rafaela & Ruiz, Jesús, 2024, "Asymmetric effects of financial volatility and volatility-of-volatility shocks on the energy mix," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104938.
• Villena, Marcelo J. & Araneda, Axel A., 2024, "On sectoral market efficiency," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2023.104949.
• Xiong, Youlin & Shen, Jun & Yoon, Seong-Min & Dong, Xiyong, 2024, "Macroeconomic determinants of the long-term correlation between stock and exchange rate markets in China: A DCC-MIDAS-X approach considering structural breaks," Finance Research Letters, Elsevier, volume 61, issue C, DOI: 10.1016/j.frl.2024.105020.
• Gao, Ting & Wang, Huaiming & Du, Dongying, 2024, "The interdependence structure of cryptocurrencies and Chinese financial assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105086.
• Abakah, Emmanuel Joel Aikins & Wali Ullah, G M & Abdullah, Mohammad & Lee, Chi-Chuan & Sulong, Zunaidah, 2024, "Correlation structure between fiat currencies and blockchain assets," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105114.
• Bock, J. & Geissel, S., 2024, "Evolution of stock market efficiency in Europe: Evidence from measuring periods of inefficiency," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105129.
• Albers, Stefan & Kestner, Lars N., 2024, "The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias," Finance Research Letters, Elsevier, volume 62, issue PA, DOI: 10.1016/j.frl.2024.105186.
• Chen, Jinyan & Nie, Chun-Xiao, 2024, "Impact of the collapse of silicon valley bank on the banking sector: An analysis based on nonlinear high-frequency networks," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105187.
• Yousaf, Imran & Zeitun, Rami & Ali, Shoaib & Palma, Alessia, 2024, "Impact of tokenization on financial investments: Exploring connectedness through the case of transport and travel/tourism sectors," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105221.
• Ouyang, Minhua & Xiao, Hailian, 2024, "Tail risk spillovers among Chinese stock market sectors," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105233.
• He, Zhipeng & Zhang, Shuguang, 2024, "Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries," Finance Research Letters, Elsevier, volume 62, issue PB, DOI: 10.1016/j.frl.2024.105267.
• Fernandez-Mejia, Julian, 2024, "Extremely stablecoins," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105268.
• Lang, Chunlin & Hu, Yang & Goodell, John W. & Hou, Yang (Greg), 2024, "Connectedness and co-movement between dirty energy, clean energy and global COVOL," Finance Research Letters, Elsevier, volume 63, issue C, DOI: 10.1016/j.frl.2024.105304.
• Chollete, Lorán & Hughen, Keener & Lu, Ching-Chih & Peng, Weijia, 2024, "Assessing the volatility of green firms," Finance Research Letters, Elsevier, volume 64, issue C, DOI: 10.1016/j.frl.2024.105372.
• Pampurini, Francesca & Pezzola, Annagiulia & Quaranta, Anna Grazia, 2024, "Lending business models and FinTechs efficiency," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105519.
• Castro-Iragorri, Carlos & Gómez, Fabio & Quiceno, Nancy, 2024, "Worst-case higher moment risk measure: Addressing distributional shifts and procyclicality," Finance Research Letters, Elsevier, volume 65, issue C, DOI: 10.1016/j.frl.2024.105580.
• González-Sánchez, Mariano & Arguedas Sanz, Raquel & Segovia San Juan, Ana I., 2024, "The extreme temperature factor in asset pricing models: Evidence from Europe," Finance Research Letters, Elsevier, volume 66, issue C, DOI: 10.1016/j.frl.2024.105620.
• Chen, Zhenlong & Liu, Junjie & Hao, Xiaozhen, 2024, "Can the ‘good-bad’ volatility and the leverage effect improve the prediction of cryptocurrency volatility?—Evidence from SHARV-MGJR model," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105757.
• Liang, Chao & Yang, Jinyu & Shen, Lihua & Dong, Dayong, 2024, "The role of biodiversity risk in stock price crashes," Finance Research Letters, Elsevier, volume 67, issue PA, DOI: 10.1016/j.frl.2024.105856.
• Ardakani, Omid M. & Ajina, Rawan, 2024, "Tail risks in household finance," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106065.
• V.K., Anand Krishnan & Chalissery, Meera Davi & Thomas, Sony, 2024, "A bibliometric review of Market Microstructure literature: Current status, development, and future directions," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106086.
• Horky, Florian & Pasquali, Andrea & Magazzino, Cosimo, 2024, "ESG rating disagreement portfolios – Evidence from the EuroStoxx 600," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106117.
• Kocaarslan, Baris, 2024, "Dynamic spillovers between oil market, monetary policy, and exchange rate dynamics in the US," Finance Research Letters, Elsevier, volume 69, issue PA, DOI: 10.1016/j.frl.2024.106137.
• Hou, Yang (Greg) & Xu, Danyang & Oxley, Les & Goodell, John W., 2024, "Price discovery of climate risk and green bonds: A dynamic information leadership share approach," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106098.
• Nguyen, Hien Thi & Nguyen, Hoang & Tran, Minh-Ngoc, 2024, "Deep learning enhanced volatility modeling with covariates," Finance Research Letters, Elsevier, volume 69, issue PB, DOI: 10.1016/j.frl.2024.106145.
• Dong, Xiyong & Jiang, Zhuhua & Yoon, Seong-Min, 2024, "Impact of global financial and energy markets, uncertainty, and climate change attention on Bitcoin carbon footprint," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106254.
• Zou, Renhao & Zhang, Shuguang & He, Zhipeng & Hao, Chenlu, 2024, "Co-jumps in the Chinese stock market before, during and after the COVID-19 pandemic: A network perspective," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106282.
• Bojaj, Martin M. & Aharon, David Y., 2024, "Financial measures and banking crisis: New evidence," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106326.
• Kim, BuKwon & Dong, Xiyong & Yoon, Seong-Min, 2024, "Does uncertainty affect the relationship between green bond and carbon markets?," Finance Research Letters, Elsevier, volume 70, issue C, DOI: 10.1016/j.frl.2024.106370.
• Pezzo, Luca & Zhu, Yinchu & Hassan, M. Kabir & Tian, Jiayuan, 2024, "Testing the boundaries of applicability of standard Stochastic Discount Factor models," Journal of Financial Stability, Elsevier, volume 72, issue C, DOI: 10.1016/j.jfs.2024.101268.
• Cincinelli, Peter & Tsolacos, Sotiris & Urga, Giovanni, 2024, "Price exuberance episodes in private real estate," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101300.
• Quaye, Enoch & Tunaru, Diana & Tunaru, Radu, 2024, "Green-adjusted share prices: A comparison between standard investors and investors with green preferences," Journal of Financial Stability, Elsevier, volume 74, issue C, DOI: 10.1016/j.jfs.2024.101314.
• Christopoulos, Andreas D. & Barratt, Joshua G. & Ilut, Daniel C., 2024, "Synthetic cap rate indices (1991-Covid era)," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100961.
• Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Tiwari, Aviral Kumar, 2024, "Gold-backed cryptocurrencies: A hedging tool against categorical and regional financial stress," Global Finance Journal, Elsevier, volume 60, issue C, DOI: 10.1016/j.gfj.2024.100964.
• Hoque, Mohammad Enamul & Billah, Mabruk & Alam, Md Rafayet & Lucey, Brian, 2024, "Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses," Global Finance Journal, Elsevier, volume 61, issue C, DOI: 10.1016/j.gfj.2024.100992.
• Peng, Sanshao & Shams, Syed & Prentice, Catherine & Sarker, Tapan, 2024, "Consumer confidence and cryptocurrency excess returns: A three-factor model," Global Finance Journal, Elsevier, volume 62, issue C, DOI: 10.1016/j.gfj.2024.101029.
• Siburg, Karl Friedrich & Strothmann, Christopher & Weiß, Gregor, 2024, "Comparing and quantifying tail dependence," Insurance: Mathematics and Economics, Elsevier, volume 118, issue C, pages 95-103, DOI: 10.1016/j.insmatheco.2024.06.006.
• Raheem, Ibrahim D. & le Roux, Sara & Rehman, Mobeen Ur, 2024, "Oil shocks and the Islamic financial market: Evidence from a causality-in-quantile approach," International Economics, Elsevier, volume 180, issue C, DOI: 10.1016/j.inteco.2024.100559.
• Aysan, Ahmet Faruk & Caporin, Massimiliano & Cepni, Oguzhan, 2024, "Not all words are equal: Sentiment and jumps in the cryptocurrency market," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 91, issue C, DOI: 10.1016/j.intfin.2023.101920.
• Sila, Jan & Kocenda, Evzen & Kristoufek, Ladislav & Kukacka, Jiri, 2024, "Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 96, issue C, DOI: 10.1016/j.intfin.2024.102062.
• Segnon, Mawuli & Gupta, Rangan & Wilfling, Bernd, 2024, "Forecasting stock market volatility with regime-switching GARCH-MIDAS: The role of geopolitical risks," International Journal of Forecasting, Elsevier, volume 40, issue 1, pages 29-43, DOI: 10.1016/j.ijforecast.2022.11.007.
• Poutré, Cédric & Dionne, Georges & Yergeau, Gabriel, 2024, "The profitability of lead–lag arbitrage at high frequency," International Journal of Forecasting, Elsevier, volume 40, issue 3, pages 1002-1021, DOI: 10.1016/j.ijforecast.2023.09.001.
• Berrisch, Jonathan & Ziel, Florian, 2024, "Multivariate probabilistic CRPS learning with an application to day-ahead electricity prices," International Journal of Forecasting, Elsevier, volume 40, issue 4, pages 1568-1586, DOI: 10.1016/j.ijforecast.2024.01.005.
• Fritzsch, Simon & Timphus, Maike & Weiß, Gregor, 2024, "Marginals versus copulas: Which account for more model risk in multivariate risk forecasting?," Journal of Banking & Finance, Elsevier, volume 158, issue C, DOI: 10.1016/j.jbankfin.2023.107035.
• Chen, Jian & Qi, Shuyuan, 2024, "Limit-hitting exciting effects: Modeling jump dependencies in stock markets adhering to daily price-limit rules," Journal of Banking & Finance, Elsevier, volume 163, issue C, DOI: 10.1016/j.jbankfin.2024.107184.
• Liang, Chao & Wang, Lu & Duong, Duy, 2024, "More attention and better volatility forecast accuracy: How does war attention affect stock volatility predictability?," Journal of Economic Behavior & Organization, Elsevier, volume 218, issue C, pages 1-19, DOI: 10.1016/j.jebo.2023.12.009.
• Zhang, Li & Liang, Chao & Huynh, Luu Duc Toan & Wang, Lu & Damette, Olivier, 2024, "Measuring the impact of climate risk on renewable energy stock volatility: A case study of G20 economies," Journal of Economic Behavior & Organization, Elsevier, volume 223, issue C, pages 168-184, DOI: 10.1016/j.jebo.2024.05.005.
• Ardia, David & Barras, Laurent & Gagliardini, Patrick & Scaillet, Olivier, 2024, "Is it alpha or beta? Decomposing hedge fund returns when models are misspecified," Journal of Financial Economics, Elsevier, volume 154, issue C, DOI: 10.1016/j.jfineco.2024.103805.
• Doshi, Hitesh & Jacobs, Kris & Liu, Rui, 2024, "Modeling volatility in dynamic term structure models," Journal of Financial Economics, Elsevier, volume 161, issue C, DOI: 10.1016/j.jfineco.2024.103926.
• Pagliari, Maria Sole & Ahmed Hannan, Swarnali, 2024, "The volatility of capital flows in emerging markets: Measures and determinants," Journal of International Money and Finance, Elsevier, volume 145, issue C, DOI: 10.1016/j.jimonfin.2024.103095.
• Salah Uddin, Gazi & Lucey, Brian & Rahman, Md Lutfur & Stenvall, David, 2024, "Quantile coherency across bonds, commodities, currencies, and equities," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100379.
• Cui, Jinxin & Maghyereh, Aktham, 2024, "Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress," Journal of Commodity Markets, Elsevier, volume 33, issue C, DOI: 10.1016/j.jcomm.2023.100380.
• Li, Leon & Miu, Peter, 2024, "Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility," Journal of Commodity Markets, Elsevier, volume 36, issue C, DOI: 10.1016/j.jcomm.2024.100425.
• Sen, Abhibasu & Dutta Choudhury, Karabi, 2024, "Forecasting the Crude Oil prices for last four decades using deep learning approach," Resources Policy, Elsevier, volume 88, issue C, DOI: 10.1016/j.resourpol.2023.104438.
• Yousaf, Imran & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Dynamic spillovers and connectedness between crude oil and green bond markets," Resources Policy, Elsevier, volume 89, issue C, DOI: 10.1016/j.resourpol.2023.104594.
• Guo, Qingran & Ahmed, Khalid & Ding, Cuicui & Khan, Bareerah, 2024, "How the pandemic-led volatility in the natural resource commodity indices affect U.S and China markets," Resources Policy, Elsevier, volume 90, issue C, DOI: 10.1016/j.resourpol.2024.104736.
• Reboredo, Juan C. & Ugolini, Andrea & Ojea-Ferreiro, Javier, 2024, "Tail risks of energy transition metal prices for commodity prices," Resources Policy, Elsevier, volume 93, issue C, DOI: 10.1016/j.resourpol.2024.105057.
• Reboredo, Juan C. & Ugolini, Andrea, 2024, "The impact of uncertainty shocks on energy transition metal prices," Resources Policy, Elsevier, volume 95, issue C, DOI: 10.1016/j.resourpol.2024.105161.
• Al-Nassar, Nassar S. & Assaf, Rima & Chaibi, Anis & Makram, Beljid, 2024, "The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105203.
• Sen, Chitrakalpa & Chakrabarti, Gagari, 2024, "Beyond the glitter: An empirical assessment of the true risk and hedging role of precious metals," Resources Policy, Elsevier, volume 96, issue C, DOI: 10.1016/j.resourpol.2024.105238.
• Tajmir Riahi, Hamed & Iranpour, Parisa & Nakonieczny, Joanna & Vasa, László, 2024, "Complex pattern of nexus between global mining consortiums and sustainability in the Middle East and North Africa region," Resources Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.resourpol.2024.105256.
• Sahoo, Satyaban, 2024, "Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index," Resources Policy, Elsevier, volume 97, issue C, DOI: 10.1016/j.resourpol.2024.105281.
• Ghaemi Asl, Mahdi & Nasr Isfahani, Mohammad & Mohammadi, Mahsa, 2024, "How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements," Resources Policy, Elsevier, volume 98, issue C, DOI: 10.1016/j.resourpol.2024.105287.
• Serrano, Pedro & Vaello-Sebastià, Antoni & Vich-Llompart, M. Magdalena, 2024, "The international linkages of market risk perception," Journal of Multinational Financial Management, Elsevier, volume 72, issue C, DOI: 10.1016/j.mulfin.2023.100826.
• Fetais, Alanoud Hamad & Aysan, Ahmet Faruk & Nagayev, Ruslan, 2024, "Navigating the complexities of GCC real state markets: An analysis of interlinkages amidst shocks and oil effects," Journal of Multinational Financial Management, Elsevier, volume 74, issue C, DOI: 10.1016/j.mulfin.2024.100859.
• Escobar-Anel, Marcos & Spies, Ben & Zagst, Rudi, 2024, "Do jumps matter in discrete-time portfolio optimization?," Operations Research Perspectives, Elsevier, volume 13, issue C, DOI: 10.1016/j.orp.2024.100312.
• Xiao, Jihong & Jiang, Jiajie & Zhang, Yaojie, 2024, "Policy uncertainty, investor sentiment, and good and bad volatilities in the stock market: Evidence from China," Pacific-Basin Finance Journal, Elsevier, volume 84, issue C, DOI: 10.1016/j.pacfin.2024.102303.
• Chen, Xiaoyijing & Liu, Siyuan & Xu, Zailin & Yu, Mei, 2024, "Asymmetry in option implied volatility and yield: Evidence from China's ETF options market11Xiaoyijing Chen, PhD candidate. Research Interests: option pricing, financial derivatives. Siyuan Liu, maste," Pacific-Basin Finance Journal, Elsevier, volume 85, issue C, DOI: 10.1016/j.pacfin.2024.102386.
• Cheng, Tingting & Liu, Fei & Liu, Junli & Yao, Wenying, 2024, "Tail connectedness: Measuring the volatility connectedness network of equity markets during crises," Pacific-Basin Finance Journal, Elsevier, volume 87, issue C, DOI: 10.1016/j.pacfin.2024.102497.
• Li, Haohua & Mei, Yuhe & Hao, Xianfeng & Chen, Zhuo, 2024, "Out-of-sample equity premium predictability: An EMD-denoising based model," Pacific-Basin Finance Journal, Elsevier, volume 88, issue C, DOI: 10.1016/j.pacfin.2024.102536.
• Van Tran, Quang & Kukal, Jaromir, 2024, "Renyi entropy based design of heavy tailed distribution for return of financial assets," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 637, issue C, DOI: 10.1016/j.physa.2024.129531.
• Bouri, Elie & Gradojevic, Nikola & Nekhili, Ramzi, 2024, "Fear, extreme fear and U.S. stock market returns," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 656, issue C, DOI: 10.1016/j.physa.2024.130212.
• El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024, "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, volume 93, issue C, pages 71-90, DOI: 10.1016/j.qref.2023.11.004.
• Wang, Lu & Wang, Xing & Liang, Chao, 2024, "Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM," The Quarterly Review of Economics and Finance, Elsevier, volume 98, issue C, DOI: 10.1016/j.qref.2024.101927.
• Lucey, Brian & Yahya, Muhammad & Khoja, Layla & Uddin, Gazi Salah & Ahmed, Ali, 2024, "Interconnectedness and risk profile of hydrogen against major asset classes," Renewable and Sustainable Energy Reviews, Elsevier, volume 192, issue C, DOI: 10.1016/j.rser.2023.114223.
• Hanif, Waqas & Andraz, Jorge Miguel & Gubareva, Mariya & Teplova, Tamara, 2024, "Are REITS hedge or safe haven against oil price fall?," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1-16, DOI: 10.1016/j.iref.2023.07.052.
• Park, Dojoon & Kang, Yong Joo & Eom, Young Ho, 2024, "Asset pricing tests for pandemic risk," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1314-1334, DOI: 10.1016/j.iref.2023.08.014.
• Kapar, Burcu & Billah, Syed Mabruk & Rana, Faisal & Balli, Faruk, 2024, "An investigation of the frequency dynamics of spillovers and connectedness among GCC sectoral indices," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 1442-1467, DOI: 10.1016/j.iref.2023.09.004.
• Li, Hemei & Liu, Zhenya & Xiao, Zhijie, 2024, "Sequential monitoring of stock market price changes," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 156-172, DOI: 10.1016/j.iref.2023.07.105.
• Liu, Peipei & Huang, Wei-Qiang, 2024, "Spatial analysis of sovereign risk from the perspective of EPU spillovers," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 427-443, DOI: 10.1016/j.iref.2023.07.100.
• Cavaca, Igor Bastos & Meurer, Roberto, 2024, "The asymmetry and uncertainty effects on the response of the yield curve to Brazilian monetary policy," International Review of Economics & Finance, Elsevier, volume 89, issue PA, pages 831-844, DOI: 10.1016/j.iref.2023.07.042.
• Zhao, Yang & Yao, Yuan & Wang, Mingtao, 2024, "Risk-free rate puzzle: An explanation of the heterogeneity of consumer risk attitudes under China's income gap," International Review of Economics & Finance, Elsevier, volume 89, issue PB, pages 940-960, DOI: 10.1016/j.iref.2023.10.039.
• Wu, Zewen, 2024, "Are we in a bubble? Financial vulnerabilities in semiconductor, Web3, and genetic engineering markets," International Review of Economics & Finance, Elsevier, volume 90, issue C, pages 32-44, DOI: 10.1016/j.iref.2023.11.002.
• Bossman, Ahmed & Gubareva, Mariya & Agyei, Samuel Kwaku & Vo, Xuan Vinh, 2024, "Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks," International Review of Economics & Finance, Elsevier, volume 91, issue C, pages 699-719, DOI: 10.1016/j.iref.2024.01.068.
• Yousaf, Imran & Ali, Shoaib & Marei, Mohamed & Gubareva, Mariya, 2024, "Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1126-1151, DOI: 10.1016/j.iref.2024.02.075.
• Siddique, Md. Abubakar & Nobanee, Haitham & Hasan, Md. Bokhtiar & Uddin, Gazi Salah & Nahiduzzaman, Md., 2024, "Is investing in green assets costlier? Green vs. non-green financial assets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 1460-1481, DOI: 10.1016/j.iref.2024.02.079.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2024, "Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 302-315, DOI: 10.1016/j.iref.2024.02.022.
• Hanif, Waqas & Arreola Hernandez, Jose & Kang, Sang Hoon & Boako, Gideon & Yoon, Seong-Min, 2024, "Interdependence and spillovers between big oil companies and regional and global energy equity markets," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 451-469, DOI: 10.1016/j.iref.2024.02.043.
• Assaf, Ata & Demir, Ender & Ersan, Oguz, 2024, "Detecting and date-stamping bubbles in fan tokens," International Review of Economics & Finance, Elsevier, volume 92, issue C, pages 98-113, DOI: 10.1016/j.iref.2024.01.039.
• Nasreen, Samia & Tiwari, Aviral Kumar & Goodell, John W. & Tedeschi, Marco, 2024, "Asymmetric and frequency-domain spillover effects among industrial metals, precious metals, and energy futures markets," International Review of Economics & Finance, Elsevier, volume 93, issue PA, pages 1556-1592, DOI: 10.1016/j.iref.2024.04.010.
• Li, Zhao-Chen & Xie, Chi & Wang, Gang-Jin & Zhu, You & Zeng, Zhi-Jian & Gong, Jue, 2024, "Forecasting global stock market volatilities: A shrinkage heterogeneous autoregressive (HAR) model with a large cross-market predictor set," International Review of Economics & Finance, Elsevier, volume 93, issue PB, pages 673-711, DOI: 10.1016/j.iref.2024.05.008.
• Patra, Saswat, 2024, "An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting," International Review of Economics & Finance, Elsevier, volume 94, issue C, DOI: 10.1016/j.iref.2024.103434.
• Choi, Ki-Hong & Nekhili, Ramzi & Mensi, Walid & Boubaker, Ferihane Zaraa & Yoon, Seong-Min, 2024, "Systemic risk-sharing between natural gas, oil, and stock markets in top energy producer and consumer countries," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103515.
• Zhu, Huiming & Xia, Xiling & Hau, Liya & Zeng, Tian & Deng, Xi, 2024, "Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets," International Review of Economics & Finance, Elsevier, volume 96, issue PA, DOI: 10.1016/j.iref.2024.103580.
• Giampaoli, Noemi & Cucculelli, Marco & Sullo, Valerio, 2024, "Business and financial cycle across regimes: Does financial stress matter?," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103645.
• Yousaf, Imran & Cui, Jinxin & Ali, Shoaib, 2024, "Dynamic spillover between green cryptocurrencies and stocks: A portfolio implication," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103661.
• Zhang, Xincheng & Wu, Shaojiang, 2024, "Natural resources and sustainable development: Evidence from the dynamic correlation between crude oil and gold market," International Review of Economics & Finance, Elsevier, volume 96, issue PB, DOI: 10.1016/j.iref.2024.103665.
• Shi, Chunpei & Wei, Yu & Zheng, Yihe & Wang, Zhuo & Wang, Qian, 2024, "Is ESG investment rewarded or just doing good? Evidence from China," International Review of Economics & Finance, Elsevier, volume 96, issue PC, DOI: 10.1016/j.iref.2024.103712.
• Onorato, Grazia & Pampurini, Francesca & Quaranta, Anna Grazia, 2024, "Lending activity efficiency. A comparison between fintech firms and the banking sector," Research in International Business and Finance, Elsevier, volume 68, issue C, DOI: 10.1016/j.ribaf.2023.102185.
• Pan, Zhigang & Bai, Zhihong & Xing, Xiaochao & Wang, Zhufeng, 2024, "US inflation and global commodity prices: Asymmetric interdependence," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102245.
• Jiang, Zhuhua & Yoon, Seong-Min, 2024, "Interdependence between foreign exchange rate and international reserves: Fresh evidence from China," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102255.
• Kočenda, Evžen & Moravcová, Michala, 2024, "Frequency volatility connectedness and portfolio hedging of U.S. energy commodities," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102274.
• Iuga, Iulia Cristina & Mudakkar, Syeda Rabab & Dragolea, Larisa Loredana, 2024, "Agricultural commodities market reaction to COVID-19," Research in International Business and Finance, Elsevier, volume 69, issue C, DOI: 10.1016/j.ribaf.2024.102287.
• Urom, Christian & Ndubuisi, Gideon & Guesmi, Khaled, 2024, "Global macroeconomic factors and the connectedness among NFTs and (un)conventional assets," Research in International Business and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.ribaf.2024.102429.
• Montero, José-María & Naimy, Viviane & Farraj, Nermeen Abi & El Khoury, Rim, 2024, "Natural disasters, stock price volatility in the property-liability insurance market and sustainability: An unexplored link," Socio-Economic Planning Sciences, Elsevier, volume 91, issue C, DOI: 10.1016/j.seps.2023.101791.
• Nong, Huifu, 2024, "Analyzing the Role of the Real Estate Sector in the Sectoral Network of the Chinese Economy," Structural Change and Economic Dynamics, Elsevier, volume 70, issue C, pages 567-580, DOI: 10.1016/j.strueco.2024.05.022.
• Kayani, Umar & Ullah, Mirzat & Aysan, Ahmet Faruk & Nazir, Sidra & Frempong, Josephine, 2024, "Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis," Technological Forecasting and Social Change, Elsevier, volume 208, issue C, DOI: 10.1016/j.techfore.2024.123635.
• Matthew Greenwood-Nimmo & Evzen Kocenda & Viet Hoang Nguyen, 2024, "Detecting Statistically Significant Changes in Connectedness: A Bootstrap-based Technique," CAMA Working Papers, Centre for Applied Macroeconomic Analysis, Crawford School of Public Policy, The Australian National University, number 2024-51, Aug.
• Woraphon Yamaka, 2024, "Analyzing shifts in structural dependence between oil prices and exchange rates in oil-importing economies," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 9, issue 1, pages 48-63, December, DOI: 10.1108/AJEB-05-2024-0057.
• Abdullah Murrar & Bara Asfour & Veronica Paz, 2024, "Banking sector and economic growth in the digital transformation era: insights from maximum likelihood and Bayesian structural equation modeling," Asian Journal of Economics and Banking, Emerald Group Publishing Limited, volume 8, issue 3, pages 335-353, May, DOI: 10.1108/AJEB-12-2023-0122.
• Rifaldi Yunus Mahendra & Taufik Faturohman, 2024, "The Impact of Working Capital Management on Firm Value and Profitability of Listed Property and Real Estate Firms in Indonesia During the Covid-19 Pandemic," International Symposia in Economic Theory and Econometrics, Emerald Group Publishing Limited, "The Finance-Innovation Nexus: Implications for Socio-Economic Development", DOI: 10.1108/S1571-038620240000034013.
• Chi Aloysius Ngong & Kesuh Jude Thaddeus & Josaphat Uchechukwu Joe Onwumere, 2024, "Financial technology and economic growth nexus in the East African community states," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 29, issue 58, pages 263-276, April, DOI: 10.1108/JEFAS-01-2022-0009.
• Lianet Farfán-Pérez & Jorge O. Moreno & María de las Mercedes Adamuz, 2024, "Going long, going short, issue or liquidate? Corporate debt maturity of Mexican public firms," Journal of Economics, Finance and Administrative Science, Emerald Group Publishing Limited, volume 30, issue 59, pages 150-168, December, DOI: 10.1108/JEFAS-03-2024-0082.
• Salvatore Capasso & Marcella D’Uva & Cristiana Fiorelli & Oreste Napolitano, 2024, "Assessing the sovereign-bank interdependence in Eurozone core countries," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 5, pages 968-982, September, DOI: 10.1108/JES-01-2024-0050.
• Mathias Schneid Tessmann & Marcelo De Oliveira Passos & Omar Barroso Khodr & Alexandre Vasconcelos Lima & Vinícius Braga, 2024, "Connectivity among the returns of sectoral indices of the Brazilian capital market," Journal of Economic Studies, Emerald Group Publishing Limited, volume 52, issue 4, pages 655-672, July, DOI: 10.1108/JES-08-2023-0442.
• Wajdi Moussa & Rym Regaïeg & Nidhal Mgadmi, 2024, "Assessing the impact of the COVID-19 pandemic and the Russian–Ukrainian war on cryptocurrency volatility," Journal of Financial Crime, Emerald Group Publishing Limited, volume 32, issue 1, pages 221-244, November, DOI: 10.1108/JFC-02-2024-0068.
• Václav Brož, 2024, "The impact of announcements of regulatory and law enforcement penalties on stock market valuation of US banks from 2000 to 2022," Journal of Financial Regulation and Compliance, Emerald Group Publishing Limited, volume 32, issue 4, pages 479-500, May, DOI: 10.1108/JFRC-01-2024-0007.
• Muneer M. Alshater & Rim El Khoury & Bashar Almansour, 2024, "Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises," Journal of Islamic Accounting and Business Research, Emerald Group Publishing Limited, volume 15, issue 8, pages 1359-1383, June, DOI: 10.1108/JIABR-01-2023-0024.
• Daniela-Georgeta Beju & Maria-Lenuta Ciupac-Ulici & Vasile Paul Bresfelean, 2024, "Political stability and corruption nexus: an international perspective on European and Asian countries," Journal of Risk Finance, Emerald Group Publishing Limited, volume 25, issue 3, pages 422-442, February, DOI: 10.1108/JRF-10-2023-0261.
• Tarek Chebbi & Hazem Migdady & Waleed Hmedat & Maha Shehadeh, 2024, "Another look at the price clustering behavior: evidence from the Muscat stock exchange," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 5, pages 773-791, March, DOI: 10.1108/RBF-02-2023-0053.
• Salah Eddine Kartobi & Moulay Abdeljamil Aba Oubida & Zineb Elhachimi, 2024, "Asymmetric impact of the COVID-19 on the Moroccan stock exchange," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 17, issue 1, pages 64-82, October, DOI: 10.1108/RBF-03-2024-0078.
• Steven D. Silver, 2024, "Agent expectations and news sentiment in the dynamics of price in a financial market," Review of Behavioral Finance, Emerald Group Publishing Limited, volume 16, issue 5, pages 836-859, April, DOI: 10.1108/RBF-09-2023-0237.
• Prince Kumar Maurya & Rohit Bansal & Anand Kumar Mishra, 2024, "Dynamic connectedness among market volatilities: a perspective of COVID-19 and Russia-Ukraine conflict," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 41, issue 5, pages 1119-1140, April, DOI: 10.1108/SEF-01-2024-0029.
• Seyed Mehdian & Ștefan Cristian Gherghina & Ovidiu Stoica, 2024, "The reaction of top cryptocurrencies to lawsuit against Binance: an intraday event study," Studies in Economics and Finance, Emerald Group Publishing Limited, volume 42, issue 3, pages 449-467, November, DOI: 10.1108/SEF-08-2024-0521.
• Nihat Gümüþ & Murtala Mustapha Baba, 2024, "Unveiling the Dynamics: Exploring the Relationship between Emerging Stock Market Prices and Macroeconomic Indicators through ARDL Analysis," International Econometric Review (IER), Econometric Research Association, volume 16, issue 1, pages 24-49, June.
• Aleksandra Jandric & Adam Gersl, 2024, "Exploring Institutional Determinants of Private Equity and Venture Capital Activity in Europe," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/30, Sep, revised Sep 2024.
• Lukas Petrasek & Jiri Kukacka, 2024, "US Equity Announcement Risk Premia," Working Papers IES, Charles University Prague, Faculty of Social Sciences, Institute of Economic Studies, number 2024/38, Oct, revised Oct 2024.
• Tomohiro Ando & Jushan Bai & Lina Lu & Cindy M. Vojtech, 2024, "Scenario-based Quantile Connectedness of the U.S. Interbank Liquidity Risk Network," Supervisory Research and Analysis Working Papers, Federal Reserve Bank of Boston, number SRA 24-02, Apr.
• Siddhartha Chib & Simon C. Smith, 2024, "Factor Selection and Structural Breaks," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-037, May, DOI: 10.17016/FEDS.2024.037.
• Celso Brunetti & Matthew Carl & Jacob Gerszten & Chiara Scotti & Chaehee Shin, 2024, "Interconnectedness in the Corporate Bond Market," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-066, Aug, DOI: 10.17016/FEDS.2024.066.
• Matteo Barigozzi & Matteo Luciani, 2024, "Quasi Maximum Likelihood Estimation and Inference of Large Approximate Dynamic Factor Models via the EM algorithm," Finance and Economics Discussion Series, Board of Governors of the Federal Reserve System (U.S.), number 2024-086, Oct, DOI: 10.17016/FEDS.2024.086.
• Nabil Bouamara & Kris Boudt & Sébastien Laurent & Christopher J. Neely, 2024, "Sluggish news reactions: A combinatorial approach for synchronizing stock jumps," Working Papers, Federal Reserve Bank of St. Louis, number 2024-006, Mar, revised 30 Oct 2025, DOI: 10.20955/wp.2024.006.
• Masatoshi Miyake, 2024, "Estimating Asset Parameters Using Levy’s Moment Matching Method," JRFM, MDPI, volume 17, issue 4, pages 1-17, April.
• Dean Fantazzini, 2024, "Adaptive Conformal Inference for Computing Market Risk Measures: An Analysis with Four Thousand Crypto-Assets," JRFM, MDPI, volume 17, issue 6, pages 1-44, June.

2023

• Jonathan Hambur & Qazi Haque, 2023, "Can we use high-frequency yield data to better understand the effects of monetary policy and its communication? Yes and no!," School of Economics and Public Policy Working Papers, University of Adelaide, School of Economics and Public Policy, number 2023-03 Classification-E4, May.
• Cem Çakmaklı & Anıl Divar Çakmaklı & Han Özsöylev, 2023, "Getiri Dağılımı Tahmininin Ekonomik Değeri," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 1, pages 40-58, DOI: 10.30784/epfad.1252574.
• Turhan Korkmaz & Tuğba Nur, 2023, "The Effect of ESG Sustainability on Firm Performance: A View under Size and Age on BIST Bank Index Firms," Journal of Research in Economics, Politics & Finance, Ersan ERSOY, volume 8, issue 2, pages 208-223, DOI: 10.30784/epfad.1278491.