Research classified by Journal of Economic Literature (JEL) codes

2024

• Alexandre Magno Andrade REIS & Mathias Schneid TESSMANN & Gustavo José De Guimarão ve SOUZA & Marcelo De Oliveira PASSOS, 2024, "Is there a conflict of interest between Brazilian investment advisors and their clients? An econometric analysis from the perspective of the principal-agent problem," Journal of Economics and Political Economy, EconSciences Journals, volume 11, issue 3, pages 87-103, September.
• Stan Hurn & Vance Martin & Peter C. B. Phillips & Jun Yu, 2024, "Teaching Financial Econometrics to Students Converting to Finance," Cowles Foundation Discussion Papers, Cowles Foundation for Research in Economics, Yale University, number 2397, May.
• Budnik, Katarzyna & Ponte Marques, Aurea & Giglio, Carla & Grassi, Alberto & Durrani, Agha & Figueres, Juan Manuel & Konietschke, Paul & Le Grand, Catherine & Metzler, Julian & Población García, Franc, 2024, "Advancements in stress-testing methodologies for financial stability applications," Occasional Paper Series, European Central Bank, number 348, May.
• Azize Kahramani Koc & Alper Tazegul & Savas Durmus, 2024, "Financial Performance Analysis of Energy Companies Using Multi-Criteria Decision-Making Techniques: An Application in the BIST Electricity, Gas and Water Sector," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 379-391, October.
• Elieser Tarigan, 2024, "Techno-Economic Analysis of Residential Grid-Connected Rooftop Solar PV Systems in Indonesia Under MEMR 26/2021 Regulation," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 412-417, January.
• Muhammad Mohsin & Mad Nasir Shamsudin & Khalid Mahsan Alshammary & Muddassar Sarfraz, 2024, "Exploring the Nexus between CO2 Emissions, Trade, and Sustainable Economic Growth: A Novel NARDL Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 357-366, March.
• Ahmad Monir Abdullah & Aini Aman, 2024, "Energy Prices and Their Impact on US Stock Indices: A Wavelet- based Quantile-on-Quantile Regression Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 216-234, May.
• T. G. Saji & V. P. Joshith & T. A. Binoy & K. Sravana, 2024, "Analyzing Nexus between Crude Oil, Gold, Dollar and Equity Markets with Structural Break: ARDL Evidence from India," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 572-581, May.
• Amna Zardoub, 2024, "Time Varying Causality between Oil Price and Precious Metals : Bootstrap Rolling Windows Granger Causality Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 344-351, July.
• Hatem Brik & Jihene El Ouakdi, 2024, "Interplay of Volatility and Geopolitical Tensions in Clean Energy Markets: A Comprehensive GARCH-LSTM Forecasting Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 92-107, July.
• Huthaifa Alqaralleh & Awon Almajali & Alessandra Canepa, 2024, "Navigating Energy Market Cycles: Insights from a Comprehensive Analysis," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 35-48, September.
• Polat, Onur & Ertuğrul, Hasan Murat & Sakarya, Burçhan & Akgül, Ali, 2024, "TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes," Applied Energy, Elsevier, volume 357, issue C, DOI: 10.1016/j.apenergy.2023.122487.
• Sunitha, K., 2024, "Targeting behavior and capital structure theories: An empirical analysis of gulf cooperation council countries," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100944.
• Li, Junye & Sarno, Lucio & Zinna, Gabriele, 2024, "Risks and risk premia in the US Treasury market," Journal of Economic Dynamics and Control, Elsevier, volume 158, issue C, DOI: 10.1016/j.jedc.2023.104788.
• Sharif, Taimur & Ghouli, Jihene & Bouteska, Ahmed & Abedin, Mohammad Zoynul, 2024, "The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets," Economic Analysis and Policy, Elsevier, volume 84, issue C, pages 25-41, DOI: 10.1016/j.eap.2024.08.008.
• Hu, Xin & Zhu, Bo & Zhang, Bokai & Zhou, Sitong, 2024, "Do internal and external risk spillovers of the food system matter for national food security?," Economic Modelling, Elsevier, volume 136, issue C, DOI: 10.1016/j.econmod.2024.106747.
• Durrani, Agha & Ongena, Steven & Ponte Marques, Aurea, 2024, "Decoding market reactions: The certification role of EU-wide stress tests," Economic Modelling, Elsevier, volume 139, issue C, DOI: 10.1016/j.econmod.2024.106828.
• Greenwood-Nimmo, Matthew & Kočenda, Evžen & Nguyen, Viet Hoang, 2024, "Detecting statistically significant changes in connectedness: A bootstrap-based technique," Economic Modelling, Elsevier, volume 140, issue C, DOI: 10.1016/j.econmod.2024.106843.
• Apostolakis, George N. & Floros, Christos & Gkillas, Konstantinos & Wohar, Mark, 2024, "Volatility spillovers across the spot and futures oil markets after news announcements," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102002.
• Dufera, Tamirat Temesgen, 2024, "Fractional Brownian motion in option pricing and dynamic delta hedging: Experimental simulations," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102017.
• Esparcia, Carlos & Fakhfakh, Tarek & Jareño, Francisco, 2024, "The green, the dirty and the stable: Diversifying equity portfolios by adding tokens of different nature," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102020.
• Zhu, Huiming & Huang, Xi & Ye, Fangyu & Li, Shuang, 2024, "Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102062.
• Guo, Junjie & Li, Xuelian & Zhang, Weiran & Li, Youshu, 2024, "Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102077.
• Fakhfekh, Mohamed & Bejaoui, Azza & Bariviera, Aurelio F. & Jeribi, Ahmed, 2024, "Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2024.102079.
• Demmler, Michael & Fernández, Amilcar Orlian, 2024, "Explosive behavior in historic NASDAQ market prices," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102095.
• Blajer-Gołębiewska, Anna & Honecker, Lukas & Nowak, Sabina, 2024, "Investor sentiment response to COVID-19 outbreak-related news: A sectoral analysis of US firms," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102121.
• Abakah, Emmanuel Joel Aikins & Abdullah, Mohammad & Dankwah, Boakye & Lee, Chi-Chuan, 2024, "Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102126.
• Joo, Young C. & Park, Sung Y., 2024, "Hedging Bitcoin with commodity futures: An analysis with copper, gas, gold, and crude oil futures," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102127.
• Herrera, Rodrigo & Piña, Marco, 2024, "Market risk modeling with option-implied covariances and score-driven dynamics," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102136.
• Yan, Han & Liu, Bin & Zhu, Xingting & Wu, Yan, 2024, "Systemic risk monitoring model from the perspective of public information arrival," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102141.
• Kim, Hyun-Gyoon & Kim, See-Woo & Kim, Jeong-Hoon, 2024, "Variance and volatility swaps and options under the exponential fractional Ornstein–Uhlenbeck model," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102155.
• Chai, Li & Wang, Yuqi & Qi, Xiaohong, 2024, "Cross-category connectedness between Shanghai crude oil futures and Chinese stock markets related to the Belt and Road Initiative," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102165.
• Maki, Daiki, 2024, "Evaluation of volatility spillovers for asymmetric realized covariance," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102177.
• Chen, Weihua & Mamon, Rogemar & Xiong, Heng & Zeng, Pingping, 2024, "Does uncertainty affect the limits of arbitrage? Evidence from the U.S. stock markets," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102221.
• Wang, Mei-Chih & Chang, Tsangyao & Mikhaylov, Alexey & Linyu, Jia, 2024, "A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102232.
• Tunc, Ahmet, 2024, "ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102243.
• Liu, Zixin & Hu, Jun & Zhang, Shuguang & He, Zhipeng, 2024, "Risk spillovers among oil, gold, stock, and foreign exchange markets: Evidence from G20 economies," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102249.
• Doan, Bao & Jayasuriya, Dulani & Lee, John B. & Reeves, Jonathan J., 2024, "Cryptocurrency systematic risk dynamics," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111788.
• Blampied, Nicolás & Mahadeo, Scott Mark Romeo, 2024, "Airline industry equities under external uncertainty shocks," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.111994.
• Beutner, Eric & Heinemann, Alexander & Smeekes, Stephan, 2024, "A residual bootstrap for conditional Value-at-Risk," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105554.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2024, "Autoregressive conditional betas," Journal of Econometrics, Elsevier, volume 238, issue 2, DOI: 10.1016/j.jeconom.2023.105630.
• Campos-Martins, Susana & Hendry, David F., 2024, "Common volatility shocks driven by the global carbon transition," Journal of Econometrics, Elsevier, volume 239, issue 1, DOI: 10.1016/j.jeconom.2023.05.008.
• Chang, Jinyuan & Hu, Qiao & Liu, Cheng & Tang, Cheng Yong, 2024, "Optimal covariance matrix estimation for high-dimensional noise in high-frequency data," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.06.010.
• Fan, Qingliang & Wu, Ruike & Yang, Yanrong & Zhong, Wei, 2024, "Time-varying minimum variance portfolio," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.007.
• Wan, Runzhe & Li, Yingying & Lu, Wenbin & Song, Rui, 2024, "Mining the factor zoo: Estimation of latent factor models with sufficient proxies," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2022.08.013.
• Ding, Yi & Li, Yingying & Liu, Guoli & Zheng, Xinghua, 2024, "Stock co-jump networks," Journal of Econometrics, Elsevier, volume 239, issue 2, DOI: 10.1016/j.jeconom.2023.01.026.
• Chong, Carsten H. & Todorov, Viktor, 2024, "Volatility of volatility and leverage effect from options," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105669.
• Cui, Wenhao & Hu, Jie & Wang, Jiandong, 2024, "Nonparametric estimation for high-frequency data incorporating trading information," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105690.
• Aït-Sahalia, Yacine & Li, Chenxu & Li, Chen Xu, 2024, "Maximum likelihood estimation of latent Markov models using closed-form approximations," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2020.09.001.
• Higbee, Joshua D. & McDonald, James B., 2024, "A comparison of the GB2 and skewed generalized log-t distributions with an application in finance," Journal of Econometrics, Elsevier, volume 240, issue 2, DOI: 10.1016/j.jeconom.2021.01.003.
• Li, Yifan & Nolte, Ingmar & Pham, Manh Cuong, 2024, "Parametric risk-neutral density estimation via finite lognormal-Weibull mixtures," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105748.
• Dierkes, Maik & Hollstein, Fabian & Prokopczuk, Marcel & Würsig, Christoph Matthias, 2024, "Measuring tail risk," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105769.
• Daouia, Abdelaati & Padoan, Simone A. & Stupfler, Gilles, 2024, "Extreme expectile estimation for short-tailed data," Journal of Econometrics, Elsevier, volume 241, issue 2, DOI: 10.1016/j.jeconom.2024.105770.
• Oh, Dong Hwan & Patton, Andrew J., 2024, "Better the devil you know: Improved forecasts from imperfect models," Journal of Econometrics, Elsevier, volume 242, issue 1, DOI: 10.1016/j.jeconom.2024.105767.
• Brownlees, Christian & Llorens-Terrazas, Jordi, 2024, "Empirical risk minimization for time series: Nonparametric performance bounds for prediction," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105849.
• Boswijk, H. Peter & Laeven, Roger J.A. & Vladimirov, Evgenii, 2024, "Estimating option pricing models using a characteristic function-based linear state space representation," Journal of Econometrics, Elsevier, volume 244, issue 1, DOI: 10.1016/j.jeconom.2024.105864.
• Ando, Tomohiro & Bai, Jushan & Lu, Lina & Vojtech, Cindy M., 2024, "Scenario-based quantile connectedness of the U.S. interbank liquidity risk network," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105786.
• Amengual, Dante & Fiorentini, Gabriele & Sentana, Enrique, 2024, "Specification tests for non-Gaussian structural vector autoregressions," Journal of Econometrics, Elsevier, volume 244, issue 2, DOI: 10.1016/j.jeconom.2024.105803.
• Armillotta, Mirko & Gorgi, Paolo, 2024, "Pseudo-variance quasi-maximum likelihood estimation of semi-parametric time series models," Journal of Econometrics, Elsevier, volume 246, issue 1, DOI: 10.1016/j.jeconom.2024.105894.
• Billio, Monica & Casarin, Roberto & Costola, Michele & Iacopini, Matteo, 2024, "COVID-19 spreading in financial networks: A semiparametric matrix regression model," Econometrics and Statistics, Elsevier, volume 29, issue C, pages 113-131, DOI: 10.1016/j.ecosta.2021.10.003.
• Bermudez, P. de Zea & Marín, J. Miguel & Rue, Håvard & Veiga, Helena, 2024, "Integrated nested Laplace approximations for threshold stochastic volatility models," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 15-35, DOI: 10.1016/j.ecosta.2021.08.006.
• Ahelegbey, Daniel Felix & Billio, Monica & Casarin, Roberto, 2024, "Modeling Turning Points in the Global Equity Market," Econometrics and Statistics, Elsevier, volume 30, issue C, pages 60-75, DOI: 10.1016/j.ecosta.2021.10.004.
• Takahashi, Makoto & Watanabe, Toshiaki & Omori, Yasuhiro, 2024, "Forecasting Daily Volatility of Stock Price Index Using Daily Returns and Realized Volatility," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 34-56, DOI: 10.1016/j.ecosta.2021.08.002.
• Silvennoinen, Annastiina & Teräsvirta, Timo, 2024, "Consistency and asymptotic normality of maximum likelihood estimators of a multiplicative time-varying smooth transition correlation GARCH model," Econometrics and Statistics, Elsevier, volume 32, issue C, pages 57-72, DOI: 10.1016/j.ecosta.2021.07.008.
• Palomba, Giulio & Tedeschi, Marco, 2024, "Contagion among European financial indices, evidence from a quantile VAR approach," Economic Systems, Elsevier, volume 48, issue 2, DOI: 10.1016/j.ecosys.2024.101183.
• Zhao, Wandi & Gao, Yang, 2024, "Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101110.
• Dark, Jonathan, 2024, "An adaptive long memory conditional correlation model," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101463.
• Zhang, Yuanyuan & Zhang, Qian & Wang, Zerong & Wang, Qi, 2024, "Option valuation via nonaffine dynamics with realized volatility," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101486.
• 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, master's student. Research Interests: option pricing, v," 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.