Research classified by Journal of Economic Literature (JEL) codes

2023

• Royer, Julien, 2023, "Conditional asymmetry in Power ARCH(∞) models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 178-204, DOI: 10.1016/j.jeconom.2021.10.013.
• Cai, Zongwu & Chen, Haiqiang & Liao, Xiaosai, 2023, "A new robust inference for predictive quantile regression," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 227-250, DOI: 10.1016/j.jeconom.2021.10.012.
• Blasques, F. & Francq, Christian & Laurent, Sébastien, 2023, "Quasi score-driven models," Journal of Econometrics, Elsevier, volume 234, issue 1, pages 251-275, DOI: 10.1016/j.jeconom.2021.12.005.
• Gribisch, Bastian & Hartkopf, Jan Patrick, 2023, "Modeling realized covariance measures with heterogeneous liquidity: A generalized matrix-variate Wishart state-space model," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 43-64, DOI: 10.1016/j.jeconom.2022.01.007.
• La Vecchia, Davide & Moor, Alban & Scaillet, Olivier, 2023, "A higher-order correct fast moving-average bootstrap for dependent data," Journal of Econometrics, Elsevier, volume 235, issue 1, pages 65-81, DOI: 10.1016/j.jeconom.2022.01.008.
• Bu, Ruijun & Kim, Jihyun & Wang, Bin, 2023, "Uniform and Lp convergences for nonparametric continuous time regressions with semiparametric applications," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 1934-1954, DOI: 10.1016/j.jeconom.2023.02.006.
• Nicolau, João & Rodrigues, Paulo M.M. & Stoykov, Marian Z., 2023, "Tail index estimation in the presence of covariates: Stock returns’ tail risk dynamics," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 2266-2284, DOI: 10.1016/j.jeconom.2023.04.002.
• Abadir, Karim M. & Luati, Alessandra & Paruolo, Paolo, 2023, "GARCH density and functional forecasts," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 470-483, DOI: 10.1016/j.jeconom.2022.04.010.
• Fiorentini, Gabriele & Sentana, Enrique, 2023, "Discrete mixtures of normals pseudo maximum likelihood estimators of structural vector autoregressions," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 643-665, DOI: 10.1016/j.jeconom.2022.02.010.
• Ge, Shuyi & Li, Shaoran & Linton, Oliver, 2023, "News-implied linkages and local dependency in the equity market," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 779-815, DOI: 10.1016/j.jeconom.2022.07.004.
• Gallant, A. Ronald, 2023, "Variance–covariance from a metropolis chain on a curved, singular manifold," Journal of Econometrics, Elsevier, volume 235, issue 2, pages 843-861, DOI: 10.1016/j.jeconom.2022.08.002.
• Dalderop, Jeroen, 2023, "Semiparametric estimation of latent variable asset pricing models," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.03.010.
• Bauwens, Luc & Chevillon, Guillaume & Laurent, Sébastien, 2023, "We modeled long memory with just one lag!," Journal of Econometrics, Elsevier, volume 236, issue 1, DOI: 10.1016/j.jeconom.2023.04.010.
• Kole, Erik & van Dijk, Dick, 2023, "Moments, shocks and spillovers in Markov-switching VAR models," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105474.
• Bennedsen, Mikkel & Lunde, Asger & Shephard, Neil & Veraart, Almut E.D., 2023, "Inference and forecasting for continuous-time integer-valued trawl processes," Journal of Econometrics, Elsevier, volume 236, issue 2, DOI: 10.1016/j.jeconom.2023.105476.
• Aknouche, Abdelhakim & Francq, Christian, 2023, "Two-stage weighted least squares estimator of the conditional mean of observation-driven time series models," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.002.
• Hetland, Simon & Pedersen, Rasmus Søndergaard & Rahbek, Anders, 2023, "Dynamic conditional eigenvalue GARCH," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.09.003.
• Gorgi, P. & Koopman, S.J., 2023, "Beta observation-driven models with exogenous regressors: A joint analysis of realized correlation and leverage effects," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.06.010.
• Berrisch, Jonathan & Ziel, Florian, 2023, "CRPS learning," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2021.11.008.
• Cheng, Mingmian & Liao, Yuan & Yang, Xiye, 2023, "Uniform predictive inference for factor models with instrumental and idiosyncratic betas," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.11.007.
• Oh, Dong Hwan & Patton, Andrew J., 2023, "Dynamic factor copula models with estimated cluster assignments," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.07.012.
• Bakalli, Gaetan & Guerrier, Stéphane & Scaillet, Olivier, 2023, "A penalized two-pass regression to predict stock returns with time-varying risk premia," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2022.12.004.
• Umlandt, Dennis, 2023, "Score-driven asset pricing: Predicting time-varying risk premia based on cross-sectional model performance," Journal of Econometrics, Elsevier, volume 237, issue 2, DOI: 10.1016/j.jeconom.2023.05.007.
• Proietti, Tommaso & Pedregal, Diego J., 2023, "Seasonality in High Frequency Time Series," Econometrics and Statistics, Elsevier, volume 27, issue C, pages 62-82, DOI: 10.1016/j.ecosta.2022.02.001.
• Billio, Monica & Caporin, Massimiliano & Frattarolo, Lorenzo & Pelizzon, Loriana, 2023, "Networks in risk spillovers: A multivariate GARCH perspective," Econometrics and Statistics, Elsevier, volume 28, issue C, pages 1-29, DOI: 10.1016/j.ecosta.2020.12.003.
• Das, Suman & Roy, Saikat Sinha, 2023, "Following the leaders? A study of co-movement and volatility spillover in BRICS currencies," Economic Systems, Elsevier, volume 47, issue 2, DOI: 10.1016/j.ecosys.2022.100980.
• Rehman, Mobeen Ur & Katsiampa, Paraskevi & Zeitun, Rami & Vo, Xuan Vinh, 2023, "Conditional dependence structure and risk spillovers between Bitcoin and fiat currencies," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2022.100966.
• Hanauer, Matthias X. & Kalsbach, Tobias, 2023, "Machine learning and the cross-section of emerging market stock returns," Emerging Markets Review, Elsevier, volume 55, issue C, DOI: 10.1016/j.ememar.2023.101022.
• Agyei, Samuel Kwaku & Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara, 2023, "Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101049.
• Wang, Ruting & Althof, Michael & Härdle, Wolfgang Karl, 2023, "A financial risk meter for China," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101052.
• Jiménez, Inés & Mora-Valencia, Andrés & Perote, Javier, 2023, "Multivariate dynamics between emerging markets and digital asset markets: An application of the SNP-DCC model," Emerging Markets Review, Elsevier, volume 56, issue C, DOI: 10.1016/j.ememar.2023.101054.
• Bu, Ruijun & Hizmeri, Rodrigo & Izzeldin, Marwan & Murphy, Anthony & Tsionas, Mike, 2023, "The contribution of jump signs and activity to forecasting stock price volatility," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 144-164, DOI: 10.1016/j.jempfin.2022.12.001.
• Li, Leon & Miu, Peter, 2023, "Are cryptocurrencies a safe haven for stock investors? A regime-switching approach," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 367-385, DOI: 10.1016/j.jempfin.2022.12.010.
• Nonejad, Nima, 2023, "Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables," Journal of Empirical Finance, Elsevier, volume 70, issue C, pages 91-122, DOI: 10.1016/j.jempfin.2022.11.009.
• Ferrer Fernández, María & Henry, Ólan & Pybis, Sam & Stamatogiannis, Michalis P., 2023, "Can we forecast better in periods of low uncertainty? The role of technical indicators," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 1-12, DOI: 10.1016/j.jempfin.2022.12.014.
• Ciciretti, Rocco & Dalò, Ambrogio & Dam, Lammertjan, 2023, "The contributions of betas versus characteristics to the ESG premium," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 104-124, DOI: 10.1016/j.jempfin.2023.01.004.
• James, Robert & Leung, Henry & Leung, Jessica Wai Yin & Prokhorov, Artem, 2023, "Forecasting tail risk measures for financial time series: An extreme value approach with covariates," Journal of Empirical Finance, Elsevier, volume 71, issue C, pages 29-50, DOI: 10.1016/j.jempfin.2023.01.002.
• Yu, Deshui & Huang, Difang, 2023, "Cross-sectional uncertainty and expected stock returns," Journal of Empirical Finance, Elsevier, volume 72, issue C, pages 321-340, DOI: 10.1016/j.jempfin.2023.04.001.
• Nguyen, Hoang & Javed, Farrukh, 2023, "Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach," Journal of Empirical Finance, Elsevier, volume 73, issue C, pages 272-292, DOI: 10.1016/j.jempfin.2023.07.004.
• Jarrow, Robert A. & Kwok, Simon S., 2023, "Futures contract collateralization and its implications," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101422.
• Berardi, Andrea, 2023, "Term premia and short rate expectations in the euro area," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101424.
• Rad, Hossein & Low, Rand Kwong Yew & Miffre, Joëlle & Faff, Robert, 2023, "The commodity risk premium and neural networks," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101433.
• Ahn, Jungkyu & Ahn, Yongkil, 2023, "What drives the TIPS–Treasury bond mispricing?," Journal of Empirical Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.jempfin.2023.101438.
• Asadi, Mehrad & Pham, Son D. & Nguyen, Thao T.T. & Do, Hung Xuan & Brooks, Robert, 2023, "The nexus between oil and airline stock returns: Does time frequency matter?," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106444.
• Morelli, Giacomo, 2023, "Stochastic ordering of systemic risk in commodity markets," Energy Economics, Elsevier, volume 117, issue C, DOI: 10.1016/j.eneco.2022.106446.
• Asadi, Mehrad & Roudari, Soheil & Tiwari, Aviral Kumar & Roubaud, David, 2023, "Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy," Energy Economics, Elsevier, volume 118, issue C, DOI: 10.1016/j.eneco.2022.106482.
• Qu, Hui & Li, Guo, 2023, "Multi-perspective investor attention and oil futures volatility forecasting," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106531.
• Li, Jingpeng & Umar, Muhammad & Huo, Jiale, 2023, "The spillover effect between Chinese crude oil futures market and Chinese green energy stock market," Energy Economics, Elsevier, volume 119, issue C, DOI: 10.1016/j.eneco.2023.106568.
• Martiradonna, Monica & Romagnoli, Silvia & Santini, Amia, 2023, "The beneficial role of green bonds as a new strategic asset class: Dynamic dependencies, allocation and diversification before and during the pandemic era," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106587.
• Pham, Son Duy & Nguyen, Thao Thac Thanh & Do, Hung Xuan, 2023, "Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications," Energy Economics, Elsevier, volume 120, issue C, DOI: 10.1016/j.eneco.2023.106632.
• Caporin, Massimiliano & Fontini, Fulvio & Panzica, Roberto, 2023, "The systemic risk of US oil and natural gas companies," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106650.
• Dong, Xiyong & Yoon, Seong-Min, 2023, "Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets," Energy Economics, Elsevier, volume 121, issue C, DOI: 10.1016/j.eneco.2023.106680.
• Enilov, Martin & Mishra, Tapas, 2023, "Gold and the herd of Cryptos: Saving oil in blurry times," Energy Economics, Elsevier, volume 122, issue C, DOI: 10.1016/j.eneco.2023.106690.
• Bai, Lan & Wei, Yu & Zhang, Jiahao & Wang, Yizhi & Lucey, Brian M., 2023, "Diversification effects of China's carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106727.
• Basse, Tobias & Karmani, Majdi & Rjiba, Hatem & Wegener, Christoph, 2023, "Does adhering to the principles of green finance matter for stock valuation? Evidence from testing for (co-)explosiveness," Energy Economics, Elsevier, volume 123, issue C, DOI: 10.1016/j.eneco.2023.106729.
• Nguyen, Hoang & Virbickaitė, Audronė, 2023, "Modeling stock-oil co-dependence with Dynamic Stochastic MIDAS Copula models," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106738.
• Ahmed, Walid M.A. & Sleem, Mohamed A.E., 2023, "Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106771.
• Le, Trung H. & Pham, Linh & Do, Hung X., 2023, "Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications," Energy Economics, Elsevier, volume 124, issue C, DOI: 10.1016/j.eneco.2023.106787.
• Hu, Yang & Lang, Chunlin & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2023, "Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106829.
• Okhrin, Yarema & Uddin, Gazi Salah & Yahya, Muhammad, 2023, "Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106853.
• Chen, Louisa & Verousis, Thanos & Wang, Kai & Zhou, Zhiping, 2023, "Financial stress and commodity price volatility," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106874.
• Uddin, Gazi Salah & Luo, Tianqi & Yahya, Muhammad & Jayasekera, Ranadeva & Rahman, Md Lutfur & Okhrin, Yarema, 2023, "Risk network of global energy markets," Energy Economics, Elsevier, volume 125, issue C, DOI: 10.1016/j.eneco.2023.106882.
• Nonejad, Nima, 2023, "Modeling the out-of-sample predictive relationship between equity premium, returns on the price of crude oil and economic policy uncertainty using multivariate time-varying dimension models," Energy Economics, Elsevier, volume 126, issue C, DOI: 10.1016/j.eneco.2023.106964.
• Zhang, Jiaming & Guo, Songlin & Dou, Bin & Xie, Bingyuan, 2023, "Evidence of the internationalization of China's crude oil futures: Asymmetric linkages to global financial risks," Energy Economics, Elsevier, volume 127, issue PA, DOI: 10.1016/j.eneco.2023.107083.
• Hoque, Mohammad Enamul & Soo-Wah, Low & Billah, Mabruk, 2023, "Time-frequency connectedness and spillover among carbon, climate, and energy futures: Determinants and portfolio risk management implications," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107034.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of market uncertainties on agricultural commodities," Energy Economics, Elsevier, volume 127, issue PB, DOI: 10.1016/j.eneco.2023.107080.
• Naqvi, Bushra & Mirza, Nawazish & Umar, Muhammad & Rizvi, Syed Kumail Abbas, 2023, "Shanghai crude oil futures: Returns Independence, volatility asymmetry, and hedging potential," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107110.
• Declerck, Francis & Hikouatcha, Prince & Tchoffo, Guillaume & Tédongap, Roméo, 2023, "Biofuel policies and their ripple effects: An analysis of vegetable oil price dynamics and global consumer responses," Energy Economics, Elsevier, volume 128, issue C, DOI: 10.1016/j.eneco.2023.107127.
• Kuang, Wei, 2023, "The equity-oil hedge: A comparison between volatility and alternative risk frameworks," Energy, Elsevier, volume 271, issue C, DOI: 10.1016/j.energy.2023.127045.
• Li, Zhao-Chen & Xie, Chi & Zeng, Zhi-Jian & Wang, Gang-Jin & Zhang, Ting, 2023, "Forecasting global stock market volatilities in an uncertain world," International Review of Financial Analysis, Elsevier, volume 85, issue C, DOI: 10.1016/j.irfa.2022.102463.
• Liu, Chunbo & Zhang, Xuan & Zhou, Zhiping, 2023, "Are commodity futures a hedge against inflation? A Markov-switching approach," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102492.
• Khalfaoui, Rabeh & Mefteh-Wali, Salma & Dogan, Buhari & Ghosh, Sudeshna, 2023, "Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102496.
• Xu, Shaojun, 2023, "Behavioral asset pricing under expected feedback mode," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102508.
• González-Sánchez, Mariano & Nave Pineda, Juan M., 2023, "Where is the distribution tail threshold? A tale on tail and copulas in financial risk measurement," International Review of Financial Analysis, Elsevier, volume 86, issue C, DOI: 10.1016/j.irfa.2023.102512.
• Bax, Karoline & Sahin, Özge & Czado, Claudia & Paterlini, Sandra, 2023, "ESG, risk, and (tail) dependence," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102513.
• Jin, Xing & Hong, Yi, 2023, "Jump-diffusion volatility models for variance swaps: An empirical performance analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102606.
• Dunbar, Kwamie, 2023, "CBDC uncertainty: Financial market implications," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102607.
• Chowdhury, Mohammad Ashraful Ferdous & Abdullah, Mohammad & Alam, Masud & Abedin, Mohammad Zoynul & Shi, Baofeng, 2023, "NFTs, DeFi, and other assets efficiency and volatility dynamics: An asymmetric multifractality analysis," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102642.
• He, Hongbo & Chen, Yiqing & Wan, Hong & Yao, Shujie, 2023, "Possibility versus feasibility: International portfolio diversification under financial liberalization," International Review of Financial Analysis, Elsevier, volume 87, issue C, DOI: 10.1016/j.irfa.2023.102652.
• Rudkin, Wanling & Cai, Charlie X., 2023, "Information content of sustainability index recomposition: A synthetic portfolio approach," International Review of Financial Analysis, Elsevier, volume 88, issue C, DOI: 10.1016/j.irfa.2023.102676.
• Goswami, Mangal & Pontines, Victor & Mohammed, Yassier, 2023, "Portfolio capital flows and the US dollar exchange rate: Viewed from the lens of time and frequency dynamics of connectedness," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102754.
• Rudkin, Simon & Rudkin, Wanling & Dłotko, Paweł, 2023, "On the topology of cryptocurrency markets," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102759.
• Konstantakis, Konstantinos N. & Xidonas, Panos & Michaelides, Panayotis G. & Goutte, Stéphane, 2023, "Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling," International Review of Financial Analysis, Elsevier, volume 89, issue C, DOI: 10.1016/j.irfa.2023.102858.
• Ouyang, Zisheng & Zhou, Xuewei, 2023, "Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102892.
• Tian, Sihua & Li, Shaofang & Gu, Qinen, 2023, "Measurement and contagion modelling of systemic risk in China's financial sectors: Evidence for functional data analysis and complex network," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102913.
• Zheng, Yanting & Luan, Xin & Lu, Xin & Liu, Jiaming, 2023, "A new view of risk contagion by decomposition of dependence structure: Empirical analysis of Sino-US stock markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102920.
• Procasky, William J. & Yin, Anwen, 2023, "The impact of COVID-19 on the relative market efficiency and forecasting ability of credit derivative and equity markets," International Review of Financial Analysis, Elsevier, volume 90, issue C, DOI: 10.1016/j.irfa.2023.102926.
• Costola, Michele & Iacopini, Matteo, 2023, "Measuring sovereign bond fragmentation in the Eurozone," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103354.
• Nedved, Martin & Kristoufek, Ladislav, 2023, "Safe havens for Bitcoin," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103436.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103440.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Teplova, Tamara, 2023, "The relationship between global risk aversion and returns from safe-haven assets," Finance Research Letters, Elsevier, volume 51, issue C, DOI: 10.1016/j.frl.2022.103444.
• Dong, Xiyong & Xiong, Youlin & Nie, Siyue & Yoon, Seong-Min, 2023, "Can bonds hedge stock market risks? Green bonds vs conventional bonds," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103367.
• Umar, Zaghum & Bossman, Ahmed & Choi, Sun-Yong & Vo, Xuan Vinh, 2023, "Are short stocks susceptible to geopolitical shocks? Time-Frequency evidence from the Russian-Ukrainian conflict," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103388.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "Energy cryptocurrencies: Assessing connectedness with other asset classes," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103389.
• Berrisch, Jonathan & Pappert, Sven & Ziel, Florian & Arsova, Antonia, 2023, "Modeling volatility and dependence of European carbon and energy prices," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103503.
• Jana, Rabin K. & Ghosh, Indranil, 2023, "Time-varying relationship between geopolitical uncertainty and agricultural investment," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103521.
• Xie, Yutang & Cao, Yujia & Li, Xiaotao, 2023, "The importance of trade policy uncertainty to energy consumption in a changing world," Finance Research Letters, Elsevier, volume 52, issue C, DOI: 10.1016/j.frl.2022.103566.
• Yousaf, Imran & Abrar, Afsheen & Goodell, John W., 2023, "Connectedness between travel & tourism tokens, tourism equity, and other assets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103595.
• Zhang, Yaojie & He, Jiaxin & He, Mengxi & Li, Shaofang, 2023, "Geopolitical risk and stock market volatility: A global perspective," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2022.103620.
• García, Javier Sánchez & Rambaud, Salvador Cruz, 2023, "Macrofinancial determinants of volatility transmission in a network of European sovereign debt markets," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103635.
• Bossman, Ahmed & Umar, Zaghum & Agyei, Samuel Kwaku & Teplova, Tamara, 2023, "The impact of the US yield curve on sub-Saharan African equities," Finance Research Letters, Elsevier, volume 53, issue C, DOI: 10.1016/j.frl.2023.103636.
• Cheng, Tingting & Jiang, Shan & Zhao, Albert Bo & Jia, Zhimin, 2023, "Complete subset averaging methods in corporate bond return prediction," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103727.
• Chen, Qihao & Huang, Zhuo & Liang, Fang, 2023, "Measuring systemic risk with high-frequency data: A realized GARCH approach," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103753.
• Berger, Theo, 2023, "Explainable artificial intelligence and economic panel data: A study on volatility spillover along the supply chains," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103757.
• Nie, Chun-Xiao, 2023, "Time-varying characteristics of information flow networks in the Chinese market: An analysis based on sector indices," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103771.
• Cho, Jin Seo & Greenwood-Nimmo, Matthew & Shin, Yongcheol, 2023, "The asymmetric response of dividends to earnings news," Finance Research Letters, Elsevier, volume 54, issue C, DOI: 10.1016/j.frl.2023.103792.
• Malek, Jiri & Nguyen, Duc Khuong & Sensoy, Ahmet & Tran, Quang Van, 2023, "Modeling dynamic VaR and CVaR of cryptocurrency returns with alpha-stable innovations," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103817.
• Daglis, Theodoros & Yfanti, Stavroula & Xidonas, Panos & Konstantakis, Konstantinos N. & Michaelides, Panayotis G., 2023, "Does solar activity affect the price of crude oil? A causality and volatility analysis," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103833.
• Gao, Shang & Zhang, Zhikai & Wang, Yudong & Zhang, Yaojie, 2023, "Forecasting stock market volatility: The sum of the parts is more than the whole," Finance Research Letters, Elsevier, volume 55, issue PA, DOI: 10.1016/j.frl.2023.103849.
• Hartkopf, Jan Patrick & Reh, Laura, 2023, "Challenging golden standards in EWMA smoothing parameter calibration based on realized covariance measures," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104129.
• Kumar, Anoop S & Padakandla, Steven Raj, 2023, "Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?," Finance Research Letters, Elsevier, volume 56, issue C, DOI: 10.1016/j.frl.2023.104131.
• Ardakani, Omid M., 2023, "Coherent measure of portfolio risk," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104222.
• Yousaf, Imran & Riaz, Yasir & Goodell, John W., 2023, "Integration between asset management tokens, asset management stock, and other financial markets: Evidence from TVP-VAR modeling," Finance Research Letters, Elsevier, volume 57, issue C, DOI: 10.1016/j.frl.2023.104276.
• Zhu, Qinwen & Diao, Xundi & Wu, Chongfeng, 2023, "Volatility forecast with the regularity modifications," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104008.
• Goodell, John W. & Yadav, Miklesh Prasad & Ruan, Junhu & Abedin, Mohammad Zoynul & Malhotra, Nidhi, 2023, "Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104323.
• Joaqui-Barandica, Orlando & Oviedo-Gómez, Andres & Manotas-Duque, Diego F., 2023, "Directional predictability between interest rates and the Stoxx 600 Banks index: A quantile approach," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104328.
• Cai, Yi & Tang, Zhenpeng & Chen, Kaijie & Liu, Dinggao, 2023, "Quantifying the international stock market risk spillover: An analysis based on G-expectation upper variances," Finance Research Letters, Elsevier, volume 58, issue PA, DOI: 10.1016/j.frl.2023.104346.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Goodell, John W., 2023, "Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104371.
• Gu, Qinen & Li, Shaofang & Tian, Sihua & Wang, Yuyouting, 2023, "Climate, geopolitical, and energy market risk interconnectedness: Evidence from a new climate risk index," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104392.
• Sephton, Peter, 2023, "Threshold cointegration and asymmetries between dividends and earnings news," Finance Research Letters, Elsevier, volume 58, issue PB, DOI: 10.1016/j.frl.2023.104434.
• Joo, Young C. & Park, Sung Y., 2023, "Quantile connectedness between cryptocurrency and commodity futures," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104472.
• Patel, Ritesh & Goodell, John W. & Chishti, Muhammad Zubair, 2023, "Assessing connectedness of transportation cryptocurrencies and transportation stocks: Evidence from wavelet quantile correlation," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104504.
• Ortiz, Roberto & Contreras, Mauricio & Mellado, Cristhian, 2023, "Regression, multicollinearity and Markowitz," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104550.
• Wang, Qian & Zhou, Chunyan & Wang, Lei & Wei, Yu, 2023, "End-word tones of stock names and stock price anomalies: Empirical evidence from China's IPO markets," Finance Research Letters, Elsevier, volume 58, issue PC, DOI: 10.1016/j.frl.2023.104572.
• Wang, Qishu, 2023, "Herding behavior and the dynamics of ESG performance in the European banking industry," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104640.
• Telila, Henok Fasil, 2023, "Frontier markets sovereign risk: New evidence from spatial econometric models," Finance Research Letters, Elsevier, volume 58, issue PD, DOI: 10.1016/j.frl.2023.104665.
• Alexandridis, Antonios K. & Apergis, Iraklis & Panopoulou, Ekaterini & Voukelatos, Nikolaos, 2023, "Equity premium prediction: The role of information from the options market," Journal of Financial Markets, Elsevier, volume 64, issue C, DOI: 10.1016/j.finmar.2022.100801.
• Bevilacqua, Mattia & Tunaru, Radu & Vioto, Davide, 2023, "Options-based systemic risk, financial distress, and macroeconomic downturns," Journal of Financial Markets, Elsevier, volume 65, issue C, DOI: 10.1016/j.finmar.2023.100834.
• Greenwood-Nimmo, Matthew & Nguyen, Viet Hoang & Shin, Yongcheol, 2023, "What is mine is yours: Sovereign risk transmission during the European debt crisis," Journal of Financial Stability, Elsevier, volume 65, issue C, DOI: 10.1016/j.jfs.2023.101103.
• Tiwari, Aviral Kumar & Aikins Abakah, Emmanuel Joel & Adekoya, Oluwasegun B. & Hammoudeh, Shawkat, 2023, "What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?," Global Finance Journal, Elsevier, volume 55, issue C, DOI: 10.1016/j.gfj.2022.100794.
• Barczy, Mátyás & K. Nedényi, Fanni & Sütő, László, 2023, "Probability equivalent level of Value at Risk and higher-order Expected Shortfalls," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 107-128, DOI: 10.1016/j.insmatheco.2022.11.004.
• Li, Han & Liu, Haibo & Tang, Qihe & Yuan, Zhongyi, 2023, "Pricing extreme mortality risk in the wake of the COVID-19 pandemic," Insurance: Mathematics and Economics, Elsevier, volume 108, issue C, pages 84-106, DOI: 10.1016/j.insmatheco.2022.11.002.
• Fissler, Tobias & Merz, Michael & Wüthrich, Mario V., 2023, "Deep quantile and deep composite triplet regression," Insurance: Mathematics and Economics, Elsevier, volume 109, issue C, pages 94-112, DOI: 10.1016/j.insmatheco.2023.01.001.
• Lautier, Jackson P. & Pozdnyakov, Vladimir & Yan, Jun, 2023, "Pricing time-to-event contingent cash flows: A discrete-time survival analysis approach," Insurance: Mathematics and Economics, Elsevier, volume 110, issue C, pages 53-71, DOI: 10.1016/j.insmatheco.2023.02.003.
• Naimoli, Antonio, 2023, "The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach," International Economics, Elsevier, volume 176, issue C, DOI: 10.1016/j.inteco.2023.100459.
• Elsayed, Ahmed H. & Ahmed, Habib & Husam Helmi, Mohamad, 2023, "Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 85, issue C, DOI: 10.1016/j.intfin.2023.101784.
• Liang, Chao & Luo, Qin & Li, Yan & Huynh, Luu Duc Toan, 2023, "Global financial stress index and long-term volatility forecast for international stock markets," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 88, issue C, DOI: 10.1016/j.intfin.2023.101825.
• Esparcia, Carlos & Escribano, Ana & Jareño, Francisco, 2023, "Did cryptomarket chaos unleash Silvergate's bankruptcy? investigating the high-frequency volatility and connectedness behind the collapse," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101851.
• Yousaf, Imran & Abrar, Afsheen & Yarovaya, Larisa, 2023, "Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?," Journal of International Financial Markets, Institutions and Money, Elsevier, volume 89, issue C, DOI: 10.1016/j.intfin.2023.101881.
• Bauwens, Luc & Xu, Yongdeng, 2023, "DCC- and DECO-HEAVY: Multivariate GARCH models based on realized variances and correlations," International Journal of Forecasting, Elsevier, volume 39, issue 2, pages 938-955, DOI: 10.1016/j.ijforecast.2022.03.005.
• Brignone, Riccardo & Gonzato, Luca & Lütkebohmert, Eva, 2023, "Efficient Quasi-Bayesian Estimation of Affine Option Pricing Models Using Risk-Neutral Cumulants," Journal of Banking & Finance, Elsevier, volume 148, issue C, DOI: 10.1016/j.jbankfin.2022.106745.
• Kuck, Konstantin & Schweikert, Karsten, 2023, "Price discovery in equity markets: A state-dependent analysis of spot and futures markets," Journal of Banking & Finance, Elsevier, volume 149, issue C, DOI: 10.1016/j.jbankfin.2023.106808.
• Silva, Thiago Christiano & de Souza, Sergio Rubens Stancato & Guerra, Solange Maria & Tabak, Benjamin Miranda, 2023, "COVID-19 and bank branch lending: The moderating effect of digitalization," Journal of Banking & Finance, Elsevier, volume 152, issue C, DOI: 10.1016/j.jbankfin.2023.106869.
• Dimpfl, Thomas & Schweikert, Karsten, 2023, "Information shares for markets with partially overlapping trading hours," Journal of Banking & Finance, Elsevier, volume 154, issue C, DOI: 10.1016/j.jbankfin.2023.106970.
• Christensen, Bent Jesper & Kjær, Mads Markvart & Veliyev, Bezirgen, 2023, "The incremental information in the yield curve about future interest rate risk," Journal of Banking & Finance, Elsevier, volume 155, issue C, DOI: 10.1016/j.jbankfin.2023.106973.
• Zila, Eric & Kukacka, Jiri, 2023, "Moment set selection for the SMM using simple machine learning," Journal of Economic Behavior & Organization, Elsevier, volume 212, issue C, pages 366-391, DOI: 10.1016/j.jebo.2023.05.040.
• Saggese, Pietro & Belmonte, Alessandro & Dimitri, Nicola & Facchini, Angelo & Böhme, Rainer, 2023, "Arbitrageurs in the Bitcoin ecosystem: Evidence from user-level trading patterns in the Mt. Gox exchange platform," Journal of Economic Behavior & Organization, Elsevier, volume 213, issue C, pages 251-270, DOI: 10.1016/j.jebo.2023.07.025.
• Engle, Robert F. & Campos-Martins, Susana, 2023, "What are the events that shake our world? Measuring and hedging global COVOL," Journal of Financial Economics, Elsevier, volume 147, issue 1, pages 221-242, DOI: 10.1016/j.jfineco.2022.09.009.
• Gonçalves, Andrei S. & Leonard, Gregory, 2023, "The fundamental-to-market ratio and the value premium decline," Journal of Financial Economics, Elsevier, volume 147, issue 2, pages 382-405, DOI: 10.1016/j.jfineco.2022.11.001.
• Chang, Kuang-Liang, 2023, "The low-magnitude and high-magnitude asymmetries in tail dependence structures in international equity markets and the role of bilateral exchange rate," Journal of International Money and Finance, Elsevier, volume 133, issue C, DOI: 10.1016/j.jimonfin.2023.102839.
• Bampinas, Georgios & Panagiotidis, Theodore & Politsidis, Panagiotis N., 2023, "Sovereign bond and CDS market contagion: A story from the Eurozone crisis," Journal of International Money and Finance, Elsevier, volume 137, issue C, DOI: 10.1016/j.jimonfin.2023.102902.
• Yun, Jaeho, 2023, "International linkages of term structures: US and Korea Treasury bond yields," Journal of International Money and Finance, Elsevier, volume 138, issue C, DOI: 10.1016/j.jimonfin.2023.102924.
• Djogbenou, Antoine & Inan, Emre & Jasiak, Joann, 2023, "Time-varying coefficient DAR model and stability measures for stablecoin prices: An application to Tether," Journal of International Money and Finance, Elsevier, volume 139, issue C, DOI: 10.1016/j.jimonfin.2023.102946.
• Enilov, Martin & Mensi, Walid & Stankov, Petar, 2023, "Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic," Journal of Commodity Markets, Elsevier, volume 29, issue C, DOI: 10.1016/j.jcomm.2022.100307.
• Jain, Prachi & Maitra, Debasish & McIver, Ron P. & Kang, Sang Hoon, 2023, "Quantile dependencies and connectedness between stock and precious metals markets," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100284.
• Nikitopoulos, Christina Sklibosios & Thomas, Alice Carole & Wang, Jianxin, 2023, "The economic impact of daily volatility persistence on energy markets," Journal of Commodity Markets, Elsevier, volume 30, issue C, DOI: 10.1016/j.jcomm.2022.100285.
• Størdal, Ståle & Ewald, Christian-Oliver & Lien, Gudbrand & Haugom, Erik, 2023, "Trading time seasonality in electricity futures," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2022.100291.
• Wong, Patrick, 2023, "Explaining intraday crude oil returns with higher order risk-neutral moments," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2023.100331.
• Haase, Marco & Zimmermann, Heinz & Huss, Matthias, 2023, "Wheat price volatility regimes over 140 years: An analysis of daily price ranges," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2023.100346.
• Balli, Faruk & O Balli, Hatice & Nguyen, Thi Thu Ha, 2023, "Dynamic connectedness between crude oil and equity markets: What about the effects of firm's solvency and profitability positions?," Journal of Commodity Markets, Elsevier, volume 31, issue C, DOI: 10.1016/j.jcomm.2023.100348.
• Gkillas, Konstantinos & Konstantatos, Christoforos & Papathanasiou, Spyros & Wohar, Mark, 2023, "Estimation of value at risk for copper," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100351.
• Rice, Gregory & Wirjanto, Tony & Zhao, Yuqian, 2023, "Exploring volatility of crude oil intraday return curves: A functional GARCH-X model," Journal of Commodity Markets, Elsevier, volume 32, issue C, DOI: 10.1016/j.jcomm.2023.100361.
• Alshater, Muneer M. & Alqaralleh, Huthaifa & El Khoury, Rim, 2023, "Dynamic asymmetric connectedness in technological sectors," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2022.e00287.
• Khan, Muhammad Asif & Segovia, Juan E.Trinidad & Bhatti, M.Ishaq & Kabir, Asif, 2023, "Corporate vulnerability in the US and China during COVID-19: A machine learning approach," The Journal of Economic Asymmetries, Elsevier, volume 27, issue C, DOI: 10.1016/j.jeca.2023.e00302.
• shah, Adil Ahmad & Bhanja, Niyati & Dar, Arif Billah, 2023, "Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00304.
• Hasan, Md. Bokhtiar & Hassan, M. Kabir & Alhomaidi, Asem, 2023, "How do sectoral Islamic equity markets react to geopolitical risk, economic policy uncertainty, and oil price shocks?," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00333.
• Herley, Michael D. & Orlowski, Lucjan T. & Ritter, Mark A., 2023, "Asymmetric responses of equity returns to changes in exchange rates at different market volatility levels," The Journal of Economic Asymmetries, Elsevier, volume 28, issue C, DOI: 10.1016/j.jeca.2023.e00336.
• Huang, Yisu & Xu, Weiju & Huang, Dengshi & Zhao, Chenchen, 2023, "Chinese crude oil futures volatility and sustainability: An uncertainty indices perspective," Resources Policy, Elsevier, volume 80, issue C, DOI: 10.1016/j.resourpol.2022.103227.
• Kang, Sang Hoon & Arreola Hernandez, Jose & Rehman, Mobeen Ur & Shahzad, Syed Jawad Hussain & Yoon, Seong-Min, 2023, "Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2022.103286.
• Jebabli, Ikram & Lahiani, Amine & Mefteh-Wali, Salma, 2023, "Quantile connectedness between CO2 emissions and economic growth in G7 countries," Resources Policy, Elsevier, volume 81, issue C, DOI: 10.1016/j.resourpol.2023.103348.
• Chen, Juan & Xiao, Zuoping & Bai, Jiancheng & Guo, Hongling, 2023, "Predicting volatility in natural gas under a cloud of uncertainties," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103436.
• Bossman, Ahmed & Gubareva, Mariya & Teplova, Tamara, 2023, "EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions," Resources Policy, Elsevier, volume 82, issue C, DOI: 10.1016/j.resourpol.2023.103515.
• Lau, Chi Keung & Soliman, Alaa M. & Albasu, Joseph & Gozgor, Giray, 2023, "Dependence structures among geopolitical risks, energy prices, and carbon emissions prices," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103603.
• Paul, Manas & Bhanja, Niyati & Dar, Arif Billah, 2023, "On the similarities between precious metals, precious metal stocks and equities – International evidence for gold and silver," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103629.
• Umar, Zaghum & Bossman, Ahmed, 2023, "Quantile connectedness between oil price shocks and exchange rates," Resources Policy, Elsevier, volume 83, issue C, DOI: 10.1016/j.resourpol.2023.103658.
• Hoque, Mohammad Enamul & Soo-Wah, Low & Tiwari, Aviral Kumar & Akhter, Tahmina, 2023, "Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103786.
• Chen, Shengming & Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "The Russia–Ukraine war and energy market volatility: A novel application of the volatility ratio in the context of natural gas," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103792.
• Abid, Ilyes & Dhaoui, Abderrazak & Kaabia, Olfa & Tarchella, Salma, 2023, "Geopolitical risk on energy, agriculture, livestock, precious and industrial metals: New insights from a Markov Switching model," Resources Policy, Elsevier, volume 85, issue PA, DOI: 10.1016/j.resourpol.2023.103925.
• Sibande, Xolani & Demirer, Riza & Balcilar, Mehmet & Gupta, Rangan, 2023, "On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103539.
• Aloui, Riadh & Ben Jabeur, Sami & Rezgui, Hichem & Ben Arfi, Wissal, 2023, "Geopolitical risk and commodity future returns: Fresh insights from dynamic copula conditional value-at-risk approach," Resources Policy, Elsevier, volume 85, issue PB, DOI: 10.1016/j.resourpol.2023.103873.
• Virbickaitė, Audronė & Nguyen, Hoang & Tran, Minh-Ngoc, 2023, "Bayesian predictive distributions of oil returns using mixed data sampling volatility models," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104167.
• Ghosh, Bikramaditya & Pham, Linh & Gubareva, Mariya & Teplova, Tamara, 2023, "Energy transition metals and global sentiment: Evidence from extreme quantiles," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104170.
• Ghaemi Asl, Mahdi & Raheem, Ibrahim D. & Rashidi, Muhammad Mahdi, 2023, "Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104186.
• Cui, Jinxin & Alshater, Muneer M. & Mensi, Walid, 2023, "Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets," Resources Policy, Elsevier, volume 86, issue PA, DOI: 10.1016/j.resourpol.2023.104286.
• Restrepo, Natalia & Ceballos, Juan Camilo & Uribe, Jorge M., 2023, "Risk spillovers of critical metals firms," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104135.
• Zhao, Jing & Cui, Luansong & Liu, Weiguo & Zhang, Qiwen, 2023, "Extreme risk spillover effects of international oil prices on the Chinese stock market: A GARCH-EVT-Copula-CoVaR approach," Resources Policy, Elsevier, volume 86, issue PB, DOI: 10.1016/j.resourpol.2023.104142.
• Al-Nassar, Nassar S. & Yousaf, Imran & Makram, Beljid, 2023, "Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management," Pacific-Basin Finance Journal, Elsevier, volume 79, issue C, DOI: 10.1016/j.pacfin.2023.102009.
• Yang, Hui & Ferrer, Román, 2023, "Explosive behavior in the Chinese stock market: A sectoral analysis," Pacific-Basin Finance Journal, Elsevier, volume 81, issue C, DOI: 10.1016/j.pacfin.2023.102104.
• Wei, Zhengyuan & He, Qingxia & Zhou, Qili & Wang, Ge, 2023, "Measuring dependence structure and extreme risk spillovers in stock markets: An APARCH-EVT-DMC approach," Physica A: Statistical Mechanics and its Applications, Elsevier, volume 632, issue P1, DOI: 10.1016/j.physa.2023.129357.
• Ma, Qiang & Khan, Zeeshan & Chen, Fuzhong & Murshed, Muntasir & Siqun, Yang & Kirikkaleli, Dervis, 2023, "Revisiting the nexus between house pricing and money demand: Power spectrum and wavelet coherence based approach," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 266-274, DOI: 10.1016/j.qref.2021.03.001.
• Umar, Muhammad & Mirza, Nawazish & Rizvi, Syed Kumail Abbas & Furqan, Mehreen, 2023, "Asymmetric volatility structure of equity returns: Evidence from an emerging market," The Quarterly Review of Economics and Finance, Elsevier, volume 87, issue C, pages 330-336, DOI: 10.1016/j.qref.2021.04.016.
• Khalfaoui, Rabeh & Shahzad, Umer & Ghaemi Asl, Mahdi & Ben Jabeur, Sami, 2023, "Investigating the spillovers between energy, food, and agricultural commodity markets: New insights from the quantile coherency approach," The Quarterly Review of Economics and Finance, Elsevier, volume 88, issue C, pages 63-80, DOI: 10.1016/j.qref.2022.12.006.
• Zhu, Huiming & Li, Shuang & Huang, Zishan, 2023, "Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 1-30, DOI: 10.1016/j.qref.2023.05.001.
• Carnero, M. Angeles & León, Angel & Ñíguez, Trino-Manuel, 2023, "Skewness in energy returns: estimation, testing and retain-->implications for tail risk," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 178-189, DOI: 10.1016/j.qref.2023.06.003.
• Yunus, Nafeesa, 2023, "Long-run and short-run impact of the U.S. economy on stock, bond and housing markets: An evaluation of U.S. and six major economies," The Quarterly Review of Economics and Finance, Elsevier, volume 90, issue C, pages 211-232, DOI: 10.1016/j.qref.2023.05.002.
• Bouteska, Ahmed & Sharif, Taimur & Abedin, Mohammad Zoynul, 2023, "Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets," The Quarterly Review of Economics and Finance, Elsevier, volume 92, issue C, pages 1-13, DOI: 10.1016/j.qref.2023.07.008.
• De Pace, Pierangelo & Rao, Jayant, 2023, "Comovement and instability in cryptocurrency markets," International Review of Economics & Finance, Elsevier, volume 83, issue C, pages 173-200, DOI: 10.1016/j.iref.2022.08.010.
• Billio, Monica & Caporin, Massimiliano & Panzica, Roberto & Pelizzon, Loriana, 2023, "The impact of network connectivity on factor exposures, asset pricing, and portfolio diversification," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 196-223, DOI: 10.1016/j.iref.2022.11.002.
• Hong, Yanran & Yu, Jize & Su, Yuquan & Wang, Lu, 2023, "Southern oscillation: Great value of its trends for forecasting crude oil spot price volatility," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 358-368, DOI: 10.1016/j.iref.2022.11.023.
• Buckle, Mike & Chen, Jing & Guo, Qian & Li, Xiaoxi, 2023, "Does smile help detect the UK's price leadership change after MiFID?," International Review of Economics & Finance, Elsevier, volume 84, issue C, pages 756-769, DOI: 10.1016/j.iref.2022.11.033.