Research classified by Journal of Economic Literature (JEL) codes

2024

• Sagade, Satchit & Scharnowski, Stefan & Theissen, Erik & Westheide, Christian, 2024, "A tale of two cities: Inter-market latency and fast-trader competition," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 430, DOI: 10.2139/ssrn.3475442.
• Berg, Tobias & Ma, Lin & Streitz, Daniel, 2024, "Out of sight, out of mind: Divestments and the global reallocation of pollutive assets," SAFE Working Paper Series, Leibniz Institute for Financial Research SAFE, number 436, DOI: 10.2139/ssrn.4368113.
• Eichler, Stefan & Nauerth, Jannik A., 2024, "Bilateral investment treaties and portfolio investment," CEPIE Working Papers, Technische Universität Dresden, Center of Public and International Economics (CEPIE), number 01/24.
• Bernoth, Kerstin & Herwartz, Helmut & Trienens, Lasse, 2024, "Interest Rates, Convenience Yields and Inflation Expectations: Drivers of US Dollar Exchange Rates," VfS Annual Conference 2024 (Berlin): Upcoming Labor Market Challenges, Verein für Socialpolitik / German Economic Association, number 302351, revised 2024.
• Dong, Mike & Goto, Shingo & Xu, Yan & Zhang, Yuzhao, 2024, "Beyond Carry: The Prospective Interest Rate Differential and Currencuy Excess Returns," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-03, Jan.
• Canayaz, Mehmet & Erel, Isil & Gurun, Umit G. & Wu, Yufeng, 2024, "When Protectionism Kills Talent," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-07, Oct.
• Zhang, Shaojun & Shi, Zhan, 2024, "Oil-Driven Greenium," Working Paper Series, Ohio State University, Charles A. Dice Center for Research in Financial Economics, number 2024-24, Oct.
• Gautam Milind Gokhale & Ankur Mittal, 2024, "Exploring the Nexus of Capital Market and Investor Behaviour: A Systematic Literature Review," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 2, pages 65-76, March.
• Aymen Mselmi & Imen Mahmoud, 2024, "Cryptocurrencies Versus Gold: Safe-Haven Competition," International Journal of Economics and Financial Issues, Econjournals, volume 14, issue 6, pages 201-210, October.
• Mehdi Abid & Habib Sekrafi & Ramzi Farhani & Zouheyr Gheraia & Hanane Abdelli, 2024, "Do Institutional Quality and Terrorism Affect the Natural Resources Rents?," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 76-85, January.
• Aysu Ahmadova & Taghi Guliyev & Khatai Aliyev, 2024, "The Relationship between Bitcoin and Nasdaq, U.S. Dollar Index and Commodities," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 281-289, January.
• Lyazzat Kudabayeva & Aktolkin Abubakirova & Aliya Zurbayeva & Gulnar Mussaeva & Gulbakyt Chimgentbayeva, 2024, "The Relationship between Oil Prices and Inflation in Oil Ä°mporting Countries (1980-2022)," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 359-364, January.
• Salokhiddin Avazkhodjaev & Nont Dhiensiri & Farkhod Mukhamedov, 2024, "Does Green Energy Investment Effects on Islamic and Conventional Stock Markets? New Evidence from Advanced Economies," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 592-602, January.
• Farah Durani, 2024, "Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 1, pages 663-672, January.
• Nonelelo Vuba & Thobekile Qabhobho, 2024, "The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 2, pages 287-298, March.
• Esmaeil Ebadi & Yousef Abdul Razaq, 2024, "Reinvestigating the Oil Dependency of the GCC Countries’ Stock Market: A Regime-Switching Cointegration Approach," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 387-406, 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.
• Mathias Tessmann & Carlos Carrasco-Gutierrez & Omar Khodr & Luiz Augusto Magalhães & Marcelo Passos, 2024, "Volatility Transmission and Market Connectivity of Metals and Energy Commodities: Insights from the Spillover Index," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 3, pages 609-618, May.
• Aktolkin Abubakirova & Lyazzat Kudabayeva & Aizhan Omarova & Zhanargul Taskinbaikyzy & Bibigul Saubetova, 2024, "Effects of Fluctuations in oil Prıces on G7 Country Stock Exchanges," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 4, pages 324-328, July.
• 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.
• 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.
• Ikhlaas Gurrib & Olga Starkova & Dalia Hamdan, 2024, "Trading Momentum in the U.S. Crude Oil Futures Market," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 5, pages 593-604, September.
• Aziza Syzdykova & Gulmira Azretbergenova, 2024, "Asymmetric Effect of Oil Prices on Kazakhstan’s Stock Market Index and Exchange Rate," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 15-23, November.
• Rui Dias & Rosa Galvão & Sandra Cruz & Mohammad Irfan & Paulo Alexandre & Sidalina Gonçalves & Nuno Teixeira & Cristina Palma & Liliana Almeida, 2024, "Testing the Diversifying Asset Hypothesis between Clean Energy Stock Indices and Oil Price," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 295-302, November.
• Salokhiddin Avazkhodjaev & Nont Dhiensiri & Eshmurod Rakhimov, 2024, "Effects of Crude Oil Price Uncertainty on Fossil Fuel Production, Clean Energy Consumption, and Output Growth: An Empirical Study of the U.S," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 371-383, November.
• Salokhiddin Avazkhodjaev & Mavluda Askarova & Nargiza Achilova & Madina Jalolova & Sitora Amirdjanova & Charoskhon Otajonova, 2024, "Assessing the Role of Sharia-Compliant Investments in Promoting Clean Energy and Sustainable Economic Development: A Study of Asia’s Financial and Renewable Energy Sectors," International Journal of Energy Economics and Policy, Econjournals, volume 14, issue 6, pages 513-522, November.
• 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.
• Yu, Xing & Li, Yanyan & Zhao, Qian, 2024, "Research on optimization strategy of futures hedging dependent on market state," Applied Energy, Elsevier, volume 373, issue C, DOI: 10.1016/j.apenergy.2024.123885.
• Behera, Chinmaya & Rath, Badri Narayan & Mishra, Pramod Kumar, 2024, "The impact of monetary and fiscal stimulus on stock returns during the COVID-19 Pandemic," Journal of Asian Economics, Elsevier, volume 90, issue C, DOI: 10.1016/j.asieco.2023.101680.
• Lang, Chunlin & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg), 2024, "Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100889.
• Scharnowski, Stefan & Shi, Yanghua, 2024, "Intraday herding and attention around the clock," Journal of Behavioral and Experimental Finance, Elsevier, volume 41, issue C, DOI: 10.1016/j.jbef.2024.100894.
• Sibande, Xolani, 2024, "Herding behaviour and monetary policy: Evidence from the ZAR market," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100920.
• Onishchenko, Olena & Zhao, Jing & Kongahawatte, Sampath & Kuruppuarachchi, Duminda, 2024, "Investor heterogeneity and anchoring-induced momentum," Journal of Behavioral and Experimental Finance, Elsevier, volume 42, issue C, DOI: 10.1016/j.jbef.2024.100926.
• Chen, Zhang-Hangjian & Kang, JingWen & Koedijk, Kees G. & Gao, Xiang & Gu, ZhenHua, 2024, "Short-term market reactions to ESG ratings disclosures: An event study in the Chinese stock market," Journal of Behavioral and Experimental Finance, Elsevier, volume 43, issue C, DOI: 10.1016/j.jbef.2024.100975.
• Conlon, Thomas & Corbet, Shaen & Hou, Yang (Greg) & Hu, Yang & Larkin, Charles & Oxley, Les, 2024, "Understanding sentiment shifts in central bank digital currencies," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100988.
• Hoang, Lai & Vo, Duc Hong, 2024, "Google search and cross-section of cryptocurrency returns and trading activities," Journal of Behavioral and Experimental Finance, Elsevier, volume 44, issue C, DOI: 10.1016/j.jbef.2024.100991.
• Ho, Choy Yeing (Chloe) & Wu, Eliza & Yu, Jing, 2024, "The price of corporate social irresponsibility in seasoned equity offerings: International evidence," The British Accounting Review, Elsevier, volume 56, issue 4, DOI: 10.1016/j.bar.2024.101369.
• Chang, Yuyuan & He, Wen & Mi, Lin, 2024, "Cross-border regulatory cooperation and cash holdings: Evidence from US-listed foreign firms," The British Accounting Review, Elsevier, volume 56, issue 6, DOI: 10.1016/j.bar.2024.101449.
• Dak-Adzaklo, Cephas Simon Peter & Wong, Raymond M.K., 2024, "Corporate governance reforms, societal trust, and corporate financial policies," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102507.
• Colak, Gonul & Korkeamäki, Timo P. & Meyer, Niclas Oskar, 2024, "ESG and CEO turnover around the world," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102523.
• Bao, Yangming & Li, Jie, 2024, "Cross-border M&A, gender-equal culture, and board gender diversity," Journal of Corporate Finance, Elsevier, volume 84, issue C, DOI: 10.1016/j.jcorpfin.2023.102527.
• Zaghini, Andrea, 2024, "Unconventional green," Journal of Corporate Finance, Elsevier, volume 85, issue C, DOI: 10.1016/j.jcorpfin.2024.102556.
• Wang, Shujing & Yan, Hongjun & Zhong, Ninghua & Tang, Yizhou, 2024, "Indirect effects of trading restrictions," Journal of Corporate Finance, Elsevier, volume 86, issue C, DOI: 10.1016/j.jcorpfin.2024.102580.
• Duong, Huu Nhan & Goyal, Abhinav & Zolotoy, Leon, 2024, "Anti-collusion leniency legislations and IPO activity: Worldwide evidence," Journal of Corporate Finance, Elsevier, volume 89, issue C, DOI: 10.1016/j.jcorpfin.2024.102691.
• Aboagye, Ernest & Ko, Stanley Iat-Meng & Lo, Chia Chun & Hsiao, Cody Yu-Ling & Peng, Liang, 2024, "A contagion test with unspecified heteroscedastic errors," Journal of Economic Dynamics and Control, Elsevier, volume 159, issue C, DOI: 10.1016/j.jedc.2023.104804.
• Breckenfelder, Johannes, 2024, "Competition among high-frequency traders and market quality," Journal of Economic Dynamics and Control, Elsevier, volume 166, issue C, DOI: 10.1016/j.jedc.2024.104922.
• Yousfi, Mohamed & Farhani, Ramzi & Bouzgarrou, Houssam, 2024, "From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management," Economic Analysis and Policy, Elsevier, volume 81, issue C, pages 1178-1197, DOI: 10.1016/j.eap.2024.02.001.
• 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.
• Ben Hmiden, Oussama & Tatoutchoup, Didier & Nguimkeu, Pierre & Avelé, Donatien, 2024, "Discrepancy and cross-regional bias in sovereign credit ratings: Analyzing the role of public debt," Economic Modelling, Elsevier, volume 131, issue C, DOI: 10.1016/j.econmod.2023.106600.
• Wang, Zhao & He, Yali & Jiang, Tianqi, 2024, "Does the gender composition of local governments matter for firms’ information environment? Evidence from China," Economic Modelling, Elsevier, volume 131, issue C, DOI: 10.1016/j.econmod.2023.106614.
• Su, Xiaoshan & Li, Yuhan, 2024, "Robust portfolio selection with subjective risk aversion under dependence uncertainty," Economic Modelling, Elsevier, volume 132, issue C, DOI: 10.1016/j.econmod.2024.106667.
• Gossé, Jean-Baptiste & Jehle, Camille, 2024, "Benefits of diversification in EU capital markets: Evidence from stock portfolios," Economic Modelling, Elsevier, volume 135, issue C, DOI: 10.1016/j.econmod.2024.106725.
• 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.
• Xu, Danyang & Corbet, Shaen & Lang, Chunlin & Hu, Yang, 2024, "Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106864.
• Afonso, António & Alves, José & Beck, Krzysztof & Jackson, Karen, 2024, "Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106902.
• Gaies, Brahim & Nakhli, Mohamed Sahbi & Sahut, Jean-Michel, 2024, "Unravelling the complex interactions between sentiment of uncertainty and foreign capital flows: Evidence from Brazil and South Korea," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106913.
• Gnagne, Pascal Xavier & Simo-Kengne, Beatrice D. & Manguzvane, Mathias Mandla, 2024, "The spillover and contagion effects of sovereign risk on stock markets," Economic Modelling, Elsevier, volume 141, issue C, DOI: 10.1016/j.econmod.2024.106921.
• Chen, Xinxin & Guo, Yanhong & Song, Yingying, 2024, "Multiple time scales investor sentiment impact the stock market index fluctuation: From margin trading business perspective," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102027.
• Yang, Xite & Zhang, Qin & Liu, Haiyue & Liu, Zihan & Tao, Qiufan & Lai, Yongzeng & Huang, Linya, 2024, "Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102032.
• Chen, Bin-xia & Sun, Yan-lin, 2024, "Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PA, DOI: 10.1016/j.najef.2023.102036.
• 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.
• Yang, Junhua & Agyei, Samuel Kwaku & Bossman, Ahmed & Gubareva, Mariya & Marfo-Yiadom, Edward, 2024, "Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens," The North American Journal of Economics and Finance, Elsevier, volume 69, issue PB, DOI: 10.1016/j.najef.2023.102030.
• Luo, Changqing & Qu, Yi & Su, Yaya & Dong, Liang, 2024, "Risk spillover from international crude oil markets to China’s financial markets: Evidence from extreme events and U.S. monetary policy," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102041.
• Chung, Chune Young & Kim, Hye Seok & Liu, Chang, 2024, "Institutional monitoring on corporate earnings: Evidence from U.S. Cross-listed Firms," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102061.
• 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.
• Zhuang, Yangyang & Zhang, Ditian & Tang, Pan & Peng, Hongjuan, 2024, "Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102064.
• Wang, Jia & Wang, Xinyi & Wang, Xu, 2024, "International oil shocks and the volatility forecasting of Chinese stock market based on machine learning combination models," The North American Journal of Economics and Finance, Elsevier, volume 70, issue C, DOI: 10.1016/j.najef.2023.102065.
• Haddou, Samira, 2024, "Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102087.
• Hampl, Filip & Vágnerová Linnertová, Dagmar & Horváth, Matúš, 2024, "Crypto havens during war times? Evidence from the Russian invasion of Ukraine," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102093.
• Zhou, Wei & Chen, Yan & Chen, Jin, 2024, "Dynamic volatility spillover and market emergency: Matching and forecasting," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102110.
• Hu, Zinan & Borjigin, Sumuya, 2024, "The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles," The North American Journal of Economics and Finance, Elsevier, volume 71, issue C, DOI: 10.1016/j.najef.2024.102114.
• Rehman, Mobeen Ur & Nautiyal, Neeraj & Zeitun, Rami & Vo, Xuan Vinh & Ghardallou, Wafa, 2024, "Unraveling the multiscale comovement of green bonds and structural shocks: An oil-driven analysis," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102122.
• 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.
• Gao, Yang & Liu, Xiaoyi, 2024, "Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102128.
• Foguesatto, Cristian Rogério & Righi, Marcelo Brutti & Müller, Fernanda Maria, 2024, "Is there a dark side to financial inclusion? Understanding the relationship between financial inclusion and market risk," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102140.
• Xu, Danyang & Hu, Yang & Corbet, Shaen & Hou, Yang (Greg) & Oxley, Les, 2024, "Green bonds and traditional and emerging investments: Understanding connectedness during crises," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102142.
• Alovokpinhou, Sedjro Aaron & Malikane, Christopher, 2024, "The effect of output and the real exchange rate on equity price dynamics," The North American Journal of Economics and Finance, Elsevier, volume 72, issue C, DOI: 10.1016/j.najef.2024.102146.
• Lavín, Jaime F. & Valle, Mauricio A. & Magner, Nicolás S., 2024, "Stock market pattern recognition using symbol entropy analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102161.
• Xu, Yuhong & Zhao, Xinyao, 2024, "How does node centrality in a financial network affect asset price prediction?," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102163.
• Zhang, Yi & Zhou, Long & Wu, Baoxiu & Liu, Fang, 2024, "Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102164.
• 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.
• Huang, Xinya & Wang, Yufeng & Li, Houjian, 2024, "Exploring the asymmetric influence of economic policy uncertainty on the nonlinear relationship between exchange rate and carbon prices in China," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102166.
• Go, You-How & Lau, Wee-Yeap, 2024, "Terms of trade or market power? Further evidence from dynamic spillovers in return and volatility between Malaysian crude palm oil and foreign exchange markets," The North American Journal of Economics and Finance, Elsevier, volume 73, issue C, DOI: 10.1016/j.najef.2024.102178.
• Zhou, Donghai & Liu, Xiaoxing & Tang, Chun, 2024, "Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102192.
• Shen, Yiran & Feng, Qianqian & Sun, Xiaolei, 2024, "Stability and risk contagion in the global sovereign CDS market under Russia-Ukraine conflict," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102204.
• Naifar, Nader, 2024, "Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102205.
• Li, Zhe & Shen, Jiashuang & Xiao, Weilin, 2024, "Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102206.
• Zhang, Yi & Zhou, Long & Liu, Zhidong & Wu, Baoxiu, 2024, "Herding behaviour towards high order systematic risks and the contagion Effect—Evidence from BRICS stock markets," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102219.
• Umar, Zaghum & Iqbal, Najaf & Teplova, Tamara & Tan, Duojiao, 2024, "Dynamic impact of the US yield curve on green bonds: Navigating through recent crises," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102223.
• Tzeng, Kae-Yih & Su, Yi-Kai, 2024, "Can U.S. macroeconomic indicators forecast cryptocurrency volatility?," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102224.
• Yip, Pick Schen & Lau, Wee-Yeap & Brooks, Robert, 2024, "Portfolio balance effect of the U.S. QE between commodities and financial assets in commodity-exporting countries," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102225.
• Wang, Qin & Li, Xianhua, 2024, "Copula-MIDAS-TRV model for risk spillover analysis − Evidence from the Chinese stock market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102230.
• 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.
• Chen, Yan & Zhang, Lei & Zhang, Feipeng, 2024, "Forecasting crude oil volatility and stock volatility: New evidence from the quantile autoregressive model," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102235.
• Ren, Tingting & Li, Shaofang & Zhang, Siying, 2024, "Stock market extreme risk prediction based on machine learning: Evidence from the American market," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102241.
• 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.
• Yu, Bo & Ouyang, Haiqin & Guan, Chao & Lin, Binzhao, 2024, "Network measurement and influence mechanism of dynamic risk contagion among global stock markets: Based on time-varying spillover index and complex network method," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102258.
• Hung, Jui-Cheng & Liu, Hung-Chun & Jimmy Yang, J., 2024, "The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing," The North American Journal of Economics and Finance, Elsevier, volume 74, issue C, DOI: 10.1016/j.najef.2024.102260.
• Azmi, Wajahat & Azmi, Shujaat Naeem & Nobanee, Haitham & Hamil, Philip Anthony, 2024, "Out-of-this-world returns: How did the market value India's successful moon mission?," Economics Letters, Elsevier, volume 234, issue C, DOI: 10.1016/j.econlet.2023.111490.
• Reschenhofer, Christoph, 2024, "Combining factors," Economics Letters, Elsevier, volume 235, issue C, DOI: 10.1016/j.econlet.2023.111510.
• Boungou, Whelsy & Gupta, Praveen & Wahyono, Budi, 2024, "Coup d'état in Africa and stock market returns: The case of French companies," Economics Letters, Elsevier, volume 237, issue C, DOI: 10.1016/j.econlet.2024.111654.
• Allee, Kristian D. & Speitmann, Raffael & Stenzel, Arthur & Wu, Yuchen, 2024, "Market-based oil spill(overs): Market reactions to the energy windfall tax announcements and disclosures in the United Kingdom," Economics Letters, Elsevier, volume 238, issue C, DOI: 10.1016/j.econlet.2024.111670.
• Fiesenig, Bruno & Grebe, Leonard & Schiereck, Dirk, 2024, "Financial center expertise, investors’ expectations and the new European anti-money laundering authority," Economics Letters, Elsevier, volume 239, issue C, DOI: 10.1016/j.econlet.2024.111738.
• Lucchetta, Marcella, 2024, "International aggregate risk: Effects on financial stability," Economics Letters, Elsevier, volume 240, issue C, DOI: 10.1016/j.econlet.2024.111773.
• Lasantha, Ruwan & Tawiah, Vincent & Atif, Muhammad & Puwanenthiren, Prem & Nadarajah, Sivathaasan, 2024, "Unveiling the impact of foreign competition on the bond market: Insights from S&P debt ratings," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111797.
• Nower, Michael, 2024, "Losing sleep at the international market: Daylight Saving Time and exchange rates," Economics Letters, Elsevier, volume 241, issue C, DOI: 10.1016/j.econlet.2024.111813.
• Giofré, Maela, 2024, "Foreign portfolio investments and voting bias in the Eurovision Song Contest," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111903.
• Ceballos, Luis & Ng, Oscar, 2024, "Do investors care about inflation risk? Evidence from global bond portfolio allocation," Economics Letters, Elsevier, volume 243, issue C, DOI: 10.1016/j.econlet.2024.111955.
• Harb, Hadi & Umutlu, Mehmet, 2024, "Shock resistors or transmitters? Contagion across industries and countries during the COVID-19 pandemic and the global financial crisis," Economics Letters, Elsevier, volume 244, issue C, DOI: 10.1016/j.econlet.2024.112026.
• 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.
• Gao, Jiti & Peng, Bin & Wu, Wei Biao & Yan, Yayi, 2024, "Time-varying multivariate causal processes," Journal of Econometrics, Elsevier, volume 240, issue 1, DOI: 10.1016/j.jeconom.2024.105671.
• 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.
• Gomez-Gonzalez, Jose E. & Hirs-Garzon, Jorge & Uribe, Jorge M., 2024, "US uncertainty shocks on real and financial markets: A multi-country perspective," Economic Systems, Elsevier, volume 48, issue 3, DOI: 10.1016/j.ecosys.2024.101180.
• Kang, Yong Joo & Park, Dojoon & Eom, Young Ho, 2024, "Global contagion of US COVID-19 panic news," Emerging Markets Review, Elsevier, volume 59, issue C, DOI: 10.1016/j.ememar.2024.101116.
• Yang, Ming-Yuan & Wu, Zhen-Guo & Wu, Xin & Li, Sai-Ping, 2024, "Influential risk spreaders and systemic risk in Chinese financial networks," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101138.
• Switzer, Lorne N. & Wang, Jun & Jiang, Yuehao, 2024, "The impact of corporate governance and state ownership on the default probabilities of Chinese firms," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101142.
• Lee, Kyounghun & Oh, Frederick Dongchuhl & Shin, Donglim & Yoon, Heejin, 2024, "Innovation spillovers within business groups: Evidence from Korean chaebols," Emerging Markets Review, Elsevier, volume 60, issue C, DOI: 10.1016/j.ememar.2024.101151.
• Umar, Zaghum & Bossman, Ahmed & Teplova, Tamara & Marfo-Yiadom, Edward, 2024, "Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?," Emerging Markets Review, Elsevier, volume 61, issue C, DOI: 10.1016/j.ememar.2024.101160.
• Beckmann, Joscha & Boonman, Tjeerd M. & Schreiber, Sven, 2024, "Expectations, sentiments and capital flows to emerging market economies," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101172.
• Balcilar, Mehmet & Usman, Ojonugwa & Duman, Gazi Murat, 2024, "Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions," Emerging Markets Review, Elsevier, volume 62, issue C, DOI: 10.1016/j.ememar.2024.101186.
• Montañez-Enríquez, Ricardo & Ossandon Busch, Matias & Ramos-Francia, Manuel, 2024, "Untangling the finance-growth nexus: The dual role of financial development in the transmission of shocks," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101192.
• Kersting, Erasmus & Kilby, Christopher, 2024, "How do stock markets in emerging economies respond to World Bank loan approvals?," Emerging Markets Review, Elsevier, volume 63, issue C, DOI: 10.1016/j.ememar.2024.101207.
• Tédongap, Roméo & Tinang, Jules, 2024, "International asset pricing with heterogeneous agents: Estimation and inference," Journal of Empirical Finance, Elsevier, volume 75, issue C, DOI: 10.1016/j.jempfin.2023.101459.
• Kolokolova, Olga & Xu, Xia, 2024, "Enhancing betting against beta with stochastic dominance," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2023.101465.
• Wan, Xiaoyuan, 2024, "Margin-buying, short-selling, and stock valuation: Why is the effect reversed over time in China?," Journal of Empirical Finance, Elsevier, volume 76, issue C, DOI: 10.1016/j.jempfin.2024.101476.
• Fung, Scott & Obaid, Khaled & Tsai, Shih-Chuan, 2024, "Information acquisition and processing skills of institutions and retail investors around information shocks," Journal of Empirical Finance, Elsevier, volume 77, issue C, DOI: 10.1016/j.jempfin.2024.101495.
• Soebhag, Amar & Van Vliet, Bart & Verwijmeren, Patrick, 2024, "Non-standard errors in asset pricing: Mind your sorts," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101517.
• Kuo, Wei-Yu & Lin, Tse-Chun & Zhao, Jing, 2024, "The correlated trading and investment performance of individual investors," Journal of Empirical Finance, Elsevier, volume 78, issue C, DOI: 10.1016/j.jempfin.2024.101522.
• 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.
• Brockman, Paul & Dang, Tung Lam & Pham, Thu Phuong, 2024, "Stock price synchronicity and stock liquidity: International evidence," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101541.
• Oefele, Nico & Baur, Dirk G. & Smales, Lee A., 2024, "Are stablecoins the money market mutual funds of the future?," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101557.
• Salisu, Afees A. & Demirer, Riza & Gupta, Rangan, 2024, "Technological shocks and stock market volatility over a century," Journal of Empirical Finance, Elsevier, volume 79, issue C, DOI: 10.1016/j.jempfin.2024.101561.
• Naeem, Muhammad Abubakr & Gul, Raazia & Shafiullah, Muhammad & Karim, Sitara & Lucey, Brian M., 2024, "Tail risk spillovers between Shanghai oil and other markets," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2023.107182.
• 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.
• Dang, Tam Hoang-Nhat & Balli, Faruk & Balli, Hatice Ozer & Nguyen, Hannah, 2024, "Firm productivity in the Energy-electricity sector over the last two decades with crisis: The role of cross-listing," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107309.
• Gronwald, Marc & Jin, Xin, 2024, "Measuring world oil market integration with a Thick Pen," Energy Economics, Elsevier, volume 130, issue C, DOI: 10.1016/j.eneco.2024.107315.
• Kyriazis, Nikolaos & Corbet, Shaen, 2024, "Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107329.
• Sevillano, María Caridad & Jareño, Francisco & López, Raquel & Esparcia, Carlos, 2024, "Connectedness between oil price shocks and US sector returns: Evidence from TVP-VAR and wavelet decomposition," Energy Economics, Elsevier, volume 131, issue C, DOI: 10.1016/j.eneco.2024.107398.
• Abdou, Hussein A. & Elamer, Ahmed A. & Abedin, Mohammad Zoynul & Ibrahim, Bassam A., 2024, "The impact of oil and global markets on Saudi stock market predictability: A machine learning approach," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107416.
• Gupta, Rangan & Nielsen, Joshua & Pierdzioch, Christian, 2024, "Stock market bubbles and the realized volatility of oil price returns," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107432.
• Zhou, Xiaoran & Enilov, Martin & Parhi, Mamata, 2024, "Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets," Energy Economics, Elsevier, volume 132, issue C, DOI: 10.1016/j.eneco.2024.107468.
• Jawadi, Fredj & Bourghelle, David & Rozin, Philippe & Cheffou, Abdoulkarim Idi & Uddin, Gazi Salah, 2024, "Sentiment and energy price volatility: A nonlinear high frequency analysis," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107465.
• Elsayed, Ahmed H. & Billah, Mabruk & Goodell, John W. & Hadhri, Sinda, 2024, "Examining connections between the fourth industrial revolution and energy markets," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107476.
• Iqbal, Najaf & Bouri, Elie & Shahzad, Syed Jawad Hussain & Alsagr, Naif, 2024, "Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices," Energy Economics, Elsevier, volume 133, issue C, DOI: 10.1016/j.eneco.2024.107518.
• Díaz, Antonio & Esparcia, Carlos & Alonso, Daniel & Alonso, Maria-Teresa, 2024, "Portfolio management of ESG-labeled energy companies based on PTV and ESG factors," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107545.
• 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.
• Agnese, Pablo & Rios, Francisco, 2024, "Spillover effects of energy transition metals in Chile," Energy Economics, Elsevier, volume 134, issue C, DOI: 10.1016/j.eneco.2024.107589.
• 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.
• Aït-Youcef, Camille & Joëts, Marc, 2024, "The role of index traders in the financialization of commodity markets: A behavioral finance approach," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107641.
• Nygaard, Knut & Sørensen, Lars Qvigstad, 2024, "Betting on war? Oil prices, stock returns, and extreme geopolitical events," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107659.
• Cocca, Teodoro & Gabauer, David & Pomberger, Stefan, 2024, "Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107680.
• Banerjee, Ameet Kumar & Dionisio, Andreia & Sensoy, Ahmet & Goodell, John W., 2024, "Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107683.
• Zhang, Yunhan & Gabauer, David & Gupta, Rangan & Ji, Qiang, 2024, "How connected is the oil-bank network? Firm-level and high-frequency evidence," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107684.
• 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.
• 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.
• Tan, Jinghua & Li, Zhixi & Zhang, Chuanhui & Shi, Long & Jiang, Yuansheng, 2024, "A multiscale time-series decomposition learning for crude oil price forecasting," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107733.
• Zheng, Tingguo & Zhang, Hongyin & Ye, Shiqi, 2024, "Monetary policies on green financial markets: Evidence from a multi-moment connectedness network," Energy Economics, Elsevier, volume 136, issue C, DOI: 10.1016/j.eneco.2024.107739.
• 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.
• Wang, Jianuo & Enilov, Martin & Kizys, Renatas, 2024, "Does M&A activity spin the cycle of energy prices?," Energy Economics, Elsevier, volume 137, issue C, DOI: 10.1016/j.eneco.2024.107781.
• Wang, Jying-Nan & Vigne, Samuel A. & Liu, Hung-Chun & Hsu, Yuan-Teng, 2024, "Divergent jump characteristics in brown and green cryptocurrencies: The role of energy-related uncertainty," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107847.
• Ouyang, Zisheng & Lu, Min & Ouyang, Zhongzhe & Zhou, Xuewei & Wang, Ren, 2024, "A novel integrated method for improving the forecasting accuracy of crude oil: ESMD-CFastICA-BiLSTM-Attention," Energy Economics, Elsevier, volume 138, issue C, DOI: 10.1016/j.eneco.2024.107851.
• Jin, Xiu & Liu, Yueli & Yu, Jinming & Chen, Na, 2024, "Extreme risk spillovers in international energy markets: New insights from multilayer networks in the frequency domain," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107908.
• Sánchez-García, Javier & Mattera, Raffaele & Cruz-Rambaud, Salvador & Cerqueti, Roy, 2024, "Measuring financial stability in the presence of energy shocks," Energy Economics, Elsevier, volume 139, issue C, DOI: 10.1016/j.eneco.2024.107922.
• 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.
• Benchora, Inessa & Galanti, Sébastien, 2024, "Verified carbon emissions and stock returns in the EU Emissions Trading System," Energy Policy, Elsevier, volume 193, issue C, DOI: 10.1016/j.enpol.2024.114264.
• Khurshid, Adnan & Khan, Khalid & Cifuentes-Faura, Javier & Chen, Yufeng, 2024, "Asymmetric multifractality: Comparative efficiency analysis of global technological and renewable energy prices using MFDFA and A-MFDFA approaches," Energy, Elsevier, volume 289, issue C, DOI: 10.1016/j.energy.2023.130106.
• Yildirim, Zekeriya & Guloglu, Hasan, 2024, "Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132297.
• Maghyereh, Aktham & Ziadat, Salem Adel & Al Rababa'a, Abdel Razzaq A., 2024, "Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach," Energy, Elsevier, volume 306, issue C, DOI: 10.1016/j.energy.2024.132475.
• Gong, Xue & Lai, Ping & He, Mengxi & Wen, Danyan, 2024, "Climate risk and energy futures high frequency volatility prediction," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132466.
• 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.
• Wen, Danyan & Wang, Huihui & Wang, Yudong & Xiao, Jihong, 2024, "Crude oil futures and the short-term price predictability of petroleum products," Energy, Elsevier, volume 307, issue C, DOI: 10.1016/j.energy.2024.132750.
• Alomari, Mohammed & Khoury, Rim El & Mensi, Walid & Vo, Xuan Vinh & Kang, Sang Hoon, 2024, "Extreme downside risk connectedness between green energy and stock markets," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133477.
• Zhang, Jun & Chen, Donghui, 2024, "Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?," Energy, Elsevier, volume 312, issue C, DOI: 10.1016/j.energy.2024.133545.
• Abakah, Emmanuel Joel Aikins & Shao, David Xuefeng & Tiwari, Aviral Kumar & Lee, Chien-Chiang, 2024, "Asymmetric relationship between carbon market and energy markets," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133656.
• Xu, Zhiwei & Wang, Xuefei & Zhang, Teng, 2024, "The international natural gas price and its cross-sectional pricing implication: Evidence from Chinese stock market," Energy, Elsevier, volume 313, issue C, DOI: 10.1016/j.energy.2024.133939.
• Palwishah, Rana & Kashif, Muhammad & Rehman, Mobeen Ur & Al-Faryan, Mamdouh Abdulaziz Saleh, 2024, "Asymmetric liquidity risk and currency returns before and during COVID-19 pandemic," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102919.
• Dobrynskaya, Victoria, 2024, "Is downside risk priced in cryptocurrency market?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102947.
• Chowdhury, Md Shahedur R. & Damianov, Damian S., 2024, "Uncertainty and bubbles in cryptocurrencies: Evidence from newly developed uncertainty indices," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102949.
• Zhang, Zikai & Neupane, Suman, 2024, "Global IPO underpricing during the Covid-19 pandemic: The impact of firm fundamentals, financial intermediaries, and global factors," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102954.
• 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.
• Trabelsi, Nader & Umar, Zaghum & Dogah, Kingsley E. & Vo, Xuan Vinh, 2024, "Are investment grade Sukuks decoupled from the conventional yield curve?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102981.
• Naeem, Muhammad Abubakr & Chatziantoniou, Ioannis & Gabauer, David & Karim, Sitara, 2024, "Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102986.
• Hong, Yun & Zhang, Rushan & Zhang, Feipeng, 2024, "Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.102991.
• Rojo-Suárez, Javier & Alonso-Conde, Ana B., 2024, "Have shifts in investor tastes led the market portfolio to capture ESG preferences?," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103019.
• Panagiotidis, Theodore & Papapanagiotou, Georgios & Stengos, Thanasis, 2024, "A Bayesian approach for the determinants of bitcoin returns," International Review of Financial Analysis, Elsevier, volume 91, issue C, DOI: 10.1016/j.irfa.2023.103038.
• Simpson, Marc W. & Grossmann, Axel, 2024, "The resurrected size effect still sleeps in the (monetary) winter," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103081.
• Ge, Zhenyu & Sun, Yang, 2024, "Asymmetric impact of oil price shocks on inflation: Evidence from quantile-on-quantile regression," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103097.
• Donadelli, M. & Gufler, I. & Paradiso, A., 2024, "Financial market integration: A complex and controversial journey," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103100.
• Li, Wei & Wang, Xin & Zhang, Haofei, 2024, "The role of distance and financial development: Evidence from international financial markets," International Review of Financial Analysis, Elsevier, volume 92, issue C, DOI: 10.1016/j.irfa.2024.103108.
• Xia, Feilian & Thewissen, James & Shrestha, Prabal & Yan, Shuo, 2024, "The power of a name: Exploring the relationship between ICO name fluency and investor decision making," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103142.
• 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.
• Bouri, Elie & Quinn, Barry & Sheenan, Lisa & Tang, Yayan, 2024, "Investigating extreme linkage topology in the aerospace and defence industry," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103166.
• 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.
• Luo, Danglun & Piao, Zhirong & Wu, Cen & Zhang, Frank Feida, 2024, "Collateral damage: Evidence from share pledging in China," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103187.
• Deng, Qi & Zheng, Linhong & Peng, Jiaqi & Li, Xu & Zhou, Zhong-guo & Hussein, Monica & Chen, Dingyi & Swartz, Mick, 2024, "The impacts of registration regime implementation on IPO pricing efficiency," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103189.
• U, Tony Sio-Chong & Lin, Yongjia & Wang, Yizhi, 2024, "The impact of the Russia–Ukraine war on volatility spillovers," International Review of Financial Analysis, Elsevier, volume 93, issue C, DOI: 10.1016/j.irfa.2024.103194.