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Dynamic asymmetric connectedness in technological sectors

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  1. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan, 2024. "بررسی سرریز ریسک پویا نامتقارن در بازار فلزات اساسی: شواهدی از مدیریت مواد مصرفی مجتمع صنایع مس شهید باهنر [Examining Asymmetric Dynamic Risk Spillover in the Base Metals Market: Evidence from Material Management at Shahid Bahonar Copper Industrie," MPRA Paper 126957, University Library of Munich, Germany.
  2. Gök, Remzi & Bouri, Elie & Gemici, Eray, 2023. "Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic," Research in International Business and Finance, Elsevier, vol. 66(C).
  3. 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, vol. 27(C).
  4. Bouri, Elie & Jalkh, Naji, 2023. "Spillovers of joint volatility-skewness-kurtosis of major cryptocurrencies and their determinants," International Review of Financial Analysis, Elsevier, vol. 90(C).
  5. Kayani, Umar Nawaz & Hassan, M. Kabir & Moussa, Faten & Hossain, Gazi Farid, 2023. "Oil in crisis: What can we learn," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  6. Fousekis, Panos, 2024. "Relative prices and relative supplies in the UK beef meat industry: A wavelet cross-correlation analysis," The Journal of Economic Asymmetries, Elsevier, vol. 30(C).
  7. Billah, Mabruk & Hadhri, Sinda & Shaik, Muneer & Balli, Faruk, 2024. "Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets," Pacific-Basin Finance Journal, Elsevier, vol. 86(C).
  8. Roudari, Soheil & Jalili, Esmaeil & Omidi, Vahid, 2023. "مدیریت سبد سرمایه¬گذاری در صنعت پالایشگاهی: بررسی شرایط با بازدهی مثبت و منفی: رویکرد Asymmetric TVP-VAR [Portfolio Management in the Refining Industry: Investigating Conditions with Positive and Negative Returns: An Asymmetric TVP-VAR Approach]," MPRA Paper 127026, University Library of Munich, Germany, revised 05 Jan 2024.
  9. Roudari, Soheil & Ahmadi, Ali Mohammad & Omidi, Vahid, 2023. "بررسی ساز و کار انتقال ریسک آنی در سبد سرمایه¬گذاری با استفاده از رویکرد R2 Connectedness: شواهدی از شرکت سرمایه¬گذاری صندوق بازنشستگی کشور [Examining the mechanism of Contemporaneous risk transmission in the investment portfolio using the R2 Conn," MPRA Paper 127024, University Library of Munich, Germany, revised 18 May 2024.
  10. Nyakurukwa, Kingstone & Seetharam, Yudhvir, 2023. "Quantile and asymmetric return connectedness among BRICS stock markets," The Journal of Economic Asymmetries, Elsevier, vol. 27(C).
  11. Papadamou, Stephanos & Fassas, Athanasios P. & Kenourgios, Dimitris & Dimitriou, Dimitrios, 2023. "Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  12. 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, vol. 125(C).
  13. Roudari, Soheil & Ahmadian- Yazdi, Farzaneh & Namazizadeh, Ehsan & Chenarani, Hasan, 2025. "بررسی عملکرد مدیریت سرمایه گذاری در وزارت تعاون، کار و رفاه اجتماعی: شواهدی جدید از هلدینگ¬های تابعه [Assessment of Investment Management Performance in the Ministry of Cooperatives, Labor, and Social Welfare: New Evidence from Affiliated Holdings," MPRA Paper 126954, University Library of Munich, Germany.
  14. Maki, Daiki, 2024. "Evaluation of volatility spillovers for asymmetric realized covariance," The North American Journal of Economics and Finance, Elsevier, vol. 73(C).
  15. Yunzhi Lu & Iordanis Petsas & Jinghan Cai, 2025. "Environmental factors and financial market spillover," Journal of Economics and Finance, Springer;Academy of Economics and Finance, vol. 49(2), pages 568-612, June.
  16. Onur Polat, 2024. "Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 10(1), pages 1-27, December.
  17. Roudari, Soheil, 2024. "Optimal Investment Portfolio and Time‑Varying Risk Hedging: New Evidence from Currency, Stock, Gold Coin, and Housing Markets," MPRA Paper 126952, University Library of Munich, Germany.
  18. Roudari, Soheil, 2024. "بررسی رابطه علی پویا میان بازار سهام و سایر بازارهای دارایی: شواهدی جدید از الگوی Rolling- Window Bootstrap Causality [Dynamic Causal Relationships Between the Stock Market and Other Asset Markets: New Evidence from a Rolling Window Bootstrap Caus," MPRA Paper 126972, University Library of Munich, Germany.
  19. Umar, Zaghum & Hadad, Elroi & Phiri, Andrew & Teplova, Tamara, 2025. "Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis," The Quarterly Review of Economics and Finance, Elsevier, vol. 101(C).
  20. Huthaifa Sameeh Alqaralleh, 2023. "The extreme spillover from climate policy uncertainty to the Chinese sector stock market: wavelet time-varying approach," Letters in Spatial and Resource Sciences, Springer, vol. 16(1), pages 1-17, December.
  21. AlGhazali, Abdullah & Belghouthi, Houssem Eddine & Nabli, Mohamed Amine & Mensi, Walid & Kang, Sang Hoon, 2025. "Exploring shock transmission and risk diversification in REIT, commodity, and green bond markets under extreme market conditions," Resources Policy, Elsevier, vol. 103(C).
  22. Chenarani, Hasan & Roudari, Soheil, 2025. "اولویت بندی واگذاری بنگاه¬های اقتصادی زیر مجموعه صندوق¬های بازنشستگی با تاکید بر مدیریت سرمایه¬گذاری: شواهدی جدید از رویکرد DCC-GARCH R2 decomposed connectedness [Prioritizing the Divestment of Pension Fund-Owned Enterprises with an Emphasis on In," MPRA Paper 126973, University Library of Munich, Germany, revised 14 Oct 2025.
  23. El Khoury, Rim & Alshater, Muneer M. & Li, Yanshuang & Xiong, Xiong, 2024. "Quantile time-frequency connectedness among G7 stock markets and clean energy markets," The Quarterly Review of Economics and Finance, Elsevier, vol. 93(C), pages 71-90.
  24. Pandey, Dharen Kumar & Assaf, Rima & Rai, Varun Kumar, 2023. "Did the Indian stock market sail the Russia-Ukraine storm safely?," The Journal of Economic Asymmetries, Elsevier, vol. 28(C).
  25. Su, Xianfang & Zhao, Yachao, 2025. "Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies," The North American Journal of Economics and Finance, Elsevier, vol. 75(PA).
  26. Omidi, Vahid & Roudari, Soheil & Jamshidi, Amir, 2023. "بررسی ارتباط بین گروه بانکها، خودرو، سیمان، فلزات اساسی و فرآورده های نفتی در بورس اوراق بهادار تهران به تفکیک شرایط با بازدهی مثبت و منفی با استفاده از الگوی Asymmetric TVP-VAR [Investigating The Relationship Between Bank, Automotive, Cement, Bas," MPRA Paper 127027, University Library of Munich, Germany, revised 16 Nov 2023.
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