Financial Markets, Energy Shocks, and Extreme Volatility Spillovers
Citations
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Cited by:
- Rami Ahmad El-Nabulsi & Waranont Anukool, 2026. "Black–scholes equation in quantitative finance with variable parameters: a path to a generalized schrodinger equation," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 12(1), pages 1-53, December.
- Lü, Zheng & Ozcelebi, Oguzhan & Yoon, Seong-Min, 2025. "Impact of central bank digital currency uncertainty on international financial markets," Research in International Business and Finance, Elsevier, vol. 73(PA).
- Al-Nassar, Nassar S. & Assaf, Rima & Chaibi, Anis & Makram, Beljid, 2024. "The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises," Resources Policy, Elsevier, vol. 96(C).
- Ali, Shoaib & Xiaoyang, Xu & Alharbi, Samar S. & Rasheed, Muhammad Shahid, 2025. "Financial markets and environmental risks: unveiling the impact of climate uncertainty," Research in International Business and Finance, Elsevier, vol. 78(C).
- Saif-Alyousfi, Abdulazeez Y.H., 2026. "The nonlinear impacts of energy price shocks on bank diversification: Evidence from G7 economies," Research in International Business and Finance, Elsevier, vol. 82(C).
- Ali, Shoaib & Yousfi, Mohamed & Chughtai, Sumayya & Min Du, Anna, 2024. "Return and volatility connectedness between agricultural tokens and us equity sectors," Research in International Business and Finance, Elsevier, vol. 72(PB).
- 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, vol. 93(C).
- Enilov, Martin & Delantar, Edna & Parhi, Mamata, 2026. "The predictive effects of Fintech-ESG dynamic interdependence: A global perspective on Cleantech energy transition risk," Energy Economics, Elsevier, vol. 153(C).
- Yadav, Mahender & Danso, Albert & Adu-Ameyaw, Emmanuel & Yadav, Annu & Boateng, Agyenim & Saini, Mohit, 2026. "Market integration across green, energy and carbon markets in emerging economies," Energy Economics, Elsevier, vol. 153(C).
- Gao, Wang & Jin, Xiaoman & Zhang, Hongwei & He, Miao, 2025. "The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach," Energy Economics, Elsevier, vol. 142(C).
- Shobande, Olatunji A. & Ogbeifun, Lawrence & Apergis, Nicholas, 2024. "Crafting monetary policy beyond low carbon legacy," International Review of Economics & Finance, Elsevier, vol. 91(C), pages 764-781.
- Zhou, Yang & Xie, Chi & Wang, Gang-Jin & Gong, Jue & Li, Zhao-Chen & Zhu, You, 2024. "Who dominate the information flowing between innovative and traditional financial assets? A multiscale entropy-based approach," International Review of Economics & Finance, Elsevier, vol. 93(PB), pages 329-358.
- Shoaib Ali & Youssef Manel, 2025. "Unlocking the diversification benefits of DeFi for ASEAN stock market portfolios: a quantile study," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-26, December.
- Sharipov, Kongratbay & Abdullayev, Ilyos & Kuziboev, Bekhzod & Makhmudov, Samariddin & Kalandarov, Feruz & Khaytboeva, Nigora & Ilkhamova, Zarnigor, 2025. "The Effect of Energy Policy Risk on Renewable Energy," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(2), pages 566-575, February.
- Wang, Lu & Wang, Xing & Liang, Chao, 2024. "Natural gas volatility prediction via a novel combination of GARCH-MIDAS and one-class SVM," The Quarterly Review of Economics and Finance, Elsevier, vol. 98(C).
- Jovović, Jelena & Popović, Saša, 2025. "Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets," Research in International Business and Finance, Elsevier, vol. 76(C).
- Hmercha, Chiraz & de Peretti, Christian & Kacem, Manel & Belkacem, Lotfi, 2026. "Does weather drive the renewable energy and financial stock markets ? Evidence from France using a Threshold Autoregressive model," The Journal of Economic Asymmetries, Elsevier, vol. 33(C).
- Ye, Rendao & Xiao, Jian & Zhang, Yilan, 2024. "Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain," Economic Analysis and Policy, Elsevier, vol. 83(C), pages 1061-1079.
- Oguzhan Ozcelebi & Ronald McIver & Sang Hoon Kang, 2025. "The dynamics of frequency connectedness between technology ETFs and uncertainty indices under extreme market conditions," Financial Innovation, Springer;Southwestern University of Finance and Economics, vol. 11(1), pages 1-33, December.
- Abdullah, Mohammad & Sarker, Provash Kumer & Abakah, Emmanuel Joel Aikins & Tiwari, Aviral Kumar & Rehman, Mohd Ziaur, 2024. "Tail risk intersection between tech-tokens and tech-stocks," Global Finance Journal, Elsevier, vol. 61(C).
- Wu, Ran & Li, Ming & Ma, Shenglin & Zeng, Hongjun, 2026. "Asymmetric market connectedness and systemic risk: A novel quantile and time-frequency evidence from brazilian energy firms," Renewable Energy, Elsevier, vol. 260(C).
- Kalandarov, Feruz & Makhmudov, Samariddin & Ibadullaev, Dilshad & Matniyozov, Murodjon & Nasretdinova, Farangis & Sabirov, Khamid & Bahodirov, Nu'monkhon, 2025. "Low-Carbon Energy Risk and Renewable Energy Development: Insigths from Method of Moments Quantile Regression," International Journal of Energy Economics and Policy, International Journal of Energy Economics and Policy, vol. 15(3), pages 524-536, April.
- Sufe, Gadisa, 2026. "The decline of fossil fuels and the search for viable alternatives: A critical review of biodiesel, electric, and biogas energy systems under global socio-political and technical constraints," Applied Energy, Elsevier, vol. 412(C).
- Rajabi, Mona Mashhadi & Linnenluecke, Martina & Smith, Tom, 2025. "Information linkages across countries around net zero announcements," Energy Economics, Elsevier, vol. 141(C).
- Ijaz, Shahzad & Hina, Syeda Mahlaqa & Ullah, Asma Rehman & Akbar, Saeed, 2026. "Dynamic connectedness between AI, green finance, and energy assets: Risk transmission and portfolio implications during net-zero transition period," International Review of Economics & Finance, Elsevier, vol. 106(C).
- Wang, Dan & Si, Deng-Kui & Shen, Chunming, 2026. "Does local government debt management promote corporate total factor productivity? Evidence from China," Economic Analysis and Policy, Elsevier, vol. 89(C), pages 214-227.
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