21
H index
34
i10 index
2409
Citations
Hellenic Mediterranean University | 21 H index 34 i10 index 2409 Citations RESEARCH PRODUCTION: 44 Articles 18 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Ioannis Chatziantoniou. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Energy Economics | 7 |
Journal of International Financial Markets, Institutions and Money | 3 |
International Review of Financial Analysis | 3 |
Applied Economics | 2 |
Economics Letters | 2 |
Finance Research Letters | 2 |
Resources Policy | 2 |
Working Papers Series with more than one paper published | # docs |
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MPRA Paper / University Library of Munich, Germany | 8 |
Working Papers in Economics & Finance / University of Portsmouth, Portsmouth Business School, Economics and Finance Subject Group | 7 |
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2024 | Uncovering the Sino-US dynamic risk spillovers effects: Evidence from agricultural futures markets. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei ; Zhu, Han-Yu. In: Papers. RePEc:arx:papers:2403.01745. Full description at Econpapers || Download paper | |
2024 | Complex network analysis of cryptocurrency market during crashes. (2024). Hens, Chittaranjan ; Majhi, Sushovan ; Nurujjaman, MD ; Luwang, SR ; Rai, Anish ; Mukhia, Kundan. In: Papers. RePEc:arx:papers:2405.05642. Full description at Econpapers || Download paper | |
2024 | Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2412.15738. Full description at Econpapers || Download paper | |
2025 | Spillover effects between climate policy uncertainty, energy markets, and food markets: A time-frequency analysis. (2025). Zhang, Ting ; Li, Peng-Fei ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2503.06599. Full description at Econpapers || Download paper | |
2025 | The impact of external uncertainties on the extreme return connectedness between food, fossil energy, and clean energy markets. (2025). Zhang, Ting ; Xu, Hai-Chuan ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2503.06603. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
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2024 | Causality from Oil Price Shocks to Macroeconomic Indicators: A Comparison for Top Oil Importer Countries. (2024). Kocaman, Merve. In: Bingol University Journal of Economics and Administrative Sciences. RePEc:bgo:journl:v:8:y:2024:i:2:p:205-218. Full description at Econpapers || Download paper | |
2025 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | Stemming the tide: Does climate risk affect M&A performance?. (2024). Rohani, Alireza ; Deshmukh, Nitin ; Lodh, Suman. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:33:y:2024:i:2:p:858-881. Full description at Econpapers || Download paper | |
2024 | The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143. Full description at Econpapers || Download paper | |
2024 | THE IMPACT OF ANNOUNCEMENTS ON CRYPTOCURRENCY PRICES. (2024). Andrei, Sidorov. In: Revista Economica. RePEc:blg:reveco:v:76:y:2024:i:4:p:69-94. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2024 | The Impact of Crude Oil Price Shock: Evidence from Bangladesh. (2024). Bhuyan, Rafiqul ; Saha, Joti ; Hossain, Mohammad Sogir ; Shen, Qian. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-06-28. Full description at Econpapers || Download paper | |
2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes. (2024). Sakarya, Burhan ; Erturul, Hasan Murat ; Polat, Onur ; Akgul, Ali. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018512. Full description at Econpapers || Download paper | |
2024 | Research of the non-linear dynamic relationship between global economic policy uncertainty and crude oil prices. (2024). Wang, Longle ; You, Zhe ; Gong, Mengqi ; Ruan, Dapeng. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000933. Full description at Econpapers || Download paper | |
2024 | Time-varying and spillover effects of the macroeconomy on nonfinancial corporate financialization: Evidence from China. (2024). Wen, Xingchun ; Jiang, Tingfeng ; Yang, Jizhe ; Dai, LU. In: Journal of Asian Economics. RePEc:eee:asieco:v:90:y:2024:i:c:s1049007823000994. Full description at Econpapers || Download paper | |
2024 | Equity market responses to surprise Covid-19 lockdowns: The role of pandemic-driven uncertainty. (2024). Pratap, Bhanu ; Sengupta, Rajeswari ; Mathur, Aakriti. In: Journal of Asian Economics. RePEc:eee:asieco:v:91:y:2024:i:c:s1049007823001112. Full description at Econpapers || Download paper | |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
2024 | Cross-cryptocurrency return predictability. (2024). Wang, YU ; Tu, Jun ; Sang, BO ; Guo, LI. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:163:y:2024:i:c:s0165188924000551. Full description at Econpapers || Download paper | |
2024 | Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060. Full description at Econpapers || Download paper | |
2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
2024 | Risk spillover within the carbon-energy system – New evidence considering Chinas national carbon market. (2024). Liu, Xiaoxing ; Yang, Guangyi ; Tang, Chun. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1227-1240. Full description at Econpapers || Download paper | |
2024 | Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079. Full description at Econpapers || Download paper | |
2024 | Nexus between inflation and inflation expectations at the zero lower bound: A tiger by the tail. (2024). Nasir, Muhammad Ali ; Duc, Toan Luu. In: Economic Modelling. RePEc:eee:ecmode:v:131:y:2024:i:c:s0264999323004133. Full description at Econpapers || Download paper | |
2024 | Predicting tourism recovery from COVID-19: A time-varying perspective. (2024). Song, Haiyan ; Liu, Han ; Wen, Long. In: Economic Modelling. RePEc:eee:ecmode:v:135:y:2024:i:c:s0264999324000622. Full description at Econpapers || Download paper | |
2024 | Modelling common bubbles in cryptocurrency prices. (2024). Jasiak, Joann ; Hall, Mauri K. In: Economic Modelling. RePEc:eee:ecmode:v:139:y:2024:i:c:s026499932400138x. Full description at Econpapers || Download paper | |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
2024 | Disentangling demand and supply inflation shocks from electronic payments data. (2024). Hernndez-Romn, Luis G ; Eterovic, Nicols ; Carlomagno, Guillermo. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002281. Full description at Econpapers || Download paper | |
2024 | Financial, institutional, and macroeconomic determinants of cross-country portfolio equity flows: The case of developed countries. (2024). Alves, José ; Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002591. Full description at Econpapers || Download paper | |
2024 | Climate pattern effects on global economic conditions. (2024). Pourroy, Marc ; Ginn, William ; Dufrnot, Gilles. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002773. Full description at Econpapers || Download paper | |
2024 | The impact of central bank digital currency on macroeconomic dynamics: A DSGE analysis. (2024). Liu, Jianjian ; Xiao, Zumian ; Feng, Chao ; Xiang, Lijin. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002876. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Ma, Shiqun ; Fang, Fang ; Wang, Xuetong ; Xiao, Zumian ; Xiang, Lijin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
2024 | Quantile connectedness of oil price shocks with socially responsible investments. (2024). Umar, Zaghum ; Malik, Farooq. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001894. Full description at Econpapers || Download paper | |
2024 | Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019. Full description at Econpapers || Download paper | |
2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper | |
2024 | Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. Full description at Econpapers || Download paper | |
2024 | Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Dankwah, Boakye ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Lee, Chi-Chuan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512. Full description at Econpapers || Download paper | |
2024 | Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Liu, Xiaoyi ; Gao, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536. Full description at Econpapers || Download paper | |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises. (2024). Corbet, Shaen ; Hu, Yang ; Xu, Danyang ; Oxley, Les ; Hou, Yang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000676. Full description at Econpapers || Download paper | |
2024 | Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Zhang, Yulian ; Liu, Tiantian ; Hamori, Shigeyuki. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743. Full description at Econpapers || Download paper | |
2024 | Examining the nexus between oil shocks and sovereign credit risk: Multidimensional insights from major oil exporters. (2024). Naifar, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s106294082400130x. Full description at Econpapers || Download paper | |
2024 | How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426. Full description at Econpapers || Download paper | |
2024 | Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers || Download paper | |
2024 | Volatility and returns connectedness between cryptocurrency and China’s financial markets: A TVP-VAR extended joint connectedness approach. (2024). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001566. Full description at Econpapers || Download paper | |
2024 | A measure of quantile-on-quantile connectedness for the US treasury yield curve spread, the US Dollar, and gold price. (2024). Mikhaylov, Alexey ; Chang, Tsangyao ; Wang, Mei-Chih ; Yu, Jialin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001578. Full description at Econpapers || Download paper | |
2024 | ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682. Full description at Econpapers || Download paper | |
2024 | Dynamic credit risk transmissions among global major industries: Evidence from the TVP-VAR spillover approach. (2024). Choi, Sun-Yong ; Lim, Seo-Yeon. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001761. Full description at Econpapers || Download paper | |
2024 | Adverse effects of extreme temperature on human development: Empirical evidence from household data for Vietnam across regions. (2024). Phan, Diep Hoang. In: Ecological Economics. RePEc:eee:ecolec:v:225:y:2024:i:c:s0921800924002404. Full description at Econpapers || Download paper | |
2024 | Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050. Full description at Econpapers || Download paper | |
2024 | Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554. Full description at Econpapers || Download paper | |
2024 | Contagion network of idiosyncratic volatility: Does corporate environmental responsibility matter?. (2024). Wang, Mengxin ; Li, Yanling ; Liao, Gaoke. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006667. Full description at Econpapers || Download paper | |
2024 | Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wang, Jiqian ; Ma, Feng ; Luo, Qin ; Wu, You. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Faizliev, Alexey ; Balash, Vladimir. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004. Full description at Econpapers || Download paper | |
2024 | The influence of the Ukraine-Russia conflict on renewable and fossil energy price cycles. (2024). Yamaka, Woraphon ; Kaewtathip, Nuttaphong ; Maneejuk, Paravee. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007168. Full description at Econpapers || Download paper | |
2024 | Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387. Full description at Econpapers || Download paper | |
2024 | The effects of polluting behaviour, dirty energy and electricity consumption on firm performance: Evidence from the recent crises. (2024). Pham, Huy ; Ramiah, Vikash ; Le, Hanh-Hong ; Frino, Alex. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007454. Full description at Econpapers || Download paper | |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
2024 | Energy news shocks and their propagation to renewable and fossil fuels use. (2024). ruiz, jesus ; Puch, Luis ; Guinea, Laurentiu. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007879. Full description at Econpapers || Download paper | |
2024 | Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | Determinants and effects of country ESG controversy. (2024). Beckmann, Joscha ; Rogmann, Jennifer. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000343. Full description at Econpapers || Download paper | |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
2024 | Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Chen, Huangen ; Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380. Full description at Econpapers || Download paper | |
2024 | International transmission of shocks and African forex markets. (2024). Teplova, Tamara ; Gubareva, Mariya ; Bossman, Ahmed ; Huang, Shoujun. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000902. Full description at Econpapers || Download paper | |
2024 | Understanding the effects of artificial intelligence on energy transition: The moderating role of Paris Agreement. (2024). Dogan, Eyup ; Xia, Xiqiang ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000963. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2021 | Oil price volatility is effective in predicting food price volatility. Or is it? In: The Energy Journal. [Full Text][Citation analysis] | article | 9 |
.() In: . [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | ||
2016 | Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School. [Full Text][Citation analysis] | article | 9 |
2022 | Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 10 |
2020 | Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market.(2020) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2020 | Environmental and financial performance in the European manufacturing sector: An analysis of extreme tail dependency In: The British Accounting Review. [Full Text][Citation analysis] | article | 14 |
2013 | Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 50 |
2013 | Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 286 |
2021 | Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters. [Full Text][Citation analysis] | article | 121 |
2021 | Interest Rate Swaps and the Transmission Mechanism of Monetary Policy: A Quantile Connectedness Approach.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 121 | paper | |
2021 | Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2022 | Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic In: Energy Economics. [Full Text][Citation analysis] | article | 30 |
2023 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2014 | Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 269 |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting?.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2020 | Environmental disclosure and idiosyncratic risk in the European manufacturing sector In: Energy Economics. [Full Text][Citation analysis] | article | 24 |
2021 | A closer look into the global determinants of oil price volatility In: Energy Economics. [Full Text][Citation analysis] | article | 44 |
2017 | Oil shocks and stock markets: Dynamic connectedness under the prism of recent geopolitical and economic unrest In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 103 |
2020 | Monetary policy and commodity markets: Unconventional versus conventional impact and the role of economic uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 20 |
2024 | Measuring the G20 stock market return transmission mechanism: Evidence from the R2 connectedness approach In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 8 |
2021 | Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
2023 | Model-free connectedness measures In: Finance Research Letters. [Full Text][Citation analysis] | article | 12 |
2017 | Asset prices regime-switching and the role of inflation targeting monetary policy In: Global Finance Journal. [Full Text][Citation analysis] | article | 7 |
2015 | Asset prices regime-switching and the role of inflation targeting monetary policy.(2015) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2019 | Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 118 |
2020 | From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 16 |
2019 | From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps.(2019) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2022 | Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 21 |
2021 | Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 21 | paper | |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 15 |
2022 | Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy. [Full Text][Citation analysis] | article | 27 |
2023 | Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach In: Resources Policy. [Full Text][Citation analysis] | article | 19 |
2021 | EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 85 |
2019 | EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness.(2019) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 85 | paper | |
2017 | Energy consumption, CO2 emissions, and economic growth: An ethical dilemma In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 83 |
2021 | Credit supply conditions and business cycles: New evidence from bank lending survey data In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2013 | Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries In: Tourism Management. [Full Text][Citation analysis] | article | 36 |
2024 | Crises and Contagion in Equity Portfolios In: Economies. [Full Text][Citation analysis] | article | 0 |
2020 | Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM. [Full Text][Citation analysis] | article | 447 |
2019 | Can Variations in Temperature Explain the Systemic Risk of European Firms? In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 6 |
2014 | Financial and monetary policy responses to oil price shocks: evidence from oil-importing and oil-exporting countries In: Review of Quantitative Finance and Accounting. [Full Text][Citation analysis] | article | 70 |
2022 | The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 5 |
2021 | The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 2 |
2012 | Dynamic Co-movements between Stock Market Returns and Policy Uncertainty In: MPRA Paper. [Full Text][Citation analysis] | paper | 18 |
2014 | Spillovers between oil and stock markets at times of geopolitical unrest and economic turbulence In: MPRA Paper. [Full Text][Citation analysis] | paper | 11 |
2015 | Energy Consumption, CO2 Emissions, and Economic Growth: A Moral Dilemma In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Forecasting Tourist Arrivals Using Origin Country Macroeconomics In: MPRA Paper. [Full Text][Citation analysis] | paper | 16 |
2016 | Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2015 | Dynamic Connectedness of UK Regional Property Prices In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2019 | Can spillover effects provide forecasting gains? The case of oil price volatility In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2021 | Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach In: Working Papers. [Citation analysis] | paper | 28 |
2018 | The dynamic connectedness of UK regional property returns In: Urban Studies. [Full Text][Citation analysis] | article | 32 |
2021 | A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification In: The Annals of Regional Science. [Full Text][Citation analysis] | article | 6 |
2022 | US partisan conflict shocks and international stock market returns In: Empirical Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Volatility Contagion Between Crude Oil and G7 Stock Markets in the Light of Trade Wars and COVID-19: A TVP-VAR Extended Joint Connectedness Approach In: Springer Books. [Citation analysis] | chapter | 4 |
2022 | Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books. [Citation analysis] | chapter | 47 |
2023 | Dynamic connectedness between COVID-19 news sentiment, capital and commodity markets In: Applied Economics. [Full Text][Citation analysis] | article | 5 |
2024 | Do social media sentiments drive cryptocurrency intraday price volatility? New evidence from asymmetric TVP-VAR frequency connectedness measures In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
2014 | Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 187 |
2014 | Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty.(2014) In: Department of Economics Working Paper Series. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 187 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
2021 | The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 5 |
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