30
H index
44
i10 index
3156
Citations
Universidade de Santiago de Compostela | 30 H index 44 i10 index 3156 Citations RESEARCH PRODUCTION: 73 Articles 15 Papers 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 Juan Carlos Reboredo. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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DES - Working Papers. Statistics and Econometrics. WS / Universidad Carlos III de Madrid. Departamento de Estadística | 2 |
MPRA Paper / University Library of Munich, Germany | 2 |
Working Papers / Joint Research Centre, European Commission | 2 |
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2021 | Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/042. Full description at Econpapers || Download paper | |
2021 | Time-Gap effects of crude oil prices on the foreign exchange rates: Evidence from Nigeria. (2021). Anietie, Jeremiah ; Nkoro, Emeka ; John, Nenubari Ikue. In: Bussecon Review of Social Sciences (2687-2285). RePEc:adi:bsrsss:v:3:y:2021:i:3:p:31-44. Full description at Econpapers || Download paper | |
2021 | Financial Development, Human Capital Development and Climate Change in East and Southern Africa. (2021). Asongu, Simplice ; Shobande, Olatunji A. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/042. Full description at Econpapers || Download paper | |
2022 | The Critical Role of Education and ICT in Promoting Environmental Sustainability in Eastern and Southern Africa: A Panel VAR Approach. (2022). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:22/006. Full description at Econpapers || Download paper | |
2021 | Information Diffusion and Spillover Dynamics in Renewable Energy Markets. (2021). Uddin, Gazi Salah ; Manera, Matteo ; Mahmoud, Alwan ; Cedic, Samir. In: FEEM Working Papers. RePEc:ags:feemwp:310361. Full description at Econpapers || Download paper | |
2021 | Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur. In: World Journal of Applied Economics. RePEc:ana:journl:v:7:y:2021:i:2:p:47-59. Full description at Econpapers || Download paper | |
2021 | Multiscale characteristics of the emerging global cryptocurrency market. (2020). Zd, Stanislaw Dro ; Wkatorek, Marcin ; Stanuszek, Marek ; O'Swikecimka, Pawel ; Minati, Ludovico ; Kwapie, Jaroslaw. In: Papers. RePEc:arx:papers:2010.15403. Full description at Econpapers || Download paper | |
2021 | Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Albulescu, Claudiu ; Oros, Cornel ; Mina, Michel. In: Papers. RePEc:arx:papers:2104.05273. Full description at Econpapers || Download paper | |
2022 | Re-investigating the oil-food price co-movement using wavelet analysis. (2021). Mastroeni, Loretta ; Vellucci, Pierluigi ; Quaresima, Greta. In: Papers. RePEc:arx:papers:2104.11891. Full description at Econpapers || Download paper | |
2022 | Crypto-assets better safe-havens than Gold during Covid-19: The case of European indices. (2022). Yatie, Alhonita. In: Papers. RePEc:arx:papers:2202.10760. Full description at Econpapers || Download paper | |
2022 | Vulnerability-CoVaR: Investigating the Crypto-market. (2022). Okhrin, Ostap ; Singh, Abhay Kumar ; Waltz, Martin. In: Papers. RePEc:arx:papers:2203.10777. Full description at Econpapers || Download paper | |
2022 | Cointegration and ARDL specification between the Dubai crude oil and the US natural gas market. (2022). Stavroyiannis, Stavros. In: Papers. RePEc:arx:papers:2206.03278. Full description at Econpapers || Download paper | |
2023 | Modeling Volatility and Dependence of European Carbon and Energy Prices. (2022). Arsova, Antonia ; Ziel, Florian ; Pappert, Sven ; Berrisch, Jonathan. In: Papers. RePEc:arx:papers:2208.14311. Full description at Econpapers || Download paper | |
2021 | Can satellite?based weather index insurance improve the hedging of yield risk of perennial non?irrigated olive trees in Spain?. (2021). Musshoff, Oliver ; Kolle, Wienand ; Buchholz, Matthias ; Salgueiro, Andrea Martinez. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:65:y:2021:i:1:p:66-93. Full description at Econpapers || Download paper | |
2021 | COVID?19 outbreak and sectoral performance of the Australian stock market: An event study analysis. (2021). , Abu ; Wei, Haitian ; Alam, Md Mahmudul. In: Australian Economic Papers. RePEc:bla:ausecp:v:60:y:2021:i:3:p:482-495. Full description at Econpapers || Download paper | |
2021 | Exploring the determinants of green bond issuance: Going beyond the long?lasting debate on performance consequences. (2021). Caragnano, Alessandra ; Mariani, Massimo ; Russo, Angeloantonio. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:1:p:38-59. Full description at Econpapers || Download paper | |
2021 | Green bonds, sustainable development and environmental policy in the European Union carbon market. (2021). Leitão, João ; Santibanezgonzalez, Ernesto ; Ferreira, Joaquim ; Leitao, Joao . In: Business Strategy and the Environment. RePEc:bla:bstrat:v:30:y:2021:i:4:p:2077-2090. Full description at Econpapers || Download paper | |
2022 | Death or rebirth? How small? and medium?sized enterprises respond to responsible investment. (2022). Zhao, Rui ; Yin, Haitao ; Wang, Feng ; Sun, Junxiu. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:4:p:1749-1762. Full description at Econpapers || Download paper | |
2021 | The role of asymmetry and dynamics in carry trade and general financial markets. (2021). Wu, ChihChiang ; Huang, Meichi. In: The Financial Review. RePEc:bla:finrev:v:56:y:2021:i:2:p:331-353. Full description at Econpapers || Download paper | |
2022 | Global financial crisis versus COVID?19: Evidence from sentiment analysis. (2022). Abdoh, Hussein ; Maghyereh, Aktham. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:2:p:218-248. Full description at Econpapers || Download paper | |
2021 | The predictive power of macroeconomic uncertainty for commodity futures volatility. (2021). Huang, Zhuo ; Tong, Chen ; Liang, Fang. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:3:p:989-1012. Full description at Econpapers || Download paper | |
2022 | Energy and crop price cycles before and after the global financial crisis: A new approach. (2022). Miljkovic, Dragan ; Vatsa, Puneet. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:1:p:220-233. Full description at Econpapers || Download paper | |
2022 | The economic impact of the COVID?19 pandemic on the Taiwanese food industry: Empirical evidence using business transaction data. (2022). Wang, Jiunhao ; Chang, Hunghao ; Yang, Fengan. In: Journal of Agricultural Economics. RePEc:bla:jageco:v:73:y:2022:i:2:p:376-395. Full description at Econpapers || Download paper | |
2022 | Modeling the dynamics of oil and agricultural commodity price nexus in linear and nonlinear frameworks: A case of emerging economy. (2022). Ansari, Saghir Ahmad ; Sharma, Vishal ; Khan, Waseem. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1733-1784. Full description at Econpapers || Download paper | |
2022 | Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33. Full description at Econpapers || Download paper | |
2021 | Modeling the dependence structure and systemic risk of all listed insurance companies in the Chinese insurance market. (2021). Cao, Yufei. In: Risk Management and Insurance Review. RePEc:bla:rmgtin:v:24:y:2021:i:4:p:367-399. Full description at Econpapers || Download paper | |
2021 | Dynamics of Money Market Interest Rates in Ghana: Time?Frequency Analysis of Volatility Spillovers. (2021). Schaling, Eric ; Alagidede, Imhotep Paul ; Akosah, Nana Kwame. In: South African Journal of Economics. RePEc:bla:sajeco:v:89:y:2021:i:4:p:555-589. Full description at Econpapers || Download paper | |
2021 | Do fluctuations in crude oil prices have symmetric or asymmetric effects on the real exchange rate? Empirical evidence from Indonesia. (2021). Baek, Jungho ; Choi, Yoon Jung. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:312-325. Full description at Econpapers || Download paper | |
2022 | . Full description at Econpapers || Download paper | |
2021 | Time–Frequency Regression. (2021). Yoshito, Funashima. In: Journal of Econometric Methods. RePEc:bpj:jecome:v:10:y:2021:i:1:p:21-32:n:1. Full description at Econpapers || Download paper | |
2021 | The Dynamic Impact of Structural Oil Price Shocks on the Macroeconomy. (2021). Ziyi, Zhang ; Jie, LI ; Ping, LI. In: Journal of Systems Science and Information. RePEc:bpj:jossai:v:9:y:2021:i:5:p:469-497:n:2. Full description at Econpapers || Download paper | |
2021 | SUSTAINABILITY OF EXCHANGE RATES AND CRUDE OIL PRICES CONNECTION WITH COVID-19: AN INVESTIGATION FOR BRICS. (2021). Bhatia, Parul. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2021:v:5:p:19-29. Full description at Econpapers || Download paper | |
2022 | TENDENCIES IN GREEN FINANCE. (2022). Lupu, Iulia ; Criste, Adina. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2022:v:3:p:57-63. Full description at Econpapers || Download paper | |
2021 | Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong. In: Cardiff Economics Working Papers. RePEc:cdf:wpaper:2021/28. Full description at Econpapers || Download paper | |
2022 | The Determinants of Crude Oil Prices: Evidence from ARDL and Nonlinear ARDL Approaches. (2022). Rault, Christophe ; Jeguirim, Khaled ; Nouira, Ridha ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10050. Full description at Econpapers || Download paper | |
2021 | Connectedness between the Crude Oil Futures and Equity Markets during the Pre- and Post-Financialisation Eras. (2021). Gronwald, Marc ; Durand, Robert D ; Wadud, Sania. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9202. Full description at Econpapers || Download paper | |
2022 | Fossil and Renewable Energy Stock Indices: Connectedness and the COP Meetings. (2022). Almajali, Awon ; Spagnolo, Nicola ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9824. Full description at Econpapers || Download paper | |
2021 | Extreme Volatility Dependence in Exchange Rate. (2021). Diaz, Hector Eduardo ; Pacheco, Christian Bucio ; Castro, Magnolia Sosa. In: Revista Cuadernos de Economía. RePEc:col:000093:020159. Full description at Econpapers || Download paper | |
2021 | Bitcoin An Inflation Hedge but Not a Safe Haven. (2021). Choi, Sangyup ; Shin, Junhyeok. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_030. Full description at Econpapers || Download paper | |
2021 | Return spillovers between green energy indexes and financial markets: a first sectoral approach. (2021). Nobletz, Capucine. In: EconomiX Working Papers. RePEc:drm:wpaper:2021-24. Full description at Econpapers || Download paper | |
2021 | Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01148. Full description at Econpapers || Download paper | |
2021 | The Surprising Stability Between Gas Prices and Expected Inflation. (2021). Olson, Eric ; Devore, Sam. In: Economics Bulletin. RePEc:ebl:ecbull:eb-20-01277. Full description at Econpapers || Download paper | |
2021 | Nonlinear Cointegration and Asymmetric Adjustement between Economic policy uncertainty and Gold price: Evidence from the United States. (2021). Mighri, Zouheir ; el Abed, Riadh. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00151. Full description at Econpapers || Download paper | |
2022 | Climate change mitigation: how effective is green quantitative easing?. (2022). Nerlich, Carolin ; Ludwig, Alexander ; Ferdinandusse, Marien ; Abiry, Raphael. In: Working Paper Series. RePEc:ecb:ecbwps:20222701. Full description at Econpapers || Download paper | |
2021 | The Impact of Quantitative Easing on Cryptocurrency. (2021). Peng, Geng ; Liu, Ying ; Lv, Benfu ; Gu, Cong. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2021-04-4. Full description at Econpapers || Download paper | |
2021 | Oil Price Volatility Models during Coronavirus Crisis: Testing with Appropriate Models Using Further Univariate GARCH and Monte Carlo Simulation Models. (2021). Hadhek, Zouhaier ; Bouazizi, Tarek ; Lassoued, Mongi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-35. Full description at Econpapers || Download paper | |
2021 | Commodity Prices and the Stock Market in Thailand. (2021). Aumeboonsuke, Vesarach. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-01-6. Full description at Econpapers || Download paper | |
2021 | The Relationship between Gold and Brent Crude Oil Prices: An Unrestricted Vector Autoregression Approach. (2021). Pruchnicka-Grabias, Izabela. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-34. Full description at Econpapers || Download paper | |
2021 | Trend of Oil Prices, Gold, GCC Stocks Market during Covid-19 Pandemic: A Wavelet Approach. (2021). Sisodia, Gyanendra Singh ; Tellez, Jesus Cuauhtemoc ; Daffodils, Jennifer ; Rafiuddin, Aqila. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-64. Full description at Econpapers || Download paper | |
2021 | Asymmetric Impact of World Oil Prices on Marketing Margins: Application of NARDL Model for the Indonesian Coffee. (2021). Abd, Shabri M ; Syahnur, Sofyan ; Masbar, Raja ; Hazmi, Yusri ; Kamaruddin, Kamaruddin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-06-25. Full description at Econpapers || Download paper | |
2022 | Asymmetric Causality Relationship between Oil Prices and Inflation in BRIC Countries. (2022). Omarova, Aizhan ; Zhantayeva, Ardak ; Kudabayeva, Lyazzat ; Abubakirova, Aktolkin ; Syzdykova, Aziza. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-19. Full description at Econpapers || Download paper | |
2023 | Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56. Full description at Econpapers || Download paper | |
2021 | Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). Rajkumar, Antonio ; Charles, Don ; McLean, Sheldon. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46657. Full description at Econpapers || Download paper | |
2021 | Navigating transfer pricing risk in the oil and gas sector: Essential elements of a policy framework for Trinidad and Tobago and Guyana. (2021). McLean, Sheldon ; Rajkumar, Antonio ; Charles, Don. In: Studies and Perspectives – ECLAC Subregional Headquarters for The Caribbean. RePEc:ecr:col033:46813. Full description at Econpapers || Download paper | |
2021 | Analyzing spillover effects between carbon and fossil energy markets from a time-varying perspective. (2021). Lin, Boqiang ; Xu, Jun ; Shi, Rong ; Gong, XU. In: Applied Energy. RePEc:eee:appene:v:285:y:2021:i:c:s030626192031758x. Full description at Econpapers || Download paper | |
2022 | The determinants of CO2 prices in the EU emission trading system. (2022). Perez-Laborda, Alejandro ; Sikora, Iryna ; Lovcha, Yuliya. In: Applied Energy. RePEc:eee:appene:v:305:y:2022:i:c:s0306261921012162. Full description at Econpapers || Download paper | |
2022 | The impacts of dual carbon goals on asset prices in China. (2022). Yang, Sijie ; Qiu, Zhigang ; Jiang, Dayan ; Huo, Xiaolin. In: Journal of Asian Economics. RePEc:eee:asieco:v:83:y:2022:i:c:s1049007822001026. Full description at Econpapers || Download paper | |
2021 | A tale of company fundamentals vs sentiment driven pricing: The case of GameStop. (2021). Gubareva, Mariya ; Umar, Zaghum ; Ali, Shoaib ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000459. Full description at Econpapers || Download paper | |
2022 | Interrelation measurement based on the multi-layer limited penetrable horizontal visibility graph. (2022). Tian, Lixin ; Xu, Hua ; Xie, Shangshan ; Zhu, Mengrui ; Hua, Chenyu ; Wang, Minggang. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:162:y:2022:i:c:s0960077922006324. Full description at Econpapers || Download paper | |
2021 | De-risking of green investments through a green bond market – Empirics and a dynamic model. (2021). Semmler, Willi ; Grass, Dieter ; Braga, Joao Paulo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:131:y:2021:i:c:s0165188921001366. Full description at Econpapers || Download paper | |
2021 | Systemic risk and economic policy uncertainty: International evidence from the crude oil market. (2021). Yang, Lu ; Hamori, Shigeyuki. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:142-158. Full description at Econpapers || Download paper | |
2021 | A new look at the oil price-exchange rate nexus: Asymmetric evidence from selected OPEC member countries. (2021). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:70:y:2021:i:c:p:172-181. Full description at Econpapers || Download paper | |
2021 | Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Kang, Sang Hoon ; Vo, Xuan Vinh ; Al-Yahyaee, Khamis Hamed ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419. Full description at Econpapers || Download paper | |
2021 | The limited role of stock market in financing new energy development in China: An investigation using firms’ high-frequency data. (2021). Geng, Yong ; Yin, Haitao ; Zhang, Yuquan W ; Zheng, Biao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:72:y:2021:i:c:p:651-667. Full description at Econpapers || Download paper | |
2022 | Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Naeem, Muhammad Abubakr ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344. Full description at Econpapers || Download paper | |
2022 | The impacts of COVID-19 crisis on spillovers between the oil and stock markets: Evidence from the largest oil importers and exporters. (2022). Ali, Syed Riaz Mahmood ; Kang, Sanghoon ; Rahman, Mishkatur ; Anik, Kaysul Islam ; Mensi, Walid ; Mahmood, Syed Riaz. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:345-372. Full description at Econpapers || Download paper | |
2022 | The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Li, Ding ; Tang, Huayun ; Lee, Chi-Chuan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505. Full description at Econpapers || Download paper | |
2022 | Does COVID-19 play any role in the asymmetric relationship between oil prices and exchange rates? Evidence from South Korea. (2022). Baek, Jungho. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:553-559. Full description at Econpapers || Download paper | |
2022 | COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Kang, Sanghoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:702-715. Full description at Econpapers || Download paper | |
2022 | The driving forces of green bond market volatility and the response of the market to the COVID-19 pandemic. (2022). Liu, Min. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:288-309. Full description at Econpapers || Download paper | |
2022 | Does green finance inspire sustainable development? Evidence from a global perspective. (2022). Li, Zheng-Zheng ; Jiang, Cui-Feng ; Zhao, Yan-Xin ; Wang, Kai-Hua. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:412-426. Full description at Econpapers || Download paper | |
2021 | Is gold a hedge or a safe-haven asset in the COVID–19 crisis?. (2021). Sensoy, Ahmet ; Lucey, Brian M ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001772. Full description at Econpapers || Download paper | |
2021 | Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Kanaan, Oussama ; ben Naceur, Sami ; Bennaceur, Sami . In: Economic Modelling. RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784. Full description at Econpapers || Download paper | |
2021 | Revisiting the role of economic uncertainty in oil price fluctuations: Evidence from a new time-varying oil market model. (2021). Yang, MO ; Wei, YU ; Yi, Heling ; Lyu, Yongjian. In: Economic Modelling. RePEc:eee:ecmode:v:103:y:2021:i:c:s0264999321002054. Full description at Econpapers || Download paper | |
2021 | Does news tone help forecast oil?. (2021). Ren, Boru ; Lucey, Brian. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002248. Full description at Econpapers || Download paper | |
2021 | Measuring and explaining firm-level exchange rate exposure: The role of foreign market destinations and international trade. (2021). Vandemaele, Sigrid ; Braekers, Roel ; Vancauteren, Mark ; van Cauwenberge, Annelies. In: Economic Modelling. RePEc:eee:ecmode:v:105:y:2021:i:c:s026499932100256x. Full description at Econpapers || Download paper | |
2022 | Conditional tail price risk spillovers in coffee markets across quality, physical space, and time: Empirical analysis with penalized quantile regressions. (2022). Grigoriadis, Vasilis ; Fousekis, Panos. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002807. Full description at Econpapers || Download paper | |
2022 | Clean energy deserves to be an asset class: A volatility-reward analysis. (2022). Fahmy, Hany. In: Economic Modelling. RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002856. Full description at Econpapers || Download paper | |
2022 | Economic Modelling at thirty-five: A retrospective bibliometric survey. (2022). Lim, Weng Marc ; Burton, Bruce ; Kumar, Satish ; Pattnaik, Debidutta. In: Economic Modelling. RePEc:eee:ecmode:v:107:y:2022:i:c:s0264999321003011. Full description at Econpapers || Download paper | |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
2022 | Extreme risk spillovers across financial markets under different crises. (2022). Cao, Yufei. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002656. Full description at Econpapers || Download paper | |
2022 | Dynamic volatility spillover effects between wind and solar power generations: Implications for hedging strategies and a sustainable power sector. (2022). Yu, Yihua ; Cui, Jian ; Song, Feng. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002735. Full description at Econpapers || Download paper | |
2022 | The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches. (2022). Wang, Yujou ; Gao, Zhimin ; Jiang, Yonghong. In: Economic Modelling. RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002759. Full description at Econpapers || Download paper | |
2022 | Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Ghardallou, Wafa ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681. Full description at Econpapers || Download paper | |
2022 | Does the asymmetric dependence volatility affect risk spillovers between the crude oil market and BRICS stock markets?. (2022). Ye, Wuyi ; Jiang, Kunliang. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002838. Full description at Econpapers || Download paper | |
2021 | Identifying bubbles and the contagion effect between oil and stock markets: New evidence from China. (2021). Li, KE ; Wen, Huwei ; Zhao, Zhao. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:780-788. Full description at Econpapers || Download paper | |
2021 | Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot. In: Economic Modelling. RePEc:eee:ecmode:v:97:y:2021:i:c:p:45-57. Full description at Econpapers || Download paper | |
2021 | Spillovers between sovereign CDS and exchange rate markets: The role of market fear. (2021). Feng, Qianqian ; Li, Jian Ping ; Liu, Chang ; Sun, Xiaolei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301960. Full description at Econpapers || Download paper | |
2021 | Oil price shocks, geopolitical risks, and green bond market dynamics. (2021). Lee, Chien-Chiang ; Li, Yong-Yi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301972. Full description at Econpapers || Download paper | |
2021 | The nonlinear effect of oil price shocks on financial stress: Evidence from China. (2021). Liu, Renren ; Wen, Fenghua ; Chen, Jianzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302047. Full description at Econpapers || Download paper | |
2021 | Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. (2021). Jiang, Cuixia ; Jin, Bei ; Xu, Qifa. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820302357. Full description at Econpapers || Download paper | |
2021 | Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Abdoh, Hussein ; Maghyereh, Aktham. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369. Full description at Econpapers || Download paper | |
2021 | Continuous wavelet analysis of Chinese renminbi: Co-movement and lead-lag relationship between onshore and offshore exchange rates. (2021). Hamori, Shigeyuki ; Kinkyo, Takuji ; Xu, Lei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940821000012. Full description at Econpapers || Download paper | |
2021 | Stock market reactions to upside and downside volatility of Bitcoin: A quantile analysis. (2021). , Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000188. Full description at Econpapers || Download paper | |
2021 | Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Li, Yangyang ; Gao, Yang ; Wang, Yaojun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000231. Full description at Econpapers || Download paper | |
2021 | Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821000978. Full description at Econpapers || Download paper | |
2021 | Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145. Full description at Econpapers || Download paper | |
2021 | How can investors build a better portfolio in small open economies? Evidence from Asia’s Four Little Dragons. (2021). Yoon, Seong-Min ; Li, Changhong ; Dong, Xiyong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001200. Full description at Econpapers || Download paper | |
2021 | Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis. (2021). Bhuiyan, Abul Bashar ; Hassan, Kabir M ; Mahi, Masnun ; Hasan, Md Bokhtiar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001236. Full description at Econpapers || Download paper | |
2021 | Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis. (2021). Wang, DA ; Liu, Lan ; Luo, Changqing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001303. Full description at Econpapers || Download paper | |
2021 | A model of dynamic tail dependence between crude oil prices and exchange rates. (2021). Ye, Wuyi ; Guo, Ranran. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001534. Full description at Econpapers || Download paper | |
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