15
H index
21
i10 index
1420
Citations
Hellenic Mediterranean University | 15 H index 21 i10 index 1420 Citations RESEARCH PRODUCTION: 34 Articles 18 Papers 2 Chapters EDITOR: Books edited RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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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 | 6 |
Journal of International Financial Markets, Institutions and Money | 3 |
Economics Letters | 2 |
International Review of Financial Analysis | 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 |
Year | Title of citing document | |
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2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215. Full description at Econpapers || Download paper | |
2021 | The rise and fall of the energy-carbon Kuznets curve: Evidence from Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Research Africa Network Working Papers. RePEc:abh:wpaper:21/069. Full description at Econpapers || Download paper | |
2021 | The rise and fall of the energy-carbon Kuznets curve: Evidence from Africa. (2021). Shobande, Olatunji ; Asongu, Simplice. In: Working Papers of the African Governance and Development Institute.. RePEc:agd:wpaper:21/069. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and adaptability in international capital markets. (2021). Tiburcio, Cesar Augusto ; Souza, Paulo Vitor. In: Theoretical and Applied Economics. RePEc:agr:journl:v:1(626):y:2021:i:1(626):p:85-100. Full description at Econpapers || Download paper | |
2022 | Anomalies and Recoveries in Agricultural Trade. (2022). Batarseh, Feras A ; Gopinath, Munisamy ; Khadka, Savin. In: Commissioned Papers. RePEc:ags:iatrcp:329520. Full description at Econpapers || Download paper | |
2021 | Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi. In: International Association of Decision Sciences. RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215. Full description at Econpapers || Download paper | |
2022 | TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict. (2022). Ari, Yakup. In: Journal of Research in Economics, Politics & Finance. RePEc:ahs:journl:v:7:y:2022:i:3:p:590-607. Full description at Econpapers || Download paper | |
2023 | ENSO Climate Patterns on Global Economic Conditions. (2023). Pourroy, Marc ; Ginn, William ; Dufrenot, Gilles. In: AMSE Working Papers. RePEc:aim:wpaimx:2308. 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 | |
2023 | Analysis of Dynamic Connectedness among Sovereign CDS Premia. (2023). Ceylan, Ozcan. In: World Journal of Applied Economics. RePEc:ana:journl:v:9:y:2023:i:1:p:33-47. Full description at Econpapers || Download paper | |
2021 | Does Geopolitics Have an Impact on Energy Trade? Empirical Research on Emerging Countries. (2021). Li, Zhenghui ; Yang, Cunyi ; Failler, Pierre. In: Papers. RePEc:arx:papers:2105.11077. Full description at Econpapers || Download paper | |
2022 | How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421. Full description at Econpapers || Download paper | |
2022 | Understanding Volatility Spillover Relationship Among G7 Nations And India During Covid-19. (2022). Das, Devanjali Nandi. In: Papers. RePEc:arx:papers:2208.09148. Full description at Econpapers || Download paper | |
2022 | Macroeconomic performance of oil price shocks in Russia. (2022). Tiron, Kristina ; Zeynalov, Ayaz. In: Papers. RePEc:arx:papers:2211.04954. Full description at Econpapers || Download paper | |
2023 | A Look at Financial Dependencies by Means of Econophysics and Financial Economics. (2023). di Matteo, T ; Raddant, M. In: Papers. RePEc:arx:papers:2302.08208. Full description at Econpapers || Download paper | |
2021 | How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail O ; Agbatogun, Taofeek. In: Asian Economics Letters. RePEc:ayb:jrnael:32. Full description at Econpapers || Download paper | |
2021 | Risk contagion of global stock markets under COVID?19:A network connectedness method. (2021). Zhao, Xuezhou ; DING, Yuang ; Chu, Wangyu ; Yu, Honghai. In: Accounting and Finance. RePEc:bla:acctfi:v:61:y:2021:i:4:p:5745-5782. Full description at Econpapers || Download paper | |
2022 | Executive compensation and sustainable business practices: The moderating role of sustainability?based compensation. (2022). Grey, Colette ; Flynn, Antoinette ; Adu, Douglas A. In: Business Strategy and the Environment. RePEc:bla:bstrat:v:31:y:2022:i:3:p:698-736. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2022 | Contributing to carbon peak: Estimating the causal impact of eco?industrial parks on low?carbon development in China. (2022). Wang, Han ; Wu, Jianxian ; Nie, Xin ; Li, Lihua ; Huang, Chengdao. In: Journal of Industrial Ecology. RePEc:bla:inecol:v:26:y:2022:i:4:p:1578-1593. Full description at Econpapers || Download paper | |
2021 | Economic policy uncertainty and stock market liquidity: Evidence from G7 countries. (2021). Debata, Byomakesh ; Maitra, Debasish ; Dash, Saumya Ranjan ; Mahakud, Jitendra. In: International Review of Finance. RePEc:bla:irvfin:v:21:y:2021:i:2:p:611-626. 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 | |
2023 | Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Ntowgyamfi, Matthew ; Lee, Chichuan ; Aikins, Emmanuel Joel. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:187-205. Full description at Econpapers || Download paper | |
2023 | The role of tail network topological characteristic in portfolio selection: A TNA?PMC model. (2023). Zhao, Qinna ; Jiang, Cuixia ; Xu, Qifa ; Li, Mengting. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:1:p:37-57. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2021 | AN OVERVIEW OF DYNAMIC MODEL AVERAGING TECHNIQUES IN TIME?SERIES ECONOMETRICS. (2021). Nonejad, Nima. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:35:y:2021:i:2:p:566-614. Full description at Econpapers || Download paper | |
2021 | Hedging uncertainty with cryptocurrencies: Is bitcoin your best bet?. (2021). Zopounidis, Constantin ; King, Timothy ; Koutmos, Dimitrios. In: Journal of Financial Research. RePEc:bla:jfnres:v:44:y:2021:i:4:p:815-837. Full description at Econpapers || Download paper | |
2022 | Measuring US regional economic uncertainty. (2022). Reade, J ; Wang, Shixuan ; Pan, Weifong. In: Journal of Regional Science. RePEc:bla:jregsc:v:62:y:2022:i:4:p:1149-1178. Full description at Econpapers || Download paper | |
2022 | Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high?frequency data†. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Demirer, Riza ; Hussain, Syed Jawad. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:2:p:169-185. Full description at Econpapers || Download paper | |
2021 | Fast & furious: Do psychological and legal factors affect commodity price volatility?. (2021). Algieri, Bernardina. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:4:p:980-1017. 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 | 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 | |
2023 | Financial Integration and European Tourism Stocks. (2023). Wu, Jiaying ; Karanasos, Menelaos ; Yfanti, Stavroula ; Caporale, Guglielmo Maria. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10269. 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 | Financial, Institutional, and Macroeconomic Determinants of Cross-Country Portfolio Equity Flows. (2022). Afonso, Antonio ; Jackson, Karen ; Beck, Krzysztof ; Alves, Jose. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9872. Full description at Econpapers || Download paper | |
2021 | Calidad ambiental y crecimiento económico: análisis dinámico para América Latina y el Caribe. (2021). Segarra, Veronica ; Olivera, Martn. In: Revista de EconomÃa del Rosario. RePEc:col:000151:019756. Full description at Econpapers || Download paper | |
2021 | Spillover Effects in International Business Cycles. (2021). Perez Quiros, Gabriel ; Pacce, MatÃas ; Perez-Quiros, Gabriel ; Camacho, Maximo. In: CEPR Discussion Papers. RePEc:cpr:ceprdp:15787. Full description at Econpapers || Download paper | |
2023 | Energy News Shocks and their Propagation to Renewable and Fossil Fuels Use. (2023). Puch, Luis ; Guinea, Laurentiu ; Ruiz, Jesus. In: UC3M Working papers. Economics. RePEc:cte:werepe:37355. Full description at Econpapers || Download paper | |
2021 | Dynamic Relationships between Oil Price, Inflation and Economic Growth: A VARMA, GARCH-in-mean, asymmetric BEKK Model for Turkey. (2021). Bozma, Gurkan. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00827. Full description at Econpapers || Download paper | |
2022 | International equity and bond market dynamics an asymmetric error correction study of united states, india and brazil. (2022). Bhattacharjee, Kaushik ; Obi, Pat ; Sayyad, Munawar. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-00915. 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 | Relationship between Oil Prices and Stock Prices in BRICS-T Countries: Symmetric and Asymmetric Causality Analysis. (2021). Abdulina, Gulnar ; Kudabayeva, Lyazzat ; Dosmakhanbet, Assan ; Syzdykova, Aziza ; Abubakirova, Aktolkin. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-17. Full description at Econpapers || Download paper | |
2021 | Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility. (2021). Wielechowski, Michal ; Czech, Katarzyna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-03-54. Full description at Econpapers || Download paper | |
2021 | The Relationships between GDP growth, Energy Consumption, Renewable Energy Production and CO2 Emissions in European Transition Economies. (2021). Valentini, Enzo ; Lucarelli, Stefano ; Muo, Klodian. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2021-04-43. Full description at Econpapers || Download paper | |
2022 | Carbon Dioxide Emissions from Electricity Power Generation and Economic Growth in South Africa. (2022). Daw, Olebogeng David ; Hlongwane, Nyiko Worship. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-31. Full description at Econpapers || Download paper | |
2023 | Oil Price Changes and Stock Market Performance in UAE: Evidence of Cointegration Persists in Economic Diversification era. (2023). Mohammed, Zahra ; Majumdar, Sudipa ; Banerjee, Rachna. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-58. Full description at Econpapers || Download paper | |
2022 | ‘Modelling’ UK tourism demand using fashion retail sales. (2022). Hassani, Hossein ; Silva, Emmanuel Sirimal. In: Annals of Tourism Research. RePEc:eee:anture:v:95:y:2022:i:c:s0160738322000792. Full description at Econpapers || Download paper | |
2021 | Predicting risk in energy markets: Low-frequency data still matter. (2021). Výrost, Tomᚠ; Vrost, Toma ; Todorova, Neda ; Lyocsa, Tefan. In: Applied Energy. RePEc:eee:appene:v:282:y:2021:i:pa:s0306261920315567. Full description at Econpapers || Download paper | |
2021 | The impact of temperature increase on firm profitability. Empirical evidence from the European energy and gas sectors. (2021). Anton, Sorin Gabriel. In: Applied Energy. RePEc:eee:appene:v:295:y:2021:i:c:s0306261921005092. Full description at Econpapers || Download paper | |
2021 | Time-varying inter-urban housing price spillovers in China: Causes and consequences. (2021). Yang, Haisheng ; Li, Jie ; Lu, Yunzhi. In: Journal of Asian Economics. RePEc:eee:asieco:v:77:y:2021:i:c:s1049007821001251. Full description at Econpapers || Download paper | |
2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). GUPTA, RANGAN ; Gabauer, David ; Tiwari, Aviral Kumar ; Bouri, Elie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071. Full description at Econpapers || Download paper | |
2021 | The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Tawil, Dima ; Aziz, Saqib ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691. Full description at Econpapers || Download paper | |
2022 | Return and volatility connectedness of the non-fungible tokens segments. (2022). Vo, Xuan Vinh ; Zaremba, Adam ; Alwahedi, Wafa ; Umar, Zaghum. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000405. Full description at Econpapers || Download paper | |
2022 | Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun ; I-Chun Tsai, . In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454. Full description at Econpapers || Download paper | |
2022 | How do fiscal adjustments work? An empirical investigation. (2022). Karamysheva, Madina. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:137:y:2022:i:c:s0165188922000525. Full description at Econpapers || Download paper | |
2022 | Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and stock price crash risk of commercial banks: Evidence from China. (2022). Lian, Yonghui ; Zhang, Lin ; Yuan, Mengyi. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:74:y:2022:i:c:p:587-605. Full description at Econpapers || Download paper | |
2022 | Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663. Full description at Econpapers || Download paper | |
2022 | A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203. Full description at Econpapers || Download paper | |
2022 | Uncertainty shocks and business cycles in the US: New insights from the last three decades. (2022). Houari, Oussama. In: Economic Modelling. RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000086. Full description at Econpapers || Download paper | |
2022 | Effects of economic policy uncertainty: A regime switching connectedness approach. (2022). Yu, Xiaojian ; Zhang, Jiewen ; Lien, Donald. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001250. 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 | Financial contagion drivers during recent global crises. (2022). Perote, Javier ; Cortes, Lina M ; Pineda, Julian. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322003042. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and information intermediary: The case of short seller. (2023). Wang, Xiaoming. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322003984. Full description at Econpapers || Download paper | |
2023 | How are policy uncertainty, real economy, and financial sector connected?. (2023). Tah, Kenneth A ; Ngene, Geoffrey M. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323001037. Full description at Econpapers || Download paper | |
2023 | The role of uncertainty in forecasting volatility comovements across stock markets. (2023). Palomba, Giulio ; Rossi, Eduardo ; Bucci, Andrea. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001219. Full description at Econpapers || Download paper | |
2023 | Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Xu, Huiling ; Zhu, Zhican ; Lu, Haisong ; Jian, Zhihong. In: Economic Modelling. RePEc:eee:ecmode:v:125:y:2023:i:c:s0264999323001669. Full description at Econpapers || Download paper | |
2021 | Does economic policy uncertainty dampen imports? Commodity-level evidence from India. (2021). Sharma, Chandan ; Paramati, Sudharshan Reddy. In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:139-149. Full description at Econpapers || Download paper | |
2021 | The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William ; Thomas, . In: Economic Modelling. RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691. Full description at Econpapers || Download paper | |
2021 | Sharing is caring: Spillovers and synchronization of business cycles in the European Union. (2021). Škrinjarić, Tihana ; Arčabić, Vladimir ; Arabi, Vladimir. In: Economic Modelling. RePEc:eee:ecmode:v:96:y:2021:i:c:p:25-39. Full description at Econpapers || Download paper | |
2021 | Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach. (2021). GUPTA, RANGAN ; Ma, Shu-Jiao ; Bouri, Elie ; Zhang, Yue-Jun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301868. 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 | Sensitivity of US equity returns to economic policy uncertainty and investor sentiments. (2021). Vo, Xuan Vinh ; Sensoy, Ahmet ; Hussain, Syed Jawad ; Eraslan, Veysel ; Ur, Mobeen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:57:y:2021:i:c:s1062940821000280. Full description at Econpapers || Download paper | |
2021 | What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133. 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 | Spillovers of U.S. market volatility and monetary policy uncertainty to global stock markets. (2021). Chiang, Thomas C. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s106294082100139x. Full description at Econpapers || Download paper | |
2022 | Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Tian, Gengyu ; Song, LU. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s106294082200016x. Full description at Econpapers || Download paper | |
2022 | The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan ; Elik, Smail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:60:y:2022:i:c:s1062940822000262. Full description at Econpapers || Download paper | |
2022 | COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Azman, Mukhriz Izraf ; Umar, Zaghum ; Aharon, David Y. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:61:y:2022:i:c:s106294082200033x. Full description at Econpapers || Download paper | |
2022 | The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets. (2022). Gil-Alana, Luis Alberiko ; Karikari, Nana Kwasi ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000857. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Peng, Yongxin ; Dai, Zhifeng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936. Full description at Econpapers || Download paper | |
2022 | Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Koutsokostas, Drosos ; Dokas, Ioannis ; Papathanasiou, Spyros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097. Full description at Econpapers || Download paper | |
2022 | Modelling international sovereign risk information spillovers: A multilayer network approach. (2022). Huang, Wei-Qiang ; Liu, Peipei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001322. Full description at Econpapers || Download paper | |
2022 | Risk spillover analysis of China’s financial sectors based on a new GARCH copula quantile regression model. (2022). Niu, Rong ; Guo, Fei ; Tian, Maoxi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001528. Full description at Econpapers || Download paper | |
2022 | Dynamic connectedness of China’s green bonds and asset classes. (2022). Zhang, Guofu ; Qi, Xiaohong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001772. Full description at Econpapers || Download paper | |
2022 | Time-frequency transmission mechanism of EPU, investor sentiment and financial assets: A multiscale TVP-VAR connectedness analysis. (2022). Mao, Weifang ; Zhang, Zhongqingyang ; Zhu, Huiming ; Qiao, Xingzhi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001784. Full description at Econpapers || Download paper | |
2023 | Analyzing quantile spillover effects among international financial markets. (2023). Pan, NA ; Liu, Tangyong ; Wang, Jie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000049. Full description at Econpapers || Download paper | |
2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | |
2021 | Do investor sentiments drive cryptocurrency prices?. (2021). Ceyhan Darendeli, Sanli ; Aysan, Ahmet ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Economics Letters. RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002573. Full description at Econpapers || Download paper | |
2023 | Oil price uncertainty and carbon management system quality. (2023). Elsayih, Jibriel ; Bugshan, Abdullah. In: Economics Letters. RePEc:eee:ecolet:v:224:y:2023:i:c:s0165176523000356. Full description at Econpapers || Download paper | |
2022 | Estimation and inference in heterogeneous spatial panels with a multifactor error structure. (2022). Zheng, Chaowen ; Shin, Yongcheol ; Chen, Jia. In: Journal of Econometrics. RePEc:eee:econom:v:229:y:2022:i:1:p:55-79. Full description at Econpapers || Download paper | |
2022 | Oil structural shocks, bank-level characteristics, and systemic risk: Evidence from dual banking systems. (2022). Maghyereh, Aktham ; Al-Shboul, Mohammad ; Abdoh, Hussein. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:4:s0939362522001005. Full description at Econpapers || Download paper | |
2023 | Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Rehman, Mohd Ziaur ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079. Full description at Econpapers || Download paper | |
2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper | |
2023 | Are cryptocurrencies a safe haven for stock investors? A regime-switching approach. (2023). Miu, Peter ; Li, Leon. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:367-385. Full description at Econpapers || Download paper | |
2023 | Forecasting tail risk measures for financial time series: An extreme value approach with covariates. (2023). Prokhorov, Artem ; Yin, Jessica Wai ; Leung, Henry ; James, Robert. In: Journal of Empirical Finance. RePEc:eee:empfin:v:71:y:2023:i:c:p:29-50. Full description at Econpapers || Download paper | |
2021 | Inflation synchronization among the G7and China: The important role of oil inflation. (2021). Sousa, Ricardo ; Elsayed, Ahmed H ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002383. Full description at Econpapers || Download paper | |
2021 | Oil price and US dollar exchange rate: Change detection of bi-directional causal impact. (2021). Albulescu, Claudiu ; Ajmi, Ahdi Noomen. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002863. Full description at Econpapers || Download paper | |
2021 | The macro effects of GPR and EPU indexes over the global oil market—Are the two types of uncertainty shock alike?. (2021). Zhu, Zixiang ; Gu, Xin ; Yu, Minli. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s0140988321002930. Full description at Econpapers || Download paper | |
2021 | Does ICT change the relationship between total factor productivity and CO2 emissions? Evidence based on a nonlinear model. (2021). Managi, Shunsuke ; BEN LAHOUEL, Béchir ; ben Zaied, Younes ; Taleb, Lotfi. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003030. 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 | 2 |
2016 | Business Cycle Spillovers in the European Union: What is the Message Transmitted to the Core? In: Manchester School. [Full Text][Citation analysis] | article | 8 |
2022 | Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 3 |
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 another version. Agregated cites: 3 | 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 | 9 |
2013 | Stock market response to monetary and fiscal policy shocks: Multi-country evidence In: Economic Modelling. [Full Text][Citation analysis] | article | 40 |
2013 | Dynamic co-movements of stock market returns, implied volatility and policy uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 248 |
2021 | Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters. [Full Text][Citation analysis] | article | 28 |
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 another version. Agregated cites: 28 | paper | |
2021 | Energy poverty through the lens of the energy-environmental Kuznets curve hypothesis In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
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 | 4 |
2014 | Dynamic spillovers of oil price shocks and economic policy uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 218 |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting? In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2019 | Futures-based forecasts: How useful are they for oil price volatility forecasting?.(2019) In: MPRA Paper. [Full Text][Citation analysis] This paper has another version. Agregated cites: 9 | paper | |
2020 | Environmental disclosure and idiosyncratic risk in the European manufacturing sector In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2021 | A closer look into the global determinants of oil price volatility In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
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 | 81 |
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 | 13 |
2021 | Forecasting oil price volatility using spillover effects from uncertainty indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 9 |
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 another 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 | 76 |
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 | 10 |
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 another version. Agregated cites: 10 | 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 | 5 |
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 another version. Agregated cites: 5 | paper | |
2022 | Crude oil and Islamic sectoral stocks: Asymmetric TVP-VAR connectedness and investment strategies In: Resources Policy. [Full Text][Citation analysis] | article | 4 |
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 | 33 |
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 another version. Agregated cites: 33 | paper | |
2017 | Energy consumption, CO2 emissions, and economic growth: An ethical dilemma In: Renewable and Sustainable Energy Reviews. [Full Text][Citation analysis] | article | 81 |
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 | 0 |
2013 | Oil prices, tourism income and economic growth: A structural VAR approach for European Mediterranean countries In: Tourism Management. [Full Text][Citation analysis] | article | 34 |
2020 | Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM. [Full Text][Citation analysis] | article | 156 |
2019 | Can Variations in Temperature Explain the Systemic Risk of European Firms? In: Environmental & Resource Economics. [Full Text][Citation analysis] | article | 2 |
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 | 53 |
2022 | The Evolution of Monetary Policy Focal Points In: Journal of Economic Issues. [Full Text][Citation analysis] | article | 1 |
2021 | The Evolution of Monetary Policy Focal Points.(2021) In: Working Papers in Economics & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 1 | 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 | 10 |
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 | 13 |
2016 | Forecasting tourist arrivals using origin country macroeconomics.(2016) In: Applied Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 13 | 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 | 9 |
2018 | The dynamic connectedness of UK regional property returns In: Urban Studies. [Full Text][Citation analysis] | article | 26 |
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 | 1 |
2022 | US partisan conflict shocks and international stock market returns In: Empirical Economics. [Full Text][Citation analysis] | article | 0 |
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 | 1 |
2022 | Minimum Connectedness Portfolios and the Market for Green Bonds: Advocating Socially Responsible Investment (SRI) Activity In: Springer Books. [Citation analysis] | chapter | 8 |
2014 | Dynamic Spillovers of Oil Price Shocks and Policy Uncertainty In: Department of Economics Working Papers. [Full Text][Citation analysis] | paper | 143 |
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2021 | The impact of Euro through time: Exchange rate dynamics under different regimes In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team