18
H index
21
i10 index
1140
Citations
| 18 H index 21 i10 index 1140 Citations RESEARCH PRODUCTION: 28 Articles 33 Papers 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 David Gabauer. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Economics Letters | 3 |
Energy Economics | 3 |
International Journal of Finance & Economics | 2 |
International Review of Financial Analysis | 2 |
Finance Research Letters | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 24 |
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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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 | 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 | |
2022 | The Characteristics of Cryptocurrency Market Volatility: Empirical Study For Five Cryptocurrency. (2022). Fidan, Layda Sabetli ; Guz, Tuba. In: Alphanumeric Journal. RePEc:anm:alpnmr:v:10:y:2022:i:2:p:69-84. Full description at Econpapers || Download paper | |
2022 | Monitoring the Dynamic Networks of Stock Returns. (2022). Bodnar, Olha ; Nguyen, Hoang ; Touli, Elena Farahbakhsh. In: Papers. RePEc:arx:papers:2210.16679. 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 | |
2022 | Interconnectedness and Nonlinearity in Indian Energy Futures During the COVID-19 Pandemic. (2022). Mishra, Pramod Kumar ; Behera, Chinmaya. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:56. Full description at Econpapers || Download paper | |
2023 | Machine Learning methods in climate finance: a systematic review. (2023). Marques, Jose Manuel ; Carbo, Jose Manuel ; Alonso-Robisco, Andres. In: Working Papers. RePEc:bde:wpaper:2310. 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 | The financial US uncertainty spillover multiplier: Evidence from a GVAR model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza. In: International Finance. RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340. 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 | |
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 | Dynamic correlation between crude oil and agricultural futures markets. (2022). Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Development Economics. RePEc:bla:rdevec:v:26:y:2022:i:3:p:1798-1849. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2022 | Volatility transmission and volatility impulse response functions in the main and the satellite Renminbi exchange rate markets. (2022). Tsang, Andrew ; Funke, Michael ; Loermann, Julius. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:2:p:606-628. 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 | |
2022 | Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Marfatia, Hardik A ; Gabauer, David ; Chatziantoniou, Ioannis. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300. Full description at Econpapers || Download paper | |
2022 | The hedge asset for BRICS stock markets: Bitcoin, gold or VIX. (2022). Roubaud, David ; Ur, Mobeen ; Bouri, Elie ; Hussain, Syed Jawad. In: The World Economy. RePEc:bla:worlde:v:45:y:2022:i:1:p:292-316. 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 | |
2022 | Cryptocurrencies, Technology Stocks, Covid-19 and US Policy Responses: A Fractional Integration Analysis. (2022). Gil-Alana, Luis A ; Caporale, Guglielmo Maria ; Aikins, Emmanuel Joel. In: CESifo Working Paper Series. RePEc:ces:ceswps:_9624. Full description at Econpapers || Download paper | |
2022 | How Media Content Influences Economic Expectations: Evidence from a Global Expert Survey. (2022). Sauer, Stefan ; Muller, Henrik ; Boumans, Dorine. In: ifo Working Paper Series. RePEc:ces:ifowps:_380. Full description at Econpapers || Download paper | |
2022 | Dynamic Connectedness between Renewable and Nonrenewable Energy Consumptions, Economic Growth and Carbon Dioxide Emissions in Vietnam: Extension of the TVP-VAR Joint Connected Approach. (2022). Thanh, Nguyen Thi. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-39. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2022 | Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Shao, Qinglong ; Li, Youshu ; Guo, Junjie. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227. Full description at Econpapers || Download paper | |
2022 | Are Indian Subcontinent remittance markets connected to each other?. (2022). Genc, Ismail H. In: Journal of Asian Economics. RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000355. 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 | Nonlinear nexus between cryptocurrency returns and COVID-19 news sentiment. (2022). Sensoy, Ahmet ; Almeida, Dora ; Dionisio, Andreia ; Akhtaruzzaman, MD ; Banerjee, Ameet Kumar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:36:y:2022:i:c:s2214635022000703. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. 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 | 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 | Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19. (2022). Tiwari, Aviral Kumar ; Farid, Saqib ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:548-562. 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 | 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 | Firm-level short selling and the local COVID-19 pandemic: Evidence from China. (2022). Wei, QU ; Ma, Xinru ; He, Jingbin. In: Economic Modelling. RePEc:eee:ecmode:v:113:y:2022:i:c:s0264999322001420. 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 | |
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 | 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 | |
2022 | Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Meng, Qiaoyu ; Li, Zijian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728. 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 | 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 | Herding behavior in the cryptocurrency market during COVID-19 pandemic: The role of media coverage. (2022). Waked, Sami Sobhi ; Youssef, Mouna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000997. Full description at Econpapers || Download paper | |
2022 | Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang ; Dong, Zibing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000. 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 | Do cryptocurrencies provide better hedging? Evidence from major equity markets during COVID-19 pandemic. (2022). Kang, Sang Hoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001188. Full description at Econpapers || Download paper | |
2022 | Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Gkasis, Pavlos ; Golitsis, Petros. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255. 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 | Investor sentiment and energy futures predictability: Evidence from Feasible Quasi Generalized Least Squares. (2022). Oyewole, Oluwatomisin ; Adegboyega, Soliu ; Adekoya, Oluwasegun ; Fasanya, Ismail. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001656. 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 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. 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 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors. (2023). Kang, Sang Hoon ; Teplova, Tamara ; Gubareva, Mariya ; Mensi, Walid. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000426. 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 | |
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 | |
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 | Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656. 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 | |
2022 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks. (2022). GUPTA, RANGAN ; Demirer, Riza ; Ji, Qiang ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s014098832100596x. Full description at Econpapers || Download paper | |
2022 | Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652. Full description at Econpapers || Download paper | |
2022 | Dynamic dependence between main-byproduct metals and the role of clean energy market. (2022). Zhang, Hongwei ; Lei, Xiaojie ; Wang, Chang ; Song, Huiling. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000858. Full description at Econpapers || Download paper | |
2022 | Givers never lack: Nigerian oil & gas asymmetric network analyses. (2022). Lin, Boqiang ; Okorie, David. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000901. Full description at Econpapers || Download paper | |
2022 | The COVID-19 storm and the energy sector: The impact and role of uncertainty. (2022). Bwanya, Princess Rutendo ; Charteris, Ailie ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988321001638. Full description at Econpapers || Download paper | |
2022 | Connectedness of energy markets around the world during the COVID-19 pandemic. (2022). Uddin, Gazi Salah ; Molnar, Peter ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322000810. Full description at Econpapers || Download paper | |
2022 | Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244. Full description at Econpapers || Download paper | |
2022 | A clean, green haven?—Examining the relationship between clean energy, clean and dirty cryptocurrencies. (2022). Lucey, Brian ; Ren, Boru. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001281. Full description at Econpapers || Download paper | |
2022 | Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Zhang, Xinhua ; Zhu, Haoyang ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359. Full description at Econpapers || Download paper | |
2022 | Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness. (2022). Tiwari, Aviral ; Roubaud, David ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001372. Full description at Econpapers || Download paper | |
2022 | Impact of COVID-19 on the quantile connectedness between energy, metals and agriculture commodities. (2022). Nepal, Rabindra ; Paltrinieri, Andrea ; Naeem, Muhammad Abubakr ; Farid, Saqib. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001384. Full description at Econpapers || Download paper | |
2022 | Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; de Gracia, Fernando Perez ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195. Full description at Econpapers || Download paper | |
2022 | Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x. Full description at Econpapers || Download paper | |
2022 | Green bonds and implied volatilities: Dynamic causality, spillovers, and implications for portfolio management. (2022). Do, Hung Xuan ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002651. Full description at Econpapers || Download paper | |
2022 | Nexus between oil shocks and agriculture commodities: Evidence from time and frequency domain. (2022). Kang, Sanghoon ; Lucey, Brian M ; Hasan, Mudassar ; Karim, Sitara ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322003036. Full description at Econpapers || Download paper | |
2022 | How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi Salah ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279. Full description at Econpapers || Download paper | |
2022 | Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment. (2022). Zhang, Xinhua ; Zhu, Junxin ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003711. Full description at Econpapers || Download paper | |
2022 | Energy security: Does systemic risk spillover matter? Evidence from China. (2022). Hu, Xin ; Lin, Renda ; Deng, Yuanyue ; Zhu, BO ; Chen, Pingshe. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003930. Full description at Econpapers || Download paper | |
2022 | Complex risk contagions among large international energy firms: A multi-layer network analysis. (2022). Zhang, Dayong ; Zhou, Xinyu ; Xiao, Xuanqi ; Wu, Fei ; Ji, Qiang. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004054. Full description at Econpapers || Download paper | |
2022 | Toward the integration of European gas futures market under COVID-19 shock: A quantile connectedness approach. (2022). Zhu, Zhitao ; Wang, Chuwen ; Chen, Yufeng. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004224. Full description at Econpapers || Download paper | |
2022 | Multidimensional risk spillovers among carbon, energy and nonferrous metals markets: Evidence from the quantile VAR network. (2022). Zhang, Zeyi ; Wu, Shan ; Zhou, Yuqin. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004480. Full description at Econpapers || Download paper | |
2022 | Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries. (2022). Lucey, Brian M ; Naeem, Muhammad Abubakr ; Karim, Sitara ; Benlagha, Noureddine ; Vigne, Samuel A. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004777. Full description at Econpapers || Download paper | |
2022 | Do green bonds have environmental benefits?. (2022). Mohsin, Muhammad ; Chen, Huangen ; Taghizadeh-Hesary, Farhad ; Chang, Lei. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322004856. Full description at Econpapers || Download paper | |
2022 | The dynamic impact among oil dependence volatility, the quality of political institutions, and government spending. (2022). Zhu, Xiaoxian ; Pazouki, Azadeh. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005126. Full description at Econpapers || Download paper | |
2022 | Do biofuel production and financial speculation in agricultural commodities influence African food prices? New evidence from a TVP-VAR extended joint connectedness approach. (2022). Tanaka, Tetsuji ; Guo, Jin. In: Energy Economics. RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005515. Full description at Econpapers || Download paper | |
2023 | COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Teplova, Tamara ; Pham, Linh ; Ghosh, Bikramaditya. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497. Full description at Econpapers || Download paper | |
2023 | The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | On the volatility of WTI crude oil prices: A time-varying approach with stochastic volatility. (2023). LE, Thai-Ha ; Park, Donghyun ; Bui, Manh Tien ; Boubaker, Sabri. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s014098832200603x. Full description at Econpapers || Download paper | |
2023 | Economic policy uncertainty and dynamic correlations in energy markets: Assessment and solutions. (2023). Ren, Xiaohang ; Jawadi, Fredj ; Bu, Ruijun ; Li, Jingyao ; Wang, Xiong. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006041. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Zhang, Xiaotong ; Dai, Zhifeng. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099. Full description at Econpapers || Download paper | |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper | |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper | |
2023 | The connectedness of oil shocks, green bonds, sukuks and conventional bonds. (2023). Sokolova, Tatiana ; Hadhri, Sinda ; Abrar, Afsheen ; Umar, Zaghum. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000609. Full description at Econpapers || Download paper | |
2023 | The impact of climate policy on U.S. environmentally friendly firms: A firm-level examination of stock return, volatility, volume, and connectedness. (2023). Trinh, Hai Hong ; Truong, HA ; Hao, Wei ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000622. Full description at Econpapers || Download paper | |
2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2018 | Oil volatility, oil and gas firms and portfolio diversification In: BAFES Working Papers. [Full Text][Citation analysis] | paper | 110 |
2018 | Oil volatility, oil and gas firms and portfolio diversification.(2018) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 110 | article | |
2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 21 |
2020 | Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 21 | paper | |
2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters. [Full Text][Citation analysis] | article | 111 |
2018 | Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 111 | paper | |
2018 | On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach In: Economics Letters. [Full Text][Citation analysis] | article | 99 |
2018 | On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach.(2018) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 99 | paper | |
2021 | Interest rate swaps and the transmission mechanism of monetary policy: A quantile connectedness approach In: Economics Letters. [Full Text][Citation analysis] | article | 32 |
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: 32 | paper | |
2020 | Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
2021 | A closer look into the global determinants of oil price volatility In: Energy Economics. [Full Text][Citation analysis] | article | 21 |
2019 | International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 33 |
2021 | Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 145 |
2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 145 | paper | |
2020 | Time-Varying impact of uncertainty shocks on macroeconomic variables of the united kingdom: Evidence from over 150 years of monthly data In: Finance Research Letters. [Full Text][Citation analysis] | article | 11 |
2019 | Time-Varying Impact of Uncertainty Shocks on Macroeconomic Variables of the United Kingdom: Evidence from Over 150 Years of Monthly Data.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 11 | paper | |
2022 | Financial market connectedness: The role of investors’ happiness In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2022 | Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies In: Global Finance Journal. [Full Text][Citation analysis] | article | 55 |
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 | 73 |
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 | 11 |
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: 11 | paper | |
2021 | Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach In: Resources Policy. [Full Text][Citation analysis] | article | 51 |
2021 | Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 18 |
2019 | Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 9 |
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 | 30 |
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: 30 | paper | |
2021 | Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
2020 | Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 7 | paper | |
2020 | Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 19 |
2019 | Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach.(2019) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 19 | paper | |
2020 | Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions In: JRFM. [Full Text][Citation analysis] | article | 156 |
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 | 0 |
2020 | Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 2 |
2021 | Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 6 |
2021 | The Evolution of Monetary Policy Focal Points In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 3 |
2018 | International Monetary Policy Spillovers: Evidence from a TVP-VAR In: Working Papers. [Citation analysis] | paper | 0 |
2018 | Greek Economic Policy Uncertainty: Does it Matter for the European Union? In: Working Papers. [Citation analysis] | paper | 9 |
2018 | On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics In: Working Papers. [Citation analysis] | paper | 0 |
2022 | On the transmission mechanism of Asia?Pacific yield curve characteristics.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Time-Varying Influence of Household Debt on Inequality in United Kingdom In: Working Papers. [Citation analysis] | paper | 2 |
2021 | Time-varying influence of household debt on inequality in United Kingdom.(2021) In: Empirical Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2020 | Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Time-Varying Predictability of Financial Stress on Inequality in United Kingdom In: Working Papers. [Citation analysis] | paper | 0 |
2020 | Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models In: Working Papers. [Citation analysis] | paper | 6 |
2020 | Estimating U.S. Housing Price Network Connectedness: Evidence from Dynamic Elastic Net, Lasso, and Ridge Vector Autoregressive Models.(2020) In: Working papers. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | paper | |
2020 | Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Time-Varying Predictability of Labor Productivity on Inequality in United Kingdom.(2021) In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. [Full Text][Citation analysis] This paper has another version. Agregated cites: 0 | article | |
2020 | Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning In: Working Papers. [Citation analysis] | paper | 2 |
2021 | Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach In: Working Papers. [Citation analysis] | paper | 10 |
2021 | On the Dynamics of International Real Estate Investment Trust Propagation Mechanisms: Evidence from Time-Varying Return and Volatility Connectedness Measures In: Working Papers. [Citation analysis] | paper | 8 |
2021 | Forecasting Stock-Market Tail Risk and Connectedness in Advanced Economies Over a Century: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach In: Working Papers. [Citation analysis] | paper | 2 |
2021 | Climate Risks and Forecasting Stock-Market Returns in Advanced Economies Over a Century In: Working Papers. [Citation analysis] | paper | 1 |
2022 | On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data In: Working Papers. [Citation analysis] | paper | 0 |
2018 | The dynamic connectedness of UK regional property returns In: Urban Studies. [Full Text][Citation analysis] | article | 24 |
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 | 2 |
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 |
2020 | Volatility impulse response analysis for DCC?GARCH models: The role of volatility transmission mechanisms In: Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
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