17
H index
19
i10 index
1085
Citations
| 17 H index 19 i10 index 1085 Citations RESEARCH PRODUCTION: 29 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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Finance Research Letters | 3 |
Energy Economics | 3 |
Economics Letters | 3 |
International Review of Financial Analysis | 2 |
International Journal of Finance & Economics | 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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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 | 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 | |
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 | |
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 | |
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 | Infectious Diseases-Energy Futures Nexus - A Quantile-on-Quantile Approach. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail. In: Energy RESEARCH LETTERS. RePEc:ayb:jrnerl:10. 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 | |
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 | 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 | |
2022 | . 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 | |
2021 | Consumption smoothing, risk sharing and financial integration. (2021). Gufler, Ivan ; Donadelli, Michael. In: The World Economy. RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187. 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 | |
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 | 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 | |
2021 | The Effect of Macroeconomic Uncertainty on Housing Returns and Volatility: Evidence from US State-Level Data. (2021). GUPTA, RANGAN ; van Eyden, Renee ; André, Christophe ; Sheng, Xin ; Andre, Christophe. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_008. Full description at Econpapers || Download paper | |
2021 | Forecasting Output Growth of Advanced Economies Over Eight Centuries: The Role of Gold Market Volatility as a Proxy of Global Uncertainty. (2021). Salisu, Afees ; GUPTA, RANGAN ; Das, Sonali ; Karmakar, Sayar. In: GRU Working Paper Series. RePEc:cth:wpaper:gru_2021_017. 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 | |
2021 | Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu. In: Journal of Asian Economics. RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415. Full description at Econpapers || Download paper | |
2021 | Overall and time-varying effects of global and domestic uncertainty on the Korean economy. (2021). Suh, Hyunduk ; Hwang, So Jung. In: Journal of Asian Economics. RePEc:eee:asieco:v:76:y:2021:i:c:s1049007821000737. 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 | |
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 | |
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 | 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 | |
2021 | Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Yan, Jing ; Li, Xiao-Lin. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652. Full description at Econpapers || Download paper | |
2021 | Systemic risk spillover across global and country stock markets during the COVID-19 pandemic. (2021). Jalkh, Naji ; Bouri, Elie ; Al-Fayoumi, Nedal ; Abuzayed, Bana. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:71:y:2021:i:c:p:180-197. 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 | |
2021 | Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley. In: Economic Modelling. RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145. 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 | |
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 | 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 dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Tian, Meiyu ; Wen, Fenghua ; Li, Wanyang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:55:y:2021:i:c:s1062940820301984. 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 | Analysis of the impact of COVID-19 pandemic on G20 stock markets. (2021). Dong, Zibing ; Wang, Jian ; Zhuang, Xintian ; Li, Yanshuang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001455. 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 | 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 | |
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 | |
2021 | What drives volatility of the U.S. oil and gas firms?. (2021). Todorova, Neda ; Lyocsa, Tefan. In: Energy Economics. RePEc:eee:eneeco:v:100:y:2021:i:c:s014098832100270x. Full description at Econpapers || Download paper | |
2021 | The nexus, downside risk and asset allocation between oil and Islamic stock markets: A cross-country analysis. (2021). Hadhri, Sinda. In: Energy Economics. RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003364. Full description at Econpapers || Download paper | |
2021 | Oil price volatility and the logistics industry: Dynamic connectedness with portfolio implications. (2021). Kang, Sanghoon ; Dash, Saumya Ranjan ; Ur, Mobeen ; Maitra, Debasish. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003844. Full description at Econpapers || Download paper | |
2021 | Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Chen, Jinyu ; Huang, Jianbai ; Ding, Qian. In: Energy Economics. RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960. Full description at Econpapers || Download paper | |
2021 | Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min. In: Energy Economics. RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321004874. Full description at Econpapers || Download paper | |
2021 | Financial stress, economic policy uncertainty, and oil price uncertainty. (2021). Apostolakis, George ; Wohar, Mark ; Gkillas, Konstantinos ; Floros, Christos. In: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321005405. 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: Energy Economics. RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x. 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 | |
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 | 109 |
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: 109 | article | |
2021 | Volatility connectedness of major cryptocurrencies: The role of investor happiness In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 20 |
2020 | Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 20 | paper | |
2018 | Dynamic connectedness of uncertainty across developed economies: A time-varying approach In: Economics Letters. [Full Text][Citation analysis] | article | 109 |
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: 109 | 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 | 95 |
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: 95 | paper | |
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 | |
2020 | Oil and asset classes implied volatilities: Investment strategies and hedging effectiveness In: Energy Economics. [Full Text][Citation analysis] | article | 22 |
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 | 32 |
2021 | Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 139 |
2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 139 | 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 | |
2021 | Time-varying spillovers between housing sentiment and housing market in the United States? In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2022 | Financial market connectedness: The role of investors’ happiness In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
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 | 49 |
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 | 72 |
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 | 9 |
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: 9 | 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 | 47 |
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 | 16 |
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 | 28 |
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: 28 | paper | |
2021 | Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
2020 | Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers. [Citation analysis] This paper has another version. Agregated cites: 6 | 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 | 146 |
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 | 5 |
2021 | The Evolution of Monetary Policy Focal Points In: Working Papers in Economics & Finance. [Full Text][Citation analysis] | paper | 2 |
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 | 9 |
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 | 6 |
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 | 0 |
2022 | On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data In: Working Papers. [Full Text][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 | 1 |
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 | 17 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated July, 3 2023. Contact: CitEc Team