16
H index
25
i10 index
898
Citations
Universidade de Lisboa | 16 H index 25 i10 index 898 Citations RESEARCH PRODUCTION: 94 Articles 4 Papers 2 Chapters RESEARCH ACTIVITY:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Mariya Gubareva. | Is cited by: | Cites to: |
| Working Papers Series with more than one paper published | # docs |
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| Working Papers Department of Economics / ISEG - Lisbon School of Economics and Management, Department of Economics, Universidade de Lisboa | 3 |
| Year | Title of citing document | |
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| 2025 | Exploring Tail Risk Transmission between Volatility Indices and Cryptocurrencies: Evidence from Quantile Connectedness. (2025). Imane, Ennadifi ; Ghizlane, Kadil. In: Advances in Decision Sciences. RePEc:aag:wpaper:v:29:y:2025:i:3:p:119-157. Full description at Econpapers || Download paper | |
| 2024 | Dynamic Connectedness between Crypto and Conventional Financial Assets: Novel Findings from Russian Financial Market. (2024). Ullah, Mirzat. In: Journal of Applied Economic Research. RePEc:aiy:jnjaer:v:23:y:2024:i:1:p:110-135. Full description at Econpapers || Download paper | |
| 2025 | Forecasting Company Fundamentals. (2024). Dhami, Devendra Singh ; Kersting, Kristian ; Endler, Kevin ; Divo, Felix ; Endress, Eric. In: Papers. RePEc:arx:papers:2411.05791. Full description at Econpapers || Download paper | |
| 2024 | Direct Fractional Auction. (2024). Rassekh, Farhad ; Yang, KE ; Gleyzer, Boris ; Taubman, Dmitriy. In: Papers. RePEc:arx:papers:2411.11606. Full description at Econpapers || Download paper | |
| 2025 | Mapping Microscopic and Systemic Risks in TradFi and DeFi: a literature review. (2025). Vivo, Pierpaolo ; Caccioli, Fabio ; Bartolucci, Silvia ; Aufiero, Sabrina. In: Papers. RePEc:arx:papers:2508.12007. Full description at Econpapers || Download paper | |
| 2025 | Agent-based model of information diffusion in the limit order book trading. (2025). Wilinski, Mateusz ; Kanniainen, Juho. In: Papers. RePEc:arx:papers:2508.20672. Full description at Econpapers || Download paper | |
| 2025 | Income distribution and growth in France: a long-run time-frequency analysis. (2025). Pietropaoli, Alessandro. In: Temi di discussione (Economic working papers). RePEc:bdi:wptemi:td_1483_25. Full description at Econpapers || Download paper | |
| 2024 | African stock markets’ connectedness: Quantile VAR approach. (2024). YAYA, OLAOLUWA ; Adenikinju, Olayinka ; Olayinka, Hammed A. In: Modern Finance. RePEc:bdy:modfin:v:2:y:2024:i:1:p:51-68:id:70. Full description at Econpapers || Download paper | |
| 2024 | The Bitcoin‐agricultural commodities nexus: Fresh insight from COVID‐19 and 2022 Russia–Ukraine war. (2024). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D. In: Australian Journal of Agricultural and Resource Economics. RePEc:bla:ajarec:v:68:y:2024:i:3:p:653-677. Full description at Econpapers || Download paper | |
| 2024 | On the connectedness of commodity markets: A critical and selective survey of empirical studies and bibliometric analysis. (2024). USMAN, OJONUGWA ; Ağan, Büşra ; Agan, Busra ; Balcilar, Mehmet. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:1:p:97-136. Full description at Econpapers || Download paper | |
| 2024 | Non‐Fungible Tokens (NFTs): A Review of Pricing Determinants, Applications and Opportunities. (2024). Kräussl, Roman ; Krussl, Roman ; Tugnetti, Alessandro. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:38:y:2024:i:2:p:555-574. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneity, Jumps and Co-Movements in Transmission of Volatility Spillovers Among Cryptocurrencies. (2025). Maria, Tantoula ; Manolis, Tzagarakis ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:29:y:2025:i:5:p:621-649:n:1002. Full description at Econpapers || Download paper | |
| 2024 | Influence of the COVID-19 Pandemic on the Banking Sector in Northern Europe. (2024). Yesbolat, Madina. In: International Journal of Business and Management (IJBM). RePEc:cwd:ijbmnz:v:2:y:2024:i:2:p:59-73. Full description at Econpapers || Download paper | |
| 2024 | Unveiling COVID-19€™s impact on Financial Stability: A Comprehensive Study of Price Dynamics and Investor Behavior in G7 Markets. (2024). Samil, Samia ; Ferchichi, Monia Mokhtar ; Talbi, Mariem ; Ismaalia, Fatma. In: International Journal of Economics and Financial Issues. RePEc:eco:journ1:2024-01-19. Full description at Econpapers || Download paper | |
| 2024 | Time-varying Relationship between Fossil Fuel-Free Energy Indices and Economic Uncertainty: Global Evidence from Wavelet Coherence Approach. (2024). Durani, Farah. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-01-71. Full description at Econpapers || Download paper | |
| 2024 | Impact of Oil Price Shocks on Crypto and Conventional Financial Assets during Financial Crises: Evidence from the Russian Financial Market. (2024). Ullah, Mirzat ; Sohag, Kazi ; Mariev, Oleg ; Mayburov, Igor ; Kayani, Umar ; Nawaz, Farrukh ; Doroshenko, Svetlana. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-04-43. Full description at Econpapers || Download paper | |
| 2024 | Impact of Volatility Spillovers upon Electric Utilities during the Russia-Ukraine Conflict. (2024). Aziz, Aulia Luqman ; Pradipta, Indry Aristianto ; Kayani, Umar ; Khan, Mrestyal ; Nawaz, Farrukh. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2024-06-58. Full description at Econpapers || Download paper | |
| 2024 | Exploring the interdependence of climate, finance, energy, and geopolitics: A conceptual framework for systemic risks amidst multiple crises. (2024). Holz, Franziska ; D'Orazio, Paola ; Hoffart, Franziska M ; Kemfert, Claudia. In: Applied Energy. RePEc:eee:appene:v:361:y:2024:i:c:s030626192400268x. Full description at Econpapers || Download paper | |
| 2025 | Efficiency of green bond, clean energy, oil price, and geopolitical risk on sectoral decarbonization: Evidence from the globe by daily data and marginal effect analysis. (2025). Magazzino, Cosimo ; Takin, Dilvin ; Depren, Zer ; Ayhan, Fatih ; Kartal, Mustafa Tevfik. In: Applied Energy. RePEc:eee:appene:v:392:y:2025:i:c:s0306261925006932. Full description at Econpapers || Download paper | |
| 2024 | Does every cloud (bubble) have a silver lining? An investigation of ESG financial markets. (2024). Foglia, Matteo ; Miglietta, Federica. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:42:y:2024:i:c:s2214635024000431. Full description at Econpapers || Download paper | |
| 2024 | Financial literacy and investment behavior of individuals in Pakistan: Evidence from an Environment prone to religious sentiment. (2024). Memon, Farzana Akmal ; Uddin, Md Hamid ; Shah, Sobia Shafaq ; Qureshi, Fiza. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024000893. Full description at Econpapers || Download paper | |
| 2025 | Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103. Full description at Econpapers || Download paper | |
| 2025 | Dynamic risk spillovers between crude oil futures and the Chinese stock market under exogenous shocks: A refined analysis with stock clustering. (2025). Sui, Cong ; Jia, Boxiang ; Zhao, Wenjie ; Guo, Hongyue. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:47:y:2025:i:c:s2214635025000681. Full description at Econpapers || Download paper | |
| 2024 | Wavelet entropy and complexity–entropy curves approach for energy commodity price predictability amid the transition to alternative energy sources. (2024). Vellucci, Pierluigi ; Mastroeni, Loretta ; Mazzoccoli, Alessandro. In: Chaos, Solitons & Fractals. RePEc:eee:chsofr:v:184:y:2024:i:c:s0960077924005575. Full description at Econpapers || Download paper | |
| 2024 | Does bank competition improve borrower welfare? Evidence from China. (2024). Zeng, Sheng ; Wei, QI ; Tao, Qingmei. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:1353-1368. Full description at Econpapers || Download paper | |
| 2024 | Volatility interconnectedness among financial and geopolitical markets: Evidence from COVID-19 and Ukraine-Russia crises. (2024). Sahabuddin, Mohammad ; Hoque, Mohammad Enamul ; Bilgili, Faik. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:303-320. Full description at Econpapers || Download paper | |
| 2024 | Spillovers and multiscale relationships among cryptocurrencies: A portfolio implication using high frequency data. (2024). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ur, Mobeen. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:82:y:2024:i:c:p:449-479. Full description at Econpapers || Download paper | |
| 2024 | Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079. Full description at Econpapers || Download paper | |
| 2024 | Oil price shocks, sustainability index, and green bond market spillovers and connectedness during bear and bull market conditions. (2024). Belghouthi, Houssem Eddine ; Alghazali, Abdullah ; Kang, Sang Hoon ; McLver, Ron ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:1470-1489. Full description at Econpapers || Download paper | |
| 2024 | Extreme time-frequency connectedness between energy sector markets and financial markets. (2024). Belghouthi, Houssem Eddine ; Alomari, Mohammed ; Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:847-877. Full description at Econpapers || Download paper | |
| 2025 | Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93. Full description at Econpapers || Download paper | |
| 2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
| 2024 | Public attention, sentiment and the default of Silicon Valley Bank. (2024). Bales, Stephan ; Burghof, Hans-Peter. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001493. Full description at Econpapers || Download paper | |
| 2024 | Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559. Full description at Econpapers || Download paper | |
| 2024 | Dependence structure between NFT, DeFi and cryptocurrencies in turbulent times: An Archimax copula approach. (2024). Fernandez Bariviera, Aurelio ; Fakhfekh, Mohamed ; Bejaoui, Azza ; Jeribi, Ahmed. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000032. Full description at Econpapers || Download paper | |
| 2024 | Measuring market volatility connectedness to media sentiment. (2024). Sirnes, Espen ; Fjesme, Sturla ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric dynamics between the Baltic Dry Index and financial markets during major global economic events. (2024). Lee, Chi-Chuan ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Dankwah, Boakye. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000512. Full description at Econpapers || Download paper | |
| 2024 | Time and frequency spillovers and drivers between rare earth and energy, metals, green, and agricultural markets. (2024). Gao, Yang ; Liu, Xiaoyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000536. Full description at Econpapers || Download paper | |
| 2024 | Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743. Full description at Econpapers || Download paper | |
| 2024 | Network-Based prediction of financial cross-sector risk spillover in China: A deep learning approach. (2024). Xu, Wei ; Tang, Pan ; Wang, Haosen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000767. Full description at Econpapers || Download paper | |
| 2024 | A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190. Full description at Econpapers || Download paper | |
| 2024 | Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers || Download paper | |
| 2024 | Climate risk and corporate ESG performance: Evidence from China. (2024). Yin, Zhujia ; Deng, Rantian ; Zhao, Lili ; Xia, Jiejin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001700. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146. Full description at Econpapers || Download paper | |
| 2025 | Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225. Full description at Econpapers || Download paper | |
| 2025 | Impact of government’s support policy on decision-making of platform participants under ESG. (2025). Fei, Chen ; Li, Renzhong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002286. Full description at Econpapers || Download paper | |
| 2025 | Static and dynamic return and volatility connectedness between transportation tokens and transportation indices: Evidence from quantile connectedness approach. (2025). Ustaoglu, Erkan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002377. Full description at Econpapers || Download paper | |
| 2025 | Green bonds and clean energy stocks: Safe havens against global uncertainties? A wavelet quantile-based examination. (2025). Yildirim, Ramazan ; ben Hamida, Hela ; Mejri, Sami ; Aloui, Chaker. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002353. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrency market spillover in times of uncertainty. (2025). Aimable, Withz ; Wu, Chih-Chiang ; Chen, Wei-Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002729. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric impact of social media sentiments and stock market uncertainty on Indian sectoral returns: A quantile-on-quantile approach. (2025). Kaur, Rishman Jot ; Khan, Hera Asif. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000968. Full description at Econpapers || Download paper | |
| 2024 | Intricacy of cryptocurrency returns. (2024). Nagl, Maximilian. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002295. Full description at Econpapers || Download paper | |
| 2024 | Dynamic patterns and the latent community structure of sectoral volatility and jump risk contagion. (2024). Gao, Yang ; Zhao, Wandi. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000050. Full description at Econpapers || Download paper | |
| 2024 | Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554. Full description at Econpapers || Download paper | |
| 2024 | A novel interval-based hybrid framework for crude oil price forecasting and trading. (2024). Sun, Yuying ; Wang, Shouyang ; Zheng, LI. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007648. Full description at Econpapers || Download paper | |
| 2024 | Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Karim, Sitara ; Naeem, Muhammad Abubakr ; Bossman, Ahmed ; Husain, Afzol. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776. Full description at Econpapers || Download paper | |
| 2024 | How Green finance affects export production quality: Fresh evidence from China. (2024). Yang, Yuhan ; Zhu, Yanjin ; Ma, Dan. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000896. Full description at Econpapers || Download paper | |
| 2024 | Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506. Full description at Econpapers || Download paper | |
| 2024 | The nexus between ReFi, carbon, fossil energy, and clean energy assets: Quantile time–frequency connectedness and portfolio implications. (2024). Xue, Minggao ; Ye, Jing ; Lei, Heng. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001646. Full description at Econpapers || Download paper | |
| 2024 | Does oil spin the commodity wheel? Quantile connectedness with a common factor error structure across energy and agricultural markets. (2024). Parhi, Mamata ; Zhou, Xiaoran ; Enilov, Martin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. Full description at Econpapers || Download paper | |
| 2024 | Assessing the impact of renewable energy tokens on BRICS stock markets: A new diversification approach. (2024). Ali, Shoaib ; Shan, Shan ; Umar, Muhammad ; Naveed, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002317. Full description at Econpapers || Download paper | |
| 2024 | Equity markets and ESG dynamics: Assessing spillovers and portfolio strategies through time-varying parameters. (2024). Ali, Shoaib ; Wang, YI ; Ayaz, Muhammad. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002561. Full description at Econpapers || Download paper | |
| 2024 | Clean energy market connectedness and investment strategies: New evidence from DCC-GARCH R2 decomposed connectedness measures. (2024). Gabauer, David ; Cocca, Teodoro ; Pomberger, Stefan. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003888. Full description at Econpapers || Download paper | |
| 2024 | Safe haven properties of industrial stocks against ESG in the United States: Portfolio implication for sustainable investments. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Ahmad, Mobeen ; Shahzad, Khurram ; Hameed, Imran. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004201. Full description at Econpapers || Download paper | |
| 2024 | Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers || Download paper | |
| 2024 | Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Kliber, Agata ; Będowska-Sójka, Barbara ; Bdowska-Sojka, Barbara. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280. Full description at Econpapers || Download paper | |
| 2024 | Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401. Full description at Econpapers || Download paper | |
| 2024 | Interconnectedness between electricity and artificial intelligence-based markets during the crisis periods: Evidence from the TVP-VAR approach. (2024). Ohikhuare, Obaika M ; Yousaf, Imran ; Li, Yanshuang. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324005930. Full description at Econpapers || Download paper | |
| 2024 | Nonlinear tail dependence between energy and agricultural commodities. (2024). Guloglu, Bulent ; Atik, Zehra ; Ulussever, Talat. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006224. Full description at Econpapers || Download paper | |
| 2024 | Climate policy uncertainty, clean energy and energy metals: A quantile time-frequency spillover study. (2024). Chang, Yuan ; Qiao, Sen ; Dang, Yi Jing. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006273. Full description at Econpapers || Download paper | |
| 2024 | Measuring financial stability in the presence of energy shocks. (2024). Mattera, Raffaele ; Snchez-Garca, Javier ; Cerqueti, Roy ; Cruz-Rambaud, Salvador. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006303. Full description at Econpapers || Download paper | |
| 2025 | Metals of the future in a world in crisis: Geopolitical disruptions and the cleantech metal industry. (2025). Hsu, Kuang-Chung ; Pham, Linh. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007126. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk and vulnerability of energy markets. (2025). Liu, Zhenhua ; Ji, Qiang ; Ding, Zhihua ; Yuan, Xinting ; Wang, Yushu. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007643. Full description at Econpapers || Download paper | |
| 2025 | Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications. (2025). Umar, Zaghum ; Sokolova, Tatiana ; Iqbal, Najaf ; Shaoyong, Zhang. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007862. Full description at Econpapers || Download paper | |
| 2025 | Exploring the connection between geopolitical risks and energy markets. (2025). Ferreira, Paulo ; Almeida, Dora ; Aslam, Faheem ; Dionsio, Andreia. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008223. Full description at Econpapers || Download paper | |
| 2025 | The rise of clean energy markets: Evidence from frequency-domain spillover effects between critical metals and energy markets. (2025). Gong, Yuna ; Zhu, Yongguang ; Xu, Deyi ; Yang, Lanyong. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008351. Full description at Econpapers || Download paper | |
| 2025 | Effects of the climate-related sentiment on agricultural spot prices: Insights from Wavelet Rényi Entropy analysis. (2025). Quaresima, Greta ; Mazzoccoli, Alessandro ; Mastroeni, Loretta. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008557. Full description at Econpapers || Download paper | |
| 2025 | Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?. (2025). Hammoudeh, Shawkat ; Arfaoui, Nadia ; el Khoury, Rim ; Hanif, Waqas. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001161. Full description at Econpapers || Download paper | |
| 2025 | Unlocking economic insights: ESG integration, market dynamics and sustainable transitions. (2025). Yarovaya, Larisa ; Ismail, Izlin ; Qureshi, Fiza. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002312. Full description at Econpapers || Download paper | |
| 2025 | Impact of oil prices on key energy mineral prices: Fresh evidence from quantile and wavelet approaches. (2025). Yoon, Seong-Min ; Jiang, Zhuhua ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002853. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric association between supply chain bottlenecks and consumer energy prices: Evidence from quantile-on-quantile approach. (2025). Zhao, Mengqi ; Li, Bingchen ; Zhou, Youcheng. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325003809. Full description at Econpapers || Download paper | |
| 2025 | Navigating extreme risk spillovers: Building a synergistic network of rare earths, green bonds, and clean energy markets in China. (2025). Guo, Lili ; Luo, Fangyuan ; Li, Yanjiao. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s014098832500386x. Full description at Econpapers || Download paper | |
| 2025 | Analysing a frequency and quantile connectedness spillover dynamics nexus: Metals, grains, and energy markets under economic signals. (2025). Padhan, Hemachandra ; Kocoglu, Mustafa. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004049. Full description at Econpapers || Download paper | |
| 2025 | Common volatility in clean energy stocks. (2025). Brooks, Robert ; Bissoondoyal-Bheenick, Emawtee ; Pham, Son. In: Energy Economics. RePEc:eee:eneeco:v:148:y:2025:i:c:s0140988325004165. Full description at Econpapers || Download paper | |
| 2024 | Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Luo, Xianfeng ; Ding, Qian ; Chen, Jinyu ; Huang, Jianbai. In: Energy. RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471. Full description at Econpapers || Download paper | |
| 2024 | The higher-order moments connectedness between rare earth and clean energy markets and the role of geopolitical risk:New insights from a TVP-VAR framework. (2024). Gao, Wang ; Wei, Jiajia ; Zhang, Hongwei. In: Energy. RePEc:eee:energy:v:305:y:2024:i:c:s0360544224020541. Full description at Econpapers || Download paper | |
| 2024 | Extreme downside risk connectedness between green energy and stock markets. (2024). Alomari, Mohammed ; el Khoury, Rim ; Mensi, Walid ; Vo, Xuan Vinh ; Kang, Sang Hoon. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution. (2024). Qiu, Lin-Shu ; Peng, Pin ; Liang, Feifei ; Fu, Yaping ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034388. Full description at Econpapers || Download paper | |
| 2025 | European industrial production in the face of energy dynamics and geopolitical shocks. (2025). Sohag, Kazi ; Karass, Vsevolod ; Alam, Khorshed. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225000933. Full description at Econpapers || Download paper | |
| 2025 | Dynamic spillovers between Chinese oil futures market and global financial markets under geopolitical risks. (2025). Xu, Nan ; Zhang, Weiqian ; Li, Songsong ; Romanova, Valentina. In: Energy. RePEc:eee:energy:v:326:y:2025:i:c:s0360544225019164. Full description at Econpapers || Download paper | |
| 2025 | Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255. Full description at Econpapers || Download paper | |
| 2025 | A double deep reinforcement learning-based adaptive framework for decision-optimal wind power interval prediction. (2025). Li, Chenghan ; Guo, YE ; Xu, Yinliang. In: Energy. RePEc:eee:energy:v:329:y:2025:i:c:s0360544225023035. Full description at Econpapers || Download paper | |
| 2025 | The evolving impact of renewable energy investment on the rare earth trade network: An industrial chain perspective. (2025). Zhang, Hongwei ; Jiang, Jiayi. In: Energy. RePEc:eee:energy:v:332:y:2025:i:c:s0360544225028373. Full description at Econpapers || Download paper | |
| 2025 | Volatility spillover dynamics between fintech and traditional financial industries and their rich determinants: New evidence from Chinese listed institutions. (2025). Huang, Bai ; Tian, Meng ; Liu, Chengcheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:101:y:2025:i:c:s1057521925001218. Full description at Econpapers || Download paper | |
| 2025 | Decoding market reactions: Analysis of divergent signals of ESG ratings. (2025). Bachner, Felix. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002480. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risk and energy markets in China. (2025). Su, Xiaomei ; Razi, Ummara ; Zhao, Shangmei ; Li, Wei ; Gu, Xiao ; Yan, Jiale. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002741. Full description at Econpapers || Download paper | |
| 2025 | Venture capital intervention and intelligent empowerment: Drivers of corporate green innovation. (2025). Liu, Gang ; Duan, Junshan ; Huang, Junkang ; Zhou, Tao. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s105752192500359x. Full description at Econpapers || Download paper | |
| 2025 | What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701. Full description at Econpapers || Download paper | |
| 2025 | Tail risk contagion and connectedness between clean cryptocurrency, green assets and commodity markets. (2025). Kang, Sang Hoon ; Al-Kharusi, Sami ; Belghouthi, Houssem Eddine ; Mensi, Walid. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004570. Full description at Econpapers || Download paper | |
| 2025 | Exploring the Nexus of virtual and real-world assets: Price co-movement and risk spillovers in the metaverse era. (2025). Su, Zedongfang ; Wang, Shouyang ; Wei, Yunjie ; Zhang, Xinyu. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925005277. Full description at Econpapers || Download paper | |
| 2024 | Connectedness and portfolio hedging between NFTs segments, American stocks and cryptocurrencies Nexus. (2024). Sassi, Syrine ; Abid, Ilyes ; Benmabrouk, Houda ; Soltane, Feriel. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004751. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2018 | Historical Interest Rate Sensitivity of Emerging Market Sovereign Debt: Evidence of Regime Dependent Behavior In: Annals of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2020 | A time–frequency analysis of the impact of the Covid-19 induced panic on the volatility of currency and cryptocurrency markets In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 69 |
| 2021 | A tale of company fundamentals vs sentiment driven pricing: The case of GameStop In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 45 |
| 2020 | Switching interest rate sensitivity regimes of U.S. Corporates In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Spillover and connectedness among G7 real estate investment trusts: The effects of investor sentiment and global factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
| 2023 | Stablecoins as the cornerstone in the linkage between the digital and conventional financial markets In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 5 |
| 2023 | Interconnectivity among cryptocurrencies, NFTs, and DeFi: Evidence from the Russia-Ukraine conflict In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 16 |
| 2023 | Connectedness of non-fungible tokens and conventional cryptocurrencies with metals In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 15 |
| 2024 | Energy, metals, market uncertainties, and ESG stocks: Analysing predictability and safe havens In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
| 2025 | Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2025 | Risk transmission between oil price shocks and major equity indices across bull and bear markets over various time horizons In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2023 | Asymmetric effects of market uncertainties on agricultural commodities In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
| 2024 | International transmission of shocks and African forex markets In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2024 | Food, energy, and water nexus: A study on interconnectedness and trade-offs In: Energy Economics. [Full Text][Citation analysis] | article | 1 |
| 2024 | African forex markets: Modeling their predictability and the asymmetric effects of oil and geopolitical risk In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
| 2025 | Corrigendum to “Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets” [Energy Economics Volume 141, January 2025, 108085].(2025) In: Energy Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
| 2021 | Media sentiment and short stocks performance during a systemic crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 29 |
| 2022 | Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 56 |
| 2024 | The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
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| 2021 | The impact of Covid-19 on liquidity of emerging market bonds In: Finance Research Letters. [Full Text][Citation analysis] | article | 19 |
| 2022 | Covid-19 impact on NFTs and major asset classes interrelations: Insights from the wavelet coherence analysis In: Finance Research Letters. [Full Text][Citation analysis] | article | 59 |
| 2023 | Asymmetric effects of geopolitical risk on major currencies: Russia-Ukraine tensions In: Finance Research Letters. [Full Text][Citation analysis] | article | 29 |
| 2024 | ESG rating changes and portfolio returns: A wavelet analysis across market caps In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
| 2025 | Food, harvesting and interest rate nexus: Quantile investigation about dependencies and spillover In: International Economics. [Full Text][Citation analysis] | article | 0 |
| 2021 | The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels In: Resources Policy. [Full Text][Citation analysis] | article | 57 |
| 2023 | Impacts of COVID-19 on dynamic return and volatility spillovers between rare earth metals and renewable energy stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 40 |
| 2023 | EU sectoral stocks amid geopolitical risk, market sentiment, and crude oil implied volatility: An asymmetric analysis of the Russia-Ukraine tensions In: Resources Policy. [Full Text][Citation analysis] | article | 27 |
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| 2021 | Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 19 |
| 2021 | Faith-based investments and the Covid-19 pandemic: Analyzing equity volatility and media coverage time-frequency relations In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 31 |
| 2022 | Spillover and risk transmission between the term structure of the US interest rates and Islamic equities In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 14 |
| 2024 | Frequency connectedness between DeFi and cryptocurrency markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 11 |
| 2024 | Sukuk liquidity and creditworthiness during COVID-19 In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Unveiling dynamics: Financial performance determinants in the Ghanaian insurance industry In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
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| 2024 | Extreme connectedness between NFTs and US equity market: A sectoral analysis In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 15 |
| 2024 | Time-frequency comovements between environmental cryptocurrency sentiment and faith-based sectoral stocks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
| 2024 | Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 14 |
| 2021 | Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 28 |
| 2024 | When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 6 |
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| 2017 | Interest rate, liquidity, and sovereign risk: derivative-based VaR In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
| 2021 | How to estimate expected credit losses – ECL – for provisioning under IFRS 9 In: Journal of Risk Finance. [Full Text][Citation analysis] | article | 1 |
| 2019 | Excess liquidity premia of single-name CDS vs iTraxx/CDX spreads: 2007-2017 In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2020 | Perception and Drivers of Financial Constraints for the Sustainable Development In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2023 | Returns and Volatility Connectedness among the EurozoDne Equity Markets In: Post-Print. [Citation analysis] | paper | 6 |
| 2024 | Returns and volatility connectedness among the Eurozone equity markets.(2024) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2022 | Flights-to-and-from-Quality with Islamic and Conventional Bonds in the COVID-19 Pandemic Era: ICEEMDAN-Based Transfer Entropy In: Complexity. [Full Text][Citation analysis] | article | 6 |
| 2021 | The Dynamic Relationship between Macroeconomy and Stock Market in China: Evidence from Bayesian Network In: Complexity. [Full Text][Citation analysis] | article | 1 |
| 2022 | Illiquidity, Uncertainty Indices, and COVID-19 Outbreak Conditions: Empirical Evidence from the US Financial Market In: Complexity. [Full Text][Citation analysis] | article | 0 |
| 2022 | The Multifaceted Sustainable Development and Export Intensity of Emerging Market Firms under Financial Constraints: The Role of ESG and Innovative Activity In: Complexity. [Full Text][Citation analysis] | article | 6 |
| 2020 | Capital Gains Sensitivity of US BBB-Rated Debt to US Treasury Market: Markov-Switching Analyses In: Complexity. [Full Text][Citation analysis] | article | 0 |
| 2021 | An Application of Hybrid Models for Weekly Stock Market Index Prediction: Empirical Evidence from SAARC Countries In: Complexity. [Full Text][Citation analysis] | article | 1 |
| 2022 | Bank Competition, Combination of Industry and Finance, and Enterprise Innovation: Evidence from China In: Complexity. [Full Text][Citation analysis] | article | 1 |
| 2022 | Connectedness between Gold and Cryptocurrencies in COVID-19 Pandemic: A Frequency-Dependent Asymmetric and Causality Analysis In: Complexity. [Full Text][Citation analysis] | article | 6 |
| 2019 | Weight of the Default Component of CDS Spreads: Avoiding Procyclicality in Credit Loss Provisioning Framework In: Complexity. [Full Text][Citation analysis] | article | 2 |
| 2022 | Chaotic Phenomena and Oscillations in Dynamical Behaviour of Financial System via Fractional Calculus In: Complexity. [Full Text][Citation analysis] | article | 0 |
| 2022 | Complex Interplay of Eastern Bloc SMEs Trade Credit Determinants: Changes due to the Global Financial Crisis In: Complexity. [Full Text][Citation analysis] | article | 0 |
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| 2016 | Interest Rate (In)sensitivity of Emerging Market Corporate Debt: Economic Analysis based on 2002-2015 Empirical Evidence In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2016 | Governed by the Cycle: Direct and Inverted Interest-Rate Sensitivity of Emerging Market Corporate Debt In: Working Papers Department of Economics. [Full Text][Citation analysis] | paper | 0 |
| 2023 | Flights-to-quality from EM Bonds to safe-haven US Treasury Securities: A time-frequency Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 5 |
| 2023 | Decoupling Between the Energy and Semiconductor Sectors During the Pandemic: New Evidence from Wavelet Analysis In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 2 |
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| 2021 | The impact of the Covid-19 related media coverage upon the five major developing markets In: PLOS ONE. [Full Text][Citation analysis] | article | 3 |
| 2023 | For whom does it pay to be a moral capitalist? Sustainability of corporate financial performance of ESG investment In: PLOS ONE. [Full Text][Citation analysis] | article | 1 |
| IFRS 9 compliant economic adjustment of expected credit loss modeling In: Journal of Credit Risk. [Full Text][Citation analysis] | article | 0 | |
| 2018 | Rethinking economic capital management through the integrated derivative-based treatment of interest rate and credit risk In: Annals of Operations Research. [Full Text][Citation analysis] | article | 3 |
| 2022 | Governed by the cycle: interest rate sensitivity of emerging market corporate debt In: Annals of Operations Research. [Full Text][Citation analysis] | article | 4 |
| 2024 | Correction to: Governed by the cycle: interest rate sensitivity of emerging market corporate debt.(2024) In: Annals of Operations Research. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2019 | On the Edge of Climate Change: In a Search of an Adequate Agent-Based Methodology to Model Environmental Dynamics In: Contributions to Economics. [Citation analysis] | chapter | 1 |
| 2023 | Economic policy uncertainty, geopolitical risk, market sentiment, and regional stocks: asymmetric analyses of the EU sectors In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 8 |
| 2023 | Social sentiment and exchange-specific liquidity at a Eurasian stock exchange outside of US market hours In: Eurasian Economic Review. [Full Text][Citation analysis] | article | 0 |
| 2024 | Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model In: Financial Innovation. [Full Text][Citation analysis] | article | 4 |
| 2025 | Return and Volatility Spillovers Between Non-fungible Tokens and Conventional Currencies: Evidence from the TVP–VAR Model.(2025) In: Springer Books. [Citation analysis] This paper has nother version. Agregated cites: 4 | chapter | |
| 2024 | Extreme connectedness between cryptocurrencies and non-fungible tokens: portfolio implications In: Financial Innovation. [Full Text][Citation analysis] | article | 2 |
| 2024 | When you need them, they are not there: hedge capacities of cryptocurrencies disappear in downtrend markets In: Financial Innovation. [Full Text][Citation analysis] | article | 2 |
| 2023 | Tail spillover effects between cryptocurrencies and uncertainty in the gold, oil, and stock markets In: Financial Innovation. [Full Text][Citation analysis] | article | 28 |
| 2016 | Typology for flight-to-quality episodes and downside risk measurement In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2020 | Systemic risk in the Angolan interbank payment system – a network approach In: Applied Economics. [Full Text][Citation analysis] | article | 8 |
| 2021 | The relationship between the Covid-19 media coverage and the Environmental, Social and Governance leaders equity volatility: a time-frequency wavelet analysis In: Applied Economics. [Full Text][Citation analysis] | article | 28 |
| 2022 | Astonishing insights: emerging market debt spreads throughout the pandemic In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
| 2022 | The impact of COVID-19 on gold seasonality In: Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2022 | ASEAN-5 forex rates and crude oil: Markov regime-switching analysis In: Applied Economics. [Full Text][Citation analysis] | article | 7 |
| 2023 | Assessing the impact of media sentiment on the returns of sukuks during the Covid-19 crisis In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2023 | Influence of unconventional monetary policy on agricultural commodities futures: network connectedness and dynamic spillovers of returns and volatility In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
| 2023 | Spillovers from stock markets to currency markets: Evidence from Copula-CoVar with time-varying higher moments In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2024 | Hedge and safe-haven attributes of faith-based stocks vis-à-vis cryptocurrency environmental attention: a multi-scale quantile regression analysis In: Applied Economics. [Full Text][Citation analysis] | article | 2 |
| 2018 | Binary interest rate sensitivities of emerging market corporate bonds In: The European Journal of Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | Emerging markets financial sector debt: A Markov‐switching study of interest rate sensitivity In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 1 |
| 2023 | Emerging market debt and the COVID‐19 pandemic: A time–frequency analysis of spreads and total returns dynamics In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team