23
H index
37
i10 index
2376
Citations
Deakin University | 23 H index 37 i10 index 2376 Citations RESEARCH PRODUCTION: 43 Articles 17 Papers EDITOR: Series edited 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 Susan Sunila Sharma. | Is cited by: | Cites to: |
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Working Papers / Deakin University, Department of Economics | 16 |
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2022 | How does stock market co-move with domestic economic policy uncertainty? New evidence from symmetric thermal optimal path method. (2021). Yang, Yan-Hong ; Shao, Ying-Hui. In: Papers. RePEc:arx:papers:2106.04421. Full description at Econpapers || Download paper | |
2023 | On the Time-Varying Structure of the Arbitrage Pricing Theory using the Japanese Sector Indices. (2023). Noda, Akihiko ; Moriya, Koichiro. In: Papers. RePEc:arx:papers:2305.05998. Full description at Econpapers || Download paper | |
2023 | Testing for Stationary or Persistent Coefficient Randomness in Predictive Regressions. (2023). Nishi, Mikihito. In: Papers. RePEc:arx:papers:2309.04926. Full description at Econpapers || Download paper | |
2022 | Economic complexity and environmental pollution: Evidence from the former socialist transition countries. (2022). Schrpf, Benedikt ; Scheu, Lucas ; Bucher, Florian. In: Working Papers. RePEc:bav:wpaper:218_bucherscheuschroepf. Full description at Econpapers || Download paper | |
2022 | Economic uncertainty and Australian stock returns. (2022). Worthington, Andrew C ; Li, Bin ; Chen, Xiaoyue. In: Accounting and Finance. RePEc:bla:acctfi:v:62:y:2022:i:3:p:3441-3474. Full description at Econpapers || Download paper | |
2022 | Oil price dynamics and firms stock returns in the Nigeria stock market. (2022). Akachukwu, Stanley Uche. In: African Development Review. RePEc:bla:afrdev:v:34:y:2022:i:4:p:472-486. Full description at Econpapers || Download paper | |
2022 | When ‘uncertainty’ becomes ‘unknown’: Influences of economic uncertainty on the shadow economy. (2022). Nguyen, Canh ; Su, Thanh Dinh. In: Annals of Public and Cooperative Economics. RePEc:bla:annpce:v:93:y:2022:i:3:p:677-716. Full description at Econpapers || Download paper | |
2023 | Co?movement among oil, stock, bond, and housing markets: An analysis of U.S., Asian, and European economies. (2023). Yunus, Nafeesa. In: International Review of Finance. RePEc:bla:irvfin:v:23:y:2023:i:2:p:393-436. Full description at Econpapers || Download paper | |
2023 | Complete Theory for CCE Under Heterogeneous Slopes and General Unknown Factors. (2023). Stauskas, Ovidijus. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:85:y:2023:i:2:p:283-303. Full description at Econpapers || Download paper | |
2022 | Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Kang, Sang Hoon ; Hernandez, Jose Arreola ; Arreolahernandez, Jose. In: Review of International Economics. RePEc:bla:reviec:v:30:y:2022:i:1:p:1-33. Full description at Econpapers || Download paper | |
2023 | Uncertainty and realized jumps in the pound-dollar exchange rate: evidence from over one century of data. (2023). GUPTA, RANGAN ; Dimitrios, Vortelinos ; Konstantinos, Gkillas. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:27:y:2023:i:1:p:25-47:n:8. Full description at Econpapers || Download paper | |
2022 | Diesel, Conventional Gas, Jet Fuel, and Natural Gas Equity and Commodity Project Risk across the Oil and Gas Industry. (2022). Carson, Scott A. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10125. Full description at Econpapers || Download paper | |
2022 | Determinants of Carbon Dioxide Emissions: New Empirical Evidence from MENA Countries. (2022). Almohaimeed, Ahmed ; Harrathi, Nizar. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-59. Full description at Econpapers || Download paper | |
2022 | Diversified Sustainable Resource Availability by Optimizing Economic Environmental and Supply Risk factors in Malaysia’s Power Generation Mix. (2022). Gohar, Ali ; Shakeel, Muhammad ; Salam, Maawra ; Billah, Muhammad Mutasim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-01-63. Full description at Econpapers || Download paper | |
2022 | Technical Analysis, Energy Cryptos and Energy Equity Markets. (2022). Gurrib, Ikhlaas. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-28. Full description at Econpapers || Download paper | |
2022 | Oil Price Change and Economic Growth: Evidence from Net Sub-Saharan Africa Oil Exporting Countries. (2022). Mohd, Niaz Ahmad ; Babuga, Umar Tijjani. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-02-41. Full description at Econpapers || Download paper | |
2022 | Influence of Electricity Consumption of Industrial and Business, Electricity Price, Inflation and Interest Rate on GDP and Investments in Indonesia. (2022). Prasadjaningsih, Oetami ; Prabowo, Eri ; Adi, Tri Wahyu. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-03-36. Full description at Econpapers || Download paper | |
2022 | Reinvestigating the Presence of Environmental Kuznets Curve in Malaysia: The Role of Foreign Direct Investment. (2022). Albani, Aliashim ; Esquivias, Miguel Angel ; Shaari, Mohd Shahidan ; Fianto, Bayu Arie ; Kumaran, Vikniswari Vija ; Ridzuan, Abdul Rahim. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-26. Full description at Econpapers || Download paper | |
2022 | Economic Impact of Renewable Energy on Sustainable Development in Saudi Arabia. (2022). Jumaa, Abu Alhassan ; Benlaria, Houcine. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-37. Full description at Econpapers || Download paper | |
2022 | Does Oil Price Affect the Economic Growth in Somalia Asymmetrically?. (2022). Warsame, Abdimalik Ali. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2022-05-6. Full description at Econpapers || Download paper | |
2023 | Pass-through Effects of Oil Prices on LATAM Emerging Stocks before and during COVID-19: An Evidence from a Wavelet -VAR Analysis. (2023). Ahmed, Gouher ; Sisodia, Gyanendra Singh ; Rafiuddin, Aqila ; Tellez, Jesus Cuauhtemoc ; Paramaiah, CH. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-01-56. Full description at Econpapers || Download paper | |
2023 | The Environmental Kuznets Curve and Renewable Energy Consumption: A Review. (2023). Furqan, Maham ; Rej, Soumen ; Hassan, Muhammad Shahid ; Mahmood, Haider. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-33. Full description at Econpapers || Download paper | |
2022 | The relevance of GAAP vs. non-GAAP net assets to creditors: An examination of the credit default swap market. (2022). Taylor, Gary K ; Hill, Mary S ; Brasel, Kelsey R. In: Advances in accounting. RePEc:eee:advacc:v:56:y:2022:i:c:s0882611021000687. Full description at Econpapers || Download paper | |
2022 | How does urbanization affect the carbon intensity of human well-being? A global assessment. (2022). Feng, Kuishang ; Wu, Rong ; Xie, Zihan ; Wang, Shaojian. In: Applied Energy. RePEc:eee:appene:v:312:y:2022:i:c:s0306261922002458. Full description at Econpapers || Download paper | |
2022 | Melting assessment on the effect of nonuniform Y-shaped fin upon solid–liquid phase change in a thermal storage tank. (2022). Yan, Jinyue ; Yang, Xiaohu ; Liu, Gang. In: Applied Energy. RePEc:eee:appene:v:321:y:2022:i:c:s0306261922006808. Full description at Econpapers || Download paper | |
2022 | Stochastic convergence in per capita energy use in the EU-15 countries. The role of economic growth. (2022). Simionescu, Mihaela. In: Applied Energy. RePEc:eee:appene:v:322:y:2022:i:c:s0306261922008157. Full description at Econpapers || Download paper | |
2022 | Understanding the role of trade agreements in Indonesia’s FDI. (2022). Syarifuddin, Ferry ; Rath, Badri Narayan ; Narayan, Paresh Kumar. In: Journal of Asian Economics. RePEc:eee:asieco:v:82:y:2022:i:c:s1049007822000884. Full description at Econpapers || Download paper | |
2022 | Oil price, US stock market and the US business conditions in the era of COVID-19 pandemic outbreak. (2022). Managi, Shunsuke ; ben Lahouel, Bechir ; ben Mabrouk, Nejah ; ben Zaied, Younes ; Yousfi, Mohamed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:73:y:2022:i:c:p:129-139. Full description at Econpapers || Download paper | |
2022 | Do oil price shocks have any implications for stock return momentum?. (2022). Kang, Sanghoon ; Maitra, Debasish ; Dash, Saumya Ranjan ; Balakumar, Suganya. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:75:y:2022:i:c:p:637-663. Full description at Econpapers || Download paper | |
2022 | Urbanization, energy-use intensity and emissions: A sectoral approach. (2022). Lahiri, Radhika ; Wei, Honghong. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:667-684. Full description at Econpapers || Download paper | |
2022 | Do macroeconomic activities respond differently to oil price shocks? New evidence from Indonesia. (2022). Baek, Jungho ; Yoon, Jee Hee. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:76:y:2022:i:c:p:852-862. Full description at Econpapers || Download paper | |
2023 | Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Jareo, Francisco ; Yousaf, Imran ; Arfaoui, Nadia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634. Full description at Econpapers || Download paper | |
2023 | Energy subsidy reform and energy sustainability in Malaysia. (2023). Puah, Chin-Hong ; Lean, Hooi Hooi ; Dyg, A M ; Husaini, Dzul Hadzwan. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:913-927. Full description at Econpapers || Download paper | |
2022 | When are the effects of economic policy uncertainty on oil–stock correlations larger? Evidence from a regime-switching analysis. (2022). Wang, Deqing ; Lv, Tao ; Ding, Zhihua ; Zhang, Huiying ; Liu, Zhenhua. In: Economic Modelling. RePEc:eee:ecmode:v:114:y:2022:i:c:s0264999322001870. Full description at Econpapers || Download paper | |
2022 | Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Ghardallou, Wafa ; Banerjee, Ameet Kumar ; Akhtaruzzaman, MD. In: Economic Modelling. RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681. Full description at Econpapers || Download paper | |
2023 | Carbon trading amidst global uncertainty: The role of policy and geopolitical uncertainty. (2023). Adediran, Idris ; Swaray, Raymond. In: Economic Modelling. RePEc:eee:ecmode:v:123:y:2023:i:c:s0264999323000913. 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 | Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging. (2022). Hammoudeh, Shawkat ; Tiwari, Aviral Kumar ; Trabelsi, Nader. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000675. Full description at Econpapers || Download paper | |
2022 | Understanding the conditional out-of-sample predictive impact of the price of crude oil on aggregate equity return volatility. (2022). Nonejad, Nima. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000973. Full description at Econpapers || Download paper | |
2022 | Asymmetric information and inside management trading in the Chinese market. (2022). Zhong, Qian ; Yang, Jingjing ; Tuilautala, Mataiasi ; Hu, May. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001036. Full description at Econpapers || Download paper | |
2022 | Twitter’s daily happiness sentiment, economic policy uncertainty, and stock index fluctuations. (2022). Chen, Mei-Ping. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001243. 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 | 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 | |
2023 | Identifying the true nature of price discovery and cross-market informational flow in the investment grade CDS and equity markets. (2023). Yin, Anwen ; Procasky, William J. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002121. Full description at Econpapers || Download paper | |
2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper | |
2022 | The impact of policy, political and economic uncertainty on corporate capital investment in the emerging markets of Eastern Europe and Turkey. (2022). Azimli, Asil. In: Economic Systems. RePEc:eee:ecosys:v:46:y:2022:i:2:s093936252200036x. Full description at Econpapers || Download paper | |
2022 | Institutional conditions, economic policy uncertainty and foreign institutional investment in China. (2022). Fang, Liting ; Huang, Liying ; He, Lerong. In: Emerging Markets Review. RePEc:eee:ememar:v:50:y:2022:i:c:s1566014121000315. Full description at Econpapers || Download paper | |
2022 | Corporate governance and investment sensitivity to policy uncertainty in Brazil. (2022). Caixe, Daniel Ferreira. In: Emerging Markets Review. RePEc:eee:ememar:v:51:y:2022:i:pb:s1566014121000911. Full description at Econpapers || Download paper | |
2022 | Assessing the impact of industrial robots on manufacturing energy intensity in 38 countries. (2022). Lee, Chien-Chiang ; Li, Yaya ; Wang, En-Ze. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005934. Full description at Econpapers || Download paper | |
2022 | Oil and gold as a hedge and safe-haven for metals and agricultural commodities with portfolio implications. (2022). Kang, Sang Hoon ; Suleman, Muhammad Tahir ; Arif, Muhammad ; Hasan, Mudassar ; Naeem, Muhammad Abubakr. In: Energy Economics. RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321006022. Full description at Econpapers || Download paper | |
2022 | Economic importance of correlations for energy and other commodities. (2022). Narayan, Paresh Kumar ; Bannigidadmath, Deepa. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000408. Full description at Econpapers || Download paper | |
2022 | Oil shocks and corporate social responsibility. (2022). al Mamun, Mohammed Abdullah ; Wong, Jin Boon ; Hasan, Mostafa Monzur. In: Energy Economics. RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000639. Full description at Econpapers || Download paper | |
2022 | Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Kang, Sanghoon ; McIver, Ron ; Vo, Xuan Vinh ; Ur, Mobeen. In: Energy Economics. RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603. Full description at Econpapers || Download paper | |
2022 | Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Tchankam, Jean Paul ; Olaniran, Abeeb. In: Energy Economics. RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty, oil and stock markets in BRIC: Evidence from quantiles analysis. (2022). Zhang, Feipeng ; Li, Rong ; Yuan, DI. In: Energy Economics. RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001487. Full description at Econpapers || Download paper | |
2022 | Boom-bust cycles in oil consumption: The role of explosive bubbles and asymmetric adjustments. (2022). Kassouri, Yacouba. In: Energy Economics. RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322001785. Full description at Econpapers || Download paper | |
2022 | Oil price uncertainty and stock price crash risk: Evidence from China. (2022). Wen, Fenghua ; Li, Yang ; Chen, Xian ; Xiao, Jihong. In: Energy Economics. RePEc:eee:eneeco:v:112:y:2022:i:c:s0140988322002778. Full description at Econpapers || Download paper | |
2022 | Carbon credit futures as an emerging asset: Hedging, diversification and downside risks. (2022). Bayraci, Selcuk ; Gencer, Hatice Gaye ; Demiralay, Sercan. In: Energy Economics. RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003462. Full description at Econpapers || Download paper | |
2022 | Oil implied volatility and expected stock returns along the worldwide supply chain. (2022). Wang, Yudong ; Wu, Chongfeng ; Li, Chenchen. In: Energy Economics. RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004510. Full description at Econpapers || Download paper | |
2022 | Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Brooks, Robert ; Mohsen, Mohammed Sharaf ; Hasanov, Akram Shavkatovich ; Tanin, Tauhidul Islam. In: Energy Economics. RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187. Full description at Econpapers || Download paper | |
2023 | The nexus between oil and airline stock returns: Does time frequency matter?. (2023). Brooks, Robert ; Do, Hung Xuan ; Pham, Son D ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005734. Full description at Econpapers || Download paper | |
2023 | Multi-perspective investor attention and oil futures volatility forecasting. (2023). Li, Guo ; Qu, Hui. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000294. Full description at Econpapers || Download paper | |
2023 | Oil price and the automobile industry: Dynamic connectedness and portfolio implications with downside risk. (2023). Kang, Sang Hoon ; Maitra, Debasish ; Jain, Prachi. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300035x. Full description at Econpapers || Download paper | |
2023 | Uncovering risk transmission between socially responsible investments, alternative energy investments and the implied volatility of major commodities. (2023). Aun, Syed ; Islam, Muhammad Umar ; Ali, Mohsin ; Azmi, Wajahat ; Shahid, Muhammad Naeem. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001329. Full description at Econpapers || Download paper | |
2022 | Does emission of carbon dioxide is impacted by urbanization? An empirical study of urbanization, energy consumption, economic growth and carbon emissions - Using ARDL bound testing approach. (2022). Sufyan, Muhammad Abu ; Ahmad, Khan Arshad ; Sufyanullah, Khan. In: Energy Policy. RePEc:eee:enepol:v:164:y:2022:i:c:s0301421522001331. Full description at Econpapers || Download paper | |
2022 | Risk spillovers and time-varying links between international oil and China’s commodity futures markets: Fresh evidence from the higher-order moments. (2022). Maghyereh, Aktham ; Zou, Huiwen ; Goh, Mark ; Cui, Jinxin. In: Energy. RePEc:eee:energy:v:238:y:2022:i:pb:s036054422101999x. Full description at Econpapers || Download paper | |
2022 | The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526. Full description at Econpapers || Download paper | |
2022 | The nexus of renewable energy equity and agricultural commodities in the United States: Evidence of regime-switching and price bubbles. (2022). Alola, Andrew Adewale. In: Energy. RePEc:eee:energy:v:239:y:2022:i:pd:s0360544221026268. Full description at Econpapers || Download paper | |
2022 | A strengthened relationship between electricity and economic growth in China: An empirical study with a structural equation model. (2022). Schwarz, Peter ; Yang, Hualiu ; Xu, Guangyue. In: Energy. RePEc:eee:energy:v:241:y:2022:i:c:s0360544221031546. Full description at Econpapers || Download paper | |
2022 | Can market segmentation lead to green paradox? Evidence from China. (2022). Lai, Aolin ; Wang, Qunwei ; Cui, Lianbiao. In: Energy. RePEc:eee:energy:v:254:y:2022:i:pc:s0360544222012932. Full description at Econpapers || Download paper | |
2023 | Insights of energy and its trade networking impacts on sustainable economic development. (2023). Maqbool, Rashid ; Tang, Yong ; Ashfaq, Saleha. In: Energy. RePEc:eee:energy:v:265:y:2023:i:c:s0360544222032054. Full description at Econpapers || Download paper | |
2023 | Impact of geopolitical risks on investor attention and speculation in the oil market: Evidence from nonlinear and time-varying analysis. (2023). He, Zhifang ; Wen, Fenghua ; Xiao, Jihong. In: Energy. RePEc:eee:energy:v:267:y:2023:i:c:s036054422203451x. Full description at Econpapers || Download paper | |
2023 | Stage effects of energy consumption and carbon emissions in the process of urbanization: Evidence from 30 provinces in China. (2023). Li, NU ; Qiu, Jixiang ; Wang, Jianliang ; Fan, Jingjing. In: Energy. RePEc:eee:energy:v:276:y:2023:i:c:s0360544223010496. Full description at Econpapers || Download paper | |
2022 | Extreme risk spillovers from commodity indexes to sovereign CDS spreads of commodity dependent countries: A VAR quantile analysis. (2022). Wongkantarakorn, Jutamas ; Pavlova, Ivelina ; de Boyrie, Maria E ; Cheuathonghua, Massaporn. In: International Review of Financial Analysis. RePEc:eee:finana:v:80:y:2022:i:c:s1057521922000138. Full description at Econpapers || Download paper | |
2022 | Energy price uncertainty and the value premium. (2022). Zhong, Angel ; Tran, Vuong Thao ; Bach, Dinh Hoang ; Chiah, Mardy. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000370. Full description at Econpapers || Download paper | |
2022 | Exchange rate return predictability in times of geopolitical risk. (2022). Narayan, Paresh Kumar ; Bach, Dinh Hoang ; Iyke, Bernard Njindan. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000692. Full description at Econpapers || Download paper | |
2022 | The dynamic moderating function of the exchange rate market on the oil-stock nexus. (2022). An, Haizhong ; Huang, Shupei ; Xu, Xin. In: International Review of Financial Analysis. RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000941. Full description at Econpapers || Download paper | |
2022 | Economic policy uncertainty and bankruptcy filings. (2022). Drogovoz, Pavel ; Ledyaeva, Svetlana ; Fedorova, Elena ; Nevredinov, Alexandr. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001375. Full description at Econpapers || Download paper | |
2022 | Market co-movement between credit default swap curves and option volatility surfaces. (2022). Shi, Yukun ; Stasinakis, Charalampos ; Xu, Yaofei ; Yan, Cheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:82:y:2022:i:c:s1057521922001533. Full description at Econpapers || Download paper | |
2022 | Predicting equity premium out-of-sample by conditioning on newspaper-based uncertainty measures: A comparative study. (2022). Nonejad, Nima. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002095. Full description at Econpapers || Download paper | |
2022 | Oil futures volatility predictability: New evidence based on machine learning models11All the authors contribute to the paper equally.. (2022). Zhang, Zehui ; Xu, Jin ; Ma, Feng ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002538. Full description at Econpapers || Download paper | |
2022 | What drives cross-market correlations during the United States Q.E.?. (2022). Vo, Xuan Vinh ; Do, Hung Xuan ; Brooks, Robert ; Yip, Pick Schen. In: International Review of Financial Analysis. RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002721. Full description at Econpapers || Download paper | |
2022 | Category-specific EPU indices, macroeconomic variables and stock market return predictability. (2022). Li, Pan ; Dong, Dayong ; Lu, Xinjie ; Zeng, Qing. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003039. Full description at Econpapers || Download paper | |
2022 | Stock market return predictability: A combination forecast perspective. (2022). Qi, Jipeng ; Lv, Wendai. In: International Review of Financial Analysis. RePEc:eee:finana:v:84:y:2022:i:c:s105752192200326x. Full description at Econpapers || Download paper | |
2023 | Volatility forecasting of crude oil futures market: Which structural change-based HAR models have better performance?. (2023). Zhang, Han. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004045. Full description at Econpapers || Download paper | |
2023 | The impact of global economic policy uncertainty on portfolio optimization: A Black–Litterman approach. (2023). Li, Jie ; Han, Yingwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004264. Full description at Econpapers || Download paper | |
2023 | On the drivers of technical analysis profits in cryptocurrency markets: A Distributed Lag approach. (2023). Svogun, Daniel ; Bazan-Palomino, Walter. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000327. Full description at Econpapers || Download paper | |
2022 | Understanding time-varying short-horizon predictability✰. (2020). Zhu, Jie ; Hammami, Yacine. In: Finance Research Letters. RePEc:eee:finlet:v:32:y:2020:i:c:s1544612318304264. Full description at Econpapers || Download paper | |
2023 | COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316962. Full description at Econpapers || Download paper | |
2022 | US Stock return predictability with high dimensional models. (2022). Salisu, Afees ; Tchankam, Jean Paul. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002646. Full description at Econpapers || Download paper | |
2022 | Multivariate CDS risk premium prediction with SOTA RNNs on MI[N]T countries. (2022). Barokas, Lina ; Kutuk, Yasin. In: Finance Research Letters. RePEc:eee:finlet:v:45:y:2022:i:c:s154461232100266x. Full description at Econpapers || Download paper | |
2022 | Interdependence, contagion and speculative bubbles in cryptocurrency markets. (2022). Bazan-Palomino, Walter. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003555. Full description at Econpapers || Download paper | |
2022 | Can U.S. trade policy uncertainty help in predicting stock market excess return?. (2022). Li, Xuezhi ; Zhang, Fan. In: Finance Research Letters. RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003592. Full description at Econpapers || Download paper | |
2023 | Political connections and economic policy uncertainty: A global evidence. (2023). Hooy, Chee-Wooi ; Tee, Chwee-Ming. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005190. Full description at Econpapers || Download paper | |
2023 | Uncertainty in the financial regulation policy and the boom of cryptocurrencies. (2023). Raza, Syed ; Benkraiem, Ramzi ; Guesmi, Khaled ; Khan, Komal Akram. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322006912. Full description at Econpapers || Download paper | |
2023 | Fresh evidence on the oil-stock interactions under heterogeneous market conditions. (2023). Garg, Bhavesh ; Chowdhury, Kushal Banik. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001009. Full description at Econpapers || Download paper | |
2023 | Dynamical linkages between the Brent oil price and stock markets in BRICS using quantile connectedness approach. (2023). Yang, Yung-Lieh ; Ling, Yuan Hung ; Chang, Tsangyao. In: Finance Research Letters. RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001216. Full description at Econpapers || Download paper | |
2022 | Macroeconomics matter: Leading economic indicators and the cross-section of global stock returns. (2022). Bouri, Elie ; Zhou, Wenyu ; Zaremba, Adam ; Long, Huaigang. In: Journal of Financial Markets. RePEc:eee:finmar:v:61:y:2022:i:c:s1386418122000295. Full description at Econpapers || Download paper | |
2023 | Heterogenous responses of stock markets to covid related news and sentiments: Evidence from the 1st year of pandemic. (2023). Wohar, Mark ; Kamal, Javed Bin. In: International Economics. RePEc:eee:inteco:v:173:y:2023:i:c:p:68-85. Full description at Econpapers || Download paper | |
2022 | Performance of intraday technical trading in China’s gold market. (2022). Jin, Xiaoye. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:76:y:2022:i:c:s1042443121001876. Full description at Econpapers || Download paper | |
2022 | EPU spillovers and stock return predictability: A cross-country study. (2022). Xue, Wenjun ; He, Zhongzhi ; Gong, Yuting. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2019 | Higher Moments and Exchange Rate Behavior In: The Financial Review. [Full Text][Citation analysis] | article | 10 |
2011 | The January and turn-of-the-month effect on firm returns and return volatility In: Working Papers. [Citation analysis] | paper | 1 |
2011 | Firm heterogeneity and calendar anomalies In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | Investment and oil price volatility In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2012 | Investment and oil price volatility.(2012) In: Economics Bulletin. [Full Text][Citation analysis] This paper has another version. Agregated cites: 2 | article | |
2012 | Oil Price Uncertainty and Sovereign Risk: Evidence from Asian Economies In: Working Papers. [Full Text][Citation analysis] | paper | 31 |
2013 | Oil price uncertainty and sovereign risk: Evidence from Asian economies.(2013) In: Journal of Asian Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 31 | article | |
2012 | The relationship between Asian equity and commodity futures markets In: Working Papers. [Full Text][Citation analysis] | paper | 36 |
2013 | The relationship between Asian equity and commodity futures markets.(2013) In: Journal of Asian Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 36 | article | |
2013 | An analysis of commodity markets: what gain for investors? In: Working Papers. [Full Text][Citation analysis] | paper | 109 |
2013 | An analysis of commodity markets: What gain for investors?.(2013) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 109 | article | |
2013 | Does tourism predict macroeconomic performance in Pacific Island countries? In: Working Papers. [Full Text][Citation analysis] | paper | 10 |
2013 | Does tourism predict macroeconomic performance in Pacific Island countries?.(2013) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 10 | article | |
2013 | Determinants of stock price bubbles In: Working Papers. [Full Text][Citation analysis] | paper | 16 |
2013 | Determinants of stock price bubbles.(2013) In: Economic Modelling. [Full Text][Citation analysis] This paper has another version. Agregated cites: 16 | article | |
2014 | An analysis of price discovery from panel data models of CDS and equity returns In: Working Papers. [Full Text][Citation analysis] | paper | 62 |
2014 | An analysis of price discovery from panel data models of CDS and equity returns.(2014) In: Journal of Banking & Finance. [Full Text][Citation analysis] This paper has another version. Agregated cites: 62 | article | |
2014 | Do oil prices predict economic growth? New global evidence In: Working Papers. [Full Text][Citation analysis] | paper | 85 |
2014 | Do oil prices predict economic growth? New global evidence.(2014) In: Energy Economics. [Full Text][Citation analysis] This paper has another version. Agregated cites: 85 | article | |
2014 | How profitable is the Indian stock market? In: Working Papers. [Full Text][Citation analysis] | paper | 18 |
2014 | How profitable is the Indian stock market?.(2014) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 18 | article | |
2015 | Can governance quality predict stock market returns? New global evidence In: Working Papers. [Full Text][Citation analysis] | paper | 28 |
2015 | Can governance quality predict stock market returns? New global evidence.(2015) In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] This paper has another version. Agregated cites: 28 | article | |
2015 | Oil price and stock returns of consumers and producers of crude oil In: Working Papers. [Full Text][Citation analysis] | paper | 143 |
2015 | Oil price and stock returns of consumers and producers of crude oil.(2015) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 143 | article | |
2015 | Stock return forecasting: some new evidence In: Working Papers. [Full Text][Citation analysis] | paper | 132 |
2015 | Stock return forecasting: Some new evidence.(2015) In: International Review of Financial Analysis. [Full Text][Citation analysis] This paper has another version. Agregated cites: 132 | article | |
2015 | Intraday volatility interaction between the crude oil and equity markets In: Working Papers. [Full Text][Citation analysis] | paper | 78 |
2016 | Intraday volatility interaction between the crude oil and equity markets.(2016) In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] This paper has another version. Agregated cites: 78 | article | |
2015 | The impact of the Lehman Brothers bankruptcy on the performance of Chinese sectors In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2011 | An analysis of firm and market volatility In: Working Papers. [Full Text][Citation analysis] | paper | 6 |
2014 | An analysis of firm and market volatility.(2014) In: Economic Systems. [Full Text][Citation analysis] This paper has another version. Agregated cites: 6 | article | |
2010 | The relationship between energy and economic growth: Empirical evidence from 66 countries In: Applied Energy. [Full Text][Citation analysis] | article | 73 |
2011 | Determinants of carbon dioxide emissions: Empirical evidence from 69 countries In: Applied Energy. [Full Text][Citation analysis] | article | 257 |
2014 | Firm return volatility and economic gains: The role of oil prices In: Economic Modelling. [Full Text][Citation analysis] | article | 94 |
2015 | Is carbon emissions trading profitable? In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
2016 | Can consumer price index predict gold price returns? In: Economic Modelling. [Full Text][Citation analysis] | article | 34 |
2017 | Gold and inflation(s) – A time-varying relationship In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
2016 | Intraday return predictability, portfolio maximisation, and hedging In: Emerging Markets Review. [Full Text][Citation analysis] | article | 13 |
2015 | On the use of panel cointegration tests in energy economics In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2019 | Panel evidence on the ability of oil returns to predict stock returns in the G7 area In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2009 | Are fluctuations in energy consumption per capita transitory? Evidence from a panel of Pacific Island countries In: Energy Policy. [Full Text][Citation analysis] | article | 96 |
2010 | Electricity consumption-growth nexus: The case of Malaysia In: Energy Policy. [Full Text][Citation analysis] | article | 153 |
2015 | Does data frequency matter for the impact of forward premium on spot exchange rate? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 84 |
2016 | Asset price bubbles and economic welfare In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 12 |
2018 | An analysis of time-varying commodity market price discovery In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2014 | New evidence on turn-of-the-month effects In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 22 |
2018 | Is stock return predictability time-varying? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 74 |
2018 | Can economic policy uncertainty predict stock returns? Global evidence In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 106 |
2011 | New evidence on oil price and firm returns In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 282 |
2016 | Are Islamic stock returns predictable? A global perspective In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 51 |
2018 | Some preliminary evidence of price discovery in Islamic banks In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 10 |
2019 | Does Islamic stock sensitivity to oil prices have economic significance? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 29 |
2009 | The energy-GDP nexus: Evidence from a panel of Pacific Island countries In: Resource and Energy Economics. [Full Text][Citation analysis] | article | 90 |
2018 | UNDERSTANDING INDONESIA’S MACROECONOMIC DATA: WHAT DO WE KNOW AND WHAT ARE THE IMPLICATIONS? In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 12 |
2019 | DETERMINANTS OF INDONESIA’S INCOME VELOCITY OF MONEY In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 4 |
2019 | WHICH VARIABLES PREDICT INDONESIA’s INFLATION? In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 16 |
2015 | The Effect of the Lehman Brothers’ Bankruptcy on the Performance of Chinese Sectors In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 1 |
2012 | Firm heterogeneity and calendar anomalies In: Applied Financial Economics. [Full Text][Citation analysis] | article | 8 |
2015 | Time-Varying Herding Behavior, Global Financial Crisis, and the Chinese Stock Market In: Review of Pacific Basin Financial Markets and Policies (RPBFMP). [Full Text][Citation analysis] | article | 14 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated November, 3 2023. Contact: CitEc Team