17
H index
28
i10 index
1139
Citations
University of Western Australia | 17 H index 28 i10 index 1139 Citations RESEARCH PRODUCTION: 71 Articles 7 Papers 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 Lee A. Smales. | Is cited by: | Cites to: |
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| Post-Print / HAL | 2 |
| Year | Title of citing document | |
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| 2025 | Time-frequency analysis of geopolitical risk and food commodity market: a wavelet based investigation. (2025). , Aiswarya ; Muralikrishna, Muthumeenakshi. In: Agricultural and Resource Economics: International Scientific E-Journal. RePEc:ags:areint:364310. Full description at Econpapers || Download paper | |
| 2025 | U.S. PRESIDENTIAL ELECTIONS AND AGRICULTURAL MARKET VOLATILITY. IS THERE A “TRUMP EFFECT” ON GRAIN COMMODITIES?. (2025). Wielechowski, Micha ; Czech, Katarzyna. In: Roczniki (Annals). RePEc:ags:paaero:359314. Full description at Econpapers || Download paper | |
| 2025 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
| 2024 | A Survey of Large Language Models for Financial Applications: Progress, Prospects and Challenges. (2024). Nie, Yuqi ; Kong, Yaxuan ; Dong, Xiaowen ; Poor, Vincent H ; Zohren, Stefan ; Wen, Qingsong ; Mulvey, John M. In: Papers. RePEc:arx:papers:2406.11903. Full description at Econpapers || Download paper | |
| 2024 | Hybrid Vector Auto Regression and Neural Network Model for Order Flow Imbalance Prediction in High Frequency Trading. (2024). Rahman, Abdul ; Upadhye, Neelesh. In: Papers. RePEc:arx:papers:2411.08382. Full description at Econpapers || Download paper | |
| 2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
| 2025 | Assessing Consistency and Reproducibility in the Outputs of Large Language Models: Evidence Across Diverse Finance and Accounting Tasks. (2025). Wang, Victor Xiaoqi. In: Papers. RePEc:arx:papers:2503.16974. Full description at Econpapers || Download paper | |
| 2025 | On Bitcoin Price Prediction. (2025). Bournassenko, Gr'Egory. In: Papers. RePEc:arx:papers:2504.18982. Full description at Econpapers || Download paper | |
| 2025 | Enhancing Cryptocurrency Sentiment Analysis with Multimodal Features. (2025). Sbai, Erwann ; Wang, Guanghao ; Naha, Ranesh ; Mahanti, Aniket ; Liu, Chenghao. In: Papers. RePEc:arx:papers:2508.15825. Full description at Econpapers || Download paper | |
| 2025 | Sentiment and Volatility in Financial Markets: A Review of BERT and GARCH Applications during Geopolitical Crises. (2025). Williamson, Cillian ; Mino, Domenica. In: Papers. RePEc:arx:papers:2510.16503. Full description at Econpapers || Download paper | |
| 2025 | Aligning Multilingual News for Stock Return Prediction. (2025). Cheng, Ing-Haw ; Nozawa, Yoshio ; Martineau, Charles ; Tao, Lynn ; Wu, Yuntao ; Hull, John ; Veneris, Andreas. In: Papers. RePEc:arx:papers:2510.19203. Full description at Econpapers || Download paper | |
| 2024 | Economic Policy Uncertainty and Financial Markets in the United State.. (2024). Olawoyin, Olayinka ; Adeloye, Fadekemi Chidinma ; Daniel, Chinaemerem. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:8:y:2024:i:6:p:998-1016. Full description at Econpapers || Download paper | |
| 2025 | The Impact of Political Events Prior to the 15th General Election on Stock Returns in Bursa Malaysia. (2025). Awang, Salwa Amirah ; Mohamed, Ahmad Zakirullah ; Razak, Azila Abdul ; Muhammad, Fidlizan ; Mohd, Mohd Yahya. In: International Journal of Research and Innovation in Social Science. RePEc:bcp:journl:v:9:y:2025:issue-8:p:736-747. Full description at Econpapers || Download paper | |
| 2024 | Should Central Banks Care About Text Mining? A Literature Review. (2024). Meunier, Baptiste ; bricongne, jean-charles ; Caldeira, Raquel. In: Working papers. RePEc:bfr:banfra:950. Full description at Econpapers || Download paper | |
| 2024 | Stablecoins, money market funds and monetary policy. (2024). Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael ; Minesso, Massimo Ferrari. In: BIS Working Papers. RePEc:bis:biswps:1219. Full description at Econpapers || Download paper | |
| 2025 | Examining the co-movement between cryptocurrency uncertainty and central bank digital currency uncertainty. (2025). Vu, Tu Thanh ; Nguyen, Duc Anh ; Le, Thai Hong. In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION. RePEc:bjw:econen:v:15:y:2025:i:5:p:69-84. Full description at Econpapers || Download paper | |
| 2024 | The causal effect of political risk on the stock market: Evidence from a natural experiment. (2024). Li, Zhibing ; Zhu, Yinglun ; Liu, Xiaoyu. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:145-162. Full description at Econpapers || Download paper | |
| 2024 | Determinants of commodity market liquidity. (2024). Onur, Esen ; Jain, Pankaj K ; Kayhan, Ayla. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:1:p:9-30. Full description at Econpapers || Download paper | |
| 2024 | Does negative news disclosure induce better decision‐making? Evidence from acquisitions. (2024). Shenoy, Jaideep ; Pintogutierrez, Cristian ; Ghosh, Chinmoy. In: The Financial Review. RePEc:bla:finrev:v:59:y:2024:i:2:p:325-372. Full description at Econpapers || Download paper | |
| 2024 | The geopolitical risk spillovers across BRICS countries: A quantile frequency connectedness approach. (2024). Vo, Duc Hong ; Dang, Tam Hoangnhat. In: Scottish Journal of Political Economy. RePEc:bla:scotjp:v:71:y:2024:i:1:p:132-143. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk, supply chains, and global inflation. (2024). YILMAZKUDAY, HAKAN ; Hoque, Md Rezwanul ; Carmy, Linda Schwartz ; Asadollah, Omid. In: The World Economy. RePEc:bla:worlde:v:47:y:2024:i:8:p:3450-3486. Full description at Econpapers || Download paper | |
| 2025 | Liquidity, monetary policy and the commodity futures market. (2025). Banti, Chiara ; Kellard, Neil ; Ivan, Miruna-Daniela. In: Bank of England working papers. RePEc:boe:boeewp:1114. Full description at Econpapers || Download paper | |
| 2025 | From Tweets to Trades: The Dynamic Dance of Investor Sentiment, Attention, and News Sentiment in ESG Stocks. (2025). Kok, Loang Ooi. In: China Finance and Economic Review. RePEc:bpj:cferev:v:14:y:2025:i:1:p:70-91:n:1004. Full description at Econpapers || Download paper | |
| 2024 | Revisiting Output and Monetary Uncertainty and Money Demand in Asia. (2024). Faisal, Alina ; Nosheen, Misbah ; Mumtaz, Tahira. In: International Journal of Politics & Social Sciences Review (IJPSSR). RePEc:ebj:ijpssr:2024v3iiiia36. Full description at Econpapers || Download paper | |
| 2025 | Impact of Covid-19 On tail risk dynamics for cryptocurrencies and traditional assets. (2025). Chaim, Pedro ; Pedro, Joao. In: Economics Bulletin. RePEc:ebl:ecbull:eb-25-00508. Full description at Econpapers || Download paper | |
| 2025 | Enhancing GDP nowcasts with ChatGPT: a novel application of PMI news releases. (2025). de Bondt, Gabe ; Sun, Yiqiao. In: Working Paper Series. RePEc:ecb:ecbwps:20253063. 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 | |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper | |
| 2024 | Sensitivity of Chinese stock markets to individual investor sentiment: An analysis of Sina Weibo mood related to COVID-19. (2024). Li, Jiaqi ; Ahn, Hee-Joon. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000746. Full description at Econpapers || Download paper | |
| 2024 | Dynamics of momentum in financial markets based on the information diffusion in complex social networks. (2024). Cai, Xing ; Xia, Wei ; Huang, Weihua ; Yang, Haijun. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000121. Full description at Econpapers || Download paper | |
| 2024 | Return volatility and trading volume of GameFi. (2024). Shen, Dehua ; Goodell, John W ; Shi, Guiqiang. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:43:y:2024:i:c:s2214635024000704. Full description at Econpapers || Download paper | |
| 2024 | Google search and cross-section of cryptocurrency returns and trading activities. (2024). Vo, Duc Hong ; Hoang, Lai. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001060. Full description at Econpapers || Download paper | |
| 2024 | Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163. Full description at Econpapers || Download paper | |
| 2025 | How geopolitical tensions affect China’s systemic financial risk contagion. (2025). Zhou, Yingxue ; Wang, DA ; Nie, Zhengyi. In: China Economic Review. RePEc:eee:chieco:v:90:y:2025:i:c:s1043951x25000240. Full description at Econpapers || Download paper | |
| 2024 | From the pandemic to the Russia–Ukraine crisis: Dynamic behavior of connectedness between financial markets and implications for portfolio management. (2024). Farhani, Ramzi ; Yousfi, Mohamed ; Bouzgarrou, Houssam. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1178-1197. 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 | The impact of COVID-19 uncertainties on energy market volatility: Evidence from the US markets. (2024). Ghouli, Jihene ; Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:84:y:2024:i:c:p:25-41. Full description at Econpapers || Download paper | |
| 2024 | Dynamic dependence of futures basis between the Chinese and international grains markets. (2024). Dong, Yizhe ; Sun, Mingli ; Wang, Hao ; Ji, Hao ; Shi, Baofeng. In: Economic Modelling. RePEc:eee:ecmode:v:130:y:2024:i:c:s0264999323003966. Full description at Econpapers || Download paper | |
| 2024 | Option listing and underlying commodity futures volatility in China. (2024). Guo, Jin ; Wen, Xiaoqian. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002839. Full description at Econpapers || Download paper | |
| 2025 | Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720. Full description at Econpapers || Download paper | |
| 2024 | Clustering effects and evolution of the global major 10-year government bond market structure: A network perspective. (2024). Zhuang, Yangyang ; Tang, Pan ; Peng, Hongjuan ; Zhang, Ditian. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001870. Full description at Econpapers || Download paper | |
| 2024 | Determinants of CDS in core and peripheral European countries: A comparative study during crisis and calm periods. (2024). Haddou, Samira. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000111. Full description at Econpapers || Download paper | |
| 2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horváth, Matúš ; Horvath, Matu ; Hampl, Filip ; Linnertova, Dagmar Vagnerova. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper | |
| 2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Guo, Peng ; Shi, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640. Full description at Econpapers || Download paper | |
| 2024 | A comparison of bitcoin futures return and return volatility based on news sentiment contemporaneously or lead-lag. (2024). Kao, Yu-Sheng ; Day, Min-Yuh ; Chou, Ke-Hsin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000846. Full description at Econpapers || Download paper | |
| 2024 | A study on economic policy uncertainty, geopolitical risk and stock market spillovers in BRICS countries. (2024). Li, Sufang ; Xiang, Shujian ; Tang, Guangyuan ; Hong, Chen. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001141. Full description at Econpapers || Download paper | |
| 2024 | Unlocking portfolio resilient and persistent risk: A holistic approach to unveiling potential grounds. (2024). Reis, Pedro Nogueira ; Soares, Antonio Pedro. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824001232. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk hedging or timing: Evidence from hedge fund strategies. (2024). Zhou, Xuting ; Ma, Tianyi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001657. Full description at Econpapers || Download paper | |
| 2025 | Financial regulatory policy uncertainty: An informative predictor for financial industry stock returns. (2025). Zhao, Xinyi ; Zhang, Yaojie. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pb:s1062940824002468. Full description at Econpapers || Download paper | |
| 2025 | The impact of volatility regime dynamics on option pricing. (2025). Liu, Shican ; Fan, Siqi. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002778. Full description at Econpapers || Download paper | |
| 2025 | Impacts of geographical conflicts on risk tango between oil and equity markets: An empirical evidence from oil-importing and exporting nations. (2025). Ullah, Aziz ; Jin, Ying ; Lu, Chih-Chiang ; Peng, Kang-Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000592. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical tensions and sovereign credit risks. (2024). Kaawach, Said ; Demiralay, Sercan ; Kilincarslan, Erhan ; Semeyutin, Artur. In: Economics Letters. RePEc:eee:ecolet:v:236:y:2024:i:c:s0165176524000922. Full description at Econpapers || Download paper | |
| 2024 | Markovian analysis of U.S. Treasury volatility: Asymmetric responses to macroeconomic announcements. (2024). Pasini, Simona ; Guarniero, Pieralberto ; Gigante, Gimede. In: Economics Letters. RePEc:eee:ecolet:v:239:y:2024:i:c:s0165176524002064. Full description at Econpapers || Download paper | |
| 2025 | Does geopolitical risk raise or lower corporate credit spreads?. (2025). Huang, HE ; Qiu, Yancheng. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000382. Full description at Econpapers || Download paper | |
| 2025 | Stablecoins, money market funds and monetary policy. (2025). Ferrari Minesso, Massimo ; Gambacorta, Leonardo ; Cornelli, Giulio ; Aldasoro, Iñaki ; Habib, Maurizio Michael. In: Economics Letters. RePEc:eee:ecolet:v:247:y:2025:i:c:s0165176525000400. Full description at Econpapers || Download paper | |
| 2025 | Regime dependence in the oil-stock market relationship: The role of oil price uncertainty. (2025). Mahadeo, Scott ; Heinlein, Reinhold. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001284. Full description at Econpapers || Download paper | |
| 2025 | Fear of war: Geopolitical risks and the potential impact on local government bonds, stock market and FDI in China. (2025). Wang, Daoping ; Li, Kangle ; Shen, Xinyan. In: Economics Letters. RePEc:eee:ecolet:v:251:y:2025:i:c:s0165176525001661. Full description at Econpapers || Download paper | |
| 2024 | Common volatility shocks driven by the global carbon transition. (2024). Hendry, David ; Campos-Martins, Susana. In: Journal of Econometrics. RePEc:eee:econom:v:239:y:2024:i:1:s0304407623001665. Full description at Econpapers || Download paper | |
| 2025 | The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645. Full description at Econpapers || Download paper | |
| 2025 | Hedging political risk in international portfolios. (2025). Pagliardi, Giovanni ; Lotfi, Somayyeh ; Zenios, Stavros A ; Paparoditis, Efstathios. In: European Journal of Operational Research. RePEc:eee:ejores:v:322:y:2025:i:2:p:629-646. Full description at Econpapers || Download paper | |
| 2024 | Global contagion of US COVID-19 panic news. (2024). Ho, Young ; Kang, Yong Joo ; Park, Dojoon. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000116. Full description at Econpapers || Download paper | |
| 2024 | The clarity of monetary policy communication and financial market volatility in developing economies. (2024). Vyshnevskyi, Iegor ; Jombo, Wytone ; Sohn, Wook. In: Emerging Markets Review. RePEc:eee:ememar:v:59:y:2024:i:c:s1566014124000165. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and the cost of capital in emerging economies. (2024). el Ghoul, Sadok ; Carney, Richard W ; Guedhami, Omrane ; Wang, HE. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s156601412400044x. Full description at Econpapers || Download paper | |
| 2025 | On the communication efforts of the central banks in emerging economies: The case of India. (2025). Ahmad, Wasim ; Shrimali, Suruchi. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000081. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in asset pricing: Mind your sorts. (2024). Verwijmeren, Patrick ; van Vliet, Bart ; Soebhag, Amar. In: Journal of Empirical Finance. RePEc:eee:empfin:v:78:y:2024:i:c:s0927539824000525. Full description at Econpapers || Download paper | |
| 2024 | Is firm-level political risk priced in the corporate bond market?. (2024). Piljak, Vanja ; Ceballos, Luis ; Swinkels, Laurens. In: Journal of Empirical Finance. RePEc:eee:empfin:v:79:y:2024:i:c:s0927539824000963. Full description at Econpapers || Download paper | |
| 2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk: An opportunity or a threat to the green bond market?. (2024). Stefea, Petru ; Qin, Meng ; Liu, Fangying ; Norena-Chavez, Diego. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000999. Full description at Econpapers || Download paper | |
| 2024 | Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816. Full description at Econpapers || Download paper | |
| 2024 | Alternative monetary policies and renewable energy stock returns. (2024). Gordo, Natali ; Morley, Bruce ; Hunt, Alistair. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004481. Full description at Econpapers || Download paper | |
| 2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
| 2024 | Chinas monetary policy framework and global commodity prices. (2024). Sousa, Ricardo ; Nguyen, Duc Khuong ; Hammoudeh, Shawkat. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324004754. Full description at Econpapers || Download paper | |
| 2024 | How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risks and energy uncertainty: Implications for global and domestic energy prices. (2024). YILMAZKUDAY, HAKAN. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006935. Full description at Econpapers || Download paper | |
| 2024 | Novel and old news sentiment in commodity futures markets. (2024). El-Jahel, Lina ; Chi, Yeguang ; Vu, Thanh. In: Energy Economics. RePEc:eee:eneeco:v:140:y:2024:i:c:s014098832400714x. 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 | Would geopolitical risks be the new driver of the energy transition? An empirical study on renewable energy technology innovation. (2025). Liu, Baoliu ; Zhang, Ying ; Zhao, Fang ; Chen, Yiming ; Xue, Jinjun. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008090. Full description at Econpapers || Download paper | |
| 2025 | The influence of oil investors sentiment on inflation dynamics and uncertainty. (2025). Rizos, Anastasios ; Anastasiou, Dimitris ; Stratopoulou, Artemis ; Louhichi, Wal ; Ftiti, Zied. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008065. Full description at Econpapers || Download paper | |
| 2025 | How unexpected geopolitical risk affect the nonlinear spillover among energy and metal markets?. (2025). Ji, Qiang ; Wang, Xinya ; Huang, Shupei. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008521. Full description at Econpapers || Download paper | |
| 2025 | The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008806. Full description at Econpapers || Download paper | |
| 2025 | Ensuring the security of the clean energy transition: Examining the impact of geopolitical risk on the price of critical minerals. (2025). Vespignani, Joaquin ; Smyth, Russell ; Saadaoui, Jamel. In: Energy Economics. RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988325000180. Full description at Econpapers || Download paper | |
| 2025 | Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489. Full description at Econpapers || Download paper | |
| 2025 | Does geopolitical risk increase carbon emissions and public health risk?. (2025). Soytas, Ugur ; Paramati, Sudharshan Reddy ; Safiullah, MD. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000581. Full description at Econpapers || Download paper | |
| 2025 | Retail investor attention: Guardian of corporate ESG integrity or catalyst for greenwashing?. (2025). Ren, Xiaohang ; Liang, Jing ; Mao, Zhuowei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001859. Full description at Econpapers || Download paper | |
| 2025 | Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172. Full description at Econpapers || Download paper | |
| 2025 | The impact of financial stress, governance, and geopolitics on Europes energy transition mineral trade. (2025). Islam, Md. Monirul ; Mariev, Oleg. In: Energy Economics. RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003470. Full description at Econpapers || Download paper | |
| 2025 | Impact of geopolitical risks on crude oil security: A copula-based assessment framework. (2025). Wang, Shuang ; Li, Jing. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225005043. Full description at Econpapers || Download paper | |
| 2025 | Corporate environmental, social, and governance performance, investor attention, and corporate development capability—An empirical examination based on moderating and threshold effects. (2025). Chen, Xia ; Bai, Xiaodong ; Xu, Siyun. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925000882. Full description at Econpapers || Download paper | |
| 2025 | Do investors pay attention to the long-term sustainable company development?. (2025). Yang, Jinjuan ; Qian, Kaihao ; Sun, Yiyao. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001127. Full description at Econpapers || Download paper | |
| 2025 | Hedging geopolitical risks with diverse commodities. (2025). Parnes, Dror. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925002169. Full description at Econpapers || Download paper | |
| 2024 | Google search trends and stock markets: Sentiment, attention or uncertainty?. (2024). Bwanya, Princess Rutendo ; Brzeszczyski, Janusz ; Szczygielski, Jan Jakub ; Charteris, Ailie. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923000650. Full description at Econpapers || Download paper | |
| 2024 | Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635. Full description at Econpapers || Download paper | |
| 2024 | Non-standard errors in the cryptocurrency world. (2024). Poddig, Thorsten ; Gunther, Steffen ; Fieberg, Christian ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000383. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric and high-order risk transmission across VIX and Chinese futures markets. (2024). Zhang, Zhendong ; Luo, Jiawen. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000462. Full description at Econpapers || Download paper | |
| 2024 | Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108. Full description at Econpapers || Download paper | |
| 2024 | Does investor attitude toward carbon neutrality affect stock returns in China?. (2024). Wei, Kai ; Lin, Boqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001170. Full description at Econpapers || Download paper | |
| 2024 | Quantile time-frequency spillovers among green bonds, cryptocurrencies, and conventional financial markets. (2024). Zhao, Mingguo ; Park, Hail. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001303. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical risk and corporate cash Holdings in China: Precautionary motive and agency problem perspectives. (2024). Wang, Xueting ; Wu, Haoran. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001674. Full description at Econpapers || Download paper | |
| 2024 | Dynamic impacts of multidimensional uncertainty on the renminbi exchange rate: Insights from time-varying analysis. (2024). Wang, Wei ; Lu, Man ; Li, Hongmei ; Chen, Fengwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001856. Full description at Econpapers || Download paper | |
| 2024 | Trading activity of VIX futures and options around FOMC announcements. (2024). Tsai, Wei-Che ; Yang, Jimmy J ; Huang, Hong-Gia. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002539. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2016 | The role of political uncertainty in Australian financial markets In: Accounting and Finance. [Full Text][Citation analysis] | article | 14 |
| 2021 | The effect of treasury auctions on 10‐year Treasury note futures In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2024 | Cryptocurrency as an alternative inflation hedge? In: Accounting and Finance. [Full Text][Citation analysis] | article | 2 |
| 2024 | Stock market liquidity during crisis periods: Australian evidence In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | Investigating proxies for retail investor attention in financial markets In: Accounting and Finance. [Full Text][Citation analysis] | article | 0 |
| 2023 | Short interest and the stock market relation with news sentiment from traditional and social media sources In: Australian Economic Papers. [Full Text][Citation analysis] | article | 1 |
| 2020 | One Cryptocurrency to Explain Them All? Understanding the Importance of Bitcoin in Cryptocurrency Returns In: Economic Papers. [Full Text][Citation analysis] | article | 11 |
| 2013 | The Determinants of RBA Target Rate Decisions: A Choice Modelling Approach In: The Economic Record. [Full Text][Citation analysis] | article | 2 |
| 2016 | FX Market Returns and Their Relationship to Investor Fear In: International Review of Finance. [Full Text][Citation analysis] | article | 6 |
| 2017 | “Brexit”: A Case Study in the Relationship Between Political and Financial Market Uncertainty In: International Review of Finance. [Full Text][Citation analysis] | article | 18 |
| 2017 | The Validity of Investor Sentiment Proxies In: International Review of Finance. [Full Text][Citation analysis] | article | 7 |
| 2024 | Nonstandard Errors In: Journal of Finance. [Full Text][Citation analysis] | article | 14 |
| 2024 | Nonstandard errors.(2024) In: LSE Research Online Documents on Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers). [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2024 | Nonstandard Errors.(2024) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2021 | Non-Standard Errors.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
| 2013 | IMPACT OF MACROECONOMIC ANNOUNCEMENTS ON INTEREST RATE FUTURES: HIGH-FREQUENCY EVIDENCE FROM AUSTRALIA In: Journal of Financial Research. [Full Text][Citation analysis] | article | 4 |
| 2023 | Lost in translation. When sentiment metrics for one market are derived from two different languages In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 1 |
| 2024 | Flight-to-quality—Money market mutual funds and stablecoins during the March 2023 banking crisis In: Economics Letters. [Full Text][Citation analysis] | article | 5 |
| 2025 | The effect of currency risk on crypto asset utilization in Türkiye In: Emerging Markets Review. [Full Text][Citation analysis] | article | 0 |
| 2016 | News sentiment and bank credit risk In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 20 |
| 2024 | Are stablecoins the money market mutual funds of the future? In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
| 2015 | Time-variation in the impact of news sentiment In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 11 |
| 2015 | The importance of belief dispersion in the response of gold futures to macroeconomic announcements In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 22 |
| 2020 | Examining the relationship between policy uncertainty and market uncertainty across the G7 In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
| 2021 | Investor attention and global market returns during the COVID-19 crisis In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 93 |
| 2022 | Investor attention in cryptocurrency markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 37 |
| 2014 | News sentiment and the investor fear gauge In: Finance Research Letters. [Full Text][Citation analysis] | article | 46 |
| 2016 | Risk-on/Risk-off: Financial market response to investor fear In: Finance Research Letters. [Full Text][Citation analysis] | article | 15 |
| 2019 | Bitcoin as a safe haven: Is it even worth considering? In: Finance Research Letters. [Full Text][Citation analysis] | article | 171 |
| 2023 | Classification of RBA monetary policy announcements using ChatGPT In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
| 2024 | The relevance of dark trading for information acquisition in the German stock market In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2021 | Macroeconomic news and treasury futures return volatility: Do treasury auctions matter? In: Global Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2022 | Spreading the fear: The central role of CBOE VIX in global stock market uncertainty In: Global Finance Journal. [Full Text][Citation analysis] | article | 19 |
| 2012 | 30-Day Interbank futures: Investigating the process of price discovery following RBA cash target rate announcements In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 3 |
| 2013 | Bond futures and order imbalance In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 2 |
| 2014 | Political uncertainty and financial market uncertainty in an Australian context In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 20 |
| 2015 | Asymmetric volatility response to news sentiment in gold futures In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 32 |
| 2017 | Does more complex language in FOMC decisions impact financial markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 13 |
| 2019 | The influence of investor sentiment on the monetary policy announcement liquidity response in precious metal markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 16 |
| 2020 | Hedging geopolitical risk with precious metals In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 151 |
| 2014 | News sentiment in the gold futures market In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 70 |
| 2016 | The influence of FOMC member characteristics on the monetary policy decision-making process In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 19 |
| 2017 | Understanding the impact of monetary policy announcements: The importance of language and surprises In: Journal of Banking & Finance. [Full Text][Citation analysis] | article | 13 |
| 2024 | Digging deeper - Is bitcoin digital gold? A mining perspective In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 1 |
| 2017 | Commodity market volatility in the presence of U.S. and Chinese macroeconomic news In: Journal of Commodity Markets. [Full Text][Citation analysis] | article | 18 |
| 2016 | Order aggressiveness of different broker-types in response to monetary policy news In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
| 2016 | Melancholia and Japanese stock returns – 2003 to 2012 In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
| 2021 | Geopolitical risk and volatility spillovers in oil and stock markets In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 71 |
| 2024 | The influence of uncertainty on commodity futures returns and trading behaviour In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2019 | Slopes, spreads, and depth: Monetary policy announcements and liquidity provision in the energy futures market In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 4 |
| 2025 | U.S. Presidential news coverage: Risk, uncertainty and stocks In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 0 |
| 2016 | Trading behavior in S&P 500 index futures In: Review of Financial Economics. [Full Text][Citation analysis] | article | 4 |
| 2016 | Trading behavior in S&P 500 index futures.(2016) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
| 2014 | Non-scheduled news arrival and high-frequency stock market dynamics In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 10 |
| 2015 | Better the devil you know: The influence of political incumbency on Australian financial market uncertainty In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 8 |
| 2020 | Investor attention and the response of US stock market sectors to the COVID-19 crisis In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 8 |
| 2022 | Investor attention and cryptocurrency price crash risk: a quantile regression approach In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 1 |
| 2022 | Trading Behavior in Agricultural Commodity Futures around the 52-Week High In: Commodities. [Full Text][Citation analysis] | article | 1 |
| 2021 | Volatility Spillovers among Cryptocurrencies In: JRFM. [Full Text][Citation analysis] | article | 6 |
| 2021 | Non-Standard Errors In: Working Paper Series, Social and Economic Sciences. [Full Text][Citation analysis] | paper | 5 |
| 2016 | (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] | article | 6 |
| 2016 | (Unusual) weather and stock returns—I am not in the mood for mood: further evidence from international markets.(2016) In: Financial Markets and Portfolio Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | article | |
| 2021 | Policy uncertainty in Australian financial markets In: Australian Journal of Management. [Full Text][Citation analysis] | article | 0 |
| 2014 | The relationship between financial asset returns and the well-being of US households In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2014 | Reaction to nonscheduled news during financial crisis: Australian evidence In: Applied Economics Letters. [Full Text][Citation analysis] | article | 2 |
| 2015 | Examining the impact of macroeconomic announcements on gold futures in a VAR-GARCH framework In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2017 | Effect of investor fear on Australian financial markets In: Applied Economics Letters. [Full Text][Citation analysis] | article | 3 |
| 2017 | A game theory model of regulatory response to insider trading In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
| 2016 | Time-varying relationship of news sentiment, implied volatility and stock returns In: Applied Economics. [Full Text][Citation analysis] | article | 12 |
| 2017 | The importance of fear: investor sentiment and stock market returns In: Applied Economics. [Full Text][Citation analysis] | article | 67 |
| 2018 | Trading Behavior and Monetary Policy News In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
| 2025 | How is Trading Behavior in Commodity Futures Affected by the 52-Week High and Low? In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
| 2022 | The influence of policy uncertainty on exchange rate forecasting In: Journal of Forecasting. [Full Text][Citation analysis] | article | 7 |
| 2022 | One session options: Playing the announcement lottery? In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 0 |
| 2022 | Trading behavior in bitcoin futures: Following the “smart money” In: Journal of Futures Markets. [Full Text][Citation analysis] | article | 6 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated October, 21 2025. Contact: CitEc Team