12
H index
17
i10 index
605
Citations
Central Bank of the United Arab Emirates | 12 H index 17 i10 index 605 Citations RESEARCH PRODUCTION: 55 Articles 61 Papers RESEARCH ACTIVITY: 11 years (2013 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pce231 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Oguzhan Cepni. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | Oil Price Shocks and Bond Risk Premia: Evidence from a Panel of 15 Countries. (2023). Nersisyan, Liana ; Lyrio, Marco ; Iania, Leonardo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2023002. Full description at Econpapers || Download paper | |
2024 | GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346. Full description at Econpapers || Download paper | |
2023 | Climate Risk Measures - A Review. (2023). Salisu, Afees ; Oloko, Tirimisiyu. In: Asian Economics Letters. RePEc:ayb:jrnael:81. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility transmission and hedging strategies among REIT, stock, and oil markets. (2023). Yoon, Seongmin ; Vo, Xuan Vinh ; Jiang, Zhuhua ; Mensi, Walid. In: Australian Economic Papers. RePEc:bla:ausecp:v:62:y:2023:i:4:p:597-615. Full description at Econpapers || Download paper | |
2024 | The Information Content of Conflict, Social Unrest and Policy Uncertainty Measures for Macroeconomic Forecasting. (2024). Rauh, C ; Prez, J J ; Mueller, H ; Molina, L ; Diakonova, M. In: Cambridge Working Papers in Economics. RePEc:cam:camdae:2418. Full description at Econpapers || Download paper | |
2024 | . Full description at Econpapers || Download paper | |
2023 | Goodness-of-fit test in high-dimensional linear sparse models. (2023). van Bellegem, Sebastien ; Sauvenier, Mathieu. In: LIDAM Discussion Papers CORE. RePEc:cor:louvco:2023008. Full description at Econpapers || Download paper | |
2023 | Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Boateng, Ebenezer ; Asafo-Adjei, Emmanuel ; Idun, Anthony Adu-Asare ; Adam, Anokye M ; Qabhobho, Thobekile. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-02-30. Full description at Econpapers || Download paper | |
2023 | Green Bonds, Investor Attention and Stock Market Reaction: Evidence from ASEAN Countries. (2023). Sukmadilaga, Citra ; Aini, Andini Nurul ; Ghani, Erlane K. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-35. Full description at Econpapers || Download paper | |
2023 | Air pollution disclosing and tourism: Who are winners?. (2023). Qiang, Hongjie ; Zang, Shoujuan ; Wang, Yangjie. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001329. Full description at Econpapers || Download paper | |
2023 | Secret sentiments make for good announcements: Does unjustified managerial belief benefit tourism firm performance?. (2023). Liu, Ya-Fei ; Zeng, Min. In: Annals of Tourism Research. RePEc:eee:anture:v:103:y:2023:i:c:s0160738323001469. Full description at Econpapers || Download paper | |
2024 | Corporate social responsibility Feng Shui and firm value. (2024). Chang, Shilong ; Qiao, Yuanbo ; Li, Jingqiang ; Wang, Kewen. In: Annals of Tourism Research. RePEc:eee:anture:v:105:y:2024:i:c:s0160738324000148. Full description at Econpapers || Download paper | |
2023 | International spillovers of U.S. monetary uncertainty and equity market volatility to China’s stock markets. (2023). Lee, Chi-Chuan. In: Journal of Asian Economics. RePEc:eee:asieco:v:84:y:2023:i:c:s1049007822001312. Full description at Econpapers || Download paper | |
2023 | A systematic literature review of investor behavior in the cryptocurrency markets. (2023). Gonçalves, Tiago ; Gonalves, Tiago Cruz ; Almeida, Jose. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635022001071. Full description at Econpapers || Download paper | |
2023 | Investor sentiment and multi-scale positive and negative stock market bubbles in a panel of G7 countries. (2023). Bouri, Elie ; Nielsen, Joshua ; Gupta, Rangan ; van Eyden, Renee. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:38:y:2023:i:c:s2214635023000187. Full description at Econpapers || Download paper | |
2023 | Predictability of crypto returns: The impact of trading behavior. (2023). Owusu-Amoako, Johnson ; Dunbar, Kwamie. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000266. Full description at Econpapers || Download paper | |
2023 | Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Martinez-Serna, Maria-Isabel ; Jareo, Francisco ; Yousaf, Imran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:39:y:2023:i:c:s2214635023000370. Full description at Econpapers || Download paper | |
2024 | Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Bouri, Elie ; Hasan, Mudassar. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928. Full description at Econpapers || Download paper | |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). Corbet, Shaen ; Hou, Yang ; Hu, Yang ; Lang, Chunlin. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042. Full description at Econpapers || Download paper | |
2024 | Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Rauf, Abdul ; Du, Yuting ; Naeem, Muhammad Abubakr ; Zhang, XU. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194. Full description at Econpapers || Download paper | |
2023 | Fast estimation of a large TVP-VAR model with score-driven volatilities. (2023). Hong, Yongmiao ; Ye, Shiqi ; Zheng, Tingguo. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:157:y:2023:i:c:s0165188923001689. Full description at Econpapers || Download paper | |
2023 | Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ko, Hee-Un ; Mensi, Walid. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580. Full description at Econpapers || Download paper | |
2023 | Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:78:y:2023:i:c:p:133-155. Full description at Econpapers || Download paper | |
2023 | The impact of regulation on cryptocurrency market volatility in the context of the COVID-19 pandemic — evidence from China. (2023). Qi, Jiayin ; Xu, Kunpeng ; Zhang, Pengcheng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:222-246. Full description at Econpapers || Download paper | |
2024 | Climate change and economic policy uncertainty: Evidence from major countries around the world. (2024). Wang, KE ; Su, Zhi ; Lan, Minghui ; Liu, Lingxi ; Zhang, Yongji. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1045-1060. Full description at Econpapers || Download paper | |
2024 | Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhao, Longfeng ; Zhou, Yueyi ; Gao, Yang. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177. Full description at Econpapers || Download paper | |
2023 | Breaking news headlines: Impact on trading activity in the cryptocurrency market. (2023). Subramaniam, Sowmya ; Kulbhaskar, Anamika Kumar. In: Economic Modelling. RePEc:eee:ecmode:v:126:y:2023:i:c:s0264999323002092. Full description at Econpapers || Download paper | |
2023 | Hedge and safe-haven properties of FAANA against gold, US Treasury, bitcoin, and US Dollar/CHF during the pandemic period. (2023). Yousaf, Imran ; GUPTA, RANGAN ; Bouri, Elie ; Plakandaras, Vasilios. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001796. Full description at Econpapers || Download paper | |
2023 | Research on the time-varying effects among green finance markets in China: A fresh evidence from multi-frequency scale perspective. (2023). Chen, Ling ; Fu, Yating ; Xia, Yufei ; Liu, Rongyan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000372. Full description at Econpapers || Download paper | |
2023 | Time-frequency co-movement and network connectedness between green bond and financial asset markets: Evidence from multiscale TVP-VAR analysis. (2023). Deng, XI ; Hau, Liya ; Zhu, Huiming ; Huang, Zishan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000682. Full description at Econpapers || Download paper | |
2024 | Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596. Full description at Econpapers || Download paper | |
2024 | How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x. Full description at Econpapers || Download paper | |
2023 | On illiquidity of an emerging sovereign bond market. (2023). Soykok, Emre ; Karahan, Cenk C. In: Economic Systems. RePEc:eee:ecosys:v:47:y:2023:i:2:s093936252300002x. Full description at Econpapers || Download paper | |
2023 | Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Marfatia, Hardik A ; Luo, Jiawen. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953. Full description at Econpapers || Download paper | |
2023 | Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Ji, Qiang ; Wu, Fei ; Wang, Tiantian. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247. Full description at Econpapers || Download paper | |
2023 | Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Roubaud, David ; Tiwari, Aviral Kumar ; Roudari, Soheil ; Asadi, Mehrad. In: Energy Economics. RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119. Full description at Econpapers || Download paper | |
2023 | Volatility spillover across Chinese carbon markets: Evidence from quantile connectedness method. (2023). Peculea, Adelina Dumitrescu ; Huang, Chia-Yun ; Li, Yameng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000403. Full description at Econpapers || Download paper | |
2023 | The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Huo, Jiale ; Umar, Muhammad ; Li, Jingpeng. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic connectedness among energy transition and its drivers: Understanding the moderating role of global geopolitical risk. (2023). Sinha, Avik ; Shahzad, Umer ; Zaman, Umer ; Chishti, Muhammad Zubair. In: Energy Economics. RePEc:eee:eneeco:v:119:y:2023:i:c:s0140988323000683. Full description at Econpapers || Download paper | |
2023 | Using machine learning to select variables in data envelopment analysis: Simulations and application using electricity distribution data. (2023). Soderberg, Magnus ; Sjolander, Par ; Mnsson, Kristofer ; Javed, Farrukh ; Duras, Toni. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001196. Full description at Econpapers || Download paper | |
2023 | Natural gas and the utility sector nexus in the U.S.: Quantile connectedness and portfolio implications. (2023). Do, Hung ; Thanh, Thao Thac ; Pham, Son Duy. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001305. Full description at Econpapers || Download paper | |
2023 | Effect of weather and environmental attentions on financial system risks: Evidence from Chinese high- and low-carbon assets. (2023). Yoon, Seong-Min ; Dong, Xiyong. In: Energy Economics. RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001780. Full description at Econpapers || Download paper | |
2023 | Short- and long-run determinants of the price behavior of US clean energy stocks: A dynamic ARDL simulations approach. (2023). , Mohamed. In: Energy Economics. RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002694. Full description at Econpapers || Download paper | |
2023 | Forecasting commodity prices returns: The role of partial least squares approach. (2023). Dai, Zhifeng ; Zhu, Haoyang ; Wen, Chufu. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003237. Full description at Econpapers || Download paper | |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Lang, Chunlin ; Hu, Yang. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274. Full description at Econpapers || Download paper | |
2023 | Network connectedness between Chinas crude oil futures and sector stock indices. (2023). Fan, Ying ; Liu, Bing-Yue ; Wang, Zi-Xin. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003468. Full description at Econpapers || Download paper | |
2023 | Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Yahya, Muhammad ; Okhrin, Yarema. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511. Full description at Econpapers || Download paper | |
2023 | Oil price returns and firms fixed investment: A production pattern. (2023). Yang, Sen ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003948. Full description at Econpapers || Download paper | |
2023 | Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Abuzayed, Bana ; Bouri, Elie ; Al-Fayoumi, Nedal. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004280. Full description at Econpapers || Download paper | |
2023 | Global energy security: Do internal and external risk spillovers matter? A multilayer network method. (2023). Hu, Xin ; Deng, Yuanyue ; Zhu, BO. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004590. Full description at Econpapers || Download paper | |
2023 | The predictive effect of risk aversion on oil returns under different market conditions. (2023). Wang, Yudong ; Xiao, Jihong ; Wen, Danyan. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s014098832300467x. Full description at Econpapers || Download paper | |
2023 | Global energy market connectedness and inflation at risk. (2023). Ye, Shiqi ; Gong, LU ; Zheng, Tingguo. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735. Full description at Econpapers || Download paper | |
2023 | Combination forecasts of Chinas oil futures returns based on multiple uncertainties and their connectedness with oil. (2023). Li, Xiafei ; Wei, YU ; Shi, Chunpei ; Liu, Yuntong. In: Energy Economics. RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323005352. Full description at Econpapers || Download paper | |
2023 | Risk spillovers across geopolitical risk and global financial markets. (2023). Wen, Baoyu ; Zheng, Jinlin ; Shen, Yue ; Wang, Xiaohan ; Jiang, Yaohui. In: Energy Economics. RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492. Full description at Econpapers || Download paper | |
2023 | Green bond in China: An effective hedge against global supply chain pressure?. (2023). Oprean, Camelia ; Gao, Zhuoqiong ; Kong, Fanna ; Oprean-Stan, Camelia. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006655. Full description at Econpapers || Download paper | |
2023 | Spillovers and connectedness among climate policy uncertainty, energy, green bond and carbon markets: A global perspective. (2023). Yunis, Manal ; Wang, Zu-Shan ; Kchouri, Bilal. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006680. Full description at Econpapers || Download paper | |
2023 | Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Balcilar, Mehmet ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006746. Full description at Econpapers || Download paper | |
2023 | The hedging performance of green bond markets in China and the U.S.: Novel evidence from cryptocurrency uncertainty. (2023). Wang, Chengfang ; Chen, Xuesheng ; Zhong, Yufei ; Zhang, Yuchen. In: Energy Economics. RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006928. Full description at Econpapers || Download paper | |
2024 | Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387. Full description at Econpapers || Download paper | |
2024 | Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264. Full description at Econpapers || Download paper | |
2024 | Dynamic spillover connectedness among green finance and policy uncertainty: Evidence from QVAR network approach. (2024). Chen, Huangen ; Sharif, Arshian ; Mishra, Shekhar ; Wang, Jialu. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000380. Full description at Econpapers || Download paper | |
2024 | Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zhong, Juandan ; Zhang, Jixiang ; Zeng, Qing. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373. Full description at Econpapers || Download paper | |
2024 | Energy crisis, economic growth and public finance in Italy. (2024). Fontana, Giuseppe ; Realfonzo, Riccardo ; Canelli, Rosa ; Passarella, Marco Veronese. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001385. Full description at Econpapers || Download paper | |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper | |
2024 | The propagation effect of climate risks on global stock markets: Evidence from the time and space domains. (2024). Cao, Hong ; Yin, Libo. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001531. 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 ; Enilov, Martin ; Zhou, Xiaoran. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001762. 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 | How to select oil price prediction models — The effect of statistical and financial performance metrics and sentiment scores. (2024). Darcy, Anne ; Budin, Constantin ; Haas, Christian. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001749. Full description at Econpapers || Download paper | |
2024 | Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Alsagr, Naif ; Hussain, Syed Jawad ; Bouri, Elie ; Iqbal, Najaf. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263. Full description at Econpapers || Download paper | |
2024 | The impact of liquidity conditions on the time-varying link between U.S. municipal green bonds and major risky markets during the COVID-19 crisis: A machine learning approach. (2024). Mushtaq, Rizwan ; Kocaarslan, Baris. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004962. Full description at Econpapers || Download paper | |
2023 | Forecasting crude oil price returns: Can nonlinearity help?. (2023). Wang, Yudong ; Wen, Danyan ; He, Mengxi ; Zhang, Yaojie. In: Energy. RePEc:eee:energy:v:262:y:2023:i:pb:s0360544222024756. Full description at Econpapers || Download paper | |
2023 | Connectedness in implied higher-order moments of precious metals and energy markets. (2023). Zhang, Hongwei ; Xu, Yahua ; Lei, Xiaojie ; Bouri, Elie. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pb:s0360544222024744. Full description at Econpapers || Download paper | |
2023 | Institutional enforcement of environmental fiscal stance and energy stock markets performance: Evaluating for returns and risk among connected markets. (2023). Philips, Abiodun S. In: Energy. RePEc:eee:energy:v:263:y:2023:i:pe:s0360544222029437. Full description at Econpapers || Download paper | |
2024 | The volatility of global energy uncertainty: Renewable alternatives. (2024). Ongan, Serdar ; Kuziboev, Bekhzod ; Iik, Cem ; Rajabov, Alibek ; Mirkhoshimova, Mokhirakhon ; Saidmamatov, Olimjon. In: Energy. RePEc:eee:energy:v:297:y:2024:i:c:s0360544224010235. Full description at Econpapers || Download paper | |
2023 | COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Sureka, Riya ; Kumar, Satish ; Goodell, John W ; Boubaker, Sabri. In: International Review of Financial Analysis. RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082. Full description at Econpapers || Download paper | |
2023 | Extreme spillover effect of COVID-19 pandemic-related news and cryptocurrencies on green bond markets: A quantile connectedness analysis. (2023). Ghosh, Sudeshna ; Dogan, Buhari ; Mefteh-Wali, Salma ; Khalfaoui, Rabeh. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000121. Full description at Econpapers || Download paper | |
2023 | Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364. Full description at Econpapers || Download paper | |
2023 | Sovereign bonds and flight to safety: Implications of the COVID-19 crisis for sovereign debt markets in the G-7 and E-7 economies. (2023). Toan, Luu Duc ; Ghabri, Yosra ; Lan, Thi Ngoc ; Nasir, Muhammad Ali. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000649. Full description at Econpapers || Download paper | |
2023 | Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Bai, Lan ; Wei, YU ; Chen, Xiaodan ; Zhang, Jiahao. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758. Full description at Econpapers || Download paper | |
2023 | Leading indicators for the US housing market: New empirical evidence and thoughts about implications for risk managers and ESG investors. (2023). Wegener, Christoph ; Saft, Danilo ; Desmyter, Steven ; Basse, Tobias. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923002818. Full description at Econpapers || Download paper | |
2023 | Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003423. Full description at Econpapers || Download paper | |
2023 | A bibliometric review of portfolio diversification literature. (2023). Paltrinieri, Andrea ; Goodell, John W ; Migliavacca, Milena. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003526. Full description at Econpapers || Download paper | |
2023 | Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Zhou, Xuewei ; Ouyang, Zisheng. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923004088. Full description at Econpapers || Download paper | |
2024 | Measuring the extreme linkages and time-frequency co-movements among artificial intelligence and clean energy indices. (2024). Lu, Ran ; Zhou, Xiangjing ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s105752192400005x. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2022 | Uncertainty due to infectious diseases and forecastability of the realized variance of United States real estate investment trusts: A note In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Goodness-of-fit of the Heston, Variance-Gamma and Normal-Inverse Gaussian Models In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2017 | Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve In: Economics Bulletin. [Full Text][Citation analysis] | article | 2 |
2017 | Optimal Mix of the Extended Nelson Siegel Model for Turkish Sovereign Yield Curve.(2017) In: CBT Research Notes in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | The effect of environmental, social and governance risks In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 7 |
2021 | Time-varying impact of monetary policy shocks on US stock returns: The role of investor sentiment In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 14 |
2020 | Time-Varying Impact of Monetary Policy Shocks on U.S. Stock Returns: The Role of Investor Sentiment.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 14 | paper | |
2017 | The sensitivity of credit default swap premium to global risk factor: Evidence from emerging markets In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2021 | Do investor sentiments drive cryptocurrency prices? In: Economics Letters. [Full Text][Citation analysis] | article | 28 |
2022 | Hedging climate risks with green assets In: Economics Letters. [Full Text][Citation analysis] | article | 37 |
2022 | The effects of climate risks on economic activity in a panel of US states: The role of uncertainty In: Economics Letters. [Full Text][Citation analysis] | article | 20 |
2022 | The Effects of Climate Risks on Economic Activity in a Panel of US States: The Role of Uncertainty.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2022 | Persistence of state-level uncertainty of the United States: The role of climate risks In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2022 | Persistence of State-Level Uncertainty of the United States: The Role of Climate Risks.(2022) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Does climate change affect bank lending behavior? In: Economics Letters. [Full Text][Citation analysis] | article | 6 |
2023 | Forecasting national recessions of the United States with state-level climate risks: Evidence from model averaging in Markov-switching models In: Economics Letters. [Full Text][Citation analysis] | article | 3 |
2022 | Forecasting National Recessions of the United States with State-Level Climate Risks: Evidence from Model Averaging in Markov-Switching Models.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Do the carry trades respond to geopolitical risks? Evidence from BRICS countries In: Economic Systems. [Full Text][Citation analysis] | article | 0 |
2019 | Local currency bond risk premia: A panel evidence on emerging markets In: Emerging Markets Review. [Full Text][Citation analysis] | article | 6 |
2021 | Do oil-price shocks predict the realized variance of U.S. REITs? In: Energy Economics. [Full Text][Citation analysis] | article | 11 |
2022 | Connectedness of energy markets around the world during the COVID-19 pandemic In: Energy Economics. [Full Text][Citation analysis] | article | 25 |
2022 | How connected is the agricultural commodity market to the news-based investor sentiment? In: Energy Economics. [Full Text][Citation analysis] | article | 10 |
2022 | Forecasting the realized variance of oil-price returns using machine learning: Is there a role for U.S. state-level uncertainty? In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2022 | Forecasting the Realized Variance of Oil-Price Returns Using Machine-Learning: Is there a Role for U.S. State-Level Uncertainty?.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2024 | Climate change exposure and cost of equity In: Energy Economics. [Full Text][Citation analysis] | article | 0 |
2021 | Return connectedness across asset classes around the COVID-19 outbreak In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 210 |
2020 | Return Connectedness across Asset Classes around the COVID-19 Outbreak.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 210 | paper | |
2020 | Local currency bond risk premia of emerging markets: The role of local and global factors In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2019 | Local Currency Bond Risk Premia of Emerging Markets: The Role of Local and Global Factors.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2022 | Blockchain and crypto-exposed US companies and major cryptocurrencies: The role of jumps and co-jumps In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2020 | The role of an aligned investor sentiment index in predicting bond risk premia of the U.S In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 16 |
2023 | Climate risks and realized volatility of major commodity currency exchange rates In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 19 |
2022 | Climate Risks and Realized Volatility of Major Commodity Currency Exchange Rates.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2023 | Climate risks and state-level stock market realized volatility In: Journal of Financial Markets. [Full Text][Citation analysis] | article | 6 |
2022 | Climate Risks and State-Level Stock-Market Realized Volatility.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2023 | Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 16 |
2024 | Not all words are equal: Sentiment and jumps in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 0 |
2019 | Nowcasting and forecasting GDP in emerging markets using global financial and macroeconomic diffusion indexes In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 18 |
2024 | How local is the local inflation factor? Evidence from emerging European countries In: International Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2021 | How Local is the Local Inflation Factor? Evidence from Emerging European Countries.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2023 | Climate risks and predictability of the trading volume of gold: Evidence from an INGARCH model In: Resources Policy. [Full Text][Citation analysis] | article | 5 |
2022 | Climate Risks and Predictability of the Trading Volume of Gold: Evidence from an INGARCH Model.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2022 | Extreme directional spillovers between investor attention and green bond markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 23 |
2022 | Oil price shocks and yield curve dynamics in emerging markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 2 |
2020 | Oil Price Shocks and Yield Curve Dynamics in Emerging Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | Global uncertainties and portfolio flow dynamics of the BRICS countries In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
2021 | The dynamics of U.S. REITs returns to uncertainty shocks: A proxy SVAR approach In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 4 |
2020 | The Dynamics of U.S. REITs Returns to Uncertainty Shocks: A Proxy SVAR Approach.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2024 | Financial stress and realized volatility: The case of agricultural commodities In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Financial Stress and Realized Volatility: The Case of Agricultural Commodities.(2023) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
In: . [Full Text][Citation analysis] | article | 3 | |
2021 | The Impact of Oil Price Shocks on Turkish Sovereign Yield Curve.(2021) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2020 | Forecasting Mid-price Movement of Bitcoin Futures Using Machine Learning In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2021 | Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2023 | COIN SPECIFIC SENTIMENTS MATTER FOR THE NONFUNGIBLE TOKENS SPILLOVERS: HOW AND WHEN? In: Bulletin of Monetary Economics and Banking. [Full Text][Citation analysis] | article | 0 |
2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia In: Working Papers. [Citation analysis] | paper | 9 |
2019 | Variants of Consumption-Wealth Ratios and Predictability of U.S. Government Bond Risk Premia: Old is still Gold In: Working Papers. [Citation analysis] | paper | 2 |
2019 | The Role of Real Estate Uncertainty in Predicting US Home Sales Growth: Evidence from a Quantiles-Based Bayesian Model Averaging Approach In: Working Papers. [Citation analysis] | paper | 2 |
2020 | The role of real estate uncertainty in predicting US home sales growth: evidence from a quantiles-based Bayesian model averaging approach.(2020) In: Applied Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | Forecasting Local Currency Bond Risk Premia of Emerging Markets: The Role of Cross-Country Macro-Financial Linkages In: Working Papers. [Citation analysis] | paper | 0 |
2019 | Threshold Effects of Inequality on Economic Growth in the US States: The Role of Human Capital to Physical Capital Ratio In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Threshold effects of inequality on economic growth in the US states: the role of human capital to physical capital ratio.(2020) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2019 | The Role of an Aligned Investor Sentiment Index in Predicting Bond Risk Premia of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The Predictive Power of the Term Spread on Inequality in the United Kingdom: An Empirical Analysis In: Working Papers. [Citation analysis] | paper | 0 |
2022 | The predictive power of the term spread on inequality in the United Kingdom: An empirical analysis.(2022) In: International Journal of Finance & Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | Time-Varying Spillover of US Trade War on the Growth of Emerging Economies In: Working Papers. [Citation analysis] | paper | 1 |
2020 | The Role of Investor Sentiment in Forecasting Housing Returns in China: A Machine Learning Approach In: Working Papers. [Citation analysis] | paper | 2 |
2022 | The role of investor sentiment in forecasting housing returns in China: A machine learning approach.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Uncertainty due to Infectious Diseases and Forecastability of the Realized Variance of US REITs: A Note In: Working Papers. [Citation analysis] | paper | 0 |
2021 | Forecasting Realized Volatility of International REITs: The Role of Realized Skewness and Realized Kurtosis In: Working Papers. [Citation analysis] | paper | 10 |
2022 | Forecasting realized volatility of international REITs: The role of realized skewness and realized kurtosis.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 10 | article | |
2021 | Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries In: Working Papers. [Citation analysis] | paper | 8 |
2023 | Sentiment Regimes and Reaction of Stock Markets to Conventional and Unconventional Monetary Policies: Evidence from OECD Countries.(2023) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2021 | The Time-Varying Impact of Uncertainty Shocks on the Comovement of Regional Housing Prices of the United Kingdom In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Forecasting International REITs Volatility: The Role of Oil-Price Uncertainty In: Working Papers. [Citation analysis] | paper | 3 |
2023 | Forecasting international REITs volatility: the role of oil-price uncertainty.(2023) In: The European Journal of Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2021 | El Nino, La Nina, and Forecastability of the Realized Variance of Agricultural Commodity Prices: Evidence from a Machine Learning Approach In: Working Papers. [Citation analysis] | paper | 1 |
2023 | El Niño, La Niña, and forecastability of the realized variance of agricultural commodity prices: Evidence from a machine learning approach.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2022 | The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks In: Working Papers. [Citation analysis] | paper | 0 |
2022 | The Heterogeneous Impact of Temperature Growth on Real House Price Returns across the US States In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2022 | Business Applications and State-Level Stock Market Realized Volatility: A Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Climate Risks and Forecastability of the Weekly State-Level Economic Conditions of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers. [Citation analysis] | paper | 1 |
2023 | Monetary Policy Shocks and Multi-Scale Positive and Negative Bubbles in an Emerging Country: The Case of India In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Forecasting the Realized Volatility of Agricultural Commodity Prices: Does Sentiment Matter? In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Forecasting the realized volatility of agricultural commodity prices: Does sentiment matter?.(2024) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | Economic Conditions and Predictability of US Stock Returns Volatility: Local Factor versus National Factor in a GARCH-MIDAS Model In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Time-Varying Effects of Extreme Weather Shocks on Output Growth of the United States In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Oil Shocks and State-Level Stock Market Volatility of the United States: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Housing Market Variables and Predictability of State-Level Stock Market Volatility of the United States: Evidence from a GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Forecasting Volatility of Commodity, Currency, and Stock Markets: Evidence from Markov Switching Multifractal Models In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Forecasting Growth-at-Risk of the United States: Housing Price versus Housing Sentiment or Attention In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Predicting the Conditional Distribution of US Stock Market Systemic Stress: The Role of Climate Risks In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Forecasting Realized US Stock Market Volatility: Is there a Role for Economic Policy Uncertainty? In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Energy Market Uncertainties and US State-Level Stock Market Volatility: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 0 |
2024 | The Effects of Uncertainty on Economic Conditions across US States: The Role of Climate Risks In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Can Municipal Bonds Hedge US State-Level Climate Risks? In: Working Papers. [Citation analysis] | paper | 1 |
2024 | Climate Risks and Forecastability of US Inflation: Evidence from Dynamic Quantile Model Averaging In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2024 | Influence of Local and Global Economic Policy Uncertainty on the Volatility of US State-Level Equity Returns: Evidence from a GARCH-MIDAS Approach with Shrinkage and Cluster Analysis In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
2017 | Endogeneity of Money Supply: Evidence from Turkey In: International Journal of Finance & Banking Studies. [Full Text][Citation analysis] | article | 3 |
2016 | Endogeneity of Money Supply : Evidence From Turkey.(2016) In: CBT Research Notes in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
In: . [Full Text][Citation analysis] | article | 0 | |
2023 | The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more? In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2023 | The contagion effect of COVID-19-induced uncertainty on US tourism sector: Evidence from time-varying granger causality test In: Tourism Economics. [Full Text][Citation analysis] | article | 1 |
2019 | Nowcasting emerging market’s GDP: the importance of dimension reduction techniques In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2021 | The impact of real exchange rate on international trade: Evidence from panel structural VAR model In: The Journal of International Trade & Economic Development. [Full Text][Citation analysis] | article | 1 |
2020 | Credit decomposition and economic activity in Turkey: A wavelet-based approach In: Central Bank Review. [Full Text][Citation analysis] | article | 1 |
2020 | Credit Decomposition and Economic Activity in Turkey: A Wavelet-Based Approach.(2020) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2017 | The Sensitivity of CDS Premium to the Global Risk Factor : Evidence from Emerging Markets In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 3 |
2018 | The Interaction between Yield Curve and Macroeconomic Factors In: CBT Research Notes in Economics. [Full Text][Citation analysis] | paper | 0 |
2020 | Do Local and Global Factors Impact the Emerging Markets’s Sovereign Yield Curves? Evidence from a Data-Rich Environment In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2021 | Do local and global factors impact the emerging markets sovereign yield curves? Evidence from a data‐rich environment.(2021) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | article | |
2020 | Forecasting and nowcasting emerging market GDP growth rates: The role of latent global economic policy uncertainty and macroeconomic data surprise factors In: Journal of Forecasting. [Full Text][Citation analysis] | article | 13 |
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