18
H index
23
i10 index
1203
Citations
Technische Universität Bergakademie Freiberg | 18 H index 23 i10 index 1203 Citations RESEARCH PRODUCTION: 59 Articles 36 Papers 1 Chapters RESEARCH ACTIVITY: 14 years (2010 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/pcz10 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Robert Czudaj. | Is cited by: | Cites to: |
Year | Title of citing document | |
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2023 | What Drives Credit Spreads of Oil Companies? Evidence from the Upstream, Integrated and Downstream Industries. (2023). Ha, Quan Tran ; Yihong, Simon Cottrell. In: The Energy Journal. RePEc:aen:journl:ej44-5-delpachitra. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Explaining Exchange Rate Forecasts with Macroeconomic Fundamentals Using Interpretive Machine Learning. (2023). M. I. M. Wahab, ; Cevik, Mucahit ; Neghab, Davood Pirayesh. In: Papers. RePEc:arx:papers:2303.16149. Full description at Econpapers || Download paper | |
2023 | Econometric Model Using Arbitrage Pricing Theory and Quantile Regression to Estimate the Risk Factors Driving Crude Oil Returns. (2023). Chopra, Manav ; Kundu, Sukanya ; Mishra, Vivek ; Maitra, Sarit. In: Papers. RePEc:arx:papers:2309.13096. Full description at Econpapers || Download paper | |
2023 | Impact of Economic Uncertainty, Geopolitical Risk, Pandemic, Financial & Macroeconomic Factors on Crude Oil Returns -- An Empirical Investigation. (2023). Maitra, Sarit. In: Papers. RePEc:arx:papers:2310.01123. Full description at Econpapers || Download paper | |
2023 | The influence of fiscal policy uncertainty on corporate total factor productivity: Evidence from Chinese public companies. (2023). Du, Jianjun ; Luo, Lan ; Zhang, Rongwu. In: Contemporary Economic Policy. RePEc:bla:coecpo:v:41:y:2023:i:3:p:532-554. Full description at Econpapers || Download paper | |
2023 | Homemade international diversification under economic policy uncertainty. (2023). Zhou, YI ; Zhang, Chunqiu ; Fang, Junxiong ; Chen, Jing. In: Journal of Financial Research. RePEc:bla:jfnres:v:46:y:2023:i:1:p:31-62. Full description at Econpapers || Download paper | |
2023 | ECB monetary policy and commodity prices. (2023). Kočenda, Evžen ; Koenda, Even ; Aliyev, Shahriyar. In: Review of International Economics. RePEc:bla:reviec:v:31:y:2023:i:1:p:274-304. Full description at Econpapers || Download paper | |
2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: BEMPS - Bozen Economics & Management Paper Series. RePEc:bzn:wpaper:bemps100. Full description at Econpapers || Download paper | |
2023 | Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Kocenda, Even ; Koenda, Even. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10728. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10801. Full description at Econpapers || Download paper | |
2023 | The Relationship between Oil Prices and Exchange Rate: A Systematic Literature Review. (2023). Khan, Uzma ; Naushad, Mohammad ; Ahmed, Haseen ; Siddiqui, Taufeeque Ahmad. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-03-63. 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 | 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 | Economic policy uncertainty and default risk: Evidence from China. (2023). Xia, Xiaoxue ; Yang, Meng ; Lu, Chao. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:79:y:2023:i:c:p:821-836. Full description at Econpapers || Download paper | |
2023 | Global uncertainty shocks and exchange-rate expectations in Latin America. (2023). Romero, José ; Ojeda-Joya, Jair. In: Economic Modelling. RePEc:eee:ecmode:v:120:y:2023:i:c:s0264999322004229. Full description at Econpapers || Download paper | |
2023 | European exchange rate adjustments in response to COVID-19, containment measures and stabilization policies. (2023). Klose, Jens. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003061. Full description at Econpapers || Download paper | |
2023 | Are benchmark stock indices, precious metals or cryptocurrencies efficient hedges against crises?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Kyriazis, Nikolaos A. In: Economic Modelling. RePEc:eee:ecmode:v:128:y:2023:i:c:s0264999323003140. 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 | How does economic policy uncertainty drive time–frequency connectedness across commodity and financial markets?. (2023). Mao, Weifang ; Huang, Fei ; Zhu, Huiming ; Wu, Hao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002005. Full description at Econpapers || Download paper | |
2023 | The risk spillover between China’s economic policy uncertainty and commodity markets: Evidence from frequency spillover and quantile connectedness approaches. (2023). Mo, Bin ; Ao, Zhiming ; Jiang, Yonghong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000281. Full description at Econpapers || Download paper | |
2023 | Stablecoins as diversifiers, hedges and safe havens: A quantile coherency approach. (2023). Koodziejczyk, Hanna. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000359. Full description at Econpapers || Download paper | |
2023 | Firm behaviour under negative deposit rates. (2023). Abildgren, Kim ; Kuchler, Andreas. In: European Economic Review. RePEc:eee:eecrev:v:151:y:2023:i:c:s001429212200229x. Full description at Econpapers || Download paper | |
2023 | Global commodity and equity markets spillovers to Africa during the COVID-19 pandemic. (2023). Yuni, Denis ; del Lo, Gaye ; Ndubuisi, Gideon ; Urom, Christian. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014122000656. Full description at Econpapers || Download paper | |
2023 | Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Mandaci, Pinar Evrim ; Cagli, Efe Caglar. In: Emerging Markets Review. RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249. Full description at Econpapers || Download paper | |
2023 | Conditional out-of-sample predictability of aggregate equity returns and aggregate equity return volatility using economic variables. (2023). Nonejad, Nima. In: Journal of Empirical Finance. RePEc:eee:empfin:v:70:y:2023:i:c:p:91-122. Full description at Econpapers || Download paper | |
2023 | Oil price assumptions for macroeconomic policy. (2023). Filis, George ; Degiannakis, Stavros. In: Energy Economics. RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005540. 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 | Oil price shocks and exchange rate dynamics: Evidence from decomposed and partial connectedness measures for oil importing and exporting economies. (2023). Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray ; Gabauer, David ; Chatziantoniou, Ioannis. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001251. Full description at Econpapers || Download paper | |
2023 | The dynamic relationship between climate policy uncertainty and renewable energy in the US: Applying the novel Fourier augmented autoregressive distributed lags approach. (2023). Apergis, Nicholas ; Syed, Qasim Raza ; Goh, Soo Khoon. In: Energy. RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007776. Full description at Econpapers || Download paper | |
2023 | Are commodity futures a hedge against inflation? A Markov-switching approach. (2023). Zhou, Zhiping ; Zhang, Xuan ; Liu, Chunbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:86:y:2023:i:c:s105752192300008x. Full description at Econpapers || Download paper | |
2023 | Chinese agricultural futures volatility: New insights from potential domestic and global predictors. (2023). Huang, Dengshi ; Su, Yuandong ; Lu, Xinjie. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003022. Full description at Econpapers || Download paper | |
2023 | Gold and CoVid-19: Uncovering the safe haven hypothesis with dynamic MSR modeling. (2023). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Goutte, Stéphane ; Xidonas, Panos. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003745. 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 | Multiscale correlation analysis of Sino-US corn futures markets and the impact of international crude oil price: A new perspective from the multifractal method. (2023). Huang, Qian ; Yang, Jie ; Feng, Yun. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300065x. Full description at Econpapers || Download paper | |
2023 | Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Faruk ; Nhat, Tam Hoang. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005408. Full description at Econpapers || Download paper | |
2023 | Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Hsiang-Tai. In: Global Finance Journal. RePEc:eee:glofin:v:55:y:2023:i:c:s1044028323000030. Full description at Econpapers || Download paper | |
2023 | Digitalization, internationalization, and firm performance: A resource-orchestration perspective on new OLI advantages. (2023). Salo, Jari ; Ranta, Mikko ; Zamborsk, Peter ; Bhandari, Krishna Raj. In: International Business Review. RePEc:eee:iburev:v:32:y:2023:i:4:s0969593123000355. Full description at Econpapers || Download paper | |
2023 | Hedging effectiveness of cryptocurrencies in the European stock market. (2023). Muzzioli, Silvia ; Marchi, Gianluca ; Gambarelli, Luca. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:84:y:2023:i:c:s1042443123000252. Full description at Econpapers || Download paper | |
2023 | Does safe haven exist? Tail risks of commodity markets during COVID-19 pandemic. (2023). Stankov, Petar ; Mensi, Walid ; Enilov, Martin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000642. Full description at Econpapers || Download paper | |
2023 | Speculation or actual demand? The return spillover effect between stock and commodity markets. (2023). Gao, Tianshu ; Zhou, Baicheng ; Wang, Shu. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000654. Full description at Econpapers || Download paper | |
2023 | Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; de Gracia, Fernando Perez ; Cunado, Juncal. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:30:y:2023:i:c:s240585132300017x. Full description at Econpapers || Download paper | |
2023 | Gold risk premium estimation with machine learning methods. (2023). Cabrera, Gabriel ; Hansen, Erwin ; Diaz, Juan D. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851322000502. Full description at Econpapers || Download paper | |
2023 | Do oil, gold and metallic price volatilities prove gold as a safe haven during COVID-19 pandemic? Novel evidence from COVID-19 data. (2023). Wong, Wing-Keung ; Wisetsri, Worakamol ; Cui, Moyang ; Hassan, Marria ; Li, Zeyun ; Muda, Iskandar ; Mabrouk, Fatma. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005761. Full description at Econpapers || Download paper | |
2023 | Gold and tail risks. (2023). Salisu, Afees ; Adediran, Idris ; Tchankam, Jean Paul ; Omoke, Philip C. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005979. Full description at Econpapers || Download paper | |
2023 | Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht. (2023). Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Aikins, Emmanuel Joel ; Kyophilavong, Phouphet. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006031. Full description at Econpapers || Download paper | |
2023 | Precious metal as a safe haven for global ESG stocks: Portfolio implications for socially responsible investing. (2023). Ye, Jing ; Liu, Huiling ; Xue, Minggao ; Lei, Heng. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006134. Full description at Econpapers || Download paper | |
2023 | Spillovers and hedging between US equity sectors and gold, oil, islamic stocks and implied volatilities. (2023). Yoon, Seong-Min ; Hussain, Syed Jawad ; Ur, Mobeen ; Hernandez, Jose Arreola ; Kang, Sang Hoon. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420722007292. Full description at Econpapers || Download paper | |
2023 | Does happy Twitter forecast gold price?. (2023). Swamy, Vighneswara ; Lagesh, M A. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000077. Full description at Econpapers || Download paper | |
2023 | Supply and demand shocks in the global oil market: How much do they matter for exchange rates in OPEC members?. (2023). Baek, Jungho. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000144. Full description at Econpapers || Download paper | |
2023 | The essential role of Russian geopolitics: A fresh perception into the gold market. (2023). Peculea, Adelina Dumitrescu ; Pirtea, Marilen Gabriel ; Su, Chi-Wei ; Qin, Meng. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000181. Full description at Econpapers || Download paper | |
2023 | Downside and upside risk spillovers between precious metals and currency markets: Evidence from before and during the COVID-19 crisis. (2023). Andraz, Jorge Miguel ; Alomari, Mohammad ; Mensi, Walid ; Hanif, Waqas. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000582. Full description at Econpapers || Download paper | |
2023 | The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adedeji, Adedayo O ; Oliyide, Johnson A ; Adekoya, Oluwasegun B. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000727. Full description at Econpapers || Download paper | |
2023 | Asymmetric nexus between Bitcoin, gold resources and stock market returns: Novel findings from quantile estimates. (2023). Fareed, Zeeshan ; Farooq, Muhammad Umar ; Zhou, Jianhua ; Tiwari, Sunil ; Jia, Zhenzhen. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001137. Full description at Econpapers || Download paper | |
2023 | Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio. In: Resources Policy. RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216. Full description at Econpapers || Download paper | |
2023 | Hidden causality between oil prices and exchange rates. (2023). An, Feng ; Wu, Tao ; Wang, ZE ; Gao, Xiangyun. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002209. Full description at Econpapers || Download paper | |
2023 | Dynamic time-frequency connectedness and risk spillover between geopolitical risks and natural resources. (2023). Zhang, Weiqian ; Li, Songsong. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002659. Full description at Econpapers || Download paper | |
2023 | On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854. Full description at Econpapers || Download paper | |
2023 | Asymmetric volatility spillover among global oil, gold, and Chinese sectors in the presence of major emergencies. (2023). Deng, Mingjie ; Cheng, Sheng ; Cao, Yan ; Liang, Ruibin. In: Resources Policy. RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002908. Full description at Econpapers || Download paper | |
2023 | Diversification, hedge, and safe-haven properties of gold and bitcoin with portfolio implications during the Russia–Ukraine war. (2023). Ustaoglu, Erkan. In: Resources Policy. RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723005020. Full description at Econpapers || Download paper | |
2023 | Golds hedging and safe haven properties for European stock and bond markets. (2023). Laureano, Luis ; Curto, Jose Dias ; de Carvalho, Paulo Viegas ; Vieira, Duarte Saldanha. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005287. Full description at Econpapers || Download paper | |
2023 | How do rare earth prices respond to economic and geopolitical factors?. (2023). Shen, Yijuan ; Lobont, Oana-Ramona ; Zhang, Linling ; Meng, Qin ; Li, Zheng-Zheng. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005640. Full description at Econpapers || Download paper | |
2023 | Could trade protectionism reshape the nexus of energy-economy-environment? Insight from different income groups. (2023). Li, Rongrong ; Wang, Lili. In: Resources Policy. RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006487. Full description at Econpapers || Download paper | |
2023 | Risk-off shocks and spillovers in safe havens. (2023). Beirne, John ; Sugandi, Eric. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001737. Full description at Econpapers || Download paper | |
2023 | Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199. Full description at Econpapers || Download paper | |
2023 | Foreign exchange market efficiency during COVID-19 pandemic. (2023). El-Masry, Ahmed ; Azzam, Islam ; Yamani, Ehab. In: International Review of Economics & Finance. RePEc:eee:reveco:v:86:y:2023:i:c:p:717-730. Full description at Econpapers || Download paper | |
2023 | Does economic policy uncertainty drive the dynamic spillover among traditional currencies and cryptocurrencies? The role of the COVID-19 pandemic. (2023). Al-Shboul, Mohammad ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002100. Full description at Econpapers || Download paper | |
2023 | Asymmetric effect of financial stress on China’s precious metals market: Evidence from a quantile-on-quantile regression. (2023). Ren, Xiaohang ; Wang, Yilin ; Chen, Jinyu. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002173. Full description at Econpapers || Download paper | |
2023 | Investment in gold: A bibliometric review and agenda for future research. (2023). Hassan, M. Kabir ; Ashraf, Ali ; Dsouza, Arun ; Pattnaik, Debidutta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002409. Full description at Econpapers || Download paper | |
2023 | Forecasting gold volatility with geopolitical risk indices. (2023). Umar, Muhammad ; Liang, Chao ; Guo, Qiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002434. Full description at Econpapers || Download paper | |
2023 | Return–volume nexus in financial markets: A survey of research. (2023). Yamani, Ehab. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000363. Full description at Econpapers || Download paper | |
2023 | Artificial neural network (ANN)-based estimation of the influence of COVID-19 pandemic on dynamic and emerging financial markets. (2023). Sohu, Jan Muhammad ; Alhussam, Mohammed Ismail ; Ali, Shoaib ; Memon, Bilal Ahmed ; Hongxing, Yao ; Naveed, Hafiz Muhammad. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:190:y:2023:i:c:s0040162523001555. Full description at Econpapers || Download paper | |
2023 | A Review of Econometric Approaches for the Oil Price-Exchange Rate Nexus: Lessons for ASEAN-5 Countries. (2023). Fikru, Mahelet ; Kisswani, Khalid M. In: Energies. RePEc:gam:jeners:v:16:y:2023:i:9:p:3839-:d:1136754. Full description at Econpapers || Download paper | |
2023 | Markov-Regime Switches in Oil Markets: The Fear Factor Dynamics. (2023). Okawa, Hiroyuki. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:2:p:67-:d:1045068. Full description at Econpapers || Download paper | |
2023 | Are Bitcoin and Gold a Safe Haven during COVID-19 and the 2022 Russia–Ukraine War?. (2023). Loukil, Sahar ; Jeribi, Ahmed ; Kayral, Ihsan Erdem. In: JRFM. RePEc:gam:jjrfmx:v:16:y:2023:i:4:p:222-:d:1114375. Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | . Full description at Econpapers || Download paper | |
2023 | Differential Tail Dependence between Crude Oil and Forex Markets in Oil-Importing and Oil-Exporting Countries during Recent Crisis Periods. (2023). Hamori, Shigeyuki ; Shang, Jin. In: Sustainability. RePEc:gam:jsusta:v:15:y:2023:i:19:p:14445-:d:1252857. Full description at Econpapers || Download paper | |
2023 | Gold in a portfolio: Why, when, and where?. (2023). Williams, Benjamin ; Mai, Thi Ngoc ; Gomes, Mathieu. In: Post-Print. RePEc:hal:journl:hal-03925429. Full description at Econpapers || Download paper | |
2023 | Energy consumption, financial development, CO2 emissions, and economic growth in 23 developing economies. (2023). Tinoco-Zermeo, Miguel A. In: Remef - Revista Mexicana de Economía y Finanzas Nueva Época REMEF (The Mexican Journal of Economics and Finance). RePEc:imx:journl:v:18:y:2023:i:1:a:2. Full description at Econpapers || Download paper | |
2023 | Beyond Borders: Assessing the Influence of Geopolitical Tensions on Sovereign Risk Dynamics. (2023). monteiro, sofia ; Afonso, Antonio ; Alves, Jose. In: Working Papers REM. RePEc:ise:remwps:wp03002023. Full description at Econpapers || Download paper | |
2023 | Time-varying causality between oil price and exchange rate in five ASEAN economies. (2023). Lim, So Young ; Awan, Ashar ; Kyophilavong, Phouphet ; Kocoglu, Mustafa. In: Economic Change and Restructuring. RePEc:kap:ecopln:v:56:y:2023:i:2:d:10.1007_s10644-022-09457-6. Full description at Econpapers || Download paper | |
2023 | Wzrost znaczenia z?ota w rezerwach dewizowych banków centralnych gospodarek wschodz?cych. (2023). Skopiec, Dominik ; Kowalewski, Pawe. In: Bank i Kredyt. RePEc:nbp:nbpbik:v:54:y:2023:i:3:p:259-284. Full description at Econpapers || Download paper | |
2023 | Asymmetric impact of the COVID-19 pandemic on foreign exchange markets: Evidence from an extreme quantile approach. (2023). Vinh, Vo Xuan ; Hung, Ngo Thai. In: Economics and Business Letters. RePEc:ove:journl:aid:18298. Full description at Econpapers || Download paper | |
2023 | Asymmetric Effects of Commodity Prices on Stock Returns of BRICS Countries. (2023). Singla, Ravi ; Kaur, Parminder. In: Journal for Economic Forecasting. RePEc:rjr:romjef:v::y:2023:i:1:p:145-164. Full description at Econpapers || Download paper | |
2023 | Systemic Risk Transmission from the United States to Asian Economies During the COVID-19 Period. (2023). Kumar, Dilip ; Narayan, Shivani. In: Journal of Emerging Market Finance. RePEc:sae:emffin:v:22:y:2023:i:1:p:57-84. Full description at Econpapers || Download paper | |
2023 | Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Gherghina, Stefan Cristian ; Armeanu, Daniel Stefan. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470. Full description at Econpapers || Download paper | |
2023 | How do gold and oil react to the COVID-19 pandemic: A review. (2023). Ho, LY ; Bai, Min. In: Energy & Environment. RePEc:sae:engenv:v:34:y:2023:i:7:p:2876-2902. Full description at Econpapers || Download paper | |
2023 | How do energy price hikes affect exchange rates during the war in Ukraine?. (2023). Lee, Chien-Chiang ; Sokhanvar, Amin. In: Empirical Economics. RePEc:spr:empeco:v:64:y:2023:i:5:d:10.1007_s00181-022-02320-7. Full description at Econpapers || Download paper | |
2023 | Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Maitra, Debasish ; Mensi, Walid. In: Financial Innovation. RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z. Full description at Econpapers || Download paper | |
2023 | Modelling asymmetric structure in the finance-poverty nexus: empirical insights from an emerging market economy. (2023). Olaniyi, Clement ; Odhiambo, Nicholas ; Dada, James ; Vo, Xuan Vinh. In: Quality & Quantity: International Journal of Methodology. RePEc:spr:qualqt:v:57:y:2023:i:1:d:10.1007_s11135-022-01363-3. Full description at Econpapers || Download paper | |
2023 | Asymmetric price adjustment and price discovery in spot and futures markets of agricultural commodities. (2023). Liu, Liyu ; Kang, Hanwen ; Yan, BO ; Chen, Zhuo. In: Review of Economic Design. RePEc:spr:reecde:v:27:y:2023:i:1:d:10.1007_s10058-021-00276-1. Full description at Econpapers || Download paper | |
2023 | Global money supply and energy and non-energy commodity prices: A MS-TV-VAR approach. (2023). Vespignani, Joaquin ; Vocalelli, Giorgio ; Ravazzolo, Francesco ; Grassi, Stefano. In: Working Papers. RePEc:tas:wpaper:47658. Full description at Econpapers || Download paper | |
2023 | Hedging against risks associated with travel and tourism stocks during COVID?19 pandemic: The role of gold. (2023). Salisu, Afees ; Sikiru, Abdulsalam Abidemi. In: International Journal of Finance & Economics. RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1872-1882. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
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2019 | How Do Oil Shocks Impact Energy Consumption? A Disaggregated Analysis for the U.S. In: The Energy Journal. [Full Text][Citation analysis] | article | 3 |
2010 | Is Euro Area Money Demand (Still) Stable? Cointegrated VAR Versus Single Equation Techniques In: Applied Economics Quarterly (formerly: Konjunkturpolitik). [Full Text][Citation analysis] | article | 29 |
2010 | Is Euro Area Money Demand (Still) Stable?: Cointegrated VAR versus Single Equation Techniques.(2010) In: Discussion Papers of DIW Berlin. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2010 | Is Euro Area Money Demand (Still) Stable? – Cointegrated VAR versus Single Equation Techniques.(2010) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 29 | paper | |
2018 | MONETARY POLICY SHOCKS, EXPECTATIONS, AND INFORMATION RIGIDITIES In: Economic Inquiry. [Full Text][Citation analysis] | article | 5 |
2018 | Monetary policy shocks, expectations and information rigidities.(2018) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2018 | Monetary policy shocks, expectations and information rigidities.(2018) In: VfS Annual Conference 2018 (Freiburg, Breisgau): Digital Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2015 | Productivity Shocks and Real Effective Exchange Rates In: Review of Development Economics. [Full Text][Citation analysis] | article | 3 |
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2016 | Effective exchange rates, current accounts and global imbalances.(2016) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2014 | Effective exchange rates, current accounts and global imbalances.(2014) In: VfS Annual Conference 2014 (Hamburg): Evidence-based Economic Policy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2019 | An empirical assessment of recent challenges in todays financial markets In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 0 |
2014 | The Importance of Global Shocks for National Policymakers – Rising Challenges for Sustainable Monetary Policies In: The World Economy. [Full Text][Citation analysis] | article | 18 |
2018 | The macroeconomic role of currency reserve accumulation in emerging markets—The Asian experience In: The World Economy. [Full Text][Citation analysis] | article | 0 |
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2020 | The role of uncertainty on agricultural futures markets momentum trading and volatility.(2020) In: Studies in Nonlinear Dynamics & Econometrics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2020 | THE RELATIVE VALUATION OF GOLD In: Macroeconomic Dynamics. [Full Text][Citation analysis] | article | 3 |
2017 | The Relative Valuation of Gold.(2017) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2016 | The relative valuation of gold.(2016) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2023 | Dimensions and Determinants of Inflation Anchoring In: Vierteljahrshefte zur Wirtschaftsforschung / Quarterly Journal of Economic Research. [Full Text][Citation analysis] | article | 0 |
2012 | Spot and futures commodity markets and the unbiasedness hypothesis - evidence from a novel panel unit root test In: Economics Bulletin. [Full Text][Citation analysis] | article | 0 |
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2020 | Renewable Energy Consumption-Economic Growth Nexus in G7 Countries: New Evidence from a Nonlinear ARDL Approach.(2020) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2014 | Volatility transmission in agricultural futures markets In: Economic Modelling. [Full Text][Citation analysis] | article | 55 |
2014 | Regime-dependent adjustment in energy spot and futures markets In: Economic Modelling. [Full Text][Citation analysis] | article | 17 |
2015 | Does gold act as a hedge or a safe haven for stocks? A smooth transition approach In: Economic Modelling. [Full Text][Citation analysis] | article | 225 |
2014 | Does Gold Act as a Hedge or a Safe Haven for Stocks? A Smooth Transition Approach.(2014) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 225 | paper | |
2013 | Gold as an inflation hedge in a time-varying coefficient framework In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 107 |
2012 | Gold as an Infl ation Hedge in a Time-Varying Coefficient Framework.(2012) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 107 | paper | |
2015 | Causality and volatility patterns between gold prices and exchange rates In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 27 |
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2019 | Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach In: Econometrics and Statistics. [Full Text][Citation analysis] | article | 8 |
2019 | Dynamics between trading volume, volatility and open interest in agricultural futures markets: A Bayesian time-varying coefficient approach.(2019) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2011 | P-star in times of crisis - Forecasting inflation for the euro area In: Economic Systems. [Full Text][Citation analysis] | article | 8 |
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2021 | Heterogeneity of Beliefs and Information Rigidity in the Crude Oil Market: Evidence from Survey Data.(2021) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters? In: Energy Economics. [Full Text][Citation analysis] | article | 76 |
2013 | Is there a Homogeneous Causality Pattern between Oil Prices and Currencies of Oil Importers and Exporters?.(2013) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 76 | paper | |
2019 | Crude oil futures trading and uncertainty In: Energy Economics. [Full Text][Citation analysis] | article | 12 |
2019 | Crude oil futures trading and uncertainty.(2019) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 12 | paper | |
2020 | Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S. In: Energy Economics. [Full Text][Citation analysis] | article | 9 |
2020 | The relationship between oil prices and exchange rates: Revisiting theory and evidence In: Energy Economics. [Full Text][Citation analysis] | article | 59 |
2016 | A melting pot — Gold price forecasts under model and parameter uncertainty In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 16 |
2018 | Is equity market volatility driven by migration fear? In: Finance Research Letters. [Full Text][Citation analysis] | article | 2 |
2020 | The prevalence of price overreactions in the cryptocurrency market In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 9 |
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2017 | Capital flows and GDP in emerging economies and the role of global spillovers In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 8 |
2017 | Capital Flows and GDP in Emerging Economies and the Role of Global Spillovers.(2017) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2020 | Is the negative interest rate policy effective? In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 2 |
2019 | Is the negative interest rate policy effective?.(2019) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Exchange rate expectation, abnormal returns, and the COVID-19 pandemic In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 4 |
2023 | Perceived monetary policy uncertainty In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Perceived monetary policy uncertainty.(2022) In: MPRA Paper. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2017 | The impact of uncertainty on professional exchange rate forecasts In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 20 |
2016 | The impact of uncertainty on professional exchange rate forecasts.(2016) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 20 | paper | |
2017 | Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 19 |
2017 | Exchange rate expectations since the financial crisis: Performance evaluation and the role of monetary policy and safe haven.(2017) In: VfS Annual Conference 2017 (Vienna): Alternative Structures for Money and Banking. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 19 | paper | |
2020 | Revisiting the valuable roles of commodities for international stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 45 |
2021 | Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact In: Resources Policy. [Full Text][Citation analysis] | article | 25 |
2020 | Commodity futures and a wavelet-based risk assessment In: Physica A: Statistical Mechanics and its Applications. [Full Text][Citation analysis] | article | 3 |
2017 | Exchange rate expectations and economic policy uncertainty In: European Journal of Political Economy. [Full Text][Citation analysis] | article | 72 |
2021 | Features of overreactions in the cryptocurrency market In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2013 | Oil prices and effective dollar exchange rates In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 80 |
2016 | Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification In: Post-Print. [Citation analysis] | paper | 16 |
2019 | Tail dependence between gold and sectorial stocks in China: perspectives for portfolio diversification.(2019) In: Empirical Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2017 | Tail dependence between gold and sectorial stocks in China: Perspectives for portfolio diversication.(2017) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | paper | |
2015 | Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification In: Post-Print. [Citation analysis] | paper | 0 |
2015 | Tail dependence between gold and sectorial stocks in China – Insights for portfolio diversification.(2015) In: Post-Print. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2012 | Modelling euro area money demand and forecasting inflation in a time-varying environment In: International Journal of Monetary Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2013 | Oil and gold price dynamics in a multivariate cointegration framework In: International Economics and Economic Policy. [Full Text][Citation analysis] | article | 33 |
2020 | Net Foreign Asset Positions, Capital Flows and GDP Spillovers In: Open Economies Review. [Full Text][Citation analysis] | article | 0 |
2013 | The U.S. Current Account and Real Effective Dollar Exchange Rates In: Credit and Capital Markets. [Citation analysis] | article | 0 |
2021 | Monetary Policy and Foreign Denominated Debt by Non-Bank Borrowers In: Credit and Capital Markets. [Full Text][Citation analysis] | article | 0 |
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2021 | Fiscal policy uncertainty and its effects on the real economy: German evidence In: Oxford Economic Papers. [Full Text][Citation analysis] | article | 3 |
2020 | Fiscal Policy Uncertainty and its Effects on the Real Economy: German Evidence.(2020) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
2022 | The role of expectations for currency crisis dynamics - the case of the Turkish lira In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | The role of expectations for currency crisis dynamics—The case of the Turkish lira.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | article | |
2023 | The role of expectations for currency crisis dynamics - The case of the Turkish lira.(2023) In: Open Access Publications from Kiel Institute for the World Economy. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2023 | Anchoring of Inflation Expectations and the Role of Monetary Policy and Cost-Push Factors In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2023 | Expectation Formation and the Phillips Curve Revisited In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2024 | Uncertainty Shocks and Inflation: The Role of Credibility and Expectation Anchoring In: MPRA Paper. [Full Text][Citation analysis] | paper | 0 |
2015 | Nonstationary-volatility robust panel unit root tests and the great moderation In: AStA Advances in Statistical Analysis. [Full Text][Citation analysis] | article | 2 |
2013 | Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: Ruhr Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2013 | Nonstationary-Volatility Robust Panel Unit Root Tests and the Great Moderation.(2013) In: VfS Annual Conference 2013 (Duesseldorf): Competition Policy and Regulation in a Global Economic Order. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | What Do We Know About the Oil Price–Exchange Rate Link?—The Role of Time-Variation and Supply/Demand Dynamics In: Springer Books. [Citation analysis] | chapter | 0 |
2015 | International parity relationships between Germany and the USA revisited: evidence from the post-DM period In: Applied Economics. [Full Text][Citation analysis] | article | 4 |
2013 | The forward pricing function of industrial metal futures -- evidence from cointegration and smooth transition regression analysis In: International Review of Applied Economics. [Full Text][Citation analysis] | article | 5 |
2016 | Oil price and FX-rates dependency In: Quantitative Finance. [Full Text][Citation analysis] | article | 25 |
2019 | Gold price dynamics and the role of uncertainty In: Quantitative Finance. [Full Text][Citation analysis] | article | 60 |
2017 | Gold Price Dynamics and the Role of Uncertainty.(2017) In: Chemnitz Economic Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 60 | paper | |
2022 | Fundamental determinants of exchange rate expectations In: Chemnitz Economic Papers. [Full Text][Citation analysis] | paper | 1 |
2020 | Fundamental determinants of exchange rate expectations.(2020) In: VfS Annual Conference 2020 (Virtual Conference): Gender Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2023 | Long?short speculator sentiment in agricultural commodity markets In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 0 |
2020 | Professional forecasters expectations, consistency, and international spillovers In: Journal of Forecasting. [Full Text][Citation analysis] | article | 2 |
2014 | Gold Price Forecasts in a Dynamic Model Averaging Framework – Have the Determinants Changed Over Time? In: Ruhr Economic Papers. [Full Text][Citation analysis] | paper | 9 |
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