11
H index
12
i10 index
459
Citations
University of Waikato | 11 H index 12 i10 index 459 Citations RESEARCH PRODUCTION: 37 Articles 9 Papers RESEARCH ACTIVITY: 8 years (2016 - 2024). See details. MORE DETAILS IN: ABOUT THIS REPORT: Permalink: http://citec.repec.org/phu666 |
Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with YANG HU. | Is cited by: | Cites to: |
Journals with more than one article published | # docs |
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Finance Research Letters | 7 |
Research in International Business and Finance | 6 |
International Review of Financial Analysis | 5 |
Energy Economics | 3 |
Applied Economics | 2 |
Journal of International Financial Markets, Institutions and Money | 2 |
Economics Letters | 2 |
Year | Title of citing document | |
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2023 | Extraction of deterministic components for high frequency stochastic process -- an application from CSI 300 index. (2022). Sengupta, Indranil ; Zhou, Yan ; Sun, Baiqing ; Hui, Xianfei. In: Papers. RePEc:arx:papers:2204.02891. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies Are Becoming Part of the World Global Financial Market. (2023). Zd, Stanislaw Dro ; Kwapie, Jaroslaw ; Wkatorek, Marcin. In: Papers. RePEc:arx:papers:2303.00495. Full description at Econpapers || Download paper | |
2023 | Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef ; Amirzadeh, Rasoul. In: Papers. RePEc:arx:papers:2303.16148. Full description at Econpapers || Download paper | |
2024 | Risk contagion in financial markets: A systematic review using bibliometric methods. (2024). Zhou, Yunyan ; Zhai, Lili ; Su, Fei ; Wang, Feifan ; Zhuang, Zixi. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:163-199. Full description at Econpapers || Download paper | |
2023 | Is the cryptocurrency market a hedge against stock market risk? A Wavelet and GARCH approach. (2023). Sahu, Tarak N ; Jana, Susovon. In: Economic Notes. RePEc:bla:ecnote:v:52:y:2023:i:3:n:e12227. Full description at Econpapers || Download paper | |
2023 | Understanding the transmission of crash risk between cryptocurrency and equity markets. (2023). Corbet, Shaen ; Liu, Zhifeng ; Toan, Luu Duc ; Goodell, John W ; Dai, Pengfei. In: The Financial Review. RePEc:bla:finrev:v:58:y:2023:i:3:p:539-573. Full description at Econpapers || Download paper | |
2023 | Diagnosing housing fever with an econometric thermometer. (2023). Phillips, Peter ; Shi, Shuping. In: Journal of Economic Surveys. RePEc:bla:jecsur:v:37:y:2023:i:1:p:159-186. Full description at Econpapers || Download paper | |
2023 | Herd behavior and contagion effects of the COVID-19. (2023). Ferreira, Roberto T. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01078. Full description at Econpapers || Download paper | |
2023 | Examining the Volatility of Conventional Cryptocurrencies and Sustainable Cryptocurrency during Covid-19: Based on Energy Consumption. (2023). Babu, Manivannan ; Anandhabalaji, V ; Michael, Justin Nelson ; Brintha, R ; Indhumathi, G ; Sathya, J ; Gayathri, J. In: International Journal of Energy Economics and Policy. RePEc:eco:journ2:2023-06-36. Full description at Econpapers || Download paper | |
2023 | Are the European Union stock markets vulnerable to the Russia–Ukraine war?. (2023). Pandey, Dharen ; Kumar, Gaurav ; Kumari, Vineeta. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:37:y:2023:i:c:s2214635023000072. 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 | |
2023 | Renewable energy consumption and the rising effect of climate policy uncertainty: Fresh policy analysis from China. (2023). Kalra, Akash ; Nasnodkar, Siddhesh Prabhu ; Elsherazy, Tarek Abbas ; Bagadeem, Salim ; Huo, Dongxia. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:80:y:2023:i:c:p:1459-1474. 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 | |
2023 | The impact of COVID-19 on the tourism and hospitality Industry: Evidence from international stock markets. (2023). Yang, Feng ; Liao, Stephen Shaoyi ; Cheng, Xian ; Liu, Yan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822002108. Full description at Econpapers || Download paper | |
2023 | Systemic risk of Chinese financial institutions and asset price bubbles. (2023). Tian, Yiming ; Lee, Chien-Chiang ; Wei, Chunyan ; Zhang, Xiaoming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940823000037. Full description at Econpapers || Download paper | |
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 | |
2024 | Who has mastered exchange rate ups and downs: China or the United States?. (2024). Lin, YE ; Liu, Tie-Ying. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000068. Full description at Econpapers || Download paper | |
2024 | Crypto havens during war times? Evidence from the Russian invasion of Ukraine. (2024). Horvath, Matu ; Linnertova, Dagmar Vagnerova ; Hampl, Filip. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000172. Full description at Econpapers || Download paper | |
2023 | Analysis of the performance of Islamic gold-backed cryptocurrencies during the bear market of 2020. (2023). Hj, Aina Nazurah ; Muhd, Ayu Nadhirah ; Wasiuzzaman, Shaista. In: Emerging Markets Review. RePEc:eee:ememar:v:54:y:2023:i:c:s1566014122000371. Full description at Econpapers || Download paper | |
2023 | A threshold effect of COVID-19 risk on oil price returns. (2023). Wang, YU ; Suo, Chenyi ; Li, Delong ; Sun, Yiguo. In: Energy Economics. RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001160. Full description at Econpapers || Download paper | |
2024 | Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; Gul, Raazia ; Naeem, Muhammad Abubakr ; Lucey, Brian M ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801. Full description at Econpapers || Download paper | |
2024 | Evaluating the dynamic connectedness of financial assets and bank indices during black-swan events: A Quantile-VAR approach. (2024). Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000379. Full description at Econpapers || Download paper | |
2024 | Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160. Full description at Econpapers || Download paper | |
2023 | Evaluating current effects of upcoming EU Carbon Border Adjustment Mechanism: Evidence from Chinas futures market. (2023). Lin, Boqiang ; Zhao, Hengsong. In: Energy Policy. RePEc:eee:enepol:v:177:y:2023:i:c:s0301421523001581. 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 | Heterogeneously informed trading and the stock market efficiency during the COVID-19 pandemic. (2023). Zhao, Yang ; Zhang, Xuan ; Xue, Mingqi. In: International Review of Financial Analysis. RePEc:eee:finana:v:87:y:2023:i:c:s1057521923001242. Full description at Econpapers || Download paper | |
2023 | Does personal experience with COVID-19 impact investment decisions? Evidence from a survey of US retail investors. (2023). Bell, Adrian ; Sangiorgi, Ivan ; Niculaescu, Corina E. In: International Review of Financial Analysis. RePEc:eee:finana:v:88:y:2023:i:c:s1057521923002193. Full description at Econpapers || Download paper | |
2023 | Price discovery in carbon exchange traded fund markets. (2023). Suresh, Sheena Sara ; Naysary, Babak ; Shrestha, Keshab. In: International Review of Financial Analysis. RePEc:eee:finana:v:89:y:2023:i:c:s1057521923003307. Full description at Econpapers || Download paper | |
2023 | COVID lockdown, Robinhood traders, and liquidity in stock and option markets. (2023). Clancey-Shang, Danjue. In: International Review of Financial Analysis. RePEc:eee:finana:v:90:y:2023:i:c:s1057521923003538. Full description at Econpapers || Download paper | |
2024 | Economic sentiment and the cryptocurrency market in the post-COVID-19 era. (2024). Guesmi, Khaled ; Urom, Christian ; ben Osman, Myriam ; Benkraiem, Ramzi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004787. Full description at Econpapers || Download paper | |
2024 | Time-varying causality impact of economic policy uncertainty on stock market returns: Global evidence from developed and emerging countries. (2024). Zhang, Feipeng ; Hong, Yun. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005070. Full description at Econpapers || Download paper | |
2024 | Heterogeneous impacts of climate change news on Chinas financial markets. (2024). Ji, Qiang ; Zhang, Yunhan ; Ma, Dandan ; Zhai, Pengxiang ; Zhao, Wan-Li. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005239. Full description at Econpapers || Download paper | |
2024 | The resilience of Shariah-compliant investments: Probing the static and dynamic connectedness between gold-backed cryptocurrencies and GCC equity markets. (2024). Hanif, Hasan ; Naveed, Muhammad ; Ali, Shoaib ; Gubareva, Mariya. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005616. Full description at Econpapers || Download paper | |
2024 | Cryptocurrency price forecasting – A comparative analysis of ensemble learning and deep learning methods. (2024). Yuan, Kunpeng ; Hajek, Petr ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005719. Full description at Econpapers || Download paper | |
2024 | Connectedness between healthcare cryptocurrencies and major asset classes: Implications for hedging and investments strategies. (2024). Chishti, Muhammad Zubair ; Teplova, Tamara ; Gubareva, Mariya ; Patel, Ritesh. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001133. Full description at Econpapers || Download paper | |
2024 | Bitcoin price volatility transmission between spot and futures markets. (2024). Apostolakis, George N. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001832. Full description at Econpapers || Download paper | |
2024 | Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Zhang, Yifeng ; Zhou, Chunyan ; Chen, Xiaodan ; Wang, Zhuo ; Wei, YU. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984. Full description at Econpapers || Download paper | |
2024 | Uncertainty and cryptocurrency returns: A lesson from turbulent times. (2024). Hemmings, Danial ; Gorka, Joanna ; Bdowska-Sojka, Barbara ; Zaremba, Adam. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s105752192400262x. Full description at Econpapers || Download paper | |
2023 | COVID?19 and oil price risk exposure. (2021). Zhong, Angel ; Chiah, Mardy ; Boubaker, Sabri ; Akhtaruzzaman, MD. In: Finance Research Letters. RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320316962. Full description at Econpapers || Download paper | |
2023 | Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W. In: Finance Research Letters. RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086. Full description at Econpapers || Download paper | |
2023 | Can the global financial cycle explain the episodes of exuberance in international housing markets?. (2023). Liu, Qingya ; Wang, Xichen. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005438. Full description at Econpapers || Download paper | |
2023 | COVID-19 and risk spillovers of Chinas major financial markets: Evidence from time-varying variance decomposition and wavelet coherence analysis. (2023). Li, Jingyu ; Zheng, Xiaolong ; Liu, Ranran ; Cheng, LU ; Xie, Qiwei. In: Finance Research Letters. RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322007218. Full description at Econpapers || Download paper | |
2023 | Understanding the FTX exchange collapse: A dynamic connectedness approach. (2023). Corbet, Shaen ; Goodell, John W ; Conlon, Thomas ; Akyildirim, Erdinc. In: Finance Research Letters. RePEc:eee:finlet:v:53:y:2023:i:c:s154461232300017x. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency hacking incidents and the price dynamics of Bitcoin spot and futures. (2023). Yang, Jimmy J ; Chang, Yung Ting ; Chen, Yu-Lun. In: Finance Research Letters. RePEc:eee:finlet:v:55:y:2023:i:pb:s1544612323003276. Full description at Econpapers || Download paper | |
2023 | Dependences and dynamic spillovers across the crude oil and stock markets throughout the COVID-19 pandemic and Russia-Ukraine conflict: Evidence from the ASEAN+6. (2023). Sinlapates, Parichat ; Chancharat, Surachai. In: Finance Research Letters. RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323006219. Full description at Econpapers || Download paper | |
2023 | On the corporate governance effect of social security funds. (2023). Huang, Zhenhui ; Jin, Guangzhu. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323004075. Full description at Econpapers || Download paper | |
2023 | Connectedness between cryptocurrencies using high-frequency data: A novel insight from the Silicon Valley Banks collapse. (2023). Youssef, Manel ; Moussa, Faten ; Ali, Shoaib. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007249. Full description at Econpapers || Download paper | |
2023 | Predicting gold volatility: Exploring the impact of extreme risk in the international commodity market. (2023). Zhong, Juandan ; Tang, Yusui. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323008632. Full description at Econpapers || Download paper | |
2023 | Categorical uncertainty in policy and bitcoin volatility. (2023). Wu, Xiangfang ; Huang, Qing ; Wang, Qingyu ; Sun, Panxu ; Tan, Jin. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pc:s154461232301036x. Full description at Econpapers || Download paper | |
2023 | Pandemic public health interventions and corporate communications: Evidence from China. (2023). Huang, Mengqi ; Yuan, Hong. In: Finance Research Letters. RePEc:eee:finlet:v:58:y:2023:i:pd:s1544612323009790. Full description at Econpapers || Download paper | |
2024 | Reduced executive shareholdings and corporate green innovation. (2024). Luo, Yanjun ; Han, Gefei. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002356. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 related policy interventions on international systemic risk. (2023). Vioto, Davide ; Duygun, Meryem ; Bevilacqua, Mattia. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001270. Full description at Econpapers || Download paper | |
2024 | International stock market volatility: A global tail risk sight. (2024). Zhu, BO ; Zhong, Juandan ; Zeng, Qing ; Lu, Xinjie. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725. Full description at Econpapers || Download paper | |
2024 | Not all words are equal: Sentiment and jumps in the cryptocurrency market. (2024). Cepni, Oguzhan ; Caporin, Massimiliano ; Aysan, Ahmet Faruk. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001889. Full description at Econpapers || Download paper | |
2024 | Contagion effects of permissionless, worthless cryptocurrency tokens: Evidence from the collapse of FTX. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000064. Full description at Econpapers || Download paper | |
2024 | Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Oxley, Les ; Hou, Yang ; Goodell, John W. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency uncertainty and volatility forecasting of precious metal futures markets. (2023). Vigne, Samuel A ; Lucey, Brian M ; Wang, Yizhi ; Wei, YU. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:29:y:2023:i:c:s2405851322000629. Full description at Econpapers || Download paper | |
2024 | Unveiling interconnectedness: Exploring higher-order moments among energy, precious metals, industrial metals, and agricultural commodities in the context of geopolitical risks and systemic stress. (2024). Maghyereh, Aktham ; Cui, Jinxin. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851323000703. Full description at Econpapers || Download paper | |
2024 | Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047. Full description at Econpapers || Download paper | |
2023 | Dynamic asymmetric connectedness in technological sectors. (2023). el Khoury, Rim ; Alqaralleh, Huthaifa ; Alshater, Muneer M. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:27:y:2023:i:c:s1703494922000470. Full description at Econpapers || Download paper | |
2023 | Effects of the first wave of COVID-19 pandemic on implied stock market volatility: International evidence using a google trend measure. (2023). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000294. Full description at Econpapers || Download paper | |
2023 | The role of foreign trade and technology innovation on economic recovery in China: The mediating role of natural resources development. (2023). Du, Fang ; Hasan, Mohammad Maruf. In: Resources Policy. RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722005645. 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 | COVID-19 vaccinations and risk spillovers: Evidence from Asia-Pacific stock markets. (2023). Zhang, Weiping ; Yi, Shangkun ; Shi, Yongdong ; Li, Yanshuang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23000707. Full description at Econpapers || Download paper | |
2023 | The impact of COVID-19 on the crash risk of registered new shares in China. (2023). Lin, Jingjing ; Duan, Jiangjiao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:79:y:2023:i:c:s0927538x23001038. Full description at Econpapers || Download paper | |
2023 | Return spillover across Chinas financial markets. (2023). Yang, Jimmy J ; Qin, Rong-Ling ; Mo, Wan-Shin ; Chen, Yu-Lun. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233. Full description at Econpapers || Download paper | |
2024 | Insights into the dynamics of market efficiency spillover of financial assets in different equity markets. (2024). Choi, Sun-Yong ; Lee, Min-Jae. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:641:y:2024:i:c:s0378437124002280. Full description at Econpapers || Download paper | |
2023 | Price bubbles in commodity market – A single time series and panel data analysis. (2023). Potrykus, Marcin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:87:y:2023:i:c:p:110-117. Full description at Econpapers || Download paper | |
2023 | The differential influence of social media sentiment on cryptocurrency returns and volatility during COVID-19. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:89:y:2023:i:c:p:307-317. Full description at Econpapers || Download paper | |
2024 | Do geopolitical risk, economic policy uncertainty, and oil implied volatility drive assets across quantiles and time-horizons?. (2024). Gemici, Eray ; Gok, Remzi ; Bouri, Elie ; Kara, Erkan. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:93:y:2024:i:c:p:137-154. Full description at Econpapers || Download paper | |
2024 | The dynamics of bonds, commodities and bitcoin based on NARDL approach. (2024). Bilgin, Mehmet Huseyin ; Rashid, Mamunur ; Hassan, Kabir M ; Bouteska, Ahmed. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:94:y:2024:i:c:p:58-70. Full description at Econpapers || Download paper | |
2023 | Quantile time-frequency connectedness between cryptocurrency volatility and renewable energy volatility during the COVID-19 pandemic and Ukraine-Russia conflicts. (2023). Ha, Thanh. In: Renewable Energy. RePEc:eee:renene:v:202:y:2023:i:c:p:613-625. Full description at Econpapers || Download paper | |
2024 | Green cryptocurrencies and portfolio diversification in the era of greener paths. (2024). Sensoy, Ahmet ; Khurram, Muhammad Usman ; Ali, Fahad ; Vo, Xuan Vinh. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:191:y:2024:i:c:s1364032123009954. Full description at Econpapers || Download paper | |
2023 | Cryptocurrency spectrum and 2020 pandemic: Contagion analysis. (2023). Lin, Boqiang ; Okorie, David Iheke. In: International Review of Economics & Finance. RePEc:eee:reveco:v:84:y:2023:i:c:p:29-38. Full description at Econpapers || Download paper | |
2023 | Cryptocurrencies versus environmentally sustainable assets: Does a perfect hedge exist?. (2023). Benlagha, Noureddine ; Khan, Ashraf ; Farid, Saqib ; Anwer, Zaheer. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:418-431. Full description at Econpapers || Download paper | |
2023 | Identifying diversifiers, hedges, and safe havens among Asia Pacific equity markets during COVID-19: New results for ongoing portfolio allocation. (2023). Sensoy, Ahmet ; Goodell, John W ; Ali, Fahad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:85:y:2023:i:c:p:744-792. Full description at Econpapers || Download paper | |
2023 | Spillovers between green and dirty cryptocurrencies and socially responsible investments around the war in Ukraine. (2023). Iqbal, Najaf ; Bouri, Elie ; Kumar, Sanjeev ; Patel, Ritesh. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:143-162. Full description at Econpapers || Download paper | |
2023 | Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Bonsu, Christiana Osei ; Aikins, Emmanuel Joel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243. Full description at Econpapers || Download paper | |
2024 | Bitcoin halving and the integration of cryptocurrency and forex markets: An analysis of the higher-order moment spillovers. (2024). Perote, Javier ; Mora-Valencia, Andrés ; Jimenez, Ines. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:302-315. Full description at Econpapers || Download paper | |
2023 | Long memory in the high frequency cryptocurrency markets using fractal connectivity analysis: The impact of COVID-19. (2023). Bhandari, Avishek ; Yousaf, Imran ; Mokni, Khaled ; Assaf, Ata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002070. 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 | Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Corbet, Shaen ; Papadamou, Stephanos ; Kyriazis, Nikolaos. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185. Full description at Econpapers || Download paper | |
2023 | Effect of twitter investor engagement on cryptocurrencies during the COVID-19 pandemic. (2023). Dong, Yizhe ; Abedin, Mohammad Zoynul ; Hajek, Petr ; Bouteska, Ahmed. In: Research in International Business and Finance. RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002367. Full description at Econpapers || Download paper | |
2023 | Quantile dependencies and connectedness between the gold and cryptocurrency markets: Effects of the COVID-19 crisis. (2023). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mahmood, Syed Riaz ; el Khoury, Rim ; Mensi, Walid. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000557. Full description at Econpapers || Download paper | |
2023 | A comparative analysis of cryptocurrency returns and economic policy uncertainty pre- and post-Covid-19. (2023). Fanghua, Tong ; Ullah, Irfan ; Shahzad, Fakhar ; Umar, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000910. Full description at Econpapers || Download paper | |
2024 | Cryptocurrencies against stock market risk: New insights into hedging effectiveness. (2024). Echaust, Krzysztof ; Just, Magorzata. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s027553192300260x. Full description at Econpapers || Download paper | |
2024 | When giants fall: Tracing the ripple effects of Silicon Valley Bank (SVB) collapse on global financial markets. (2024). OMRI, Anis ; Gubareva, Mariya ; Ali, Shoaib ; Naveed, Muhammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002866. Full description at Econpapers || Download paper | |
2024 | Investing in cryptocurrency before and during the COVID-19 crisis: Hedge, diversifier or safe haven?. (2024). Jahmane, Abderrahmane ; Bennajma, Amel ; Riahi, Rabeb ; Hammami, Helmi. In: Research in International Business and Finance. RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002283. Full description at Econpapers || Download paper | |
2024 | Basel liquidity regulation and credit risk market perception: Evidence from large European banks. (2024). Veller, Andrea ; Cavezzali, Elisa ; Rigoni, Ugo ; Simion, Giorgia. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000205. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2022 | Did COVID-19 tourism sector supports alleviate investor fear? In: Annals of Tourism Research. [Full Text][Citation analysis] | article | 5 |
2024 | Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants In: Journal of Behavioral and Experimental Finance. [Full Text][Citation analysis] | article | 1 |
2017 | Are there bubbles in exchange rates? Some new evidence from G10 and emerging market economies In: Economic Modelling. [Full Text][Citation analysis] | article | 23 |
2024 | Green bonds and traditional and emerging investments: Understanding connectedness during crises In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2018 | Do 18th century ‘bubbles’ survive the scrutiny of 21st century time series econometrics? In: Economics Letters. [Full Text][Citation analysis] | article | 11 |
2017 | Do 18th Century Bubbles Survive the Scrutiny of 21st Century Time Series Econometrics?.(2017) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2020 | Any port in a storm: Cryptocurrency safe-havens during the COVID-19 pandemic In: Economics Letters. [Full Text][Citation analysis] | article | 100 |
2021 | An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event In: Energy Economics. [Full Text][Citation analysis] | article | 13 |
2022 | The growth of oil futures in China: Evidence of market maturity through global crises In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2023 | Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event In: Energy Economics. [Full Text][Citation analysis] | article | 7 |
2020 | The influence of the COVID-19 pandemic on asset-price discovery: Testing the case of Chinese informational asymmetry In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 30 |
2020 | What role do futures markets play in Bitcoin pricing? Causality, cointegration and price discovery from a time-varying perspective? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 19 |
2022 | The effects of negative reputational contagion on international airlines: The case of the Boeing 737-MAX disasters In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 2 |
2024 | Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2024 | Seeking a shock haven: Hedging extreme upward oil price changes In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 0 |
2021 | Aye Corona! The contagion effects of being named Corona during the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 104 |
2020 | Aye Corona! The Contagion Effects of Being Named Corona During the COVID-19 Pandemic.(2020) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 104 | paper | |
2022 | Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic In: Finance Research Letters. [Full Text][Citation analysis] | article | 20 |
2023 | Volatility connectedness between global COVOL and major international volatility indices In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
2023 | Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2023 | Role of precious metals in global risk dynamics: Exploring their impact from a connectedness approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Connectedness and co-movement between dirty energy, clean energy and global COVOL In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Fintech and corporate risk-taking: Evidence from China In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2024 | Isolating defensive corporate ESG effects: Evidence from purely domestic anti-COVID-19 measures In: Journal of Financial Stability. [Full Text][Citation analysis] | article | 2 |
2021 | Does blockchain patent-development influence Bitcoin risk? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 8 |
2022 | Have crisis-induced banking supports influenced European bank performance, resilience and price discovery? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 5 |
2018 | Bubble contagion: Evidence from Japan’s asset price bubble of the 1980-90s In: Journal of the Japanese and International Economies. [Full Text][Citation analysis] | article | 6 |
2017 | Bubble Contagion: Evidence from Japans Asset Price Bubble of the 1980-90s.(2017) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 6 | paper | |
2021 | Volatility spillovers during market supply shocks: The case of negative oil prices In: Resources Policy. [Full Text][Citation analysis] | article | 11 |
2021 | Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 47 |
2022 | The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 11 |
2024 | Fintech, bank diversification and liquidity: Evidence from China In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2024 | The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Bitcoin forks: What drives the branches? In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2024 | Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Do financial innovations influence bank performance? Evidence from China In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | We Reddit in a Forum: The Influence of Message Boards on Firm Stability In: Review of Corporate Finance. [Full Text][Citation analysis] | article | 5 |
2018 | Bubbles in US regional house prices: evidence from house price–income ratios at the State level In: Applied Economics. [Full Text][Citation analysis] | article | 15 |
2016 | Bubbles in US Regional House Prices: Evidence from House Price/Income Ratios at the State Level.(2016) In: Working Papers in Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2022 | Financial contagion among COVID-19 concept-related stocks in China In: Applied Economics. [Full Text][Citation analysis] | article | 3 |
2016 | Are there Bubbles in Exchange Rates? Some New Evidence from G10 and Emerging Markets Countries In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 0 |
2016 | Exuberance, Bubbles or Froth? Some Historical Results using Long Run House Price Data for Amsterdam, Norway and Paris In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2017 | Exuberance in Historical Stock Prices during the Mississippi and South Seas Bubble Episodes In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 2 |
2017 | Exuberance in British Share Prices during the Railway Mania of the 1840s: Evidence from the Phillips, Shi and Yu Test In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
2019 | Spot and Futures Prices of Bitcoin: Causality, Cointegration and Price Discovery from a Time-Varying Perspective In: Working Papers in Economics. [Full Text][Citation analysis] | paper | 1 |
CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 3 2024. Contact: CitEc Team