6
H index
4
i10 index
187
Citations
| 6 H index 4 i10 index 187 Citations RESEARCH PRODUCTION: 30 Articles 15 Papers 1 Chapters RESEARCH ACTIVITY:
MORE DETAILS IN: ABOUT THIS REPORT:
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Works with: Authors registered in RePEc who have co-authored more than one work in the last five years with Onur Polat. | Is cited by: | Cites to: |
| Journals with more than one article published | # docs |
|---|---|
| Finance Research Letters | 5 |
| Central Bank Review | 2 |
| Computational Economics | 2 |
| Sustainability | 2 |
| Working Papers Series with more than one paper published | # docs |
|---|---|
| Working Papers / University of Pretoria, Department of Economics | 15 |
| Year | Title of citing document | |
|---|---|---|
| 2024 | Spatial Price Transmission and Dynamic Volatility Spillovers in the Global Grain Markets. (2024). Du, Yuxuan ; Xue, Huidan. In: 2024 Annual Meeting, July 28-30, New Orleans, LA. RePEc:ags:aaea22:343639. Full description at Econpapers || Download paper | |
| 2025 | How Election Shocks Move Markets: Evidence from Sectoral Stock Prices. (2025). Amburgey, Aaron J. In: Papers. RePEc:arx:papers:2504.02731. Full description at Econpapers || Download paper | |
| 2025 | Moment connectedness and driving factors in the energy-food nexus: A time-frequency perspective. (2025). Nguyen, Duc Khuong ; Dai, Yun-Shi ; Goutte, St'Ephane ; Zhou, Wei-Xing. In: Papers. RePEc:arx:papers:2510.24174. Full description at Econpapers || Download paper | |
| 2025 | Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz. In: Applied Energy. RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819. Full description at Econpapers || Download paper | |
| 2025 | Assessing linkages between supply chain tokens and other assets: Evidence from a time-frequency quantile connectedness approach. (2025). Msolli, Badreddine ; Mbarek, Marouene. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000103. Full description at Econpapers || Download paper | |
| 2024 | The connectedness and structural changes among green and conventional energy markets with CO2 emissions in the United States. (2024). Si, Kamel ; Cifuentes-Faura, Javier ; Alofaysan, Hind. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:83:y:2024:i:c:p:80-94. Full description at Econpapers || Download paper | |
| 2024 | Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584. Full description at Econpapers || Download paper | |
| 2025 | Unveiling the crypto-green nexus: A risk management and investment strategy approach through the lens of NFTs, DeFis, green cryptocurrencies, and green investments. (2025). Kumar, Sanjeev ; Patel, Ritesh ; Agnihotri, Shalini. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002146. Full description at Econpapers || Download paper | |
| 2025 | The impact of Russia’s Geopolitical Risk on stock markets’ high-moment risk. (2025). Azimli, Asil ; Kalmaz, Demet Beton. In: Economic Systems. RePEc:eee:ecosys:v:49:y:2025:i:1:s0939362524000645. Full description at Econpapers || Download paper | |
| 2025 | Are Latin American stock markets connected? Exploring spillovers and the impact of risk factors. (2025). Demir, Ender ; Assaf, Ata ; Al-Shboul, Mohammad ; Mokni, Khaled. In: Emerging Markets Review. RePEc:eee:ememar:v:65:y:2025:i:c:s1566014125000020. Full description at Econpapers || Download paper | |
| 2024 | How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206. Full description at Econpapers || Download paper | |
| 2024 | Exploring the risk dynamics of US green energy stocks: A green time-varying beta approach. (2024). Chakrabarti, Gagari ; Sen, Chitrakalpa. In: Energy Economics. RePEc:eee:eneeco:v:139:y:2024:i:c:s0140988324006595. Full description at Econpapers || Download paper | |
| 2025 | Tail risk connectedness in the Australian National Electricity Markets: The impact of rare events. (2025). Nepal, Rabindra ; Jamasb, Tooraj ; Pham, Son Duy ; Do, Hung Xuan. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008326. Full description at Econpapers || Download paper | |
| 2025 | Does the crude oil return matter for the new energy vehicle-related industry markets? — A comparison of complete vehicles, energy systems, and raw materials. (2025). He, Jian ; Su, Xianfang. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s014098832500163x. Full description at Econpapers || Download paper | |
| 2024 | Unraveling the dynamic nexus: Green cryptocurrencies and their role in sustainable market evolution. (2024). Qiu, Lin-Shu ; Peng, Pin ; Liang, Feifei ; Fu, Yaping ; Chen, Yanan. In: Energy. RePEc:eee:energy:v:313:y:2024:i:c:s0360544224034388. Full description at Econpapers || Download paper | |
| 2025 | Time-frequency spillover and early warning of climate risk in international energy markets and carbon markets: From the perspective of complex network and machine learning. (2025). Shi, Changfeng ; Xu, Changxin ; Chen, Zixu ; Zhu, Wenjun ; Zhi, Jiaqi ; Yu, Yue. In: Energy. RePEc:eee:energy:v:318:y:2025:i:c:s0360544225004992. Full description at Econpapers || Download paper | |
| 2025 | Time-frequency spillovers between carbon, fossil fuels, and clean energy markets: New insights from the TVP-VAR framework. (2025). Jiang, Yuanying ; Yi, Qing. In: Energy. RePEc:eee:energy:v:323:y:2025:i:c:s0360544225013799. Full description at Econpapers || Download paper | |
| 2025 | Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255. Full description at Econpapers || Download paper | |
| 2025 | Heterogeneous information transmission between climate policy uncertainty and Chinese new energy markets: A quantile-on-quantile transfer entropy method. (2025). Liu, Xueyong ; Feng, Zhuoqi ; Yao, Yinhong. In: International Review of Financial Analysis. RePEc:eee:finana:v:103:y:2025:i:c:s1057521925002625. Full description at Econpapers || Download paper | |
| 2025 | What does energy price uncertainty reveal about the global energy crisis?. (2025). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pb:s1057521924007701. Full description at Econpapers || Download paper | |
| 2025 | Oil price uncertainty, exchange rate volatility, and African stock markets: A nonparametric quantile-on-quantile analysis. (2025). Chen, Yufeng ; Msofe, Zulkifr Abdallah ; Wang, Chuwen. In: International Review of Financial Analysis. RePEc:eee:finana:v:105:y:2025:i:c:s1057521925004727. Full description at Econpapers || Download paper | |
| 2024 | Connectedness across meme assets and sectoral markets: Determinants and portfolio management. (2024). Elsayed, Ahmed ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Kausar. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001091. Full description at Econpapers || Download paper | |
| 2024 | How does tail risk spill over between Chinese and the US stock markets? An empirical study based on multilayer network. (2024). Feng, Yusen ; Mo, Tingcheng ; Li, Kelong ; Xie, Chi ; Ouyang, Yingbo. In: International Review of Financial Analysis. RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004472. Full description at Econpapers || Download paper | |
| 2024 | Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794. Full description at Econpapers || Download paper | |
| 2024 | Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952. Full description at Econpapers || Download paper | |
| 2024 | Spatial correlation of local government implicit debt tail risks in China and its spillover effects on the banking system. (2024). Zhang, Zhongyi ; Hao, Jing ; Xu, Jiaxiang ; Wen, Bohui. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005416. Full description at Econpapers || Download paper | |
| 2024 | Market responses to spillovers in the energy commodity markets: Evaluating short-term vs. long-term effects and business-as-usual vs. distressed phases. (2024). Chiappari, Mattia ; Flori, Andrea ; Scotti, Francesco. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924005970. Full description at Econpapers || Download paper | |
| 2024 | Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde. In: International Review of Financial Analysis. RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677. Full description at Econpapers || Download paper | |
| 2024 | Measuring dynamic spillovers between crude oil and grain commodity markets: A comparative analysis of demand and supply shocks. (2024). Chen, Zhenling ; Cherif, Houda Hadj ; Ni, Guohua. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324007785. Full description at Econpapers || Download paper | |
| 2024 | Influence and predictive power of sentiment: Evidence from the lithium market. (2024). Ko, Hyungjin ; Lee, Jaewook ; Son, Bumho ; Jeong, Woojin ; Park, Seongwan. In: Finance Research Letters. RePEc:eee:finlet:v:68:y:2024:i:c:s1544612324009012. Full description at Econpapers || Download paper | |
| 2024 | Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016. Full description at Econpapers || Download paper | |
| 2025 | The dynamic relationship among economic and monetary policy, geopolitical risk, sentiment, and risk aversion: A TVP-VAR approach. (2025). Hadad, Elroi ; Choi, Sun-Yong. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015617. Full description at Econpapers || Download paper | |
| 2025 | Connectedness between traditional finance, cryptocurrencies and DeFi in the post COVID period. (2025). Sala, Carlo ; Parrondo, Luz. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001618. Full description at Econpapers || Download paper | |
| 2025 | Energy, metals, cereals and G7 indices: Russia–Ukraine conflict and risk spillovers. (2025). Leone, Maria ; Manelli, Alberto ; Pace, Roberta. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008165. Full description at Econpapers || Download paper | |
| 2024 | Tail risk intersection between tech-tokens and tech-stocks. (2024). Tiwari, Aviral ; Sarker, Provash ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000619. Full description at Econpapers || Download paper | |
| 2025 | The determinants of funding liquidity risk in decentralized lending. (2025). Pham, Thi Thu Tra ; Tra, Thi Thu ; Thanh, Binh Nguyen ; Nguyen, Minh Hong. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028324001273. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrencies and alternative bonds: Novel evidence on co-movement and risk sharing. (2025). Alkhazali, Osamah ; Kirimhan, Destan ; Rabbani, Mustafa Raza ; Billah, Syed Mabruk ; Shaik, Muneer. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000766. Full description at Econpapers || Download paper | |
| 2025 | Sailing through uncertainty: Shippings role in financial shock transmission and hedging strategies. (2025). Syriopoulos, Theodore ; Kenourgios, Dimitris ; Koutsokostas, Drosos ; Papathanasiou, Spyros. In: Global Finance Journal. RePEc:eee:glofin:v:67:y:2025:i:c:s1044028325000869. Full description at Econpapers || Download paper | |
| 2025 | “Dollarization vs. bitcoinization in Türkiye: Which is more dangerous for the financial market?”. (2025). Mansour-Ichrakieh, Layal ; Jabbour, George M. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:100:y:2025:i:c:s104244312500006x. Full description at Econpapers || Download paper | |
| 2025 | Does extreme climate exacerbate the risk spillover in green finance markets? evidence from a multi-horizon investment perspective. (2025). Xie, Qichang ; Gong, Ruize ; Xu, Xin ; Yin, Lei. In: Journal of International Money and Finance. RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002493. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric multi-scale systemic risk spillovers across international commodity futures markets: The role of infectious disease uncertainty. (2024). Li, Jiayi ; Liu, Sihan ; Zhang, Chuanhai ; Yang, Xian ; Zhu, Yanli. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s240585132400062x. Full description at Econpapers || Download paper | |
| 2025 | Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471. Full description at Econpapers || Download paper | |
| 2025 | Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?. (2025). Hamori, Shigeyuki ; Shang, Jin. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000601. Full description at Econpapers || Download paper | |
| 2024 | Exploring ripple effect of oil price, fintech, and financial stress on clean energy stocks: A global perspective. (2024). Dong, Xueqin ; Huang, Lilong. In: Resources Policy. RePEc:eee:jrpoli:v:89:y:2024:i:c:s030142072301293x. Full description at Econpapers || Download paper | |
| 2024 | Asymmetric impacts of coal prices, fintech, and financial stress on clean energy stocks. (2024). Liu, Yongtuan ; Wang, Kewei. In: Resources Policy. RePEc:eee:jrpoli:v:92:y:2024:i:c:s0301420724003210. Full description at Econpapers || Download paper | |
| 2024 | Global, local, or glocal? Unravelling the interplay of geopolitical risks and financial stress. (2024). Sohag, Kazi ; Islam, Md. Monirul ; Gurdgiev, Constantin ; Zeqiraj, Veton ; Ahmed, Faroque. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:75:y:2024:i:c:s1042444x24000367. Full description at Econpapers || Download paper | |
| 2024 | Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392. Full description at Econpapers || Download paper | |
| 2025 | Can fourth industrial revolution assets provide diversification benefits for traditional sectoral stocks? Evidence from China. (2025). Zhao, Yachao ; Su, Xianfang. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x24004141. Full description at Econpapers || Download paper | |
| 2025 | Re-examining the nexus between Chinese carbon markets with energy and non-energy commodity markets in a novel risk spillover network approach. (2025). Bouteska, A ; Sanchez, Benito A ; Hassan, Kabir M ; Rahman, Mashuk. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:92:y:2025:i:c:s0927538x2500157x. 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 | |
| 2024 | Interconnections and contagion among cryptocurrencies, DeFi, NFT and traditional financial assets: Some new evidence from tail risk driven network. (2024). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Chu, Jeffrey. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:647:y:2024:i:c:s0378437124004011. Full description at Econpapers || Download paper | |
| 2024 | Geopolitical shocks and commodity market dynamics: New evidence from the Russia-Ukraine conflict. (2024). Stenvall, David ; Lindahl, Robert ; Aizenman, Joshua ; Uddin, Gazi Salah. In: European Journal of Political Economy. RePEc:eee:poleco:v:85:y:2024:i:c:s0176268024000764. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical spillover: The Russia–Ukraine invasion and its effects on money market funds. (2025). Keshav, Vaibhav ; Vaidya, Meghana. In: European Journal of Political Economy. RePEc:eee:poleco:v:89:y:2025:i:c:s0176268025000941. Full description at Econpapers || Download paper | |
| 2025 | Spillovers between cryptocurrency, DeFi, carbon, and energy markets: A frequency quantile-on-quantile perspective. (2025). Gk, Remzi. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976924001601. Full description at Econpapers || Download paper | |
| 2025 | Dynamics of asymmetric connectedness among magnificent seven technology giants: Insights from QVAR analysis. (2025). Umar, Zaghum ; Hadad, Elroi ; Phiri, Andrew ; Teplova, Tamara. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976925000183. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric connectedness among the G7 REITs market: How important are oil returns, climate policy uncertainty, and geopolitical risks?. (2025). Ohikhuare, Obaika M. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:2:s1090944325000201. Full description at Econpapers || Download paper | |
| 2025 | Rare disasters and multilayer spillovers between volatility and skewness in international stock markets over a century of data: The role of geopolitical risk. (2025). Plakandaras, Vasilios ; GUPTA, RANGAN ; Bouri, Elie ; Foglia, Matteo. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s1059056025003466. Full description at Econpapers || Download paper | |
| 2025 | Asymmetric connectedness among regional green economies, carbon markets, and oil shocks. (2025). Teplova, Tamara ; Hanif, Waqas ; el Khoury, Rim ; Gubareva, Mariya. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025005799. Full description at Econpapers || Download paper | |
| 2025 | Quantile time-frequency spillovers among climate policy uncertainty, energy markets, and stock markets. (2025). He, Zhifang ; Abedin, Mohammad Zoynul ; Miftah, Badir ; Qian, Wanchuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s105905602500591x. Full description at Econpapers || Download paper | |
| 2025 | Cryptocurrency dynamics during global crises: Insights from Bitcoin’s interplay with traditional markets. (2025). Kallandranis, Christos ; Anastasiou, Dimitrios ; Karagiorgis, Ariston ; Ballis, Antonis. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006756. Full description at Econpapers || Download paper | |
| 2025 | How major geopolitical events affect tail risk contagion in global crude oil markets —evidence from the Russia-Ukraine conflict. (2025). Xiong, Xiong ; Jia, Kai-Wen ; Gong, Xiao-Li. In: International Review of Economics & Finance. RePEc:eee:reveco:v:103:y:2025:i:c:s1059056025006860. Full description at Econpapers || Download paper | |
| 2024 | Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428. Full description at Econpapers || Download paper | |
| 2024 | Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623. Full description at Econpapers || Download paper | |
| 2024 | Extreme dynamic connectedness and hedging strategy across commodity, bond, currency, and stock markets: Evidence from Asian Pacific, Canada, Mexico, and US countries. (2024). Kang, Sang Hoon ; el Khoury, Rim ; Al-Kharusi, Sami ; Mensi, Walid. In: International Review of Economics & Finance. RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005252. Full description at Econpapers || Download paper | |
| 2025 | Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152. Full description at Econpapers || Download paper | |
| 2024 | FinTech and fan tokens: Understanding the risks spillover of digital asset investment. (2024). Foglia, Matteo ; Pacelli, Vincenzo ; Maci, Giampiero. In: Research in International Business and Finance. RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003161. Full description at Econpapers || Download paper | |
| 2024 | Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515. Full description at Econpapers || Download paper | |
| 2024 | Reputational contagion from the Silicon Valley Bank debacle. (2024). Ali, Shoaib ; Vo, Xuan Vinh ; Naveed, Muhammad ; Gubareva, Mariya. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000680. Full description at Econpapers || Download paper | |
| 2024 | Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223. Full description at Econpapers || Download paper | |
| 2024 | Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis. (2024). Hanif, Waqas ; Shah, Waheed Ullah ; Younis, Ijaz ; Gupta, Himani ; Du, Anna Min. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001983. Full description at Econpapers || Download paper | |
| 2024 | Financial technology and ESG market: A wavelet-DCC GARCH approach. (2024). Shrestha, Keshab ; Naysary, Babak. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002599. Full description at Econpapers || Download paper | |
| 2024 | Impact of firm characteristics and country-level governance on global energy stocks during crises. (2024). Pandey, Dharen ; Nor, Safwan Mohd ; Ali, Azwadi ; Rusere, Warren ; Al-Ahdal, Waleed M. In: Research in International Business and Finance. RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002939. Full description at Econpapers || Download paper | |
| 2025 | Green bond market stability and Russia Ukraine conflict: The role of green inclusive finance. (2025). Wang, Anqi ; Cui, Tianxiang ; Ding, Shusheng. In: Research in International Business and Finance. RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924005270. Full description at Econpapers || Download paper | |
| 2025 | How do selected asset classes react to sudden shocks? Evidence from Israel-Hamas conflict using Event Study approach. (2025). Shroff, Sumita ; Agrawal, Nidhi ; Paliwal, Udai Lal ; Yadav, Miklesh Prasad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005051. Full description at Econpapers || Download paper | |
| 2025 | Marketing tokens and marketing stocks: Tail risk connections with portfolio implications. (2025). Lee, Chi-Chuan ; Abakah, Emmanuel ; Rehman, Mohd Ziaur ; Aikins, Emmanuel Joel ; Odoom, Raphael ; Abdullah, Mohammad. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000406. Full description at Econpapers || Download paper | |
| 2025 | Can cryptocurrencies improve portfolio diversification? Evidence from the prospect risk perspective. (2025). Wang, Zhan ; Gu, Jiahao ; Gao, Xiang. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000844. Full description at Econpapers || Download paper | |
| 2025 | Geopolitical risks and oil market fear: Country-specific spillover effects. (2025). Zheng, Yan ; Zhang, Jingyu ; Xiao, Jihong. In: Research in International Business and Finance. RePEc:eee:riibaf:v:77:y:2025:i:pb:s0275531925002417. Full description at Econpapers || Download paper | |
| 2024 | Quantile connectedness among digital assets, traditional assets, and renewable energy prices during extreme economic crisis. (2024). Ullah, Mirzat ; Nazir, Sidra ; Frempong, Josephine ; Aysan, Ahmet Faruk ; Kayani, Umar. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524004335. Full description at Econpapers || Download paper | |
| 2024 | Marketization of Energy Resources in China: An Environmental CGE Analysis. (2024). Gao, YA ; Yang, LI. In: Sustainability. RePEc:gam:jsusta:v:16:y:2024:i:4:p:1463-:d:1336162. Full description at Econpapers || Download paper | |
| 2024 | Precious metals and currency markets during the Russia-Ukraine conflict’s inflationary periods. (2024). Guesmi, K ; Raza, S A ; Anwar, R ; Benkraiem, R. In: Post-Print. RePEc:hal:journl:hal-04720743. Full description at Econpapers || Download paper | |
| 2024 | Stock Returns, Crude Oil and Gold Prices in Turkey: Evidence from Rolling Window-Based Nonparametric Quantile Causality Test. (2024). USMAN, OJONUGWA ; PATA, Uğur ; Olasehinde-Williams, Godwin ; Ozkan, Oktay. In: Asia-Pacific Financial Markets. RePEc:kap:apfinm:v:31:y:2024:i:3:d:10.1007_s10690-023-09430-x. Full description at Econpapers || Download paper | |
| 2025 | Pricing of Vulnerable Timer Options. (2025). Choi, Sun-Yong ; Kim, Donghyun ; Ha, Mijin ; Yoon, Ji-Hun. In: Computational Economics. RePEc:kap:compec:v:65:y:2025:i:2:d:10.1007_s10614-023-10469-1. Full description at Econpapers || Download paper | |
| 2025 | Examination of Bitcoin Hedging, Diversification and Safe-Haven Ability During Financial Crisis: Evidence from Equity, Bonds, Precious Metals and Exchange Rate Markets. (2025). Ullah, Mirzat ; Sohag, Kazi ; Doroshenko, Svetlana ; Mariev, Oleg. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:1:d:10.1007_s10614-024-10710-5. Full description at Econpapers || Download paper | |
| 2025 | Költségvetési fenntarthatóság a koronavírus-járvány után. A visegrádi országok adósságdinamikájuk tükrében. (2025). Svai, Marianna. In: Közgazdasági Szemle (Economic Review - monthly of the Hungarian Academy of Sciences). RePEc:ksa:szemle:2265. Full description at Econpapers || Download paper | |
| 2025 | The effects of foreign direct investment and oil rents on stock market trade in GCC countries: spatial analysis. (2025). Mahmood, Haider ; Qaysi, Tariq. In: Palgrave Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-04771-6. Full description at Econpapers || Download paper | |
| 2024 | The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war. (2024). Rabbani, Mustafa Raza ; Shaik, Muneer ; Kayani, Umar Nawaz ; Alam, Mohammad Noor ; Aysan, Ahmet Faruk ; Atif, Mohd. In: PLOS ONE. RePEc:plo:pone00:0286963. Full description at Econpapers || Download paper | |
| 2024 | Tourism marketing in the metaverse: A systematic literature review, building blocks, and future research directions. (2024). Jess, Joao Paulo ; Membiela-Polln, Matas ; Crespo-Pereira, Vernica ; Snchez-Amboage, Eva. In: PLOS ONE. RePEc:plo:pone00:0300599. Full description at Econpapers || Download paper | |
| 2024 | Return-Volatility Nexus in the Digital Asset Class: A Dynamic Multilayer Connectedness Analysis. (2024). GUPTA, RANGAN ; Karmakar, Sayar ; Foglia, Matteo ; Bouri, Elie. In: Working Papers. RePEc:pre:wpaper:202432. Full description at Econpapers || Download paper | |
| 2025 | The Role of Uncertainty in Forecasting Realized Covariance of US State-Level Stock Returns: A Reverse-MIDAS Approach. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Fu, Shengjie ; Luo, Jiawen. In: Working Papers. RePEc:pre:wpaper:202501. Full description at Econpapers || Download paper | |
| 2025 | Supply Bottlenecks and Machine Learning Forecasting of International Stock Market Volatility. (2025). GUPTA, RANGAN ; Plakandaras, Vasilios ; Karmakar, Sayar ; Somani, Dhanashree. In: Working Papers. RePEc:pre:wpaper:202521. Full description at Econpapers || Download paper | |
| 2025 | Forecasting GDP with Oil Price Shocks: A Mixed-Frequency Time-Varying Perspective. (2025). GUPTA, RANGAN ; Deng, Jingyi ; Luo, Jiawen ; Cunado, Juncal. In: Working Papers. RePEc:pre:wpaper:202523. Full description at Econpapers || Download paper | |
| 2025 | Supply Constraints and Conditional Distribution Predictability of Inflation and its Volatility: A Non-parametric Mixed-Frequency Causality-in-Quantiles Approach. (2025). GUPTA, RANGAN ; Caporin, Massimiliano ; Torrent, Hudson S ; Subramaniam, Sowmya. In: Working Papers. RePEc:pre:wpaper:202526. Full description at Econpapers || Download paper | |
| 2025 | The Roles of Global Supply Chain Pressure and Economic Conditions in Forecasting the VaR of Commodity Markets: A Quantile GARCH-MIDAS Approach. (2025). GUPTA, RANGAN ; Chuang, O-Chia ; Bouri, Elie ; Li, Zhangying. In: Working Papers. RePEc:pre:wpaper:202528. Full description at Econpapers || Download paper | |
| 2025 | Electricity Sales and Forecasting of Stock Market Realized Volatility: A State-Level Analysis of the United States. (2025). Bonato, Matteo ; Cepni, Oguzhan ; Pierdzioch, Christian ; Gupta, Rangan. In: Working Papers. RePEc:pre:wpaper:202540. Full description at Econpapers || Download paper | |
| 2024 | The cereal network: a baseline approach to current configurations of trade communities. (2024). Cojanu, Valentin ; Robu, Raluca Georgiana ; Alexoaei, Alina Petronela ; Miron, Dumitru. In: Agricultural and Food Economics. RePEc:spr:agfoec:v:12:y:2024:i:1:d:10.1186_s40100-024-00316-8. Full description at Econpapers || Download paper | |
| 2024 | A comparative analysis between FinTech and traditional stock markets: using Russia and Ukraine war data. (2024). Hasan, Fakhrul ; Al-Okaily, Manaf ; Choudhury, Tonmoy ; Kayani, Umar. In: Electronic Commerce Research. RePEc:spr:elcore:v:24:y:2024:i:1:d:10.1007_s10660-023-09734-0. Full description at Econpapers || Download paper | |
| 2025 | Spillover effects of separated oil price shocks on regional financial stress amidst Russia–Ukraine and global geopolitical tensions: a novel GVAR approach. (2025). Sohag, Kazi ; Ahmed, Faroque. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:3:d:10.1007_s40822-025-00329-8. Full description at Econpapers || Download paper | |
| 2024 | The use of high-frequency data in cryptocurrency research: a meta-review of literature with bibliometric analysis. (2024). Yarovaya, Larisa ; Shahzad, Syed Jawad Hussain ; Anas, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00595-y. Full description at Econpapers || Download paper | |
| 2025 | Tracing the ties that bind: navigating the static and dynamic connectedness between NFTs and equity markets in ASEAN based on QVAR-approach. (2025). Tiwari, Aviral ; Ali, Shoaib ; Naveed, Muhammad. In: Financial Innovation. RePEc:spr:fininn:v:11:y:2025:i:1:d:10.1186_s40854-024-00718-z. Full description at Econpapers || Download paper | |
| 2024 | Market volatility and crisis dynamics: a comprehensive analysis of U.S., China, India, and Pakistan stock markets with oil and gold interconnections during COVID-19 and Russia–Ukraine war periods. (2024). Khan, Muhammad Niaz. In: Future Business Journal. RePEc:spr:futbus:v:10:y:2024:i:1:d:10.1186_s43093-024-00314-8. Full description at Econpapers || Download paper | |
| 2024 | The impact of the Russia–Ukraine crisis on oil and gas shares: an event study approach. (2024). Kkolak, Necla Lter ; Kkolu, Sami. In: International Journal of Economic Policy Studies. RePEc:spr:ijoeps:v:18:y:2024:i:1:d:10.1007_s42495-023-00129-5. Full description at Econpapers || Download paper | |
| More than 100 citations found, this list is not complete... |
| Year | Title | Type | Cited |
|---|---|---|---|
| 2021 | Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach In: World Journal of Applied Economics. [Full Text][Citation analysis] | article | 0 |
| 2019 | Systemic risk contagion in FX market: A frequency connectedness and network analysis In: Bulletin of Economic Research. [Full Text][Citation analysis] | article | 6 |
| 2024 | TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes In: Applied Energy. [Full Text][Citation analysis] | article | 12 |
| 2025 | Oil price shocks and the connectedness of US state-level financial markets In: Energy Economics. [Full Text][Citation analysis] | article | 4 |
| 2024 | Oil Price Shocks and the Connectedness of US State-Level Financial Markets.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
| 2022 | The impact of the Russia-Ukraine conflict on the connectedness of financial markets In: Finance Research Letters. [Full Text][Citation analysis] | article | 84 |
| 2024 | What drives green betas? Climate uncertainty or speculation In: Finance Research Letters. [Full Text][Citation analysis] | article | 1 |
| 2024 | Can municipal bonds hedge US state-level climate risks? In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | Can Municipal Bonds Hedge US State-Level Climate Risks?.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2024 | Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
| 2024 | Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 In: Finance Research Letters. [Full Text][Citation analysis] | article | 3 |
| 2025 | Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024.(2025) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 3 | paper | |
| 2019 | Transmission mechanisms of financial stress into economic activity in Turkey In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 14 |
| 2024 | Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis In: Resources Policy. [Full Text][Citation analysis] | article | 1 |
| 2019 | Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends In: Operations Research Perspectives. [Full Text][Citation analysis] | article | 9 |
| 2022 | Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 28 |
| 2025 | Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
| 2024 | Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2025 | Do oil price shocks drive systematic risk premia in stock markets? A novel investment application In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 2 |
| 2023 | Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies In: China Finance Review International. [Full Text][Citation analysis] | article | 3 |
| 2021 | Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 7 |
| 2018 | The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data In: Fiscaoeconomia. [Full Text][Citation analysis] | article | 6 |
| 2024 | Climate Risks and Real Gold Returns over 750 Years In: Forecasting. [Full Text][Citation analysis] | article | 0 |
| 2024 | Climate Risks and Real Gold Returns over 750 Years.(2024) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
| 2020 | Detecting DDoS Attacks in Software-Defined Networks Through Feature Selection Methods and Machine Learning Models In: Sustainability. [Full Text][Citation analysis] | article | 3 |
| 2025 | The Financial Risk Meter (FRM) for Kuwait: A Tail-Event Perspective on Systemic Risk and Economic Forecasting In: Sustainability. [Full Text][Citation analysis] | article | 0 |
| 2022 | High-frequency stock market connectedness in G-7: evidence from time-frequency domains In: International Journal of Economics and Business Research. [Full Text][Citation analysis] | article | 1 |
| 2021 | Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach In: Eastern Journal of European Studies. [Full Text][Citation analysis] | article | 1 |
| 2025 | Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis In: Computational Economics. [Full Text][Citation analysis] | article | 0 |
| 2025 | Climate Risks and Predictability of Financial Risks in the US Banking Sector In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
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| 2025 | Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments In: Working Papers. [Citation analysis] | paper | 0 |
| 2025 | Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles In: Working Papers. [Full Text][Citation analysis] | paper | 0 |
| 2025 | Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes In: Working Papers. [Citation analysis] | paper | 0 |
| 2025 | Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis In: Working Papers. [Citation analysis] | paper | 0 |
| 2025 | Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks In: Working Papers. [Citation analysis] | paper | 0 |
| 2024 | Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness In: Financial Innovation. [Full Text][Citation analysis] | article | 0 |
| 2024 | Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission: Evidence from the Asymmetric Connectedness Approach In: Springer Books. [Citation analysis] | chapter | 0 |
| 2024 | Dynamic connectedness among regional FinTech indices in times of turbulences In: Applied Economics Letters. [Full Text][Citation analysis] | article | 1 |
| 2024 | Dynamic interconnectedness of economic confidence, energy prices, andinterest rates: Insights from the euro area In: Central Bank Review. [Full Text][Citation analysis] | article | 0 |
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CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated December, 22 2025. Contact: CitEc Team