Niklas F Wagner : Citation Profile

Universität Passau

16

H index

24

i10 index

737

Citations

RESEARCH PRODUCTION:

42

Articles

12

Papers

5

Chapters

EDITOR:

1

Books edited

RESEARCH ACTIVITY:

   23 years (2000 - 2023). See details.
   Cites by year: 32
   Journals where Niklas F Wagner has often published
   Relations with other researchers
   Recent citing documents: 129.    Total self citations: 15 (1.99 %)

MORE DETAILS IN:
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   Permalink: http://citec.repec.org/pwa75
   Updated: 2025-12-20    RAS profile: 2023-11-07    
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Relations with other researchers

Works with:

Batten, Jonathan (4)

Wong, Wing-Keung (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Niklas F Wagner.

Is cited by:

Shen, Dehua (9)

Boubaker, Sabri (9)

Akhtaruzzaman, Md (9)

Batten, Jonathan (6)

Papavassiliou, Vassilios (6)

Sensoy, Ahmet (5)

Goutte, Stéphane (5)

Iglesias, Emma (5)

Bollerslev, Tim (5)

Masih, Abul (5)

Yarovaya, Larisa (5)

Cites to:

Bekaert, Geert (27)

Narayan, Paresh (26)

Nguyen, Duc Khuong (19)

Bollerslev, Tim (18)

GUPTA, RANGAN (17)

Jagannathan, Ravi (17)

Engle, Robert (16)

Harvey, Campbell (15)

Campbell, John (14)

French, Kenneth (14)

Batten, Jonathan (14)

Main data

Where Niklas F Wagner has published?

Journals with more than one article published# docs
Finance Research Letters6
International Review of Financial Analysis4
Energy Economics4
Emerging Markets Review3
Journal of International Financial Markets, Institutions and Money2
Journal of Banking & Finance2
Research in International Business and Finance2
Journal of Risk Finance2
Journal of Empirical Finance2

Working Papers Series with more than one paper published# docs
Econometrics / University Library of Munich, Germany3
Post-Print / HAL3
Research Program in Finance Working Papers / University of California at Berkeley2
CEFS Working Paper Series / Technische Universität München (TUM), Center for Entrepreneurial and Financial Studies (CEFS)2

Recent works citing Niklas F Wagner (2025 and 2024)

YearTitle of citing document
2024Calendar Effects on Returns, Volatility and Higher Moments: Evidence from Crypto Markets. (2024). Lawuobahsumo, Kokulo ; Algieri, Bernardina ; Leccadito, Arturo. In: LIDAM Discussion Papers LFIN. RePEc:ajf:louvlf:2024001.

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2025Modelling Determinants of Cryptocurrency Prices: A Bayesian Network Approach. (2023). Amirzadeh, Rasoul ; Ee, Mong Shan ; Thiruvady, Dhananjay ; Nazari, Asef. In: Papers. RePEc:arx:papers:2303.16148.

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2025The Financial Connectome: A Brain-Inspired Framework for Modeling Latent Market Dynamics. (2025). Calhoun, Vince D ; Bi, Yuda. In: Papers. RePEc:arx:papers:2508.02012.

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2024The persistence and consequences of share repurchases. (2024). Suh, Jungwon ; Kim, Hyunseok ; Guedhami, Omrane ; el Ghoul, Sadok. In: Journal of Business Finance & Accounting. RePEc:bla:jbfnac:v:51:y:2024:i:1-2:p:431-472.

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2024Modeling Corporate CDS Spreads Using Markov Switching Regressions. (2024). Casarin, Roberto ; Francesco, Ravazzolo ; Roberto, Casarin ; Giacomo, Bulfone ; Ovielt, Baltodano Lopez. In: Studies in Nonlinear Dynamics & Econometrics. RePEc:bpj:sndecm:v:28:y:2024:i:2:p:271-292:n:5.

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2024Liquidity on Eurozone stock markets: A non-linear approach. (2024). Seyte, Franoise ; Souiki, Boumediene. In: Economics Bulletin. RePEc:ebl:ecbull:eb-21-01064.

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2024Research on optimization strategy of futures hedging dependent on market state. (2024). Li, Yanyan ; Yu, Xing ; Zhao, Qian. In: Applied Energy. RePEc:eee:appene:v:373:y:2024:i:c:s0306261924012686.

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2024Riding the waves of investor sentiment: Cryptocurrency price and renewable energy volatility during the pandemic-war era. (2024). Ha, Le Thanh ; Bouteska, A ; Safa, Faisal M ; Hassan, Kabir M. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001163.

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2024Information leakage prior to market switches and the importance of Nominated Advisers. (2024). Tsalavoutas, Ioannis ; Synapis, Angelos ; Siganos, Antonios. In: The British Accounting Review. RePEc:eee:bracre:v:56:y:2024:i:6:s0890838924002257.

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2025Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War. (2025). Neszveda, Gabor ; Nagy, Olivr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1995-2006.

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2024Ambiguity and risk in the oil market. (2024). Qadan, Mahmoud ; Ayoub, Mahmoud. In: Economic Modelling. RePEc:eee:ecmode:v:132:y:2024:i:c:s0264999324000075.

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2025Share repurchases under economic policy uncertainty: Evidence from China. (2025). Luo, Chenyu ; Huang, Chenghao ; Kuang, Xuewen. In: Economic Modelling. RePEc:eee:ecmode:v:144:y:2025:i:c:s0264999324003481.

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2025Fiscal policy and government bond yields: New evidence from the EU. (2025). Rzoca, Andrzej ; Ledchowski, Micha ; Cikowicz, Piotr. In: Economic Modelling. RePEc:eee:ecmode:v:147:y:2025:i:c:s0264999325000495.

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2025Explaining the causality between trading volume and stock returns: What drives its cross-quantile patterns?. (2025). Gebka, Bartosz. In: Economic Modelling. RePEc:eee:ecmode:v:148:y:2025:i:c:s0264999325000720.

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2024Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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2024The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Hu, Zinan ; Borjigin, Sumuya. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391.

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2024Tail risk transmission from the United States to emerging stock Markets: Empirical evidence from multivariate quantile analysis. (2024). Zhang, YI ; Zhou, Long ; Liu, Fang ; Wu, Baoxiu. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:73:y:2024:i:c:s1062940824000895.

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2024Can U.S. macroeconomic indicators forecast cryptocurrency volatility?. (2024). Su, Yi-Kai ; Tzeng, Kae-Yih. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001499.

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2024The economic value of Bitcoin: A volatility timing perspective with portfolio rebalancing. (2024). Hung, Jui-Cheng ; Yang, Jimmy J ; Liu, Hung-Chun. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001852.

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2025Spillover of fear among the US and BRICS equity markets during the COVID-19 crisis and the Russo-Ukrainian conflict. (2025). Zhou, Long ; Zhang, YI ; Wu, Baoxiu ; Liu, Zhidong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s106294082400233x.

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2025Calendar effects on returns, volatility and higher moments: Evidence from crypto markets. (2025). Algieri, Bernardina ; Lawuobahsumo, Kokulo K ; Leccadito, Arturo ; Zahid, Iliess. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000816.

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2025On the connectedness between the uncertainty of central bank digital currency adoption and stablecoins. (2025). Pham, Toan Canh ; Nguyen, Trung-Anh ; Do, Dinh Dinh ; Luu, Hiep Ngoc ; Le, Thai Hong. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825000853.

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2024Hedging investment-grade and high-yield bonds with credit VIX. (2024). Alsagr, Naif ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:237:y:2024:i:c:s0165176524001137.

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2024Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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2024Exploiting the sentiments: A simple approach for improving cross hedging effectiveness. (2024). Wang, Yudong ; Fu, Ziqian ; Pan, Zhiyuan ; Dong, Qingma. In: Energy Economics. RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003013.

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2024Do climate risks affect dirty–clean energy stock price dynamic correlations?. (2024). Wu, Zhige ; Tang, Yixuan ; Li, DI. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004213.

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2025Do global COVOL and geopolitical risks affect clean energy prices? Evidence from explainable artificial intelligence models. (2025). Cepni, Oguzhan ; Bakkar, Yassine ; ben Jabeur, Sami. In: Energy Economics. RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008211.

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2025Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal. In: Energy Economics. RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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2025Navigating extreme risk spillovers: Building a synergistic network of rare earths, green bonds, and clean energy markets in China. (2025). Guo, Lili ; Luo, Fangyuan ; Li, Yanjiao. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s014098832500386x.

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2025Energy shocks and stock market returns under COVID-19: New insights from the United States. (2025). Ulazeez, Abd. In: Energy. RePEc:eee:energy:v:316:y:2025:i:c:s0360544225001884.

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2025Performance hurdles in venture capital fund compensation. (2025). Tan, Siyuan ; Shi, Guoping ; Hsu, Yuan-Teng ; Dong, Jianwei. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001024.

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2025What 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.

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2024Is downside risk priced in cryptocurrency market?. (2024). Dobrynskaya, Victoria. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004635.

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2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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2024Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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2024Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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2024To hedge or not to hedge? Cryptocurrencies, gold and oil against stock market risk. (2024). Kliber, Agata ; Just, Magorzata ; Echaust, Krzysztof. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002242.

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2024Analyzing credit spread changes using explainable artificial intelligence. (2024). Zagst, Rudi ; Heger, Julia ; Min, Aleksey. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002473.

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2024Measuring systemic risk contribution: A higher-order moment augmented approach. (2024). Wang, Peiwen ; Huang, Guanglin. In: Finance Research Letters. RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012059.

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2024A comparative analysis of the price explosiveness in Bitcoin and forked coins. (2024). Baltas, Konstantinos ; Ren, Yi-Shuai ; Kong, Xiaolin ; Narayan, Seema ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612323013272.

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2024Pension expenses, risk, and implications for stock returns. (2024). Taussig, Roi D. In: Finance Research Letters. RePEc:eee:finlet:v:61:y:2024:i:c:s1544612324000461.

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2024The daily rise and fall of the VIX1D: Causes and solutions of its overnight bias. (2024). Albers, Stefan ; Kestner, Lars N. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s1544612324002162.

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2024Risk contagion and diversification among sovereign CDS, stock, foreign exchange and commodity markets: Fresh evidence from G7 and BRICS countries. (2024). He, Zhipeng ; Zhang, Shuguang. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002976.

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2024Connectedness and co-movement between dirty energy, clean energy and global COVOL. (2024). HU, YANG ; Hou, Yang ; Goodell, John W ; Lang, Chunlin. In: Finance Research Letters. RePEc:eee:finlet:v:63:y:2024:i:c:s1544612324003349.

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2024Heterogeneous dependence of the FinTech Index with Global Systemically Important Banks (G-SIBs). (2024). lucey, brian ; Abedin, Mohammad Zoynul ; Zeng, Hongjun. In: Finance Research Letters. RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004549.

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2024Conscientiousness and IPO first-day underpricing. (2024). Chen, Shirley ; Meng, Chong. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005804.

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2024The price of firm-level information uncertainty. (2024). Wang, XI ; Gao, Chao. In: Finance Research Letters. RePEc:eee:finlet:v:67:y:2024:i:pa:s1544612324008122.

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2024Tail risks in household finance. (2024). Ajina, Rawan ; Ardakani, Omid M. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pa:s154461232401095x.

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2024Should you buy gold stocks or paper gold?. (2024). Batten, Jonathan A ; Kinateder, Harald ; Szilagyi, Peter G. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012315.

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2024Navigating crises: Golds role as a safe haven for U.S. sectors. (2024). Gurrib, Ikhlaas ; Kinateder, Harald ; Choudhury, Tonmoy. In: Finance Research Letters. RePEc:eee:finlet:v:69:y:2024:i:pb:s154461232401239x.

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2025Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts. (2025). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014545.

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2025Cryptocurrency exposure and the cost of debt. (2025). Zheng, YI ; Shi, Yuan ; Gao, LI. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s1544612324016970.

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2025US sectoral stock market volatility and geopolitical risk categories. (2025). Chatziantoniou, Ioannis ; Gabauer, David ; Stenfors, Alexis. In: Finance Research Letters. RePEc:eee:finlet:v:76:y:2025:i:c:s1544612325001801.

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2025Disentangling geopolitical risks: A quantile approach to geopolitical risk indices’ impacts on stock markets. (2025). Bulut, Emre ; Marangoz, Cumali ; Gerekan, Bekir ; Yilmaz, Erdal. In: Finance Research Letters. RePEc:eee:finlet:v:77:y:2025:i:c:s1544612325003769.

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2025Gold and cryptocurrencies as safe-havens: Lessons from wartime. (2025). Pastn-Henrquez, Boris ; Tapia-Grien, Pablo ; Seplveda-Velsquez, Jorge. In: Finance Research Letters. RePEc:eee:finlet:v:79:y:2025:i:c:s1544612325004933.

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2025Effects of oil shocks on global securitized real estate markets. (2025). Yunus, Nafeesa. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325001369.

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2024Why do undervalued firms repurchase shares? Evidence based on the market-timing effect in China. (2024). Wang, Xiaoqiong ; Ma, Pengfei ; Li, Chengcheng. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001217.

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2024Bridging the gap: Uncovering static and dynamic relationships between digital assets and BRICS equity markets. (2024). Ali, Shoaib ; Al-Nassar, Nassar S ; Naveed, Muhammad. In: Global Finance Journal. RePEc:eee:glofin:v:60:y:2024:i:c:s1044028324000279.

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2024Unveiling interconnectedness and risk spillover among cryptocurrencies and other asset classes. (2024). Kumar, Dilip ; Narayan, Shivani. In: Global Finance Journal. RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000905.

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2025Quantile return connectedness of theme factors and portfolio implications: Evidence from the US and China. (2025). Shi, Huai-Long ; Chen, Huayi. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000067.

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2025Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad. In: Global Finance Journal. RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

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2025Measuring the contemporal and lead connectedness level between investor sentiment and exchange rate dynamics in Vietnam: Novel findings from TVP-VAR-SV technique. (2025). Ha, Le Thanh. In: International Economics. RePEc:eee:inteco:v:181:y:2025:i:c:s2110701725000010.

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2024New insights into liquidity resiliency. (2024). Wafula, Ronald ; Papavassiliou, Vassilios ; Boubaker, Sabri ; Osullivan, Conall. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001609.

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2024Do industries predict stock market volatility? Evidence from machine learning models. (2024). Demirer, Riza ; Niu, Zibo ; Zhu, Xuehong ; Suleman, Muhammad Tahir ; Zhang, Hongwei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:90:y:2024:i:c:s1042443123001713.

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2024International stock market volatility: A global tail risk sight. (2024). Lu, Xinjie ; Zeng, Qing ; Zhong, Juandan ; Zhu, BO. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001725.

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2024Trade fragmentation and volatility-of-volatility networks. (2024). JAWADI, Fredj ; BASTIDON, Cécile. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001762.

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2024Introducing the GVAR-GARCH model: Evidence from financial markets. (2024). Thomakos, Dimitrios ; Prelorentzos, Arsenios-Georgios ; Michaelides, Panayotis ; Konstantakis, Konstantinos ; Xidonas, Panos ; Goutte, Stephane. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000027.

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2024Dynamic spillovers among global oil shocks, economic policy uncertainty, and inflation expectation uncertainty under extreme shocks. (2024). Jiang, Yong ; Ren, Yi-Shuai ; Yang, Xiao-Guang ; Klein, Tony ; Ma, Chao-Qun. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000179.

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2025The short-run impact of investor expectations’ past volatility on current predictions: The case of VIX. (2025). Ioan, Roxana ; Dima, Tefana Maria. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001501.

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2025Give me a break: What does the equity premium compensate for?. (2025). Perras, Patrizia ; Wagner, Niklas. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001690.

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2025Tech titans and crypto giants: Mutual returns predictability and trading strategy implications. (2025). Bouri, Elie ; Sokhanvar, Amin ; Kinateder, Harald ; Iftiolu, Serhan. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443124001756.

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2025Governmental venture capital and investor sentiment: Evidence from Chinese government guidance funds. (2025). Zong, Zhe ; Zhang, Yue ; Huang, Xinfei. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:99:y:2025:i:c:s1042443125000101.

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2024Coal price shock propagation through sectoral financial interconnectedness in Chinas stock market: Quantile coherency network modelling and shock decomposition analysis. (2024). Xu, Yushi ; Zhang, Yan ; Zhu, Xintong ; Huang, Jionghao. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000114.

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2024Diversifying crude oil price risk with crude oil volatility index: The role of volatility-of-volatility. (2024). Li, Leon ; Miu, Peter. In: Journal of Commodity Markets. RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000448.

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2024Market turbulence and investor decision-making in currency option market. (2024). Frikha, Wajdi ; Dammak, Wael ; Souissi, Mohamed Naceur. In: The Journal of Economic Asymmetries. RePEc:eee:joecas:v:30:y:2024:i:c:s1703494924000227.

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2024Asymmetric dynamic spillover and time-frequency connectedness in the oil-stock nexus under COVID-19 shock: Evidence from African oil importers and exporters. (2024). Msofe, Zulkifr Abdallah ; Chen, Yufeng ; Wang, Chuwen. In: Resources Policy. RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724002162.

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2024Predicting oil price fluctuations: Integrating external indicators and advanced regression techniques. (2024). James, William ; Peipei, Wang. In: Resources Policy. RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006305.

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2024Asymmetric connectedness and investment strategies between commodities and Islamic banks: Evidence from gulf cooperative council (GCC) markets. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Shaik, Muneer. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:86:y:2024:i:c:s0927538x24001574.

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2025On the time-varying responses of Fintech stock returns to geopolitical, financial and market sentiment shocks. (2025). SAADAOUI, Zied ; Boufateh, Talel ; Jiao, Zhilun. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:101:y:2025:i:c:s1062976924001571.

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2024Hedging precious metals with impact investing. (2024). Akhtaruzzaman, Md ; Le, Van ; Moussa, Faten ; Banerjee, Ameet Kumar. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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2024Time-frequency return connectedness between Chinese coal futures and international stock indices. (2024). Xia, Xiao-Hua ; Huang, Jionghao ; Liu, Danhe ; Chen, Baifan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:89:y:2024:i:pb:p:316-333.

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2024Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doÄŸan, buhari ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Doan, Buhari. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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2024Detecting and date-stamping bubbles in fan tokens. (2024). Demir, Ender ; Ersan, Oguz ; Assaf, Ata. In: International Review of Economics & Finance. RePEc:eee:reveco:v:92:y:2024:i:c:p:98-113.

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2024Does the credibility of open market share repurchase matter?. (2024). Hou, Han. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:280-297.

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2024Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

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2024Comparative analysis of responses of risky and safe haven assets to stock market risk before and after the yield curve inversions in the U.S.. (2024). Hammoudeh, Shawkat ; Sokhanvar, Amin. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400368x.

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2024Does the U.S. export inflation? Evidence from the dynamic inflation spillover between the U.S. and EAGLEs. (2024). Li, Xiao-Ming ; Thanh, Thao Thac ; Pham, Son Duy ; Do, Hung Xuan. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s1059056024004192.

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2024An empirical analysis of the volume-volatility nexus in crude oil markets under structural breaks: Implications for forecasting. (2024). Patra, Saswat. In: International Review of Economics & Finance. RePEc:eee:reveco:v:94:y:2024:i:c:s105905602400426x.

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2025Tail risk connectedness between DeFi and Islamic assets and their determinants. (2025). Do, Hung Xuan ; Hadhri, Sinda ; Hoque, Mohammad Enamul ; Billah, Mabruk. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007810.

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2024Asymmetric dynamics between geopolitical conflict sentiment and cryptomarkets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Abdullah, Mohammad ; Wali, G M ; Aikins, Emmanuel Joel. In: Research in International Business and Finance. RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000667.

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2024Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D. In: Research in International Business and Finance. RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400206x.

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2024Mutual fund flows and returns dynamics: Investor preferences and performance persistence. (2024). Paimanova, Viktoriia ; Guida, Roberto ; Galloppo, Giuseppe. In: Research in International Business and Finance. RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002782.

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2025Do oil price shocks drive systematic risk premia in stock markets? A novel investment application. (2025). Demirer, Riza ; Polat, Onur ; Sokhanvar, Amin. In: Research in International Business and Finance. RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003842.

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2025The effect of climate policy uncertainty and induced risks on US aggregate and sectoral stock returns. (2025). Chiang, Thomas C. In: Research in International Business and Finance. RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000534.

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2024An analysis of the time-lag effect of global geopolitical risk on business cycle based on visibility graph technique. (2024). Shum, Wai Yan ; Xiao, Zhongyi ; Shang, Yunfeng. In: Technological Forecasting and Social Change. RePEc:eee:tefoso:v:209:y:2024:i:c:s0040162524006218.

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2024Navigating uncertainty: a study of the S&P GCC composite index’s connectedness during times of crises. (2024). Alshater, Muneer ; Almansour, Bashar ; el Khoury, Rim. In: Journal of Islamic Accounting and Business Research. RePEc:eme:jiabrp:jiabr-01-2023-0024.

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2024How Oil Prices Impact the Indonesian and South Korean Economies: Evidence from the stock market. (2024). Thorbecke, Willem. In: Discussion papers. RePEc:eti:dpaper:24070.

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2024What Drives Asset Returns Comovements? Some Empirical Evidence from US Dollar and Global Stock Returns (2000–2023). (2024). Tronzano, Marco. In: JRFM. RePEc:gam:jjrfmx:v:17:y:2024:i:4:p:167-:d:1378380.

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2025Evidence of Energy-Related Uncertainties and Changes in Oil Prices on U.S. Sectoral Stock Markets. (2025). Chen, Yu-Fen ; Chiang, Thomas C ; Lin, Fu-Lai. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:11:p:1823-:d:1667941.

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2025Out-of-Sample Predictability of the Equity Risk Premium. (2025). Hotta, Luiz ; Fuertes, Ana-Maria ; de Almeida, Daniel. In: Mathematics. RePEc:gam:jmathe:v:13:y:2025:i:2:p:257-:d:1566698.

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2024Operating Cost Flexibility and Implications for Stock Returns. (2024). Taussig, Roi D. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:10:p:161-:d:1495244.

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More than 100 citations found, this list is not complete...

Niklas F Wagner has edited the books:

YearTitleTypeCited

Works by Niklas F Wagner:

YearTitleTypeCited
2022Beating the Average: Equity Premium Variations, Uncertainty, and Liquidity In: Abacus.
[Full Text][Citation analysis]		article14
2005Interest Rates, Stock Returns and Credit Spreads: Evidence from German Eurobonds In: Economic Notes.
[Full Text][Citation analysis]		article3
2021Collectors: Personality between consumption and investment In: Journal of Behavioral and Experimental Finance.
[Full Text][Citation analysis]		article2
2021Time for gift giving: Abnormal share repurchase returns and uncertainty In: Journal of Corporate Finance.
[Full Text][Citation analysis]		article15
2020Pricing equity-bond covariance risk: Between flight-to-quality and fear-of-missing-out In: Journal of Economic Dynamics and Control.
[Full Text][Citation analysis]		article4
2015Liquidity and conditional market returns: Evidence from German exchange traded funds In: Economic Modelling.
[Full Text][Citation analysis]		article6
2013Credit cycle dependent spread determinants in emerging sovereign debt markets In: Emerging Markets Review.
[Full Text][Citation analysis]		article16
2017Domestic mergers and acquisitions in BRICS countries: Acquirers and targets In: Emerging Markets Review.
[Full Text][Citation analysis]		article11
2020Linear and nonlinear growth determinants: The case of Mongolia and its connection to China In: Emerging Markets Review.
[Full Text][Citation analysis]		article4
2020Linear and Nonlinear Growth Determinants: The Case of Mongolia and its Connection to China.(2020) In: MPRA Paper.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 4		paper
2005Measuring tail thickness under GARCH and an application to extreme exchange rate changes In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article22
2004Measuring Tail Thickness under GARCH and an Application to Extreme Exchange Rate Changes.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 22		paper
2013A new family of equity style indices and mutual fund performance: Do liquidity and idiosyncratic risk matter? In: Journal of Empirical Finance.
[Full Text][Citation analysis]		article7
2017Can stock market investors hedge energy risk? Evidence from Asia In: Energy Economics.
[Full Text][Citation analysis]		article47
2019Liquidity, surprise volume and return premia in the oil market In: Energy Economics.
[Full Text][Citation analysis]		article17
2019Time-varying energy and stock market integration in Asia In: Energy Economics.
[Full Text][Citation analysis]		article34
2021Hedging stocks with oil In: Energy Economics.
[Full Text][Citation analysis]		article73
2018Addressing COP21 using a stock and oil market integration index In: Energy Policy.
[Full Text][Citation analysis]		article16
2005Autoregressive conditional tail behavior and results on Government bond yield spreads In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article6
2010Government intervention in response to the subprime financial crisis: The good into the pot, the bad into the crop In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article26
2012Explaining aggregate credit default swap spreads In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article20
2012Equities, credits and volatilities: A multivariate analysis of the European market during the subprime crisis In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article13
2016Openness endangers your wealth: Noise trading and the big five In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2016The betting against beta anomaly: Fact or fiction? In: Finance Research Letters.
[Full Text][Citation analysis]		article2
2017Do liquidity variables improve out-of-sample prediction of sovereign spreads during crisis periods? In: Finance Research Letters.
[Full Text][Citation analysis]		article5
2017How do bond, equity and commodity cycles interact? In: Finance Research Letters.
[Full Text][Citation analysis]		article14
2019Cryptocurrencies as financial bubbles: The case of Bitcoin In: Finance Research Letters.
[Full Text][Citation analysis]		article85
2020Rich men’s hobby or question of personality: Who considers collectibles as alternative investment? In: Finance Research Letters.
[Full Text][Citation analysis]		article1
2015Is risk higher during non-trading periods? The risk trade-off for intraday versus overnight market returns In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article11
2019Are venture capital and buyout backed IPOs any different? In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article3
2006Nonlinear term structure dependence: Copula functions, empirics, and risk implications In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article48
2004Nonlinear Term Structure Dependence: Copula Functions, Empirics, and Risk Implications.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 48		paper
2017Rewarding risk-taking or skill? The case of private equity fund managers In: Journal of Banking & Finance.
[Full Text][Citation analysis]		article4
2023Volatility impacts on global banks: Insights from the GFC, COVID-19, and the Russia-Ukraine war In: Journal of Economic Behavior & Organization.
[Full Text][Citation analysis]		article16
2014Multifractality and value-at-risk forecasting of exchange rates In: Physica A: Statistical Mechanics and its Applications.
[Full Text][Citation analysis]		article18
2017Quantitative easing and the pricing of EMU sovereign debt In: The Quarterly Review of Economics and Finance.
[Full Text][Citation analysis]		article29
2004Time-varying moments, idiosyncratic risk, and an application to hot-issue IPO aftermarket returns In: Research in International Business and Finance.
[Full Text][Citation analysis]		article4
2004Local and spillover shocks in implied market volatility: evidence for the U.S. and Germany In: Research in International Business and Finance.
[Full Text][Citation analysis]		article25
2012Derivatives Securities Pricing and Modelling In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2012An Option-Pricing Framework for the Valuation of Fund Management Compensation In: Contemporary Studies in Economic and Financial Analysis.
[Full Text][Citation analysis]		chapter0
2014Multiple-period market risk prediction under long memory: when VaR is higher than expected In: Journal of Risk Finance.
[Full Text][Citation analysis]		article3
2014Multiple-period market risk prediction under long memory: when VaR is higher than expected In: Journal of Risk Finance.
[Full Text][Citation analysis]		article12
2015Extreme asymmetric volatility: Stress and aggregate asset prices In: Post-Print.
[Citation analysis]		paper9
2008Systematic credit risk: CDX index correlation and extreme dependence In: Post-Print.
[Full Text][Citation analysis]		paper1
2009Extreme Asymmetric Volatility, Leverage, Feedback and Asset Prices In: Post-Print.
[Citation analysis]		paper2
2023What is an Optimal Allocation in Hong Kong Stock, Real Estate, and Money Markets: An Individual Asset, Efficient Frontier Portfolios, or a Naïve Portfolio? Is This a New Financial Anomaly? In: Emerging Markets Finance and Trade.
[Full Text][Citation analysis]		article0
2002On a model of portfolio selection with benchmark In: Journal of Asset Management.
[Full Text][Citation analysis]		article4
2020On the pricing of overnight market risk In: Empirical Economics.
[Full Text][Citation analysis]		article3
2011VaR Prediction under Long Memory in Volatility In: Operations Research Proceedings.
[Citation analysis]		chapter1
2005Managing Investment Risks of Institutional Private Equity Investors — The Challenge of Illiquidity In: Springer Books.
[Citation analysis]		chapter0
2004Tail index estimation in small smaples Simulation results for independent and ARCH-type financial return models In: Statistical Papers.
[Full Text][Citation analysis]		article6
2005Surprise volume and heteroskedasticity in equity market returns In: Quantitative Finance.
[Full Text][Citation analysis]		article33
2004Surprise Volume and Heteroskedasticity in Equity Market Returns.(2004) In: Econometrics.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2004Surprise volume and heteroskedasticity in equity market returns.(2004) In: CEFS Working Paper Series.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 33		paper
2000Return-Volume Dependence and Extremes in International Equity Markets. In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]		paper23
2004Return-Volume Dependence and Extremes in International Equity Markets.(2004) In: Finance.
[Full Text][Citation analysis]
This paper has nother version. Agregated cites: 23		paper
2000On Adaptive Tail Index Estimation for Financial Return Models. In: Research Program in Finance Working Papers.
[Full Text][Citation analysis]		paper4
2022Oil and Stock Market Returns: Direction, Volatility or Liquidity? In: World Scientific Book Chapters.
[Full Text][Citation analysis]		chapter1
2006Stochastic modeling of private equity: an equilibrium based approach to fund valuation In: CEFS Working Paper Series.
[Full Text][Citation analysis]		paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated November, 20 2025. Contact: CitEc Team