26
H index
54
i10 index
2253
Citations
Southern Illinois University (90% share) | 26 H index 54 i10 index 2253 Citations RESEARCH PRODUCTION: 127 Articles 75 Papers 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 Riza Demirer. | Is cited by: | Cites to: |
Working Papers Series with more than one paper published | # docs |
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Working Papers / University of Pretoria, Department of Economics | 66 |
Working Papers / Eastern Mediterranean University, Department of Economics | 3 |
Working Papers / Economic Research Forum | 2 |
Year | Title of citing document | |
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2024 | GARHCX-NoVaS: A Model-free Approach to Incorporate Exogenous Variables. (2023). Karmakar, Sayar ; Wu, Kejin. In: Papers. RePEc:arx:papers:2308.13346. Full description at Econpapers || Download paper | |
2024 | The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Peng-Fei. In: Papers. RePEc:arx:papers:2404.01641. Full description at Econpapers || Download paper | |
2024 | Investor Sentiment in Asset Pricing Models: A Review of Empirical Evidence. (2024). Lis, Szymon. In: Papers. RePEc:arx:papers:2411.13180. Full description at Econpapers || Download paper | |
2024 | The causal effect of political risk on the stock market: Evidence from a natural experiment. (2024). Liu, Jie ; Zhu, Yinglun. In: Australian Economic Papers. RePEc:bla:ausecp:v:63:y:2024:i:1:p:145-162. Full description at Econpapers || Download paper | |
2024 | Global Financial Risk, Equity Returns and Economic Activity in Emerging Countries. (2024). Yang, Guanyi ; Horvath, Jaroslav. In: Oxford Bulletin of Economics and Statistics. RePEc:bla:obuest:v:86:y:2024:i:3:p:672-689. Full description at Econpapers || Download paper | |
2024 | Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila. In: CESifo Working Paper Series. RePEc:ces:ceswps:_10989. Full description at Econpapers || Download paper | |
2024 | The Pressure Is On: How Geopolitical Tensions Impact Institutional Fiscal and External Stability Responses. (2024). Afonso, Antonio ; Alves, Jose ; Monteiro, Sofia. In: CESifo Working Paper Series. RePEc:ces:ceswps:_11067. Full description at Econpapers || Download paper | |
2024 | Leveraging machine learning to forecast carbon returns: Factors from energy markets. (2024). Guo, Lingling ; Dai, Yifan ; Xu, Yingying ; Chen, Jingjing. In: Applied Energy. RePEc:eee:appene:v:357:y:2024:i:c:s0306261923018792. Full description at Econpapers || Download paper | |
2024 | Research 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. Full description at Econpapers || Download paper | |
2025 | The role of economic policies in achieving sustainable development goal 7: Insights from OECD and European countries. (2025). Zarghami, Seyed Ashkan. In: Applied Energy. RePEc:eee:appene:v:377:y:2025:i:pb:s030626192401941x. Full description at Econpapers || Download paper | |
2024 | Intraday herding and attention around the clock. (2024). Shi, Yanghua ; Scharnowski, Stefan. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000091. Full description at Econpapers || Download paper | |
2024 | How to construct monthly VAR proxies based on daily surprises in futures markets. (2024). Kilian, Lutz. In: Journal of Economic Dynamics and Control. RePEc:eee:dyncon:v:168:y:2024:i:c:s0165188924001581. Full description at Econpapers || Download paper | |
2024 | Understanding the role of Chinas factors in international commodity price fluctuations: A perspective of monetary-fiscal policy interaction. (2024). Miao, Xinru ; Chen, Peng. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1464-1483. Full description at Econpapers || Download paper | |
2024 | Understanding dynamic return connectedness and portfolio strategies among international sustainable exchange-traded funds. (2024). Corbet, Shaen ; Hu, Yang ; Lang, Chunlin ; Xu, Danyang. In: Economic Modelling. RePEc:eee:ecmode:v:141:y:2024:i:c:s0264999324002219. Full description at Econpapers || Download paper | |
2024 | Volatility spillovers across the spot and futures oil markets after news announcements. (2024). Gkillas, Konstantinos ; Floros, Christos ; Apostolakis, George N ; Wohar, Mark. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001250. Full description at Econpapers || Download paper | |
2024 | Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Li, Shuang ; Ye, Fangyu ; Huang, XI ; Zhu, Huiming. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857. Full description at Econpapers || Download paper | |
2024 | Interplay of multifractal dynamics between shadow policy rates and energy markets. (2024). Zhang, Mingda ; Memon, Bilal Ahmed ; Hunjra, Ahmed Imran ; Aslam, Faheem. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000093. Full description at Econpapers || Download paper | |
2024 | Measuring market volatility connectedness to media sentiment. (2024). Fjesme, Sturla ; Sirnes, Espen ; Abdollahi, Hooman. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000159. Full description at Econpapers || Download paper | |
2024 | The amplifying role of geopolitical Risks, economic policy Uncertainty, and climate risks on Energy-Stock market volatility spillover across economic cycles. (2024). Borjigin, Sumuya ; Hu, Zinan. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000391. Full description at Econpapers || Download paper | |
2024 | Geopolitical risks, investor sentiment and industry stock market volatility in China: Evidence from a quantile regression approach. (2024). Shi, Jing ; Guo, Peng. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000640. Full description at Econpapers || Download paper | |
2024 | How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001426. Full description at Econpapers || Download paper | |
2024 | Dynamic impact of the US yield curve on green bonds: Navigating through recent crises. (2024). Umar, Zaghum ; Teplova, Tamara ; Iqbal, Najaf ; Tan, Duojiao. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001487. Full description at Econpapers || Download paper | |
2024 | Dynamic linkages and contagion effects: Analyzing the linkages between crude oil prices, US market sector indices and energy markets. (2024). Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001724. Full description at Econpapers || Download paper | |
2024 | Optimistic or pessimistic: How do investors impact the green bond market?. (2024). Song, Xin Yue ; Lobon, Oana-Ramona ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001736. Full description at Econpapers || Download paper | |
2024 | How does climate policy uncertainty affect financial markets? Evidence from Europe. (2024). Tedeschi, Marco ; Foglia, Matteo ; Dai, Peng-Fei ; Bouri, Elie. In: Economics Letters. RePEc:eee:ecolet:v:234:y:2024:i:c:s016517652300469x. Full description at Econpapers || Download paper | |
2024 | Does time-varying risk aversion sentiment matter in the connectedness among Sub-Saharan African bond markets?. (2024). Umar, Zaghum ; Teplova, Tamara ; Marfo-Yiadom, Edward ; Bossman, Ahmed. In: Emerging Markets Review. RePEc:eee:ememar:v:61:y:2024:i:c:s1566014124000554. Full description at Econpapers || Download paper | |
2024 | Nonlinear network connectedness: Assessing financial risk transmission in MENA and influence of external financial conditions. (2024). USMAN, OJONUGWA ; Duman, Gazi Murat ; Balcilar, Mehmet. In: Emerging Markets Review. RePEc:eee:ememar:v:62:y:2024:i:c:s1566014124000815. Full description at Econpapers || Download paper | |
2024 | Can inflation predict energy price volatility?. (2024). Batten, Jonathan ; Mo, DI ; Pourkhanali, Armin. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006564. Full description at Econpapers || Download paper | |
2024 | Changing determinant driver and oil volatility forecasting: A comprehensive analysis. (2024). Wang, Jiqian ; Ma, Feng ; Luo, Qin ; Wu, You. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323006850. Full description at Econpapers || Download paper | |
2024 | Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223. Full description at Econpapers || Download paper | |
2024 | Risk spillover between carbon markets and stock markets from a progressive perspective: Measurements, spillover networks, and driving factors. (2024). Ma, Xiaojun ; Zhao, Yanzhi ; Dong, Qingli ; Zhou, Yanan. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007260. Full description at Econpapers || Download paper | |
2024 | Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Bai, Dingchuan ; Zhang, Dongyang. In: Energy Economics. RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007387. Full description at Econpapers || Download paper | |
2024 | Assessing the linkage of energy cryptocurrency with clean and dirty energy markets. (2024). Bossman, Ahmed ; Husain, Afzol ; Naeem, Muhammad Abubakr ; Karim, Sitara. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323007776. Full description at Econpapers || Download paper | |
2024 | Extreme events, economic uncertainty and speculation on occurrences of price bubbles in crude oil futures. (2024). Chang, Chiu-Lan. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000264. Full description at Econpapers || Download paper | |
2024 | Technology shocks and crude oil market connection: The role of climate change. (2024). Salisu, Afees ; Isah, Kazeem ; Oloko, Tirimisiyu O. In: Energy Economics. RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988324000331. Full description at Econpapers || Download paper | |
2024 | Spillover effects between fossil energy and green markets: Evidence from informational inefficiency. (2024). Urquhart, Andrew ; Duan, Kun ; Xiao, YA ; Ren, Xiaohang. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000252. Full description at Econpapers || Download paper | |
2024 | Time-varying relationship between international monetary policy and energy markets. (2024). Sahay, Vinita S ; Adeabah, David ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Tiwari, Aviral Kumar. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471. Full description at Econpapers || Download paper | |
2024 | Does interest rate liberalization affect corporate green investment?. (2024). Chen, Sicen ; Li, AO ; Yang, Shuang ; Wu, Wei. In: Energy Economics. RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000859. Full description at Econpapers || Download paper | |
2024 | The impact of oil and global markets on Saudi stock market predictability: A machine learning approach. (2024). Ibrahim, Bassam A ; Abedin, Mohammad Zoynul ; Elamer, Ahmed A ; Abdou, Hussein A. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001245. Full description at Econpapers || Download paper | |
2024 | Stock market bubbles and the realized volatility of oil price returns. (2024). Pierdzioch, Christian ; Nielsen, Joshua ; Gupta, Rangan. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001403. Full description at Econpapers || Download paper | |
2024 | Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Mo, Jianlei ; Huang, Nan ; Lu, Xunfa. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506. Full description at Econpapers || Download paper | |
2024 | The quest for green horizons: Can political turnovers drive green investments? New evidence from China. (2024). Suardi, Sandy ; Pan, Xiaofei ; Ma, Ruichen. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001725. Full description at Econpapers || Download paper | |
2024 | Untangling the entanglement of US monetary policy uncertainty and European natural gas and carbon prices. (2024). Zhang, Xuewen ; Dai, Peng-Fei ; Wang, Jiqiang. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001944. Full description at Econpapers || Download paper | |
2024 | Monetary policy uncertainty and the price bubbles in energy markets. (2024). Cao, Yang ; Liang, Chao ; Dong, Dayong ; Yang, Jinyu. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002111. 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 | |
2024 | Asymmetric impacts of Chinese climate policy uncertainty on Chinese asset prices. (2024). Alsagr, Naif ; Hussain, Syed Jawad ; Bouri, Elie ; Iqbal, Najaf. In: Energy Economics. RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002263. Full description at Econpapers || Download paper | |
2024 | Mapping the landscape of energy markets research: A bibliometric analysis and predictive assessment using machine learning. (2024). Silva, Thiago ; Braz, Tercio ; Tabak, Benjamin Miranda. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004067. Full description at Econpapers || Download paper | |
2024 | Monetary policy uncertainty and ESG performance across energy firms. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sulong, Zunaidah ; Ji, Qiang ; Abdullah, Mohammad ; Aikins, Emmanuel Joel. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004079. Full description at Econpapers || Download paper | |
2024 | Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004407. Full description at Econpapers || Download paper | |
2024 | Interdependencies and risk management strategies between green cryptocurrencies and traditional energy sources. (2024). Umar, Zaghum ; Usman, Muhammad ; Ktaish, Farah. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s014098832400450x. Full description at Econpapers || Download paper | |
2024 | Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO. In: Energy Economics. RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584. Full description at Econpapers || Download paper | |
2024 | The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687. Full description at Econpapers || Download paper | |
2024 | Does M&A activity spin the cycle of energy prices?. (2024). Kizys, Renatas ; Enilov, Martin ; Wang, Jianuo. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004894. Full description at Econpapers || Download paper | |
2024 | Exploring resource blessing hypothesis within the coffin of technological innovation and economic risk: Evidence from wavelet quantile regression. (2024). Abbas, Shujaat ; Irfan, Muhammad ; Liu, Lingcai ; Adebayo, Tomiwa Sunday. In: Energy Economics. RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324005103. Full description at Econpapers || Download paper | |
2024 | Unearthing the hedge and safe-haven potential of green investment funds for energy commodities. (2024). Ozkan, Oktay ; Meo, Muhammad Saeed ; Younus, Mehak. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400522x. Full description at Econpapers || Download paper | |
2024 | Proof-of-work versus proof-of-stake coins as possible hedges against green and dirty energy. (2024). Bdowska-Sojka, Barbara ; Kliber, Agata. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005280. Full description at Econpapers || Download paper | |
2024 | Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401. Full description at Econpapers || Download paper | |
2024 | Heterogeneity of regional carbon emission markets in China: Evidence from multidimensional determinants. (2024). Dong, Xiyong ; Zhang, John F. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005437. Full description at Econpapers || Download paper | |
2024 | Economic activities, dry bulk freight, and economic policy uncertainties as drivers of oil prices: A tail-behaviour time-varying causality perspective. (2024). Tiwari, Aviral ; Kocoglu, Mustafa ; Haouas, Ilham ; Padhan, Hemachandra. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s014098832400553x. Full description at Econpapers || Download paper | |
2024 | Safe haven between European ESG and energy sector under Russian-Ukraine war: Role of sustainable investments for portfolio diversification. (2024). Imran, Zulfiqar Ali ; Ahad, Muhammad ; Shahzad, Khurram. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005619. Full description at Econpapers || Download paper | |
2024 | Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao. In: Energy Economics. RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005760. Full description at Econpapers || Download paper | |
2024 | Oil price shocks and energy transition in Africa. (2024). Nchofoung, Tii N. In: Energy Policy. RePEc:eee:enepol:v:184:y:2024:i:c:s0301421523004408. Full description at Econpapers || Download paper | |
2024 | Fossil energy risk exposure of the UK electricity system: The moderating role of electricity generation mix and energy source. (2024). Tsai, I-Chun. In: Energy Policy. RePEc:eee:enepol:v:188:y:2024:i:c:s0301421524000855. Full description at Econpapers || Download paper | |
2024 | Dynamic nonlinear effects of geopolitical risks on commodities: Fresh evidence from quantile methods. (2024). Zhao, Rongjie ; Nie, HE ; Mo, Bin. In: Energy. RePEc:eee:energy:v:288:y:2024:i:c:s0360544223031535. Full description at Econpapers || Download paper | |
2024 | The nexus between Russian uranium exports and US nuclear-energy consumption: Do the spillover effects of geopolitical risks matter?. (2024). Samargandi, Nahla ; Shahbaz, Muhammad ; Islam, Md Monirul. In: Energy. RePEc:eee:energy:v:293:y:2024:i:c:s0360544224002524. Full description at Econpapers || Download paper | |
2024 | Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711. Full description at Econpapers || Download paper | |
2024 | Exploring the dynamic connections between oil price shocks and bond yields in developed nations: A TVP-SVAR-SV approach. (2024). Maghyereh, Aktham ; Ziadat, Salem Adel ; Razzaq, Abdel. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022497. Full description at Econpapers || Download paper | |
2024 | Exploring the complex interplay of green finance, business cycles, and energy development. (2024). Sultanuzzaman, Md Reza ; Yahya, Farzan ; Lee, Chien-Chiang. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224022539. Full description at Econpapers || Download paper | |
2024 | Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?. (2024). Chen, Donghui ; Zhang, Jun. In: Energy. RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033218. Full description at Econpapers || Download paper | |
2024 | The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Sen, Ding ; Uddin, Gazi Salah ; Sheng, Lin Wen ; Hao, Zhu Shi. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805. 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 | Herding towards carbon neutrality: The role of investor attention. (2024). Zhu, Zhaobo ; Shen, Dehua ; Shi, Guiqiang. In: International Review of Financial Analysis. RePEc:eee:finana:v:91:y:2024:i:c:s1057521923005653. Full description at Econpapers || Download paper | |
2024 | Hedging and safe haven assets dynamics in developed and developing markets: Are different markets that much different?. (2024). Gurdgiev, Constantin ; Petrovskiy, Alexander. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521923005756. Full description at Econpapers || Download paper | |
2024 | Responses of financial stress and monetary policy to global warming: Evidence from China. (2024). Lin, Boqiang ; Zhang, Zuopeng ; Wu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000243. Full description at Econpapers || Download paper | |
More than 100 citations found, this list is not complete... |
Year | Title | Type | Cited |
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2019 | Economic Policy Uncertainty and Herding Behavior Evidence from the South African Housing Market In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 4 |
2019 | Economic Policy Uncertainty and Herding Behavior: Evidence from the South African Housing Market.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2020 | The US Term Structure and Return Volatility in Global REIT Markets In: Advances in Decision Sciences. [Full Text][Citation analysis] | article | 1 |
2020 | The U.S. Term Structure and Return Volatility in Global REIT Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 1 | paper | |
2022 | The financial US uncertainty spillover multiplier: Evidence from a GVAR model In: International Finance. [Full Text][Citation analysis] | article | 4 |
2021 | The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 4 | paper | |
2023 | Economic policy uncertainty and fund flow performance sensitivity: Evidence from New Zealand In: International Review of Finance. [Full Text][Citation analysis] | article | 0 |
2022 | Oil shocks and directional predictability of macroeconomic uncertainties of developed economies: Evidence from high‐frequency data† In: Scottish Journal of Political Economy. [Full Text][Citation analysis] | article | 1 |
2014 | The Effect of Global Shocks and Volatility on Herd Behavior in Borsa Istanbul In: BIFEC Book of Abstracts & Proceedings. [Full Text][Citation analysis] | article | 0 |
2020 | Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data In: School of Economics Macroeconomic Discussion Paper Series. [Full Text][Citation analysis] | paper | 2 |
2021 | Unemployment fluctuations and currency returns in the United Kingdom: Evidence from over one and a half century of data.(2021) In: Journal of Multinational Financial Management. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Unemployment Fluctuations and Currency Returns in the United Kingdom: Evidence from Over One and a Half Century of Data.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2014 | What drives herding in oil-rich, developing stock markets? Relative roles of own volatility and global factors In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 45 |
2019 | Time-varying risk aversion and realized gold volatility In: The North American Journal of Economics and Finance. [Full Text][Citation analysis] | article | 33 |
2018 | Time-Varying Risk Aversion and Realized Gold Volatility.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 33 | paper | |
2018 | Presidential cycles and time-varying bond–stock market correlations: Evidence from more than two centuries of data In: Economics Letters. [Full Text][Citation analysis] | article | 9 |
2018 | Global risk aversion and emerging market return comovements In: Economics Letters. [Full Text][Citation analysis] | article | 22 |
2021 | Bitcoin mining activity and volatility dynamics in the power market In: Economics Letters. [Full Text][Citation analysis] | article | 8 |
2021 | Bitcoin Mining Activity and Volatility Dynamics in the Power Market.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2022 | Hedging climate risks with green assets In: Economics Letters. [Full Text][Citation analysis] | article | 46 |
2022 | Climate uncertainty and carbon emissions prices: The relative roles of transition and physical climate risks In: Economics Letters. [Full Text][Citation analysis] | article | 10 |
2022 | Climate Uncertainty and Carbon Emissions Prices: The Relative Roles of Transition and Physical Climate Risks.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2018 | Geopolitical risks and stock market dynamics of the BRICS In: Economic Systems. [Full Text][Citation analysis] | article | 131 |
2016 | Geopolitical Risks and Stock Market Dynamics of the BRICS.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 131 | paper | |
2006 | Sequential valuation networks for asymmetric decision problems In: European Journal of Operational Research. [Full Text][Citation analysis] | article | 4 |
2015 | Regional and global spillovers and diversification opportunities in the GCC equity sectors In: Emerging Markets Review. [Full Text][Citation analysis] | article | 17 |
2024 | Technological shocks and stock market volatility over a century In: Journal of Empirical Finance. [Full Text][Citation analysis] | article | 1 |
2022 | Green investments: A luxury good or a financial necessity? In: Energy Economics. [Full Text][Citation analysis] | article | 52 |
2022 | Forecasting oil and gold volatilities with sentiment indicators under structural breaks In: Energy Economics. [Full Text][Citation analysis] | article | 23 |
2021 | Forecasting Oil and Gold Volatilities with Sentiment Indicators Under Structural Breaks.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2022 | Global financial cycle and the predictability of oil market volatility: Evidence from a GARCH-MIDAS model In: Energy Economics. [Full Text][Citation analysis] | article | 15 |
2021 | Global Financial Cycle and the Predictability of Oil Market Volatility: Evidence from a GARCH-MIDAS Model.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 15 | paper | |
2022 | Oil beta uncertainty and global stock returns In: Energy Economics. [Full Text][Citation analysis] | article | 3 |
2022 | Oil price shocks and cost of capital: Does market liquidity play a role? In: Energy Economics. [Full Text][Citation analysis] | article | 6 |
2010 | The behavior of crude oil spot and futures prices around OPEC and SPR announcements: An event study perspective In: Energy Economics. [Full Text][Citation analysis] | article | 80 |
2012 | The effect of ethanol listing on corn prices: Evidence from spot and futures markets In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2015 | Oil price risk exposure and the cross-section of stock returns: The case of net exporting countries In: Energy Economics. [Full Text][Citation analysis] | article | 57 |
2014 | Oil Price Risk Exposure and the Cross-section of Stock Returns: The Case of Net Exporting Countries.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 57 | paper | |
2016 | Risk spillovers across the energy and carbon markets and hedging strategies for carbon risk In: Energy Economics. [Full Text][Citation analysis] | article | 100 |
2014 | Risk Spillovers across the Energy and Carbon Markets and Hedging Strategies for Carbon Risk.(2014) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 100 | paper | |
2017 | Does speculation in the oil market drive investor herding in emerging stock markets? In: Energy Economics. [Full Text][Citation analysis] | article | 27 |
2017 | Oil and stock market momentum In: Energy Economics. [Full Text][Citation analysis] | article | 28 |
2018 | Oil returns and volatility: The role of mergers and acquisitions In: Energy Economics. [Full Text][Citation analysis] | article | 8 |
2017 | Oil Returns and Volatility: The Role of Mergers and Acquisitions.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 8 | paper | |
2018 | Time-varying rare disaster risks, oil returns and volatility In: Energy Economics. [Full Text][Citation analysis] | article | 50 |
2017 | Time-Varying Rare Disaster Risks, Oil Returns and Volatility.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 50 | paper | |
2019 | Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies In: Energy Economics. [Full Text][Citation analysis] | article | 72 |
2019 | The effect of economic policy uncertainty on stock-commodity correlations and its implications on optimal hedging In: Energy Economics. [Full Text][Citation analysis] | article | 58 |
2020 | Oil price shocks, global financial markets and their connectedness In: Energy Economics. [Full Text][Citation analysis] | article | 62 |
2019 | Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets In: Energy Policy. [Full Text][Citation analysis] | article | 40 |
2019 | Quantile relationship between oil and stock returns: Evidence from emerging and frontier stock markets.(2019) In: Working Papers. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 40 | paper | |
2005 | Correlation and return dispersion dynamics in Chinese markets In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 6 |
2015 | Does the stock market drive herd behavior in commodity futures markets? In: International Review of Financial Analysis. [Full Text][Citation analysis] | article | 57 |
2017 | On the short-term predictability of stock returns: A quantile boosting approach In: Finance Research Letters. [Full Text][Citation analysis] | article | 4 |
2019 | Herding and flash events: Evidence from the 2010 Flash Crash In: Finance Research Letters. [Full Text][Citation analysis] | article | 7 |
2020 | Time-varying risk aversion and the predictability of bond premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 10 |
2019 | Time-Varying Risk Aversion and the Predictability of Bond Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2021 | Gold, platinum and the predictability of bond risk premia In: Finance Research Letters. [Full Text][Citation analysis] | article | 5 |
2019 | Gold, Platinum and the Predictability of Bond Risk Premia.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 5 | paper | |
2022 | Financial market connectedness: The role of investors’ happiness In: Finance Research Letters. [Full Text][Citation analysis] | article | 16 |
2024 | What drives green betas? Climate uncertainty or speculation In: Finance Research Letters. [Full Text][Citation analysis] | article | 0 |
2022 | Value-at-risk and the cross section of emerging market hedge fund returns In: Global Finance Journal. [Full Text][Citation analysis] | article | 1 |
2022 | Financial turbulence, systemic risk and the predictability of stock market volatility In: Global Finance Journal. [Full Text][Citation analysis] | article | 9 |
2021 | Financial Turbulence, Systemic Risk and the Predictability of Stock Market Volatility.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2024 | Climate risk, ESG ratings, and the flow-performance relationship in mutual funds In: Global Finance Journal. [Full Text][Citation analysis] | article | 0 |
2006 | Does herding behavior exist in Chinese stock markets? In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 146 |
2013 | Investor herds and regime-switching: Evidence from Gulf Arab stock markets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 66 |
2023 | Climate uncertainty and information transmissions across the conventional and ESG assets In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 24 |
2024 | Do industries predict stock market volatility? Evidence from machine learning models In: Journal of International Financial Markets, Institutions and Money. [Full Text][Citation analysis] | article | 4 |
2023 | Anti-herding by hedge funds and its implications for expected returns In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 1 |
2010 | Do investors herd in emerging stock markets?: Evidence from the Taiwanese market In: Journal of Economic Behavior & Organization. [Full Text][Citation analysis] | article | 80 |
2020 | Cross-border capital flows and return dynamics in emerging stock markets: Relative roles of equity and debt flows In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 7 |
2019 | Cross-Border Capital Flows and Return Dynamics in Emerging Stock Markets: Relative Roles of Equity and Debt Flows.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 7 | paper | |
2023 | Cross-border capital flows and information spillovers across the equity and currency markets in emerging economies In: Journal of International Money and Finance. [Full Text][Citation analysis] | article | 4 |
2018 | Firm-level political risk and asymmetric volatility In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 11 |
2018 | Firm-Level Political Risk and Asymmetric Volatility.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 11 | paper | |
2020 | Oil price uncertainty, global industry returns and active investment strategies In: The Journal of Economic Asymmetries. [Full Text][Citation analysis] | article | 2 |
2017 | The impact of US policy uncertainty on the monetary effectiveness in the Euro area In: Journal of Policy Modeling. [Full Text][Citation analysis] | article | 25 |
2017 | The effect of investor sentiment on gold market return dynamics: Evidence from a nonparametric causality-in-quantiles approach In: Resources Policy. [Full Text][Citation analysis] | article | 47 |
2018 | Gold futures returns and realized moments: A forecasting experiment using a quantile-boosting approach In: Resources Policy. [Full Text][Citation analysis] | article | 9 |
2016 | Gold Futures Returns and Realized Moments: A Forecasting Experiment Using a Quantile-Boosting Approach.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 9 | paper | |
2019 | Commodity-currencies or currency-commodities: Evidence from causality tests In: Resources Policy. [Full Text][Citation analysis] | article | 15 |
2020 | The predictive power of oil price shocks on realized volatility of oil: A note In: Resources Policy. [Full Text][Citation analysis] | article | 26 |
2020 | The Predictive Power of Oil Price Shocks on Realized Volatility of Oil: A Note.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 26 | paper | |
2021 | Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data In: Resources Policy. [Full Text][Citation analysis] | article | 14 |
2023 | On the pricing effects of bitcoin mining in the fossil fuel market: The case of coal In: Resources Policy. [Full Text][Citation analysis] | article | 2 |
2022 | On the Pricing Effects of Bitcoin Mining in the Fossil Fuel Market: The Case of Coal.(2022) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2024 | Gold, platinum and the predictability of bubbles in global stock markets In: Resources Policy. [Full Text][Citation analysis] | article | 0 |
2005 | Comparisons of short and long hedge performance: the case of Taiwan In: Journal of Multinational Financial Management. [Full Text][Citation analysis] | article | 8 |
2015 | Industry herding and momentum strategies In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 17 |
2015 | Risk and return in the Chinese stock market: Does equity return dispersion proxy risk? In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 3 |
2015 | Global risk exposures and industry diversification with Shariah-compliant equity sectors In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 27 |
2022 | Economic policy uncertainty and institutional investment returns: The case of New Zealand In: Pacific-Basin Finance Journal. [Full Text][Citation analysis] | article | 2 |
2021 | Credit ratings and predictability of stock return dynamics of the BRICS and the PIIGS: Evidence from a nonparametric causality-in-quantiles approach In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 8 |
2022 | Do emerging stock markets offer an illiquidity premium for local or global investors? In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | Firm-level business uncertainty and the predictability of the aggregate U.S. stock market volatility during the COVID-19 pandemic In: The Quarterly Review of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2021 | Firm-level Business Uncertainty and the Predictability of the Aggregate U.S. Stock Market Volatility during the COVID-19 Pandemic.(2021) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2003 | Downside risk for short and long hedgers In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 23 |
2014 | Do ADR investors herd?: Evidence from advanced and emerging markets In: International Review of Economics & Finance. [Full Text][Citation analysis] | article | 14 |
2013 | The conditional relation between dispersion and return In: Review of Financial Economics. [Full Text][Citation analysis] | article | 4 |
2013 | The conditional relation between dispersion and return.(2013) In: Review of Financial Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2013 | Can advanced markets help diversify risks in frontier stock markets? Evidence from Gulf Arab stock markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 5 |
2017 | Flight to quality and the predictability of reversals: The role of market states and global factors In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 1 |
2021 | Monetary policy and speculative spillovers in financial markets In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 10 |
2020 | Monetary Policy and Speculative Spillovers in Financial Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 10 | paper | |
2022 | Time-varying risk aversion and currency excess returns In: Research in International Business and Finance. [Full Text][Citation analysis] | article | 7 |
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 | 0 |
2019 | The effect of global crises on stock market correlations: Evidence from scalar regressions via functional data analysis In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 39 |
2019 | The Effect of Global Crises on Stock Market Correlations: Evidence from Scalar Regressions via Functional Data Analysis.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 39 | paper | |
2020 | The effect of global and regional stock market shocks on safe haven assets In: Structural Change and Economic Dynamics. [Full Text][Citation analysis] | article | 13 |
In: . [Full Text][Citation analysis] | article | 2 | |
In: . [Full Text][Citation analysis] | article | 0 | |
In: . [Full Text][Citation analysis] | article | 1 | |
2019 | A note on the technology herd: evidence from large institutional investors In: Review of Behavioral Finance. [Full Text][Citation analysis] | article | 2 |
2017 | A Note on the Technology Herd: Evidence from Large Institutional Investors.(2017) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
In: . [Full Text][Citation analysis] | article | 2 | |
2020 | Oil and risk premia in equity markets In: Studies in Economics and Finance. [Full Text][Citation analysis] | article | 2 |
2016 | Does speculation in the oil market drive investor herding in net exporting nations? In: Working Papers. [Full Text][Citation analysis] | paper | 1 |
2013 | Do Global Shocks Drive Investor Herds in Oil-Rich Frontier Markets? In: Working Papers. [Full Text][Citation analysis] | paper | 4 |
2020 | Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram In: Economies. [Full Text][Citation analysis] | article | 2 |
2019 | Time-Varying Risk Aversion and the Profitability of Carry Trades: Evidence from the Cross-Quantilogram.(2019) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2020 | Infectious Diseases, Market Uncertainty and Oil Market Volatility In: Energies. [Full Text][Citation analysis] | article | 53 |
2022 | Oil Price Uncertainty Shocks and Global Equity Markets: Evidence from a GVAR Model In: JRFM. [Full Text][Citation analysis] | article | 3 |
In: . [Full Text][Citation analysis] | article | 1 | |
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2018 | Country Risk Ratings and Stock Market Returns in Brazil, Russia, India, and China (BRICS) Countries: A Nonlinear Dynamic Approach In: Risks. [Full Text][Citation analysis] | article | 4 |
2021 | COVID-19 Pandemic and Investor Herding in International Stock Markets In: Risks. [Full Text][Citation analysis] | article | 28 |
2020 | COVID-19 Pandemic and Investor Herding in International Stock Markets.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 28 | paper | |
2019 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests In: Sustainability. [Full Text][Citation analysis] | article | 13 |
2018 | Equity Return Dispersion and Stock Market Volatility: Evidence from Multivariate Linear and Nonlinear Causality Tests.(2018) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 13 | paper | |
2017 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations In: Sustainability. [Full Text][Citation analysis] | article | 23 |
2016 | Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations.(2016) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 23 | paper | |
2021 | Interest Rate Uncertainty and the Predictability of Bank Revenues In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2020 | Interest Rate Uncertainty and the Predictability of Bank Revenues.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 2 | paper | |
2022 | Interest rate uncertainty and the predictability of bank revenues.(2022) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2002 | An Investigation of the Day-of-the-Week Effect on Stock Returns in Turkey In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 17 |
2015 | Effect of Global Shocks and Volatility on Herd Behavior in an Emerging Market: Evidence from Borsa Istanbul In: Emerging Markets Finance and Trade. [Full Text][Citation analysis] | article | 26 |
2020 | Predicting firm-level volatility in the United States: the role of monetary policy uncertainty In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2020 | Predicting Firm-Level Volatility in the United States: The Role of Monetary Policy Uncertainty.(2020) In: Working Papers. [Citation analysis] This paper has nother version. Agregated cites: 0 | paper | |
2021 | On the hedging benefits of REITs: The role of risk aversion and market states In: Economics and Business Letters. [Full Text][Citation analysis] | article | 0 |
2016 | Effectiveness of Monetary Policy in the Euro Area: The Role of US Economic Policy Uncertainty In: Working Papers. [Citation analysis] | paper | 9 |
2016 | The Effect of Investor Sentiment on Gold Market Dynamics In: Working Papers. [Citation analysis] | paper | 0 |
2016 | The Effect of Gold Market Speculation on REIT Returns in South Africa: A Behavioral Perspective In: Working Papers. [Citation analysis] | paper | 18 |
2017 | The effect of gold market speculation on REIT returns in South Africa: a behavioral perspective.(2017) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 18 | article | |
2016 | Differences of Opinion and Stock Market Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 5 |
2018 | Differences of opinion and stock market volatility: evidence from a nonparametric causality-in-quantiles approach.(2018) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 5 | article | |
2016 | The Predictive Power of Industrial Electricity Usage Revisited: Evidence from Nonparametric Causality Tests In: Working Papers. [Citation analysis] | paper | 0 |
2017 | Credit Ratings and Predictability of Stock Returns and Volatility of the BRICS and the PIIGS: Evidence from a Nonparametric Causality-in-Quantiles Approach In: Working Papers. [Citation analysis] | paper | 0 |
2017 | Do Bivariate Multifractal Models Improve Volatility Forecasting in Financial Time Series? An Application to Foreign Exchange and Stock Markets In: Working Papers. [Citation analysis] | paper | 2 |
2017 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note In: Working Papers. [Citation analysis] | paper | 44 |
2019 | Geopolitical Risks and Movements in Islamic Bond and Equity Markets: A Note.(2019) In: Defence and Peace Economics. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 44 | article | |
2017 | Oil Speculation and Herding Behavior in Emerging Stock Markets In: Working Papers. [Citation analysis] | paper | 11 |
2019 | Oil speculation and herding behavior in emerging stock markets.(2019) In: Journal of Economics and Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 11 | article | |
2017 | On the Predictability of Stock Market Bubbles: Evidence from LPPLS ConfidenceTM Multi-scale Indicators In: Working Papers. [Citation analysis] | paper | 28 |
2019 | On the predictability of stock market bubbles: evidence from LPPLS confidence multi-scale indicators.(2019) In: Quantitative Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 28 | article | |
2017 | Country Risk Ratings and Stock Market Returns in BRICS Countries: A Nonlinear Dynamic Approach In: Working Papers. [Citation analysis] | paper | 1 |
2018 | Investor Sentiment and Crash Risk in Safe Havens In: Working Papers. [Citation analysis] | paper | 4 |
2019 | Investor Sentiment and Crash Risk in Safe Havens.(2019) In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 4 | article | |
2018 | Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities In: Working Papers. [Citation analysis] | paper | 3 |
2018 | Does Liquidity Risk Explain the Time-Variation in Asset Correlations? Evidence from Stocks, Bonds and Commodities.(2018) In: Journal of Economics and Behavioral Studies. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 3 | article | |
2018 | Presidential Cycles and Time-Varying Bond-Stock Correlations: Evidence from More than Two Centuries of Data In: Working Papers. [Citation analysis] | paper | 6 |
2018 | Geopolitical Risks and the Predictability of Regional Oil Returns and Volatility In: Working Papers. [Citation analysis] | paper | 6 |
2018 | Forecasting Stock Market (Realized) Volatility in the United Kingdom: Is There a Role for Economic Inequality? In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The Risk Exposures of Safe Havens to Global and Regional Stock Market Shocks: A Novel Approach In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The Predictability of Stock Market Volatility in Emerging Economies: Relative Roles of Local, Regional and Global Business Cycles In: Working Papers. [Citation analysis] | paper | 16 |
2020 | The predictability of stock market volatility in emerging economies: Relative roles of local, regional, and global business cycles.(2020) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 16 | article | |
2019 | Risk Aversion and the Predictability of Crude Oil Market Volatility: A Forecasting Experiment with Random Forests In: Working Papers. [Citation analysis] | paper | 9 |
2022 | Risk aversion and the predictability of crude oil market volatility: A forecasting experiment with random forests.(2022) In: Journal of the Operational Research Society. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 9 | article | |
2020 | A Note on Oil Price Shocks and the Forecastability of Gold Realized Volatility In: Working Papers. [Citation analysis] | paper | 7 |
2021 | A note on oil price shocks and the forecastability of gold realized volatility.(2021) In: Applied Economics Letters. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 7 | article | |
2020 | Effect of Rare Disaster Risks on Crude Oil: Evidence from El Nino from Over 140 Years of Data In: Working Papers. [Citation analysis] | paper | 2 |
2020 | Forecasting Realized Stock-Market Volatility: Do Industry Returns have Predictive Value? In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Sentiment and Financial Market Connectedness: The Role of Investor Happiness In: Working Papers. [Citation analysis] | paper | 1 |
2020 | Oil-Shocks and Directional Predictability of Macroeconomic Uncertainties of Developed Economies: Evidence from High-Frequency Data In: Working Papers. [Citation analysis] | paper | 1 |
2020 | A Note on Uncertainty due to Infectious Diseases and Output Growth of the United States: A Mixed-Frequency Forecasting Experiment In: Working Papers. [Citation analysis] | paper | 2 |
2022 | A NOTE ON UNCERTAINTY DUE TO INFECTIOUS DISEASES AND OUTPUT GROWTH OF THE UNITED STATES: A MIXED-FREQUENCY FORECASTING EXPERIMENT.(2022) In: Annals of Financial Economics (AFE). [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2020 | Investor Sentiment and (Anti-)Herding in the Currency Market: Evidence from Twitter Feed Data In: Working Papers. [Citation analysis] | paper | 2 |
2023 | Investor Sentiment and (Anti) Herding in the Currency Market: Evidence from Twitter Feed Data.(2023) In: Journal of Behavioral Finance. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 2 | article | |
2021 | Financial Vulnerability and Volatility in Emerging Stock Markets: Evidence from GARCH-MIDAS Models In: Working Papers. [Citation analysis] | paper | 1 |
2021 | Gold and the Global Financial Cycle In: Working Papers. [Citation analysis] | paper | 2 |
2021 | The Effect of Oil Price Uncertainty Shock on International Equity Markets: Evidence from a GVAR Model In: Working Papers. [Citation analysis] | paper | 1 |
2022 | The Pricing Implications of Cryptocurrency Mining on Global Electricity Markets: Evidence from Quantile Causality Tests In: Working Papers. [Citation analysis] | paper | 0 |
2022 | Policy Uncertainty and Stock Market Volatility Revisited: The Predictive Role of Signal Quality In: Working Papers. [Citation analysis] | paper | 8 |
2023 | Policy uncertainty and stock market volatility revisited: The predictive role of signal quality.(2023) In: Journal of Forecasting. [Full Text][Citation analysis] This paper has nother version. Agregated cites: 8 | article | |
2022 | Forecasting Multivariate Volatilities with Exogenous Predictors: An Application to Industry Diversification Strategies In: Working Papers. [Citation analysis] | paper | 0 |
2023 | Technological Shocks and Stock Market Volatility Over a Century: A GARCH-MIDAS Approach In: Working Papers. [Citation analysis] | paper | 1 |
2023 | Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Political Geography and Stock Market Volatility: The Role of Political Alignment across Sentiment Regimes In: Working Papers. [Citation analysis] | paper | 0 |
2024 | Presidential Politics and Investor Behavior in the Stock Market: Evidence from a Century of Stock Market Data In: Working Papers. [Citation analysis] | paper | 0 |
2019 | The U.S. term structure and stock market volatility: Evidence from emerging stock markets In: Proceedings of International Academic Conferences. [Full Text][Citation analysis] | paper | 0 |
2016 | On the volatility transmission between oil and stock markets: a comparison of emerging importers and exporters In: Economia Politica: Journal of Analytical and Institutional Economics. [Full Text][Citation analysis] | article | 24 |
2020 | The U.S. term structure and return volatility in emerging stock markets In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2022 | U.S. monetary policy and the predictability of global economic synchronization patterns In: Journal of Economics and Finance. [Full Text][Citation analysis] | article | 0 |
2023 | A note on financial vulnerability and volatility in emerging stock markets: evidence from GARCH-MIDAS models In: Applied Economics Letters. [Full Text][Citation analysis] | article | 0 |
2004 | Firm-level return dispersion and correlation asymmetry: challenges for portfolio diversification In: Applied Financial Economics. [Full Text][Citation analysis] | article | 7 |
2019 | Industry Herding and the Profitability of Momentum Strategies During Market Crises In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 1 |
2024 | Speculation, Cross-Market Sentiment and the Predictability of Gold Market Volatility In: Journal of Behavioral Finance. [Full Text][Citation analysis] | article | 0 |
2017 | Investor herds and oil prices evidence in the Gulf Cooperation Council (GCC) equity markets In: Central Bank Review. [Full Text][Citation analysis] | article | 18 |
2013 | Commodity Financialization and Herd Behavior in Commodity Futures Markets In: Working Papers. [Full Text][Citation analysis] | paper | 2 |
2022 | Forecasting stock market (realized) volatility in the United Kingdom: Is there a role of inequality? In: International Journal of Finance & Economics. [Full Text][Citation analysis] | article | 2 |
2020 | Volatility forecasting with bivariate multifractal models In: Journal of Forecasting. [Full Text][Citation analysis] | article | 11 |
2019 | Do firm characteristics matter in explaining the herding effect on returns? In: Review of Financial Economics. [Full Text][Citation analysis] | article | 4 |
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