Cited By
2024Research in International Business and Finance: Vol. 69Frequency volatility connectedness and portfolio hedging of U.S. energy commoditiesEvžen Kočenda, Michala Moravcová
2024International Review of Economics & Finance: Vol. 92Asymmetric spillover effects in energy marketsAviral Kumar Tiwari, Emmanuel Joel Aikins Abakah, Buhari Doğan, Oluwasegun B. Adekoya, Mark Wohar
2024Economic Change and Restructuring: Vol. 57, Issue 1Connectedness and risk transmission of China’s stock and currency markets with global commoditiesHuifu Nong
2023Research in International Business and Finance: Vol. 66Asymmetric and time-frequency volatility connectedness between China and international crude oil markets with portfolio implicationsZhenhua Liu, Qiang Ji, Pengxiang Zhai, Zhihua Ding
2023SSRN Electronic JournalGood vs. Bad Volatility: The Dichotomy and Drivers of Connectedness in Major CryptocurrenciesJan Sila, Evzen Kocenda, Ladislav Kristoufek, Jiri Kukacka
2023The European Journal of FinanceCrash risk connectedness in commodity marketsNajaf Iqbal, Muhammad Abubakr Naeem, Sitara Karim, Muhammad Haseeb
2023The Journal of Economic Asymmetries: Vol. 28Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measuresAdil Ahmad shah, Niyati Bhanja, Arif Billah Dar
2023Tekirdağ Ziraat Fakültesi Dergisi: Vol. 20, Issue 3Return and Volatility Connectedness in Electronic Warehouse Receipt Market of TurkeyTürker AÇIKGÖZ
2023SSRN Electronic JournalDoes the Spillover Index Respond to Adverse Shocks? A Bootstrap-Based Probabilistic AnalysisMatthew Greenwood-Nimmo, Evzen Kocenda, Viet Hoang Nguyen
2022Journal of International Money and Finance: Vol. 122Mortgage-related bank penalties and systemic risk among U.S. banksVáclav Brož, Evžen Kočenda
2022Economic Systems: Vol. 46, Issue 3Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profileSophio Togonidze, Evžen Kočenda
2022Journal of International Commerce, Economics and Policy: Vol. 13, Issue 01Total and Net-Directional Connectedness of Cryptocurrencies During the Pre- and Post-COVID-19 PandemicLe Thanh Ha, Nguyen Van Dai
2022Energy: Vol. 243Long-memory and volatility spillovers across petroleum futuresYuliya Lovcha, Alejandro Perez-Laborda
2022Empirical Economics: Vol. 63, Issue 6COVID-19 and the volatility interlinkage between bitcoin and financial assetsAktham Maghyereh, Hussein Abdoh
2022Energy Economics: Vol. 108Oil shocks and BRIC markets: Evidence from extreme quantile approachMuhammad Abubakr Naeem, Linh Pham, Arunachalam Senthilkumar, Sitara Karim
2022Asia-Pacific Financial Markets: Vol. 29, Issue 1Energy Consumption and Bitcoin MarketAnh Ngoc Quang Huynh, Duy Duong, Tobias Burggraf, Hien Thi Thu Luong, Nam Huu Bui
2022Annals of Operations Research: Vol. 313, Issue 1Financial modelling, risk management of energy instruments and the role of cryptocurrenciesToan Luu Duc Huynh, Muhammad Shahbaz, Muhammad Ali Nasir, Subhan Ullah
2022Empirical Economics: Vol. 63, Issue 4Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economiesMehmet Balcilar, Zeynel Abidin Ozdemir, Huseyin Ozdemir, Gurcan Aygun, Mark E. Wohar
2022The Journal of Economic Asymmetries: Vol. 25Asymmetric, time and frequency-based spillover transmission in financial and commodity marketsAdil Ahmad Shah, Arif Billah Dar
2021Discrete Dynamics in Nature and Society: Vol. 2021Research on the Time-Frequency Spillover Effect of High-Frequency Stock Price and Economic Policy UncertaintyShuzhen Zhu, Zhen He, Suxue Wang, Stefan Cristian Gherghina
2021Financial Innovation: Vol. 7, Issue 1Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spilloversSyed Jawad Hussain Shahzad, Elie Bouri, Ladislav Kristoufek, Tareq Saeed
2021Applied Economics: Vol. 53, Issue 18Spillover and risk transmission in the components of the term structure of eurozone yield curveZaghum Umar, Yasir Riaz, Adam Zaremba
2021Resources Policy: Vol. 74Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency marketsRamzi Nekhili, Walid Mensi, Xuan Vinh Vo
2021Economic Modelling: Vol. 95Returns and volume: Frequency connectedness in cryptocurrency marketsPanos Fousekis, Dimitra Tzaferi
2021Research in International Business and Finance: Vol. 56Does COVID-19 open a Pandora's box of changing the connectedness in energy commodities?Boqiang Lin, Tong Su
2020Frontiers in Physics: Vol. 8Dynamic Network Connectedness of Bitcoin Markets: Evidence from Realized VolatilityShuanglian Chen, Hao Dong


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