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2023PLOS ONE: Vol. 18, Issue 6Spillover effects of RMB exchange rate among RCEP member countries: Empirical evidence from time-frequency domain approachJingbo Guo, Zhiyong Wang, Ricky Chee Jiun Chiahttp://dx.doi.org/10.1371/journal.pone.0287566
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2023The Energy Journal: Vol. 44, Issue 6Systemic Risk in the Global Energy Sector: Structure, Determinants and Portfolio Management ImplicationsSyed Jawad Hussain Shahzad, Román Ferrer, Elie Bourihttp://dx.doi.org/10.5547/01956574.44.6.ssha
2023Asia-Pacific Financial MarketsDynamics of Contagion Risk Among World Markets in Times of Crises: A Financial Network PerspectiveKarim Belcaid, Sara El Aoufi, Mamdouh Abdulaziz Saleh Al-Faryanhttp://dx.doi.org/10.1007/s10690-023-09439-2
2023Energy Economics: Vol. 128The connectedness of Energy Transition MetalsAndrea Bastianin, Chiara Casoli, Marzio Galeottihttp://dx.doi.org/10.1016/j.eneco.2023.107183
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2023Energy Economics: Vol. 126Herd and causality dynamics between energy commodities and ethical investment: Evidence from the different phases of the COVID-19 pandemicAzhar Mohamad, Vincent Fromentinhttp://dx.doi.org/10.1016/j.eneco.2023.107001
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2023SSRN Electronic JournalDynamic Connectedness in the Higher Moments Between Clean Energy and Oil PricesWei Hao, Linh Phamhttp://dx.doi.org/10.2139/ssrn.4565305
2023Financial Innovation: Vol. 9, Issue 1Dynamic connectedness and network in the high moments of cryptocurrency, stock, and commodity marketsWaqas Hanif, Hee-Un Ko, Linh Pham, Sang Hoon Kanghttp://dx.doi.org/10.1186/s40854-023-00474-6
2023Applied EconomicsVolatility spillovers and Asymmetric effects of Chinese A-share markets—Enterprise-Level data Based on high-dimensional social network modelsHaifeng Wu, Qichang Xiehttp://dx.doi.org/10.1080/00036846.2023.2288051
2023American Business Review: Vol. 26, Issue 1Dynamic Linkages of Energy Commodities with Bullion and Metal Market: Evidence of Portfolio HedgingShegorika Rajwani, Aviral Kumar Tiwari, Miklesh Prasad Yadav, Sakshi Sharmahttp://dx.doi.org/10.37625/abr.26.1.148-179
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2022Energy Economics: Vol. 111A volatility spillover analysis with realized semi(co)variances in Australian electricity marketsEvelyn Chanatásig-Niza, Aitor Ciarreta, Ainhoa Zarragahttp://dx.doi.org/10.1016/j.eneco.2022.106076
2021SSRN Electronic Journal Tail Risk Connectedness in the Refined Petroleum Market: A First Look at the Impact of the COVID PandemicIoannis Chatziantoniou, David Gabauer, Fernando Perez de Graciahttp://dx.doi.org/10.2139/ssrn.3929736
2021SSRN Electronic Journal Marine Fuel Hedging Under the Sulfur Cap RegulationsFrantisek Cech, Michal Zitekhttp://dx.doi.org/10.2139/ssrn.3947516
2021Financial Innovation: Vol. 7, Issue 1Portfolio diversification benefits of alternative currency investment in Bitcoin and foreign exchange marketsMuhammad Owais Qarni, Saiqb Gulzarhttp://dx.doi.org/10.1186/s40854-021-00233-5
2019The Energy Journal: Vol. 40, Issue 2Understanding Dynamic Conditional Correlations between Oil, Natural Gas and Non-Energy Commodity Futures MarketsNiaz Bashiri Behmiri, Matteo Manera, Marcella Nicolinihttp://dx.doi.org/10.5547/01956574.40.2.nbeh
2019The Energy Journal: Vol. 40, Issue 2_supplTotal, Asymmetric and Frequency Connectedness between Oil and Forex MarketsJozef Baruník, Evžen Kočendahttp://dx.doi.org/10.5547/01956574.40.SI2.jbar
2019The Energy Journal: Vol. 40, Issue 1_supplLiving in an Era when Market Fundamentals Determine Crude Oil PriceTheodosios Perifanis, Athanasios Dagoumashttp://dx.doi.org/10.5547/01956574.40.SI1.tper
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2018Prague Economic Papers: Vol. 27, Issue 3Survey of Volatility and Spillovers on Financial MarketsEvžen Kočendahttp://dx.doi.org/10.18267/j.pep.650
2018The Energy Journal: Vol. 39, Issue 2Dependence Structure between Oil Prices, Exchange Rates, and Interest RatesJong-Min Kim, Hojin Junghttp://dx.doi.org/10.5547/01956574.39.2.jkim

 

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