1. Event-driven changes in connectedness among commodities and commodity currencies: A quantile, network and probabilistic analysis. (2025). Kočenda, Evžen ; Albrecht, Peter ; de Oliveira, Alexandre Silva ; Koenda, Even ; Ceretta, Paulo Sergio ; Drbek, Michal.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000376.

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2. Interconnectedness and return spillover among APEC currency exchange rates: A time-frequency analysis. (2025). Pandey, Dharen ; Kakran, Shubham ; Bajaj, Parminder Kaur.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003659.

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3. Risk spillovers between the financial market and macroeconomic sectors under mixed-frequency information: A frequency domain perspective. (2025). Zhu, Chen ; Jia, Junsheng ; Ma, Xiaofu ; Li, Mengting.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:99:y:2025:i:c:s105905602500139x.

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4. Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

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5. Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?. (2025). Hamori, Shigeyuki ; Shang, Jin.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000601.

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6. Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:98:y:2025:i:c:s1042443124001525.

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7. Connectedness and risk transmission of China’s stock and currency markets with global commodities. (2024). Nong, Huifu.
   In: Economic Change and Restructuring.
   RePEc:kap:ecopln:v:57:y:2024:i:1:d:10.1007_s10644-024-09586-0.

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8. Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605.

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9. Frequency volatility connectedness and portfolio hedging of U.S. energy commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000679.

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10. Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doğan, 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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11. Exploring the interconnectedness of Chinas new energy and stock markets: A study on volatility spillovers and dynamic correlations. (2024). Shen, Z Y ; Wei, Weixian ; Song, Malin ; Li, Guangchen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pb:p:471-484.

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12. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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13. Volatility connectedness on the central European forex markets. (2024). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s105752192400111x.

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14. Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

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15. Detecting statistically significant changes in connectedness: A bootstrap-based technique. (2024). Nguyen, Viet Hoang ; Kočenda, Evžen ; Greenwood-Nimmo, Matthew ; Koenda, Even.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:140:y:2024:i:c:s0264999324002001.

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16. Financial shock transmission in Chinas banking and housing sectors: A network analysis. (2024). Yu, Ziliang ; Li, Yang ; Nong, Huifu.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:82:y:2024:i:c:p:701-723.

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17. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10889.

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18. Frequency domain quantile dependence and connectedness between crude oil and exchange rates: Evidence from oil-importing and exporting countries. (2023). Huang, Zishan ; Li, Shuang ; Zhu, Huiming.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:90:y:2023:i:c:p:1-30.

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19. Spillovers and connectedness in foreign exchange markets: The role of trade policy uncertainty. (2023). Nguyen, Duc Khuong ; Nasir, Muhammad Ali ; Duc, Toan Luu.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:87:y:2023:i:c:p:191-199.

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20. Do gold and the US dollar diversify global sectoral risk? Evidence from connectedness and dynamic conditional correlation measures. (2023). Dar, Arif ; Bhanja, Niyati ; Shah, Adil Ahmad.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000166.

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21. Volatility Connectedness on the Central European Forex Markets. (2023). Kočenda, Evžen ; Albrecht, Peter ; Koenda, Even ; Kocenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10728.

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22. COVID-19 and the volatility interlinkage between bitcoin and financial assets. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:6:d:10.1007_s00181-022-02223-7.

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23. Effectiveness of monetary policy under the high and low economic uncertainty states: evidence from the major Asian economies. (2022). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet ; Aygun, Gurcan.
    In: Empirical Economics.
    RePEc:spr:empeco:v:63:y:2022:i:4:d:10.1007_s00181-021-02198-x.

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24. Assessing Permanent and Transitory Volatility Spillover Effect from Oil to Stocks in Baltic and Visegrad Countries. (2022). Momcilovic, Mirela ; Gajic-Glamoclija, Marina ; Duraskovic, Jasmina ; Ivkov, Dejan.
    In: Journal of Economics / Ekonomicky casopis.
    RePEc:sav:journl:v:70:y:2022:i:6:p:523-542.

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25. Asymmetric spillovers and connectedness between crude oil and currency markets using high-frequency data. (2022). Shafiullah, Muhammad ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s030142072200126x.

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26. Asymmetric, time and frequency-based spillover transmission in financial and commodity markets. (2022). Dar, Arif ; Shah, Adil Ahmad.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000020.

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27. Mortgage-related bank penalties and systemic risk among U.S. banks. (2022). Kočenda, Evžen ; Brož, Václav ; Koenda, Even.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:122:y:2022:i:c:s0261560621002266.

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28. Asymmetric connectedness across Asia-Pacific currencies: Evidence from time-frequency domain analysis. (2022). Hassan, M. Kabir ; Anwer, Zaheer ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000952.

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29. Long-memory and volatility spillovers across petroleum futures. (2022). Perez-Laborda, Alejandro ; Lovcha, Yuliya.
    In: Energy.
    RePEc:eee:energy:v:243:y:2022:i:c:s0360544221031996.

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30. Oil shocks and BRIC markets: Evidence from extreme quantile approach. (2022). Pham, Linh ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322001104.

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31. Macroeconomic responses of emerging market economies to oil price shocks: An analysis by region and resource profile. (2022). Kočenda, Evžen ; Togonidze, Sophio ; Koenda, Even.
    In: Economic Systems.
    RePEc:eee:ecosys:v:46:y:2022:i:3:s0939362522000504.

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32. Volatility spillovers in commodity futures markets: A network approach. (2021). Yang, Jian ; Miao, Hong ; Li, Zheng.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:41:y:2021:i:12:p:1959-1987.

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33. Impact of the COVID-19 outbreak on the US equity sectors: Evidence from quantile return spillovers. (2021). Shahzad, Syed Jawad Hussain ; Krištoufek, Ladislav ; Bouri, Elie ; Hussain, Syed Jawad ; Kristoufek, Ladislav ; Saeed, Tareq.
    In: Financial Innovation.
    RePEc:spr:fininn:v:7:y:2021:i:1:d:10.1186_s40854-021-00228-2.

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34. Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004098.

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35. Multiscale spillovers and connectedness between gold, copper, oil, wheat and currency markets. (2021). NEKHILI, Ramzi ; Vo, Xuan Vinh ; Mensi, Walid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002749.

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36. Asymmetric and time-frequency spillovers among commodities using high-frequency data. (2021). Vo, Xuan Vinh ; Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309879.

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37. Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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38. Returns and volume: Frequency connectedness in cryptocurrency markets. (2021). Fousekis, Panos ; Tzaferi, Dimitra.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:13-20.

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39. Does Bitcoin React to Trump’s Tweets?. (2021). Duc, Toan Luu.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000903.

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40. Mortgage-Related Bank Penalties and Systemic Risk among U.S. Banks. (2021). Kočenda, Evžen ; Brož, Václav ; Kocenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_9463.

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41. Mortgage-related bank penalties and systemic risk among U.S. banks. (2020). Kočenda, Evžen ; Brož, Václav ; Broza, Vaclav ; Kocenda, Evzen.
    In: KIER Working Papers.
    RePEc:kyo:wpaper:1024.

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42. Diversification in the age of the 4th industrial revolution: The role of artificial intelligence, green bonds and cryptocurrencies. (2020). Nasir, Muhammad Ali ; Huynh, Toan ; Hille, Erik ; Duc, Toan Luu.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:159:y:2020:i:c:s0040162520310143.

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43. Financialisation of natural resources & instability caused by risk transfer in commodity markets. (2020). Nasir, Muhammad Ali ; Burggraf, Tobias ; Duc, Toan Luu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420720300696.

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44. The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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45. The time-frequency impacts of natural gas prices on US economic activity. (2020). Ji, Qiang ; Xu, Xiao-Yue ; Geng, Jiang-Bo.
    In: Energy.
    RePEc:eee:energy:v:205:y:2020:i:c:s0360544220311129.

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46. Spillover effects in oil-related CDS markets during and after the sub-prime crisis. (2020). Wohar, Mark ; Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:54:y:2020:i:c:s1062940820301467.

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47. Emerging market corporate leverage and global financial conditions. (2020). Alter, Adrian ; Elekdag, Selim.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:62:y:2020:i:c:s0929119920300341.

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48. Market connectedness in the US beef supply chain. (2018). Fousekis, Panos ; Tzaferi, Dimitra.
    In: Agricultural Economics Review.
    RePEc:ags:aergaa:330625.

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1. Renewable energy and portfolio volatility spillover effects of GCC oil exporting countries. (2022). Polinori, Paolo ; D'Errico, Maria Chiara ; Bigerna, Simona ; Simshauer, Paul.
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2. Impact of stock market trading on currency market volatility spillovers. (2020). Yelkenci, Tezer ; Baklaci, Hasan Fehmi ; Aydoan, Berna.
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3. Clarifying the Response of Gold Return to Financial Indicators: An Empirical Comparative Analysis Using Ordinary Least Squares, Robust and Quantile Regressions. (2019). Miyazaki, Takashi.
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4. The stability of Chinese stock network and its mechanism. (2019). Zhuang, Xintian ; Zhang, Weiping.
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5. Forecasting base metal prices with the Chilean exchange rate. (2019). Pincheira, Pablo ; Hardy, Nicolas ; Brown, Pablo Pincheira.
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6. Total, asymmetric and frequency connectedness between oil and forex markets. (2019). Kočenda, Evžen ; Baruník, Jozef ; Kovcenda, Evvzen.
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7. Networks of volatility spillovers among stock markets. (2018). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vrost, Toma ; Lyocsa, Tefan ; Koenda, Even.
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8. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
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9. Asymmetric volatility connectedness on the forex market. (2017). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef ; Barunik, Jozef ; Koenda, Even.
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10. Can environmental innovation facilitate carbon emissions reduction? Evidence from China. (2017). Zhang, Yue-Jun ; Peng, Yu-Lu ; Ma, Chao-Qun ; Shen, BO.
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11. Networks of Volatility Spillovers among Stock Markets. (2017). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard ; Vyrost, Tomas ; Lyocsa, Stefan .
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12. Networks of volatility spillovers among stock markets. (2016). Výrost, Tomáš ; Lyócsa, Štefan ; Kočenda, Evžen ; Baumohl, Eduard.
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13. Asymmetrical long-run dependence between oil price and US dollar exchange rate—Based on structural oil shocks. (2016). Gu, Rongbao ; Jiang, Jiaqi.
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14. Role of carbon swap trading and energy prices in price correlations and volatilities between carbon markets. (2016). Kanamura, Takashi.
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15. Asymmetric volatility connectedness on forex markets. (2016). Vacha, Lukas ; Kočenda, Evžen ; Baruník, Jozef.
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16. Collateral Damage: Dollar Strength and Emerging Markets’ Growth. (2015). Magud, Nicolas ; Mariscal, Rodrigo ; Druck, Pablo F.
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17. Evaluating a Year of Oil Price Volatility. (2015). Tuzemen, Didem ; Smith, Andrew ; Nie, Jun ; Davig, Troy ; CAKIR MELEK, NIDA.
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18. The linkage between oil and agricultural commodity prices in the light of the perceived global risk. (2014). Kablamaci, Baris ; Gözgör, Giray ; Gozgor, Giray.
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19. The impact of the Euro area macroeconomy on energy and non-energy global commodity prices. (2014). Papież, Monika ; Śmiech, Sławomir ; Dąbrowski, Marek ; Dbrowski, Marek A..
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20. Co-movement of commodity prices – results from dynamic time warping classification. (2014). Śmiech, Sławomir.
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21. A simple model of an oil based global savings glut—the “China factor”and the OPEC cartel. (2014). Gros, Daniel ; Belke, Ansgar.
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22. On the risk comovements between the crude oil market and the U.S. dollar exchange rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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23. On the effects of world stock market and oil price shocks on food prices: An empirical investigation based on TVPVAR models with stochastic volatility. (2014). Teulon, Frédéric ; JEBABLI, Ikram ; AROURI, Mohamed.
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24. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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25. A factor model for co-movements of commodity prices. (2014). West, Kenneth ; Wong, Ka-Fu .
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26. Oil and US dollar exchange rate dependence: A detrended cross-correlation approach. (2014). Reboredo, Juan ; Rivera-Castro, Miguel A. ; Zebende, Gilney F..
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27. On the Risk Comovements between the Crude Oil Market and the U.S. Dollar Exchange Rates. (2014). Keddad, Benjamin ; DE TRUCHIS, Gilles.
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28. Exogenous Shocks and Information Transmission in Global Copper Futures Markets. (2013). Yin, Libo ; Han, Liyan.
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29. Oil and gold price dynamics in a multivariate cointegration framework. (2013). Czudaj, Robert ; Beckmann, Joscha.
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30. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2013). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Mohamed EL HEDI AROURI, .
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31. Oil prices and effective dollar exchange rates. (2013). Czudaj, Robert ; Beckmann, Joscha.
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32. The extreme value in crude oil and US dollar markets. (2013). Chen, Wei-Peng ; Choudhry, Taufiq ; Wu, Chih-Chiang.
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33. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework. (2013). Tiwari, Aviral ; Mutascu, Mihai ; Albulescu, Claudiu.
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34. Is there a homogeneous causality pattern between oil prices and currencies of oil importers and exporters?. (2013). Czudaj, Robert ; Beckmann, Joscha.
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    RePEc:eee:eneeco:v:40:y:2013:i:c:p:665-678.

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35. A wavelet decomposition approach to crude oil price and exchange rate dependence. (2013). Reboredo, Juan ; Rivera-Castro, Miguel A..
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36. Primary commodity prices: Co-movements, common factors and fundamentals. (2013). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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37. Can Exchange Rates Forecast Commodity Prices? Recent Evidence using Australian Data. (2013). Rohde, Nicholas ; Burgess, Kieran .
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38. Global commodity cycles and linkages: a FAVAR approach. (2012). Schnatz, Bernd ; Osbat, Chiara ; Lombardi, Marco.
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39. Long memory and structural breaks in modeling the return and volatility dynamics of precious metals. (2012). Nguyen, Duc Khuong ; Lahiani, Amine ; Hammoudeh, Shawkat ; AROURI, Mohamed ; Arouri, Mohamed El Hedi, .
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40. Modelling oil price and exchange rate co-movements. (2012). Reboredo, Juan.
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41. Oil prices, exchange rates and emerging stock markets. (2012). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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42. Energy prices and exchange rates of the U.S. dollar: Further evidence from linear and nonlinear causality analysis. (2012). Wang, Yudong ; Wu, Chongfeng.
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43. Asset arbitrage and the price of oil. (2012). Tyers, Rodney ; Arora, Vipin.
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44. The Role of Speculation in Oil Markets: What Have We Learned So Far?. (2012). Mahadeva, Lavan ; Kilian, Lutz ; Fattouh, Bassam.
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45. Precios de bienes primarios e inflación en Colombia. (2012). González-Molano, Eliana ; Arango Thomas, Luis ; Chavarro, Ximena ; Gonzalez, Eliana Rocio .
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46. Growth in Emerging Market Economies and the Commodity Boom of 2003–2008: Evidence from Growth Forecast Revisions. (2012). Vasishtha, Garima ; Arbatli, Elif.
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47. Primary commodity prices : co-movements, common factors and fundamentals. (2011). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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48. How important are real interest rates for oil prices?. (2011). Arora, Vipin ; Tanner, Matthew .
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49. Oil prices, exchange rates and emerging stock markets. (2011). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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50. Asset Arbitrage and the Price of Oil. (2011). Tyers, Rodney ; Arora, Vipin.
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51. Risk factors in oil and gas industry returns: International evidence. (2011). Veiga, Helena ; Ramos, Sofia.
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52. Do global risk perceptions influence world oil prices?. (2011). Soytas, Ugur ; Sarı, Ramazan ; Hacihasanoglu, Erk ; HACIHASANOÄžLU, ERK.
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53. Causal modeling and inference for electricity markets. (2011). Wilhelmsen, Mathilde ; Ferkingstad, Egil ; Loland, Anders.
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54. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Camilo ; Arteaga, Carolina ; Joan Camilo Granados Castro, ; Cabrales, Carolina Arteaga.
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55. The Effect of Monetary Policy on Commodity Prices: Disentangling the Evidence for Individual Prices. (2011). Ojeda-Joya, Jair ; Granados, Camilo ; Arteaga, Carolina ; Joan Camilo Granados Castro, ; Cabrales, Carolina Arteaga.
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56. Causal modeling and inference for electricity markets. (2011). Wilhelmsen, Mathilde ; Ferkingstad, Egil ; Loland, Anders.
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57. A hybrid commodity price-forecasting model applied to the sugar–alcohol sector. (2011). Oliveira, Sydnei M. ; Ribeiro, Celma O..
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58. Asset Value, Interest Rates and Oil Price Volatility. (2011). Arora, Vipin.
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59. Oil Prices, Exchange Rates and Emerging Stock Markets. (2010). Haug, Alfred ; Basher, Syed ; Sadorsky, Perry.
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60. Primary commodity prices: co-movements, common factors and fundamentals. (2010). Fiess, Norbert ; Fazio, Giorgio ; Byrne, Joseph.
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61. Editorial introduction of the special issue: Energy sector pricing and macroeconomic dynamics. (2009). Malliaris, Anastasios ; KYRTSOU, Catherine.
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