1. Exploring the dynamic connectedness between uranium stocks and metals: Implications for portfolio diversification. (2025). Ullah, Alishba Rahman ; Ijaz, Muhammad Shahzad ; Kang, Sang Hoon.
   In: Energy Economics.
   RePEc:eee:eneeco:v:146:y:2025:i:c:s0140988325003172.

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2. Reevaluating the Time-varying Safe Haven Status of Precious Metals: Novel Insights from Economic Policy Uncertainties in the USA and China. (2024). Tunc, Ahmet.
   In: Politická ekonomie.
   RePEc:prg:jnlpol:v:2024:y:2024:i:6:id:1443:p:958-984.

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3. Spillover dynamics in DeFi, G7 banks, and equity markets during global crises: A TVP-VAR analysis. (2024). Hanif, Waqas ; Shah, Waheed Ullah ; Younis, Ijaz ; Gupta, Himani ; Du, Anna Min.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001983.

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4. The ability of energy commodities to hedge the dynamic risk of epidemic black swans. (2024). Lin, Che-Chun ; Tsai, I-Chun ; Chen, Han-Bo.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:89:y:2024:i:c:s0301420723013338.

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5. Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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6. Dynamic spillover effects and interconnectedness of DeFi assets, commodities, and Islamic stock markets during crises. (2024). Younis, Ijaz ; Du, Anna Min ; Gupta, Himani ; Shah, Waheed Ullah.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004952.

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7. Are investment grade Sukuks decoupled from the conventional yield curve?. (2024). Umar, Zaghum ; Vo, Xuan Vinh ; Trabelsi, Nader ; Dogah, Kingsley E.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004970.

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8. How do global commodities react to increasing geopolitical risks? New insights into the Russia-Ukraine and Palestine-Israel conflicts. (2024). Hammoudeh, Shawkat ; Mejri, Sami ; Khan, Nasir.
   In: Energy Economics.
   RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005206.

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9. Can NFTs hedge the risk of traditional assets after the COVID-19 pandemic?. (2024). Hamori, Shigeyuki ; Zhang, Yulian ; Liu, Tiantian.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:72:y:2024:i:c:s1062940824000743.

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10. Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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11. Connectedness and spillover between African equity, commodity, foreign exchange and cryptocurrency markets during the COVID-19 and Russia-Ukraine conflict. (2023). Phiri, Andrew ; Anyikwa, Izunna.
    In: Future Business Journal.
    RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00227-y.

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12. Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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13. Co-Movements between an Asian Technology Stock Index and Cryptocurrencies during the COVID-19 Pandemic: A Bi-Wavelet Approach. (2023). Rijanto, Arief.
    In: Economies.
    RePEc:gam:jecomi:v:11:y:2023:i:9:p:232-:d:1237982.

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14. Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic. (2023). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001496.

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15. On the efficiency of the gold returns: An econometric exploration for India, USA and Brazil. (2023). Bhatia, Madhur.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002854.

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16. Diversification benefits of commodities in portfolio allocation: A dynamic factor copula approach. (2023). Herrera, Rodrigo ; Gaete, Michael.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:32:y:2023:i:c:s2405851323000533.

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17. Asymmetric impact of COVID-19 news on the connectedness of the green energy, dirty energy, and non-ferrous metal markets. (2023). Ding, Qian ; Wang, LU ; Guan, LI ; Zhang, Hongwei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004231.

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18. Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Lang, Chunlin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003274.

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19. COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Pham, Linh ; Teplova, Tamara ; Ghosh, Bikramaditya.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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20. Dynamic connectedness between global commodity sectors, news sentiment, and sub-Saharan African equities. (2023). Umar, Zaghum ; Teplova, Tamara ; Agyei, Samuel Kwaku ; Bossman, Ahmed.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:56:y:2023:i:c:s1566014123000547.

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21. The Impact of the COVID-19 Pandemic on metal, mining, and allied sectors in the Indian Stock Market. (2023). , Manmohan.
    In: International Journal of Accounting, Business and Finance.
    RePEc:dbs:ijabfi:v:2:y:2023:i:2:p:28-39:id:82.

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22. Volatility shocks in energy commodities: The influence of COVID-19. (2022). Dickson, Pastory ; Munishi, Emmanuel.
    In: International Journal of Research in Business and Social Science (2147-4478).
    RePEc:rbs:ijbrss:v:11:y:2022:i:2:p:214-227.

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23. The Impact of the COVID-19 Pandemic on the Connectedness between Green Industries and Financial Markets in China: Evidence from Time-Frequency Domain with Portfolio Implications. (2022). Zheng, Yujie ; Xing, Xiaoyun ; Qin, Tao ; Lu, Jingxuan ; Deng, Jing ; Liu, Cheng.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:20:p:13178-:d:941814.

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24. On the stylized facts of precious metals’ volatility: A comparative analysis of pre- and during COVID-19 crisis. (2022). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003727.

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25. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Umar, Zaghum ; Mokni, Khaled ; Escribano, Ana.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469.

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26. How resilient are Islamic financial markets during the COVID-19 pandemic?. (2022). Shafiullah, Muhammad ; Hasan, Md. Bokhtiar ; Sarker, Tapan ; Rashid, Md Mamunur.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001123.

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27. Can precious metals hedge geopolitical risk? Fresh sight using wavelet coherence analysis. (2022). Zhang, Zongyou ; Cao, Yan ; Cheng, Sheng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004159.

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28. Assessing the influence of news indicator on volatility of precious metals prices through GARCH-MIDAS model: A comparative study of pre and during COVID-19 period. (2022). Raza, Syed ; Khan, Komal Akram ; Zhang, Hongyu ; Khaskheli, Asadullah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003956.

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29. Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis. (2022). Umar, Zaghum ; Teplova, Tamara ; Bossman, Ahmed.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:26:y:2022:i:c:s1703494922000184.

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30. NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic. (2022). Demir, Ender ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004840.

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31. Changes in social behavior and impacts of the COVID-19 pandemic on regional housing markets: Independence and risk. (2022). Tsai, I-Chun.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:35:y:2022:i:c:s2214635022000454.

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32. Impact of COVID-19 on Mergers, Acquisitions & Corporate Restructurings. (2021). kooli, chokri ; Son, Melanie Lock.
    In: Businesses.
    RePEc:gam:jbusin:v:1:y:2021:i:2:p:8-114:d:615049.

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1. US Monetary Policy and BRICS Stock Market Bubbles. (2022). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus.
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2. On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data. (2022). Lee, Chien-Chiang ; GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
   In: Working Papers.
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3. Energy Consumption and Bitcoin Market. (2022). Burggraf, Tobias ; Bui, Nam Huu ; Thu, Hien Thi ; Duong, Duy ; Quang, Anh Ngoc.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4.

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4. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis.
   In: International Review of Economics & Finance.
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5. The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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6. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Gabauer, David ; Dwumfour, Richard ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
   In: Global Finance Journal.
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7. Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach. (2022). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Vasiliou, Dimitrios ; Magoutas, Anastasios.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001690.

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8. Financial market connectedness: The role of investors’ happiness. (2022). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:44:y:2022:i:c:s1544612321001562.

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9. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
   In: Working Papers.
   RePEc:pre:wpaper:202180.

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10. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers.
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11. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
    In: Working Papers.
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12. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves. (2021). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2021-06.

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13. Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780.

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14. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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15. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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16. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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17. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. (2021). Gabauer, David ; Chatziantoniou, Ioannis.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:79:y:2021:i:c:p:1-14.

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18. Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:60:y:2021:i:c:s1042444x21000049.

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19. 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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20. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak. (2021). Song, Ying ; Ghosh, Sajal ; Kanjilal, Kakali ; Bouri, Elie.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003883.

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21. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003834.

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22. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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23. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
    In: Resources Policy.
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24. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Wei, YU ; Li, Xiafei ; Bai, Lan ; Liang, Chao.
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25. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
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26. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
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27. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
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28. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Jalkh, Naji ; Bouri, Elie ; Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei.
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29. Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Nasir, Muhammad Ali ; Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana.
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30. Time-varying spillovers between housing sentiment and housing market in the United States☆. (2021). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
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31. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
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32. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Financial Analysis.
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33. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
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34. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
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35. Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
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36. Do investor sentiments drive cryptocurrency prices?. (2021). Ceyhan Darendeli, Sanli ; Cepni, Oguzhan ; Aysan, Ahmet ; Akyildirim, Erdinc.
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37. What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M.
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38. The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Umar, Zaghum ; Aziz, Saqib ; Tawil, Dima.
    In: Journal of Behavioral and Experimental Finance.
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39. Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
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40. Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
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41. How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK.
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42. Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur.
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43. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
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44. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
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45. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
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46. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
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47. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
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48. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
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49. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
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50. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: Journal of International Financial Markets, Institutions and Money.
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