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2. Contemporaneous and lagged R2 decomposed connectedness approach: New evidence from the energy futures market. (2023). Gabauer, David ; Balli, Hatice ; Nhat, Tam Hoang.
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3. Nonlinear examination of the ‘Heat Wave’ and ‘Meteor Shower’ effects between spot and futures markets of the precious metals. (2022). Mani, Slavica ; Pavkov, Ivan ; Ivkov, Dejan.
   In: Empirical Economics.
   RePEc:spr:empeco:v:63:y:2022:i:2:d:10.1007_s00181-021-02148-7.

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4. Unveiling endogeneity and temporal dependence in energy prices and demand in Iberian countries: a stochastic hidden Markov model approach. (2022). Gil-Alana, Luis ; Riccardi, Rossana ; Wanke, Peter ; Antunes, Jorge ; Tan, Yong.
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5. Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Long, Shaobo ; Guo, Jiaqi.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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6. Does energy aid improve energy efficiency in developing countries?. (2021). Banerjee, Rajabrata ; Maruta, Admasu Asfaw.
   In: Empirical Economics.
   RePEc:spr:empeco:v:61:y:2021:i:1:d:10.1007_s00181-020-01854-y.

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7. Forecasting Commodity Prices: Looking for a Benchmark. (2021). Rubaszek, Michał ; Kwas, Marek.
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8. Oil prices and geopolitical risks: What implications are offered via multi-domain investigations?. (2020). Chu, Yin ; Chang, Chun-Ping ; Li, Boying ; Sui, BO.
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9. Renewable energy consumption and industrial production: A disaggregated time-frequency analysis for the U.S.. (2020). Shahzad, Syed Jawad Hussain ; Czudaj, Robert ; van Hoang, Thi Hong ; Hussain, Syed Jawad.
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10. The role of the threshold effect for the dynamics of futures and spot prices of energy commodities. (2020). Uddin, Gazi ; Rubaszek, Michał ; Marek, Kwas ; Zuzanna, Karolak.
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11. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
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12. Heterogeneous Causal Relationships between Spot and Futures Oil Prices: Evidence from Quantile Causality Analysis. (2019). Yang, Xinxia ; Su, Xianfang ; Zhu, Huiming.
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13. The forward premium anomaly in the energy futures markets: A time-varying approach. (2019). Charfeddine, Lanouar ; Mrabet, Zouhair ; ben Khediri, Karim.
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14. Crude oil futures trading and uncertainty. (2019). Czudaj, Robert.
    In: Energy Economics.
    RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

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15. Revisiting global economic activity and crude oil prices: A wavelet analysis. (2019). Chu, Yin ; Gong, Qiang ; Dong, Minyi ; Chang, Chun-Ping.
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16. Renewable and non-renewable energy consumption, environmental degradation and economic growth in Tunisia. (2018). ben Mbarek, Mounir ; Rahman, Mohammad Mafizur ; Saidi, Kais.
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17. The Energy Consumption and Economic Growth Nexus in Top Ten Energy-Consuming Countries: Fresh Evidence from Using the Quantile-on-Quantile Approach. (2018). Shahbaz, Muhammad ; Zakaria, Muhammad ; Kumar, Mantu ; Syed, Jawad.
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18. The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach. (2018). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Mahalik, Mantu ; Hussain, Syed Jawad ; Zakaria, Muhammad.
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19. Does the level of energy intensity matter in the effect of energy consumption on the growth of transition economies? Evidence from dynamic panel threshold analysis. (2018). Esen, Omer ; Aydin, Celil.
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20. Time-varying efficiency in food and energy markets: Evidence and implications. (2018). Roubaud, David ; JEBABLI, Ikram.
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    RePEc:eee:ecmode:v:70:y:2018:i:c:p:97-114.

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21. Do oil spot and futures prices move together?. (2015). Lee, Chien-Chiang ; Chang, Chun-Ping.
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    RePEc:eee:eneeco:v:50:y:2015:i:c:p:379-390.

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22. Does gold act as a hedge or a safe haven for stocks? A smooth transition approach. (2015). Czudaj, Robert ; Beckmann, Joscha ; Berger, Theo.
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1. Uncertainty and the Uncovered Interest Parity Condition: How Are They Related?. (2019). Terrones, Marco ; Ramírez-Rondán, Nelson R. ; Ramirez-Rondan, N R.
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2. Re-examining the real interest rate parity hypothesis (RIPH) using panel unit root tests with asymmetry and cross-section dependence. (2017). Omay, Tolga ; Çorakcı Eruygur, Aysegul ; Emirmahmutoglu, Furkan ; Orakci, Ayegul .
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3. The relevance of international spillovers and asymmetric effects in the Taylor rule. (2017). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar.
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4. Is Robust Inference with OLS Sensible in Time Series Regressions? Investigating Bias and MSE Trade-offs with Feasible GLS and VAR Approaches. (2016). Baillie, Richard T ; Ho, Kun.
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5. Assessing Euro Crises from a Time Varying International CAPM Approach. (2016). Cho, Dooyeon ; Baillie, Richard T.
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6. The Forward Premium Bias, Carry Trade Return and the Risks of Volatility and Liquidity. (2016). Moore, Michael ; Li, Youwei ; Shehadeh, Ali.
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7. Forecasting the nominal exchange rate movements in a changing world. The case of the U.S. and the U.K.. (2016). Peel, David ; Promponas, Pantelis .
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8. Assessing Euro crises from a time varying international CAPM approach. (2016). Cho, Dooyeon ; Baillie, Richard T.
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9. Uncovered interest parity: The long and the short of it. (2016). Lothian, James.
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10. The relevance of international spillovers and asymmetric effects in the Taylor rule. (2015). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar.
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11. Efficiency impact of convergence bidding in the california electricity market. (2015). Oren, Shmuel ; Li, Ruoyang ; Svoboda, Alva .
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12. The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule. (2015). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar.
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13. Foreign exchange market inefficiency and exchange rate anomalies. (2015). Miller, Norman C. ; Li, Jing.
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14. Was it risk? Or was it fundamentals? Explaining excess currency returns with kernel smoothed regressions. (2015). Baillie, Richard T ; Ho, Kun.
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15. The role of covered interest parity in explaining the forward premium anomaly within a nonlinear panel framework. (2015). Cho, Dooyeon.
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16. Does the foreign interest rate matter for monetary policy? Evidence from nonlinear Taylor rules. (2014). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar.
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17. The relevance of international spillovers and asymmetric effects in the Taylor rule. (2014). Dreger, Christian ; Beckmann, Joscha ; Belke, Ansgar.
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18. The Relevance of International Spillovers and Asymmetric Effects in the Taylor Rule. (2014). Dreger, Christian ; Beckmann, Joscha.
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19. Exchange Rate Economics. (2014). Miller, Norman C..
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20. Unbiasedness and risk premiums in the Indian currency futures market. (2014). Trueck, Stefan ; Kumar, Satish ; Truck, Stefan.
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21. Forward premium anomaly of the British pound and the euro. (2014). Grossmann, Axel ; Simpson, Marc W. ; Lee, Allissa A..
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22. Time variation in the standard forward premium regression: Some new models and tests. (2014). Cho, Dooyeon ; Baillie, Richard T..
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23. Regime-dependent adjustment in energy spot and futures markets. (2014). Czudaj, Robert ; Beckmann, Joscha ; Belke, Ansgar.
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24. Does Uncovered Interest Rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
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25. The Spot Forward Exchange Rate Relation in Indian Foreign Exchange Market - An Analysis. (2013). Nath, Golaka .
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26. Does Uncovered Interest rate Parity Hold After All?. (2013). Scholtens, Bert ; Omer, Muhammad ; de Haan, Jakob.
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27. Can cross-country portfolio rebalancing give rise to forward bias in FX markets?. (2013). Chang, Sanders.
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28. Does the forward premium puzzle disappear over the horizon?. (2013). Snaith, Stuart ; Kellard, Neil ; Coakley, Jerry.
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29. An empirical study of nonlinear adjustment in the UIP model using a smooth transition regression model. (2013). Morley, Bruce ; Ghoshray, Atanu ; Li, Dandan.
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30. Nonlinear adjustment, purchasing power parity and the role of nominal exchange rates and prices. (2013). Beckmann, Joscha.
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31. What Covered Interest Parity Implies about the Theory of Uncovered Interest Parity.. (2012). Pippenger, John.
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32. Testing Uncovered Interest Rate Parity and Term Structure Using a Three‐regime Threshold Unit Root VECM: An Application to the Swiss ‘Isle’ of Interest Rates. (2012). NETO, David ; Krishnakumar, Jaya.
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33. Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices. (2011). Beckmann, Joscha.
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34. Nonlinear Adjustment, Purchasing Power Parity and the Role of Nominal Exchange Rates and Prices. (2011). .
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35. Nonlinearity and time-variation in the monetary model of exchange rates. (2011). Korhonen, Marko ; Junttila, Juha.
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36. Possible solutions to the forward bias paradox. (2011). Richard T., Baillie, .
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37. The solution to the forward-bias puzzle. (2011). Pippenger, John.
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38. Carry trades, momentum trading and the forward premium anomaly. (2011). Chang, Sanders ; Baillie, Richard T..
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39. A COMPLETE SOLUTION TO THE FORWARD-BIAS PUZZLE. (2011). Pippenger, John.
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40. Linearity and stationarity of G7 government bond returns. (2010). Wong, Wing-Keung ; Qiao, Zhuo ; Liew, Venus.
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41. Interest differentials and extreme support for uncovered interest rate parity. (2010). Davis, George ; Craighead, William ; Miller, Norman C..
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42. Structural change in the forward discount: Implications for the forward rate unbiasedness hypothesis. (2010). Choi, Kyongwook ; Sakoulis, Georgios ; Zivot, Eric.
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43. Forward premium puzzle and term structure of interest rates: the case of New Zealand. (2010). Silva, Carmen Gloria .
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44. Resolving the unbiasedness puzzle in the foreign exchange market. (2009). Thornton, Daniel.
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45. Japanese foreign exchange intervention and the yen-to-dollar exchange rate: A simultaneous equations approach using realized volatility. (2009). ulu, yasemin ; Schnabl, Gunther ; Hillebrand, Eric.
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46. Forward interest rate premium and asymmetric adjustment: Evidence from 16 countries. (2009). McMillan, David G..
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47. Working Paper 143. (2008). Wagner, Christian.
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48. Risk-Premia, Carry-Trade Dynamics, and Speculative Efficiency of Currency Markets. (2008). Wagner, Christian.
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49. Nonlinear models for strongly dependent processes with financial applications. (2008). Kapetanios, George ; Baillie, Richard T..
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50. Uncovered interest parity at distant horizons: evidence on emerging economies & nonlinearities. (2007). Mehl, Arnaud ; Cappiello, Lorenzo.
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