1. Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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2. The nexus between the volatility of Bitcoin, gold, and American stock markets during the COVID-19 pandemic: evidence from VAR-DCC-EGARCH and ANN models. (2024). Rounaghi, Mohammad Mahdi ; Terraza, Virginie ; Pek, Asli Boru.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00520-3.

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3. Upward and Downward Multifractality and Efficiency of Chinese and Hong Kong Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Mensi, Walid.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:6:d:10.1007_s10614-023-10526-9.

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4. Should you buy gold stocks or paper gold?. (2024). Batten, Jonathan A ; Kinateder, Harald ; Szilagyi, Peter G.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324012315.

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5. Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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6. Dynamic volatility spillover among cryptocurrencies and energy markets: An empirical analysis based on a multilevel complex network. (2024). Xiao, Zumian ; Wang, Xuetong ; Ma, Shiqun ; Xiang, Lijin ; Fang, Fang.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001584.

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7. Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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8. Portfolio constructions in cryptocurrency market: A CVaR-based deep reinforcement learning approach. (2023). Zhang, Yongmin ; Cui, Tianxiang ; Ding, Shusheng ; Jin, Huan.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:119:y:2023:i:c:s0264999322003157.

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9. Forecasting macroeconomic effects of stablecoin adoption: A Bayesian approach. (2022). Muhadinovic, Milica ; Bojaj, Martin M ; Jolicic, Ivan ; Milosevic, Igor ; Mihailovic, Andrej ; Bracanovic, Andrej ; Milacic, Veselin ; Radulovic, Mladen.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:109:y:2022:i:c:s0264999322000384.

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10. COVID‐19 and ESG preferences: Corporate bonds versus equities. (2022). Singh, Amanjot.
    In: International Review of Finance.
    RePEc:bla:irvfin:v:22:y:2022:i:2:p:298-307.

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11. Does non-fundamental news related to COVID-19 matter for stock returns? Evidence from Shanghai stock market. (2021). Ftiti, Zied ; Louhichi, Wael ; ben Ameur, Hachmi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:99:y:2021:i:c:s0264999321000675.

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1. Silver Price Forecasting Using Extreme Gradient Boosting (XGBoost) Method. (2023). Napitupulu, Herlina ; Gono, Dylan Norbert.
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2. Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin.
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3. Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
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4. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin.
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5. Co-volatility and asymmetric transmission of risks between the global oil and Chinas futures markets. (2023). Klein, Tony ; Ji, Qiang ; Luo, Jiawen ; Marfatia, Hardik A.
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6. Upside/Downside spillovers between oil and Chinese stock sectors: From the global financial crisis to global pandemic. (2023). Yoon, Seong-Min ; Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid ; Choi, Ki-Hong.
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7. Spillovers and portfolio optimization of precious metals and global/regional equity markets. (2022). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Kang, Sang Hoon.
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8. Oil-stock nexus: the role of oil shocks for GCC markets. (2022). Ziadat, Salem Adel ; McMillan, David G.
   In: Studies in Economics and Finance.
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9. Does the volatility spillover effect matter in oil price volatility predictability? Evidence from high-frequency data. (2022). Xu, Weiju ; Li, Pan ; Wu, Lan ; Huang, Dengshi.
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10. Dependence between renewable energy related critical metal futures and producer equity markets across varying market conditions. (2022). Uddin, Gazi ; Junttila, Juha ; Kits, Ilya ; Borg, Elin.
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11. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
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12. Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Peng, Pin ; Ma, Lijun ; Li, Kang ; Qi, Haozhi ; Chen, Hao.
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13. Spillovers and diversification benefits between oil futures and ASEAN stock markets. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
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14. The connectedness between natural resource commodities and stock market indices: Evidence from the Chinese economy. (2022). Fang, Ming ; Chang, Chiu-Lan.
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15. Precious metals as hedge and safe haven for African stock markets. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham.
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16. Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
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17. Quantile Granger causality between US stock market indices and precious metal prices. (2022). Sarwar, Suleman ; Mighri, Zouheir ; Wang, Yihan ; Ragoubi, Hanen.
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18. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Ben Amar, Amine ; Hachicha, Nejib ; Bellalah, Makram ; ben Slimane, Ikrame.
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19. Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Haoyang.
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20. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Dai, Zhifeng ; Zhu, Haoyang.
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21. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Golitsis, Petros ; Gkasis, Pavlos.
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22. Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Li, Yangyang ; Gao, Yang ; Zhao, Chengjie.
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23. Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Kang, Sang Hoon.
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24. Dynamic correlation between crude oil and agricultural futures markets. (2022). Chen, Zhuo ; Kang, Hanwen ; Yan, BO.
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25. Financial connectedness of GCC emerging stock markets. (2021). Hung, Ngo Thai.
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26. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Duran, Nancy Muller ; Climent, Jose Antonio ; Benavides, Domingo Rodriguez.
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27. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Duran, Nancy Muller ; Climent, Jose Antonio ; Benavides, Domingo Rodriguez.
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28. Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets. (2021). Балаш, Владимир ; Sidorov, Sergei ; Chistopolskaya, Elena ; Faizliev, Alexey.
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29. The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality. (2021). Hammoudeh, Shawkat ; Alqahtani, Faisal ; Hamdi, Besma.
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30. Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Lee, Yun-Jung ; Vo, Xuan Vinh ; Mensi, Walid.
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31. Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Ding, Zhihua ; Liu, Zhenhua ; Zhou, Yuqin ; Wu, Shan ; Zhai, Pengxiang.
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32. The safe-haven property of precious metal commodities in the COVID-19 era. (2021). Mefteh-Wali, Salma ; Vasbieva, Dinara G ; Lahiani, Amine.
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33. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
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34. Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Ying ; Zhu, Xuehong.
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35. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kayani, Ghulam Mujtaba.
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36. Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
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37. Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Shafiullah, Muhammad ; Mensi, Walid ; Kang, Sang Hoon.
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38. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Hammoudeh, Shawkat ; Ur, Mobeen.
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39. Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). Kang, Sang Hoon ; McIver, Ron ; Suleman, Muhammad Tahir.
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40. Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen.
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41. Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen ; Li, Binlin.
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42. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
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43. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana.
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44. Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Wang, Yaojun ; Li, Yangyang ; Gao, Yang.
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45. Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; NEKHILI, Ramzi ; Mensi, Walid ; Suleman, Tahir ; Kang, Sang Hoon.
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46. Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot.
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47. Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
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48. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sang Hoon ; McIver, Ron P.
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49. Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun.
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50. Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
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