1. Dynamic nonlinear connectedness between the green bonds, clean energy, and stock price: the impact of the COVID-19 pandemic. (2025). Chu, Wenjun ; Chai, Shanglei ; Abedin, Mohammad Zoynul ; Li, Zhilong ; Zhang, Zhen.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04452-y.

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2. Long-term correlation between the green and conventional bond markets: The roles of categorical EPU indices and structural changes. (2025). Zhang, Hongwei ; Wei, Shiyao ; Guo, Yaoqi.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001382.

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3. Impact of green bonds on traditional equity markets. (2025). Miftah, Badir ; Sharif, Taimur ; Bhuiyan, Faruk ; Bouteska, Ahmed ; Abedin, Mohammad Zoynul.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003994.

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4. 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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5. Liquidity spillover and investment strategy construction among Chinese green financial markets. (2025). Zhou, Yueyi ; Gao, Yang ; Zhao, Wandi.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000061.

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6. Fuel prices connectedness across Brazilian capitals: The case of ethanol and gasoline. (2025). Tabak, Benjamin ; Silva, Thiago ; Quintino, Derick ; Dalla, Igor Bettanin.
   In: Renewable and Sustainable Energy Reviews.
   RePEc:eee:rensus:v:210:y:2025:i:c:s1364032124008748.

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7. Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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8. Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

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9. Can ESG Stocks Be a Safe Haven during Global Crises? Evidence from the COVID-19 Pandemic and the Russia-Ukraine War with Time-Frequency Wavelet Analysis. (2024). Xanthopoulos, Stylianos ; Katsampoxakis, Ioannis ; Basdekis, Charalampos ; Christopoulos, Apostolos G.
   In: Economies.
   RePEc:gam:jecomi:v:12:y:2024:i:4:p:89-:d:1374726.

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10. Return connectedness of green bonds and financial investment channels in China: Implications for hedging and regulation. (2024). HU, YANG ; Corbet, Shaen ; Xu, Danyang ; Lang, Chunlin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924001223.

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11. The impact of guarantee network on the risk of corporate stock price crash: Discussing the moderating effect of internal control quality. (2024). Weng, Yudong ; Wang, Ziqi ; Yu, Hongxiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007202.

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12. Do market conditions affect interconnectedness pattern of socially responsible equities?. (2024). Anwer, Zaheer ; Naeem, Muhammad Abubakr ; Khan, Ashraf ; Paltrinieri, Andrea.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:611-630.

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13. Is investing in green assets costlier? Green vs. non-green financial assets. (2024). Uddin, Gazi ; Nobanee, Haitham ; Hasan, Md. Bokhtiar ; Nahiduzzaman, MD ; Siddique, Md Abubakar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:92:y:2024:i:c:p:1460-1481.

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14. Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x.

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15. Price discovery of climate risk and green bonds: A dynamic information leadership share approach. (2024). Goodell, John W ; Hou, Yang ; Oxley, Les ; Xu, Danyang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:69:y:2024:i:pb:s1544612324011279.

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16. Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

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17. Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

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18. Asymmetric volatility spillovers among new energy, ESG, green bond and carbon markets. (2024). Qin, Zhongfeng ; Wu, Ruirui.
    In: Energy.
    RePEc:eee:energy:v:292:y:2024:i:c:s0360544224002755.

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19. Interactions between sustainable bonds, renewable energy and other financial markets: A macroprudential perspective. (2024). Sheenan, Lisa ; Klein, Tony ; Schweers, Koen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005474.

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20. Can Green Bonds be a Safe Haven for Equity Investors?. (2023). Sheenan, Lisa ; Flavin, Thomas.
    In: QBS Working Paper Series.
    RePEc:zbw:qmsrps:202306.

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21. Dynamic connectedness of green bond with financial markets of European countries under OECD economies. (2023). Ashok, Shruti ; Mishra, Nandita ; Yadav, Miklesh.
    In: Economic Change and Restructuring.
    RePEc:kap:ecopln:v:56:y:2023:i:1:d:10.1007_s10644-022-09430-3.

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22. Volatility spillover of green bond with renewable energy and crypto market. (2023). Arya, Vandana ; Mishra, Nandita ; Yadav, Mikesh Prasad ; Taghizadeh-Hesary, Farhad ; Pandey, Asheesh.
    In: Renewable Energy.
    RePEc:eee:renene:v:212:y:2023:i:c:p:928-939.

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23. Return spillover across Chinas financial markets. (2023). Chen, Yu-Lun ; Mo, Wan-Shin ; Qin, Rong-Ling ; Yang, Jimmy J.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:80:y:2023:i:c:s0927538x23001233.

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24. Revisiting the natural resources-financial development nexus in China: The importance of economic policy uncertainty. (2023). Li, Zhezhou ; Sun, Yizhong ; Wu, Qingyang ; Jin, Keyan ; Wang, Deyong.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008930.

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25. Green finance and commodities: Cross-market connectedness during different COVID-19 episodes. (2023). Al-Faryan, Mamdouh Abdulaziz Sa ; Adekoya, Oluwasegun ; Marie, Mohamed ; Saleh, Mamdouh Abdulaziz ; Oliyide, Johnson A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s030142072300627x.

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26. Volatility transmission from critical minerals prices to green investments. (2023). Sokolova, Yulia ; Sohag, Kazi ; Blueschke, Dmitri ; Vilamova, Arka.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723002076.

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27. Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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28. What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?. (2023). Tiwari, Aviral ; Adekoya, Oluwasegun ; Hammoudeh, Shawkat ; Aikins, Emmanuel Joel.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322000965.

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29. Dynamic connectedness between China green bond, carbon market and traditional financial markets: Evidence from quantile connectedness approach. (2023). Gong, Zhenting ; Yang, Yunglieh ; Zhang, HE ; Chen, Fan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008450.

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30. The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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31. Time-varying tail risk connectedness among sustainability-related products and fossil energy investments. (2023). Ren, Boru ; lucey, brian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323003109.

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32. Extreme Spillover between Green Bonds and Clean Energy Markets. (2022). Jia, Fang ; Jiang, Dongming.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:10:p:6338-:d:821749.

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33. The Volatility of the “Green” Option-Adjusted Spread: Evidence before and during the Pandemic Period. (2022). Nissi, Eugenia ; Ortolano, Alessandra.
    In: Risks.
    RePEc:gam:jrisks:v:10:y:2022:i:3:p:45-:d:755427.

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34. Evaluating influential nodes for the Chinese energy stocks based on jump volatility spillover network. (2022). Deng, Yunke ; Yang, Xin ; Zhao, Xian ; Huang, Chuangxia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:81-94.

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35. Analysis of connectivity between the world’s banking markets: The COVID-19 global pandemic shock. (2022). Tabak, Benjamin ; Silva, Thiago ; Dalla, Igor Bettanin.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:84:y:2022:i:c:p:324-336.

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36. Dynamic spillovers between uncertainties and green bond markets in the US, Europe, and China: Evidence from the quantile VAR framework. (2022). Li, Zixuan ; Long, Shaobo ; Tian, Hao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003660.

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37. Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic. (2022). Tiwari, Aviral ; Naifar, Nader ; Elsayed, Ahmed ; Nasreen, Samia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:107:y:2022:i:c:s0140988322000299.

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38. Dynamic connectedness of China’s green bonds and asset classes. (2022). Qi, Xiaohong ; Zhang, Guofu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001772.

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39. Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Li, Yangyang ; Gao, Yang ; Zhao, Chengjie.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002151.

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40. The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches. (2022). Ao, Zhiming ; Wang, Yujou ; Jiang, Yonghong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:116:y:2022:i:c:s0264999322002759.

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41. Green creates value: Evidence from China. (2022). Chen, Zhongfei ; Jiang, Kangqi.
    In: Journal of Asian Economics.
    RePEc:eee:asieco:v:78:y:2022:i:c:s1049007821001536.

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42. Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

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43. Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2021/28.

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   RePEc:gam:jmathe:v:11:y:2023:i:18:p:3813-:d:1233502.

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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.
   In: Resources Policy.
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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.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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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.
   In: Energy Economics.
   RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005953.

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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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   RePEc:taf:applec:v:54:y:2022:i:20:p:2320-2342.

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8. Oil-stock nexus: the role of oil shocks for GCC markets. (2022). Ziadat, Salem Adel ; McMillan, David G.
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   RePEc:eme:sefpps:sef-12-2021-0529.

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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.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:82:y:2022:i:c:p:299-306.

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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.
    In: Renewable Energy.
    RePEc:eee:renene:v:190:y:2022:i:c:p:879-892.

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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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    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372.

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    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004482.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002896.

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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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    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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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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    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000460.

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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.
    In: International Review of Financial Analysis.
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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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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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.
    In: Energy Economics.
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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.
    In: Journal of Multinational Financial Management.
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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.
    In: Resources Policy.
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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.
    In: Resources Policy.
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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.
    In: Global Finance Journal.
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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.
    In: Energy.
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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.
    In: Energy.
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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.
    In: The North American Journal of Economics and Finance.
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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.
    In: The North American Journal of Economics and Finance.
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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.
    In: The North American Journal of Economics and Finance.
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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.
    In: Economic Modelling.
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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.
    In: Research in International Business and Finance.
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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.
    In: Resources Policy.
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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.
    In: Resources Policy.
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