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2. Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets. (2025). Zhou, Yuqin ; Wang, Jue ; Wu, Shan.
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   RePEc:eee:renene:v:238:y:2025:i:c:s0960148124019852.

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3. Global geopolitical risk and financial stability: Evidence from China. (2025). Xia, Yuqin ; Zhu, Sha ; Chen, Yunjia ; Li, Qiuxuan.
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   RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015307.

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4. Risk spillover effects of the Israel–Hamas War on global financial and commodity markets: A time–frequency and network analysis. (2024). Lin, Zi-Luo ; Ouyang, Wen-Pei ; Yu, Qing-Rui.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:66:y:2024:i:c:s1544612324006482.

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5. Discerning the impact of global geopolitical risks on Chinas energy futures market spillovers: Evidence from higher-order moments. (2024). Rong, Xueyun ; Wang, Xinya ; Yin, Lei.
   In: Energy Economics.
   RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006893.

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6. Do climate change risks affect the systemic risk between the stocks of clean energy, electric vehicles, and critical minerals? Analysis under changing market conditions. (2024). Basher, Syed ; Sadorsky, Perry.
   In: Energy Economics.
   RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005401.

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1. US Monetary Policy and BRICS Stock Market Bubbles. (2022). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus.
   In: Working Papers.
   RePEc:pre:wpaper:202243.

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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.
   RePEc:pre:wpaper:202212.

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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.
   RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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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.
   RePEc:eee:glofin:v:51:y:2022:i:c:s1044028321000909.

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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.
    RePEc:pre:wpaper:202147.

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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.
    RePEc:pre:wpaper:202111.

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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.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s030142072100180x.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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26. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000775.

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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.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:188:y:2021:i:c:p:1088-1108.

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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.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

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31. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

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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.
    RePEc:eee:finana:v:77:y:2021:i:c:s1057521921001629.

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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.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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34. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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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.
    In: Energy Economics.
    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

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36. Do investor sentiments drive cryptocurrency prices?. (2021). Ceyhan Darendeli, Sanli ; Cepni, Oguzhan ; Aysan, Ahmet ; Akyildirim, Erdinc.
    In: Economics Letters.
    RePEc:eee:ecolet:v:206:y:2021:i:c:s0165176521002573.

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37. What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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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.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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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.
    RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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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.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2021/28.

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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.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:32.

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42. Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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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.
    In: Working Papers.
    RePEc:pre:wpaper:202091.

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44. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202059.

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45. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202047.

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46. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

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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.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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48. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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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.
    RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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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.
    RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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