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2. Do economic policy uncertainties matter for economic growth? Evidence from MIDAS approaches. (2025). Wang, Qian ; Zhao, Cheng ; Wei, YU ; Shang, Yue.
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   RePEc:eee:riibaf:v:74:y:2025:i:c:s0275531924004975.

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3. Multi-scale dynamic correlation and information spillover effects between climate risks and digital cryptocurrencies: Based on wavelet analysis and time-frequency domain QVAR. (2025). Lin, Yaoyang ; Sun, Rengui ; Ouyang, Wenpei ; Liu, Baoliu ; Shu, Mingyu.
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   RePEc:eee:phsmap:v:663:y:2025:i:c:s0378437125000950.

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4. Asymmetric volatility spillover effects from energy, agriculture, green bond, and financial market uncertainty on carbon market during major market crisis. (2025). Huang, Wucaihong ; Maneejuk, Paravee ; Yamaka, Woraphon.
   In: Energy Economics.
   RePEc:eee:eneeco:v:145:y:2025:i:c:s0140988325002543.

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5. Portfolio tail risk forecasting for international financial assets: A GARCH-MIDAS-R-Vine copula model. (2025). Yao, Yinhong ; Chen, Xiuwen.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000257.

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2. How EPU, VIX, and GPR interact with the dynamic connectedness among commodity and financial markets: Evidence from wavelet analysis. (2024). Yao, Yinhong ; Chen, Xiuwen ; Huang, Shenwei ; Wang, Lin.
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