1. In search of light in the darkness: What can we learn from ethical, sustainable and green investments?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Ahmed, Ali.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1451-1495.

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2. Does the energy sector serve as a hedge and safe haven?. (2024). Ali, Huson Joher ; Hayat, Aziz ; A. S. M. Sohel Azad, .
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-023-05707-6.

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3. Spillovers and hedging effectiveness between islamic cryptocurrency and metal markets: Evidence from the COVID-19 outbreak. (2024). Yousaf, Imran ; Ali, Shoaib ; Marei, Mohamed ; Gubareva, Mariya.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:1126-1151.

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4. Hedging precious metals with impact investing. (2024). Akhtaruzzaman, Md ; Le, Van ; Moussa, Faten ; Banerjee, Ameet Kumar.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:651-664.

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5. Adaptive market hypothesis: A comparison of Islamic and conventional stock indices. (2024). Ali, Shahid ; Rehman, Naser ; Akbar, Muhammad ; Ullah, Ihsan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:89:y:2024:i:pa:p:460-477.

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6. How does the mineral resource exploitation sector interact with Islamic and traditional ventures? Insights amidst the impact of green reforms and state-of-the-art technological advancements. (2024). Isfahani, Mohammad Nasr ; Mohammadi, Mahsa ; Asl, Mahdi Ghaemi.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:98:y:2024:i:c:s0301420724006548.

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7. Extreme dependencies and spillovers between gold and stock markets: evidence from MENA countries. (2023). Selmi, Refk ; Vo, Xuan Vinh ; Mensi, Walid ; Maitra, Debasish.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00451-z.

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8. Do gold prices respond more to uncertainty shocks at the zero lower bound?. (2023). Miao, Xinru ; Chen, Peng ; Tee, Kai-Hong.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723007687.

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9. Volatility and correlation of Islamic and conventional indices during crises. (2023). Azad, A. S. M. Sohel, ; Samet, Anis ; Chazi, Abdelaziz.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:55:y:2023:i:c:s1044028322001028.

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10. 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.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:67:y:2023:i:c:s1062940823000487.

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11. Dynamic relationship among the bank stability, oil, and gold prices: Evidence from the Islamic banks operating in the Gulf Cooperation Council countries. (2022). Elbadri, Marei ; Bekta, Eralp.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:2:p:2153-2168.

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12. 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: Post-Print.
    RePEc:hal:journl:hal-03745047.

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13. 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.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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14. Modelling the joint dynamics of financial assets using MGARCH family models: Insights into hedging and diversification strategies. (2022). Vo, Xuan Vinh ; Le, Van ; Ali, Sajid ; Raza, Naveed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003075.

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15. Asymmetric pass through of energy commodities to US sectoral returns. (2022). Vo, Xuan Vinh ; Eraslan, Veysel ; Zeitun, Rami ; Ur, Mobeen ; Mardani, Abbas.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000022.

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16. How the price dynamics of energy resources and precious metals interact with conventional and Islamic Stocks: Fresh insight from dynamic ARDL approach. (2022). Sharif, Arshian ; Ozturk, Ilhan ; Sarwat, Salman ; Ashraf, Muhammad Sajjad ; Khan, Muhammad Kamran ; Godil, Danish Iqbal.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:75:y:2022:i:c:s0301420721004785.

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17. Asymmetric and dynamic links in GCC Sukuk-stocks: Implications for portfolio management before and during the COVID-19 pandemic. (2022). mongi, arfaoui ; Chkili, Walid ; Arfaoui, Mongi ; ben Rejeb, Aymen.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:25:y:2022:i:c:s1703494922000056.

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18. Safe havens in Islamic financial markets: COVID-19 versus GFC. (2022). Hassan, M. Kabir ; Choudhury, Tonmoy ; Kamran, Muhammad ; Djajadikerta, Hadrian Geri.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:54:y:2022:i:c:s1044028321000417.

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19. 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.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002460.

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20. Safe haven properties of green, Islamic, and crypto assets and investors proclivity towards treasury and gold. (2022). Mirza, Nawazish ; Abbas, Syed Kumail ; Umar, Muhammad ; Naqvi, Bushra.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005254.

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21. Risk transmission from the oil market to Islamic and conventional banks in oil-exporting and oil-importing countries. (2022). Tanin, Tauhidul ; Hasanov, Akram ; Brooks, Robert ; Mohsen, Mohammed Sharaf.
    In: Energy Economics.
    RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005187.

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22. 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.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001255.

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23. Is greenness an optimal hedge for sectoral stock indices?. (2022). Umar, Zaghum ; Akhtaruzzaman, Md ; Ghardallou, Wafa ; Banerjee, Ameet Kumar.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:117:y:2022:i:c:s0264999322002681.

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24. Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Post-Print.
    RePEc:hal:journl:hal-03671370.

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25. A Pattern New in Every Moment: The Temporal Clustering of Markets for Crude Oil, Refined Fuels, and Other Commodities. (2021). Ur, Mobeen ; Chen, James Ming.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:19:p:6099-:d:642541.

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26. Gold and US sectoral stocks during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; lucey, brian.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000453.

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27. A survey of Islamic finance research – Influences and influencers. (2021). Rizvi, Syed Aun R. ; Aun, Syed ; Haroon, Omair ; Ali, Mohsin ; Khan, Abdullah.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:69:y:2021:i:c:s0927538x20303334.

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28. The volatility connectedness of the EU carbon market with commodity and financial markets in time- and frequency-domain: The role of the U.S. economic policy uncertainty. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Noman, Ambreen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002634.

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29. Clustering commodity markets in space and time: Clarifying returns, volatility, and trading regimes through unsupervised machine learning. (2021). Vo, Xuan Vinh ; Ur, Mobeen ; Chen, James Ming.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001768.

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30. Is the role of precious metals as precious as they are? A vine copula and BiVaR approaches. (2021). de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001549.

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31. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Qureshi, Fiza.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000830.

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32. How COVID-19 upturns the hedging potentials of gold against oil and stock markets risks: Nonlinear evidences through threshold regression and markov-regime switching models. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Oduyemi, Gabriel O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309570.

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33. Is the role of precious metals as precious as they are? Revisiting the role of precious metals for the G-7 stock markets: A multivariate vine copula and BiVaR approaches.. (2020). de Peretti, Christian ; Bedoui, Rihab ; Talbi, Marwa ; Belkacem, Lotfi.
    In: Working Papers.
    RePEc:hal:wpaper:hal-01664146.

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34. Time-Frequency Based Dynamics of Decoupling or Integration between Islamic and Conventional Equity Markets. (2020). Ashfaq, Saira ; Nayyar, Sadaf ; Anas, Muhammad ; Mujtaba, Ghulam.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:7:p:156-:d:385921.

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35. Modelling the asymmetric linkages between spot gold prices and African stocks. (2020). Owusu Junior, Peterson ; Kumah, Seyram Pearl ; Tweneboah, George.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:54:y:2020:i:c:s0275531919311882.

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36. Does bitcoin co-move and share risk with Sukuk and world and regional Islamic stock markets? Evidence using a time-frequency approach. (2020). Sensoy, Ahmet ; Mensi, Walid ; Ur, Mobeen ; Al-Yahyaee, Khamis Hamed ; Maitra, Debasish.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919307822.

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37. Do Islamic indices provide diversification to bitcoin? A time-varying copulas and value at risk application. (2020). Kang, Sang Hoon ; Asghar, Nadia ; Ur, Mobeen.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:61:y:2020:i:c:s0927538x19306638.

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38. Corruption and equity market performance: International comparative evidence. (2020). Ahmed, Walid.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x1930575x.

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39. Gold and portfolio diversification: A stochastic dominance analysis of the Dow Jones Islamic indices. (2020). Zoubi, Taisier A ; Alkhazali, Osamah M.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:60:y:2020:i:c:s0927538x19303324.

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40. 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.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308680.

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41. Time-varying volatility spillovers between oil prices and precious metal prices. (2020). Esen, Omer ; Çevik, Emrah ; Cevik, Emrah Ismail ; Yildirim, Durmu Ari.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720303330.

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42. Do the crude oil futures of the Shanghai International Energy Exchange improve asset allocation of Chinese petrochemical-related stocks?. (2020). Fang, Libing ; Lv, Fei ; Yang, Chen.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301812.

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43. The linkages between oil market uncertainty and Islamic stock markets: Evidence from quantile-on-quantile approach. (2020). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300980.

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44. Common shocks, common transmission mechanisms and time-varying connectedness among Dow Jones Islamic stock market indices and global risk factors. (2020). al Dohaiman, Mohammed ; Mezghani, Imed ; ben Haddad, Hedi.
    In: Economic Systems.
    RePEc:eee:ecosys:v:44:y:2020:i:2:s0939362518300748.

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45. DOES GOLD INVESTMENT OFFER PROTECTION AGAINST STOCK MARKET LOSSES? EVIDENCE FROM FIVE COUNTRIES. (2019). Bahari, Zakaria ; Ghazali, Mohd Fahmi ; Lean, Hooi Hooi.
    In: The Singapore Economic Review (SER).
    RePEc:wsi:serxxx:v:65:y:2019:i:02:n:s021759081950036x.

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46. Gold as Safe Haven for G-7 Stocks and Bonds: A Revisit. (2019). Shahzad, Syed Jawad Hussain ; Roubaud, David ; Arreola Hernandez, Jose ; Bekiros, Stelios ; Raza, Naveed ; Hussain, Syed Jawad.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:17:y:2019:i:4:d:10.1007_s40953-019-00163-1.

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47. Connectedness and hedging between gold and Islamic securities: A new evidence from time-frequency domain approaches. (2019). Maghyereh, Aktham ; Abdoh, Hussein ; Awartani, Basel.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:54:y:2019:i:c:p:13-28.

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48. A survey of Islamic banking and finance literature: Issues, challenges and future directions. (2019). Phan, Dinh ; Narayan, Paresh Kumar ; Bach, Dinh Hoang.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:53:y:2019:i:c:p:484-496.

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49. Does the Shari’ah screening impact the gold-stock nexus? A sectorial analysis. (2019). Wong, Wing-Keung ; EL KHAMLICHI, ABDELBARI ; Zhu, Zhenzhen ; Hoang, Thi-Hong-Van, .
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:617-626.

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50. Analysing the gold-stock nexus using VARMA-BEKK-AGARCH and Quantile regression models: New evidence from South Africa and Nigeria. (2019). Awodumi, Olabanji ; Abodunde, Temitope T ; Adewuyi, Adeolu O.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:61:y:2019:i:c:p:348-362.

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51. The impact of religious certification on market segmentation and investor recognition. (2019). Hassan, M. Kabir ; Hippler, William J ; Alhomaidi, Asem ; Mamun, Abdullah.
    In: Journal of Corporate Finance.
    RePEc:eee:corfin:v:55:y:2019:i:c:p:28-48.

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52. Can gold be used as a hedge against the risks of Sharia-compliant securities? Application for Islamic portfolio management. (2018). Maghyereh, Aktham ; Awartani, Basel ; Hassan, Abul.
    In: Journal of Asset Management.
    RePEc:pal:assmgt:v:19:y:2018:i:6:d:10.1057_s41260-018-0090-y.

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53. The Effect of Implicit Market Barriers on Stock Trading and Liquidity. (2018). Hassan, M. Kabir ; Hippler, William J ; Alhomaidi, Asem.
    In: NFI Working Papers.
    RePEc:nfi:nfiwps:2018-wp-02.

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54. Multivariate Co-movement Between Islamic Stock and Bond Markets Among the GCC: A Wavelet-Based View. (2018). JAMMAZI, RANIA ; Aloui, Chaker ; ben Hamida, Hela.
    In: Computational Economics.
    RePEc:kap:compec:v:52:y:2018:i:2:d:10.1007_s10614-017-9703-7.

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55. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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56. Modelling multifractality and efficiency of GCC stock markets using the MF-DFA approach: A comparative analysis of global, regional and Islamic markets. (2018). Yoon, Seong-Min ; Mensi, Walid ; Hamdi, Atef.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:503:y:2018:i:c:p:1107-1116.

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57. Time-varying evidence of efficiency, decoupling, and diversification of conventional and Islamic stocks. (2018). Yoon, Seong-Min ; Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:56:y:2018:i:c:p:167-180.

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58. Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

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59. How predictable are precious metal returns?. (2017). Urquhart, Andrew.
    In: The European Journal of Finance.
    RePEc:taf:eurjfi:v:23:y:2017:i:14:p:1390-1413.

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60. Dependence of Stock Markets with Gold and Bonds under Bullish and Bearish Market States. (2017). Shahzad, Syed Jawad Hussain ; Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Azwadi.
    In: MPRA Paper.
    RePEc:pra:mprapa:78595.

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61. Is Gold Different for Islamic and Conventional Portfolios? A Sectorial Analysis. (2017). Wong, Wing-Keung ; HOANG, Thi Hong Van ; EL KHAMLICHI, ABDELBARI ; van Hoang, Thi Hong.
    In: MPRA Paper.
    RePEc:pra:mprapa:76282.

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62. Volatility spillover and hedging strategies between Islamic and conventional stocks in the presence of asymmetry and long memory. (2017). el Mehdi, Imen Khanchel ; Mghaieth, Asma .
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:39:y:2017:i:pa:p:595-611.

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63. Are Vietnam and Chinese stock markets out of the US contagion effect in extreme events?. (2017). Henry, Darren ; Bhatti, Muhammad ; Nguyen, Cuong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:480:y:2017:i:c:p:10-21.

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64. Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis. (2017). Yoon, Seong-Min ; Tiwari, Aviral ; Mensi, walid.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:471:y:2017:i:c:p:135-146.

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65. Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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66. Dependence of stock markets with gold and bonds under bullish and bearish market states. (2017). Shahbaz, Muhammad ; Hussain, Syed Jawad ; Raza, Naveed ; Ali, Azwadi.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:308-319.

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67. Do Islamic banks fail more than conventional banks?. (2017). Samargandi, Nahla ; Kutan, Ali ; Alandejani, Maha.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:50:y:2017:i:c:p:135-155.

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68. Dynamic risk spillovers between gold, oil prices and conventional, sustainability and Islamic equity aggregates and sectors with portfolio implications. (2017). Sensoy, Ahmet ; Mensi, walid ; Hammoudeh, Shawkat ; Kang, Sang Hoon ; Wanas, Idries Mohammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:67:y:2017:i:c:p:454-475.

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69. Is the price of gold to gold mining stocks asymmetric?. (2017). lucey, brian ; Batten, Jonathan ; Ciner, Cetin ; Kosedag, Arman.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:60:y:2017:i:c:p:402-407.

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70. Gold and Islamic stocks: A hedge and safe haven comparison in time frequency domain for BRICS markets. (2016). Ali, Sajid ; Raza, Naveed ; Ibrahimy, Ahmad Ibn.
    In: Journal of Developing Areas.
    RePEc:jda:journl:vol.50:year:2016:issue6:pp:305-318.

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71. Pair-Copula Constructions for Financial Applications: A Review. (2016). Aas, Kjersti.
    In: Econometrics.
    RePEc:gam:jecnmx:v:4:y:2016:i:4:p:43-:d:81730.

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72. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile. (2016). Tiwari, Aviral ; Mensi, walid ; Hammoudeh, Shawkat.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:28:y:2016:i:c:p:155-183.

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73. Gold price and stock markets nexus under mixed-copulas. (2016). Bhatti, Muhammad ; Komornikova, Magda ; Nguyen, Cuong.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:58:y:2016:i:c:p:283-292.

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74. Gold and Islamic Stocks: A Hedge and Safe Haven Comparison in Time - Grequency domain for BRICS. (2015). Raza, Naveed ; Ali, Azwadi ; Ibrahimy, Ahmad .
    In: MPRA Paper.
    RePEc:pra:mprapa:69366.

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1. Portfolio optimization based on forecasting models using vine copulas: An empirical assessment for the financial crisis. (2019). Stephan, Andreas ; Sahamkhadam, Maziar.
   In: Papers.
   RePEc:arx:papers:1912.10328.

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2. Generalized additive models for conditional dependence structures. (2015). Chavez-Demoulin, Valerie ; Vatter, Thibault.
   In: Journal of Multivariate Analysis.
   RePEc:eee:jmvana:v:141:y:2015:i:c:p:147-167.

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3. Dependent frequency–severity modeling of insurance claims. (2015). Feng, Xiaoping ; Shi, Peng ; Ivantsova, Anastasia.
   In: Insurance: Mathematics and Economics.
   RePEc:eee:insuma:v:64:y:2015:i:c:p:417-428.

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4. Measures of tail asymmetry for bivariate copulas. (2013). Rosco, J. ; Joe, Harry.
   In: Statistical Papers.
   RePEc:spr:stpapr:v:54:y:2013:i:3:p:709-726.

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5. Estimating standard errors in regular vine copula models. (2013). Schepsmeier, Ulf ; Stober, Jakob .
   In: Computational Statistics.
   RePEc:spr:compst:v:28:y:2013:i:6:p:2679-2707.

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6. A DCC-GARCH Model To Estimate the Risk to the Capital Market in Romania. (2013). Marcu, Nicu ; Acatrinei, Marius ; Gorun, Adrian .
   In: Journal for Economic Forecasting.
   RePEc:rjr:romjef:v::y:2013:i:1:p:136-148.

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7. Default Probability Estimation via Pair Copula Constructions. (2013). Dalla Valle, Luciana ; de Giuli, Maria Elena ; Manelli, Claudio ; Tarantola, Claudia.
   In: DEM Working Papers Series.
   RePEc:pav:demwpp:demwp0048.

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8. Nonparametric Multiple Change Point Analysis of the Global Financial Crisis. (2013). Powell, Robert ; Allen, David ; Singh, Abhay K.
   In: KIER Working Papers.
   RePEc:kyo:wpaper:866.

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9. Financial Dependence Analysis: Applications of Vine Copulae. (2013). Powell, Robert ; Allen, David ; Mohammad. A. Ashraf, ; Singh, Abhay K.
   In: KIER Working Papers.
   RePEc:kyo:wpaper:843.

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10. Goodness-of-fit Test for Specification of Semiparametric Copula Dependence Models. (2013). Okhrin, Ostap ; Zhang, Shulin ; Zhou, Qian M. ; Peter X.-K. Song, .
    In: SFB 649 Discussion Papers.
    RePEc:hum:wpaper:sfb649dp2013-041.

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11. Factor copula models for multivariate data. (2013). Krupskii, Pavel ; Joe, Harry.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:120:y:2013:i:c:p:85-101.

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12. Simplified pair copula constructions—Limitations and extensions. (2013). Stober, Jakob ; Joe, Harry ; Czado, Claudia.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:119:y:2013:i:c:p:101-118.

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13. Vine constructions of Lévy copulas. (2013). Nicklas, Stephan ; Grothe, Oliver.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:119:y:2013:i:c:p:1-15.

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14. Forecasting liquidity-adjusted intraday Value-at-Risk with vine copulas. (2013). Weiß, Gregor N. F., ; Supper, Hendrik.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:9:p:3334-3350.

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15. Canonical vine copulas in the context of modern portfolio management: Are they worth it?. (2013). faff, robert ; Alcock, Jamie ; Brailsford, Timothy ; Low, Rand Kwong Yew, .
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:37:y:2013:i:8:p:3085-3099.

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16. On the structure and estimation of hierarchical Archimedean copulas. (2013). Okhrin, Ostap ; Schmid, Wolfgang.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:173:y:2013:i:2:p:189-204.

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17. Analyzing the dependence structure of various sectors in the Brazilian market: A Pair Copula Construction approach. (2013). Righi, Marcelo ; Ceretta, Paulo Sergio.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:35:y:2013:i:c:p:199-206.

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18. Mixture of D-vine copulas for modeling dependence. (2013). Jung, Yoon-Sung ; Liao, Shu-Min ; Kim, Jong-Min.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:64:y:2013:i:c:p:1-19.

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19. Pair Copula Construction based Expected Shortfall estimation. (2013). Righi, Marcelo ; Ceretta, Paulo Sergio.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-13-00142.

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20. Some theorems on conditional mean convergence and conditional almost sure convergence for randomly weighted sums of dependent random variables. (2012). Cabrera, Manuel Ordoez ; Rosalsky, Andrew ; Volodin, Andrei.
    In: TEST: An Official Journal of the Spanish Society of Statistics and Operations Research.
    RePEc:spr:testjl:v:21:y:2012:i:2:p:369-385.

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21. Spillover Effect in the MENA Area: Case of Four Financial Markets. (2012). El Alaoui, Marwane ; Benbachir, Saad.
    In: MPRA Paper.
    RePEc:pra:mprapa:48682.

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22. Operational risk: A Basel II++ step before Basel III. (2012). GUEGAN, Dominique ; Hassani, Bertrand K..
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:11053rr.

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23. Operational risk: A Basel II++ step before Basel III. (2012). GUEGAN, Dominique ; Hassani, Bertrand K..
    In: Documents de travail du Centre d'Economie de la Sorbonne.
    RePEc:mse:cesdoc:11053r.

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24. Operational risk : A Basel II++ step before Basel III. (2012). Guegan, Dominique ; Hassani, Bertrand.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-00722029.

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25. Operational risk : A Basel II++ step before Basel III. (2012). GUEGAN, Dominique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00722029.

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26. Tail comonotonicity: Properties, constructions, and asymptotic additivity of risk measures. (2012). Hua, Lei ; Joe, Harry.
    In: Insurance: Mathematics and Economics.
    RePEc:eee:insuma:v:51:y:2012:i:2:p:492-503.

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27. Crisis and risk dependencies. (2012). Polle, Simone ; Grundke, Peter.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:223:y:2012:i:2:p:518-528.

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28. Efficient Bayesian inference for stochastic time-varying copula models. (2012). Czado, Claudia ; Almeida, Carlos.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:6:p:1511-1527.

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29. Modelling multi-output stochastic frontiers using copulas. (2012). Steel, Mark ; Steel, Mark F. J., ; Carta, Alessandro .
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3757-3773.

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30. Vine copulas with asymmetric tail dependence and applications to financial return data. (2012). Joe, Harry ; Li, Haijun ; Nikoloulopoulos, Aristidis K..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:56:y:2012:i:11:p:3659-3673.

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31. An overview of the goodness-of-fit test problem for copulas. (2012). Fermanian, Jean-David.
    In: Papers.
    RePEc:arx:papers:1211.4416.

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32. A Copula Based Bayesian Approach for Paid-Incurred Claims Models for Non-Life Insurance Reserving. (2012). Kohn, Robert ; Peters, Gareth W. ; Alice X. D. Dong, .
    In: Papers.
    RePEc:arx:papers:1210.3849.

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33. Comparing point and interval estimates in the bivariate t-copula model with application to financial data. (2011). Dakovic, Rada ; Czado, Claudia.
    In: Statistical Papers.
    RePEc:spr:stpapr:v:52:y:2011:i:3:p:709-731.

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34. Spatial Dependence in Wind and Optimal Wind Power Allocation: A Copula Based Analysis. (2011). Grothe, Oliver ; Schnieders, Julius.
    In: EWI Working Papers.
    RePEc:ris:ewikln:2011_005.

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35. Analysis of multidimensional probability distributions with copula functions. II. (2011). Fantazzini, Dean.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0094.

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36. Analysis of multidimensional probability distributions with copula functions. (2011). Fantazzini, Dean.
    In: Applied Econometrics.
    RePEc:ris:apltrx:0077.

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37. An econometric Study for Vine Copulas. (2011). Maugis, Pierre-Andre ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00645799.

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38. Operational risk: A Basel II++ step before Basel III. (2011). Guegan, Dominique ; Hassani, Bertrand.
    In: Post-Print.
    RePEc:hal:journl:halshs-00639484.

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39. An econometric Study for Vine Copulas. (2011). GUEGAN, Dominique ; Maugis, Pierre-Andre.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00645799.

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40. Tail order and intermediate tail dependence of multivariate copulas. (2011). Hua, Lei ; Joe, Harry.
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:102:y:2011:i:10:p:1454-1471.

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41. Spatial dependence in wind and optimal wind power allocation: A copula-based analysis. (2011). Grothe, Oliver ; Schnieders, Julius.
    In: Energy Policy.
    RePEc:eee:enepol:v:39:y:2011:i:9:p:4742-4754.

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42. Semiparametric bivariate Archimedean copulas. (2011). Hernandez-Lobato, Jose Miguel ; Suarez, Alberto.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:6:p:2038-2058.

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43. Partial correlation with copula modeling. (2011). Jung, Yoon-Sung ; Choi, Taeryon ; Kim, Jong-Min ; Sungur, Engin A..
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:55:y:2011:i:3:p:1357-1366.

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44. Contagion effects of the subprime crisis in the European NYSE Euronext markets. (2010). Vieira, Isabel ; Horta, Paulo ; Mendes, Carlos .
    In: Portuguese Economic Journal.
    RePEc:spr:portec:v:9:y:2010:i:2:p:115-140.

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45. Financial Applications of Copula-Models. (2010). Penikas, Henry.
    In: Journal of the New Economic Association.
    RePEc:nea:journl:y:2010:i:7:p:24-44.

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46. An Econometric Study of Vine Copulas. (2010). Maugis, Pierre-Andre ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00492124.

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47. Note on new prospects on vines. (2010). Maugis, Pierre-Andre ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00471362.

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48. New Prospects on Vines. (2010). Maugis, Pierre-Andre ; Guegan, Dominique.
    In: Post-Print.
    RePEc:hal:journl:halshs-00348884.

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49. Note on new prospects on vines. (2010). Maugis, Pierre-André ; GUEGAN, Dominique.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:halshs-00471362.

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50. Tail dependence functions and vine copulas. (2010). Joe, Harry ; Li, Haijun ; Nikoloulopoulos, Aristidis K..
    In: Journal of Multivariate Analysis.
    RePEc:eee:jmvana:v:101:y:2010:i:1:p:252-270.

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