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2. How risk spillover network structure affects VaR: A study using complex networks and quantile regression. (2025). , Xian ; Zhong, Weiqiong ; Gao, Xiangyun.
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3. Climate policy uncertainty and the Chinese sectoral stock market: A multilayer network analysis. (2025). Wang, Xianning ; Chen, Jiusheng.
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4. Imported risk in global financial markets: Evidence from cross-market connectedness. (2025). Ouyang, Zisheng ; Chen, Zhen ; Zhou, Xuewei.
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5. The Time Dependence and Interconnectedness of Developed Stock Markets. (2024). Dima, Bogdan ; Saraolu, Anca-Adriana.
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6. Imported financial risk in global stock markets: Evidence from the interconnected network. (2024). Ouyang, Zisheng ; Zhou, Xuewei ; Lu, Min ; Liu, KE.
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7. The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis.
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8. Multilayer networks for measuring interconnectedness among global stock markets through the lens of trading volume-price relationship. (2024). Borjigin, Sumuya ; Xiang, Youtao.
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9. Macro-financial transmission of global oil shocks to BRIC countries — International financial (uncertainty) conditions matter. (2024). Yildirim, Zekeriya ; Guloglu, Hasan.
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   RePEc:eee:energy:v:306:y:2024:i:c:s0360544224020711.

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10. Assessing the impact of energy-related uncertainty on G20 stock market returns: A decomposed contemporaneous and lagged R2 connectedness approach. (2024). Yang, Yimin ; Pei, Xiaoyun ; Zhang, Hua ; Li, Hailing.
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11. Frequency spillover effects and cross-quantile dependence between crude oil and stock markets: Evidence from BRICS and G7 countries. (2024). Huang, XI ; Li, Shuang ; Zhu, Huiming ; Ye, Fangyu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940823001857.

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12. Associating Economic Growth and Ecological Footprints through Human Capital and Biocapacity in South Asia. (2023). Mehmood, Usman ; Aslam, Muhammad Umar ; Javed, Muhammad Adil.
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    RePEc:gam:jworld:v:4:y:2023:i:3:p:37-611:d:1239108.

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13. Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict. (2023). Yousaf, Imran ; Hunjra, Ahmed ; Alshater, Muneer ; Li, Yanshuang ; Bouri, Elie.
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    RePEc:eee:pacfin:v:82:y:2023:i:c:s0927538x23002342.

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14. Global stock markets risk contagion: Evidence from multilayer connectedness networks in the frequency domain. (2023). Ouyang, Zisheng ; Lai, Yongzeng ; Zhou, Xuewei.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823000967.

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2. The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets. (2022). Billah, Syed ; Anagreh, Suhaib ; Kumar, Sanjeev ; Tabash, Mosab I ; Alam, Md Kausar.
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3. The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhao, Yancai ; Gao, Ruzhao ; Zhang, Bing.
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4. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
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5. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
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6. Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian.
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7. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
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8. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang ; Xu, Danyang.
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17. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
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18. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
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21. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
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22. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David.
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23. Uncovering the global network of economic policy uncertainty. (2020). Ji, Qiang ; Zhao, Wan-Li ; Marfatia, Hardik.
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25. Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
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26. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
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27. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
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28. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
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29. Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Piljak, Vanja ; Jiang, Junhua ; Aijo, Janne.
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30. Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Shahzad, Syed Jawad Hussain ; Papież, Monika ; Śmiech, Sławomir ; Hussain, Syed Jawad.
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31. Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). Sun, Xiaojin ; GUPTA, RANGAN.
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32. Are Uncertainties across the World Convergent?. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Christou, Christina ; Marco, Chi Keung.
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33. Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui.
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34. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi.
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35. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David.
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36. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
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37. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; Ji, Qiang ; GUPTA, RANGAN.
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38. Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina.
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39. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
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40. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
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41. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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42. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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43. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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44. Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
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45. Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele.
    In: Working Papers.
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46. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
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47. Volatility spillovers among uncertainty measures. The case of EU member states. (2018). Papież, Monika ; Śmiech, Sławomir.
    In: MPRA Paper.
    RePEc:pra:mprapa:90319.

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48. Are generalized spillover indices overstating connectedness?. (2018). Wiesen, Thomas ; Norrbin, Stefan ; Beaumont, Paul ; Srivastava, Anuj.
    In: Economics Letters.
    RePEc:eee:ecolet:v:173:y:2018:i:c:p:131-134.

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49. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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50. The spillover of macroeconomic uncertainty between the U.S. and China. (2018). QIU, HAN ; Huang, Zhuo ; Shen, Yan ; Tong, Chen.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127.

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