1. An automated adaptive trading system for enhanced performance of emerging market portfolios. (2025). Tudor, Cristiana ; Sova, Robert.
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2. Dynamics of extreme spillovers across European sustainability markets. (2025). Mensi, Walid ; Fasanya, Ismail O ; Vo, Xuan Vinh ; Kang, Sang Hoon.
   In: Eurasian Economic Review.
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3. High-order moment joint risk spillovers and investment management: Implications for green shipbuilding policy and practice. (2025). Kuang, Haibo ; Meng, Bin ; Chen, Shuiyang.
   In: Transport Policy.
   RePEc:eee:trapol:v:163:y:2025:i:c:p:152-167.

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4. Investigating volatility spillovers: Connectedness between green bonds, conventional bonds, and energy markets. (2025). Popovi, Saa ; Jovovi, Jelena.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925001060.

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5. ESG leaders and crypto currency market: Asymmetric TVP-VAR connectedness and investment approaches. (2025). Bibi, Rashida ; Hussain, Syed Jawad ; Gulzar, Saqib.
   In: Research in International Business and Finance.
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6. Heterogeneous effects of common volatility in energy commodity markets on the structure of inter-sectoral connectedness within the Chinese stock market. (2025). Huang, Jionghao ; Chen, Baifan ; Tang, Lianzhou ; Wu, Jialu ; Xia, Xiaohua.
   In: International Review of Financial Analysis.
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7. Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas.
   In: Energy.
   RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255.

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8. Are interconnectedness and spillover alike across green sectors during the COVID-19 and the Russia–Ukraine conflict?. (2025). Hammoudeh, Shawkat ; Arfaoui, Nadia ; el Khoury, Rim ; Hanif, Waqas.
   In: Energy Economics.
   RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001161.

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9. How does green finance improve the total factor energy efficiency? Capturing the mediating role of green management innovation and embodied technological progress. (2025). Shi, Ming ; Wang, Yafei ; Zhang, Shiqiu ; Liu, Junnan ; Zhao, Zihan.
   In: Energy Economics.
   RePEc:eee:eneeco:v:142:y:2025:i:c:s0140988324008661.

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10. The dynamic connectedness between oil price shocks and emerging market economies stock markets: Evidence from new approaches. (2025). Tiwari, Aviral ; Bekun, Festus ; Dam, Mehmet Metin ; Altinta, Halil.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008107.

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11. Energy demand during a pandemic: Evidence from Ghana and Rwanda. (2025). Mensah, Justice T ; Nshunguyinka, Alexandre ; Dzansi, James ; Nsabimana, Aimable.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007746.

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12. Cross-border ESG rating dynamics: An in-depth connectedness analysis of portfolio returns and volatilities in the USA and Canada. (2025). Gubareva, Mariya ; Esparcia, Carlos ; Jareo, Francisco ; Sokolova, Tatiana.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002079.

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13. Time-varying Connectedness Between ESG Stocks and BRVM Traditional Stocks. (2024). Owusu Junior, Peterson ; Barson, Zynobia ; Ofori, Kwame Simpe ; Boakye, Kwabena G ; Appiagyei, George Oppong.
    In: Journal of Emerging Market Finance.
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14. Does COVID-19 Outbreak Push Saudi Crude Oil to Connect with Selected GCC Equity Market? Insight of Time Varying Linkage. (2024). Aloulou, Myriam ; Yadav, Miklesh ; Santos, Marcos ; Al-Okaily, Manaf ; Alqudah, Anas Ali ; Tabassum, Sabia ; Stakic, Nikola.
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15. Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Nouira, Ridha ; Zayati, Montassar ; ben Salem, Leila.
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16. Does firm environmental performance mitigate the market reaction to COVID-19 uncertainty?. (2024). Fiandrino, Simona ; Bongiovanni, Alessio.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003197.

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17. Do China and USA differ in the interrelationship between green bond and ESG markets?. (2024). Zhuang, Zhitao ; Liu, Yejiao ; Gu, Xuesong ; Xing, Xiaoyun ; Deng, Jing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pb:p:919-934.

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18. Return and volatility connectedness across global ESG stock indexes: Evidence from the time-frequency domain analysis. (2024). Wu, You ; Yin, Libo ; Wan, Jieru.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pb:p:397-428.

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19. Volatility spillover between oil prices and main exchange rates: Evidence from a DCC-GARCH-connectedness approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724002472.

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20. Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:97:y:2024:i:c:s1042443124001446.

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21. Commodity connectedness of the petrochemical industrial chain: A novel perspective of “good” and “bad” volatility surprises. (2024). Feng, Yun ; Yang, Jie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:67:y:2024:i:pb:s1544612324009243.

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22. Commonality in volatility among green, brown, and sustainable energy indices. (2024). Sensoy, Ahmet ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar ; Palma, Alessia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:64:y:2024:i:c:s1544612324004148.

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23. Examining the quantile cross-coherence between fossil energy and clean energy: Is the dependence structure changing with the COVID-19 outbreak?. (2024). Wang, Zhuo ; Wei, YU ; Zhang, Yifeng ; Chen, Xiaodan ; Zhou, Chunyan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001984.

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24. Dynamic connectedness of clean energy markets, green markets, and sustainable markets: The role of climate policy uncertainty. (2024). USMAN, OJONUGWA ; Adebayo, Tomiwa Sunday ; Ozkan, Oktay.
    In: Energy.
    RePEc:eee:energy:v:303:y:2024:i:c:s0360544224017304.

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25. Nexus between carbon, stock, and energy markets in New Zealand: An analysis of causal domains. (2024). Poletti, Stephen ; Sheng, Mingyue Selena ; Tao, Miaomiao ; Wen, LE.
    In: Energy.
    RePEc:eee:energy:v:299:y:2024:i:c:s0360544224011824.

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26. 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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27. Connectedness between international oil and Chinas new energy industry chain: A time-frequency analysis based on TVP-VAR model. (2024). Xu, Fang ; Deng, Xiang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006625.

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28. Extreme co-movements between CO2 emission allowances and commodity markets and their response to economic policy uncertainty. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:138:y:2024:i:c:s0140988324005760.

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29. 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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30. Shock transmission between climate policy uncertainty, financial stress indicators, oil price uncertainty and industrial metal volatility: Identifying moderators, hedgers and shock transmitters. (2024). Shahbaz, Muhammad ; Jiao, Zhilun ; Sheikh, Umaid A ; Tabash, Mosab I.
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31. The impact of oil shocks on green, clean, and socially responsible markets. (2024). Gabauer, David ; Elsayed, Ahmed ; Nasreen, Samia ; Khalfaoui, Rabeh.
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    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004377.

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32. Attention to climate change and eco-friendly financial-asset prices: A quantile ARDL approach. (2024). , Walid.
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33. Extreme co-movements between decomposed oil price shocks and sustainable investments. (2024). Apergis, Nicholas ; Zhang, Zhengjun ; Lu, Xunfa ; He, Pengchao ; Roubaud, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002883.

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34. The impact of government green subsidies on stock price crash risk. (2024). Ai, Yongfang ; Wang, Jiawei ; Sun, Guanglin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002810.

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35. Examining connections between the fourth industrial revolution and energy markets. (2024). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda ; Goodell, John W.
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    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324001841.

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36. Time-varying causalities from the COVID-19 media coverage to the dynamic spillovers among the cryptocurrency, the clean energy, and the crude oil. (2024). Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001506.

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37. Unveiling hidden connections: Spillover among BRICS cryptocurrency-implied exchange rate discounts and US financial markets. (2024). Xiao, Zumian ; Wang, Shuhan ; Ma, Shiqun ; Xiang, Lijin ; Liu, Jianjian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:71:y:2024:i:c:s1062940824000147.

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38. Risk spillover effect of the new energy market and its hedging effectiveness: New evidence from industry chain. (2024). Zhang, Yilan ; Ye, Rendao ; Xiao, Jian.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:83:y:2024:i:c:p:1061-1079.

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39. Volatility Spillover between Oil Prices and Main Exchange Rates: Evidence from a DCC-GARCH-Connectedness Approach. (2024). Rault, Christophe ; Ben Salem, Leila ; Nouira, Ridha ; Zayati, Montassar.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10989.

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40. Productivity gains from green finance: A holistic and regional examination from China. (2023). Hao, YU ; Tang, Ying ; Xu, Mingchen ; Yu, Mengyao ; Huang, Jingran ; Liu, Jia ; Guo, Yunxia.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323006035.

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2. Dynamics of Green and Conventional Bonds: Hedging Effectiveness and Sustainability Implication. (2025). Belguith, Rihab.
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7. Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
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9. Government Interventions and Sovereign Bond Market Volatility during COVID 19: A Quantile Analysis. (2022). Zaremba, Adam ; Grecu, Eugenia ; Albulescu, Claudiu ; Aharon, David.
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10. US biopharmaceutical companies stock market reaction to the COVID-19 pandemic. Understanding the concept of the ‘paradoxical spiral’ from a sustainability perspective. (2022). Quioa-Pieiro, Lara ; Pieiro-Chousa, Juan ; Lopez-Cabarcos, Angeles M ; Perez-Pico, Ada M.
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11. The price of COVID-19-induced uncertainty in the options market. (2022). Ruan, Xinfeng ; Zhang, Jine ; Li, Jianhui.
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12. Explaining stock markets performance during the COVID‐19 crisis: Could Google searches be a significant behavioral indicator?. (2021). Vasileiou, Evangelos.
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13. Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave. (2021). Kyriazis, Ikolaos A.
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14. The Nexus between lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR model. (2021). Hafemann, Lucas.
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15. Covid-19 Outbreak and CO2 Emissions: Macro-Financial Linkages. (2021). Chevallier, Julien.
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16. Volatilidad y COVID-19: evidencia empírica internacional. (2021). Rodrguez, Toms Gmez ; Bolvar, Humberto Ros ; Reyes, Adriana Zambrano.
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17. Credit Risk in a Pandemic. (2021). Byström, Hans ; Bystrom, Hans.
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18. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
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19. A New Index for Measuring Uncertainty Due to the COVID-19 Pandemic. (2021). Salisu, Afees ; Oloko, Tirimisiyu ; Ogbonna, Ahamuefula ; Adediran, Idris.
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20. The Asymmetric Impact of Funding Liquidity Risk on the Volatility of Stock Portfolios during the COVID-19 Crisis. (2021). Soytas, Ugur ; Kocaarslan, Baris.
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21. Heteroscedasticity and Precise Estimation Model Approach for Complex Financial Time-Series Data: An Example of Taiwan Stock Index Futures before and during COVID-19. (2021). Chan, Ya-Chuan ; Lee, Mei-Yu ; Lu, Hsi-Peng ; Hsiao, Chih-Wen.
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22. 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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23. Optimizing Stock Market Returns during Global Pandemic Using Regression in the Context of Indian Stock Market. (2021). Debnath, Pradip ; Srivastava, Hari Mohan.
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24. The Impact of the COVID-19 Pandemic on Consumer and Business Confidence Indicators. (2021). Yue, Xiaoguang ; VASILIAUSKAITE, DEIMANTE ; Liao, Yiyi ; Hu, Siyan ; Pu, Ruihui ; Kanapickiene, Rasa ; Keliuotyte-Staniuleniene, Greta ; Teresiene, Deimante.
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25. Optimal Returns in Indian Stock Market during Global Pandemic: A Comparative Study. (2021). Debnath, Pradip ; Srivastava, Hari Mohan.
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26. Consequences of COVID-19 on Banking Sector Index: Artificial Neural Network Model. (2021). Assous, Hamzeh F ; Al-Najjar, Dania.
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27. COVID-19 and the Energy Price Volatility. (2021). Kalantonis, Petros ; Vergos, Konstantinos ; Katsampoxakis, Ioannis ; Christopoulos, Apostolos G.
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28. COVID-19, government interventions and emerging capital markets performance. (2021). Siev, Smadar ; Aharon, David Y.
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29. Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures. (2021). Tiwari, Aviral ; Gözgör, Giray ; Wu, Wanshan ; Leping, Huang ; Gozgor, Giray.
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30. Vulnerability of financial markets in India: The contagious effect of COVID-19. (2021). Kumar, Satish ; Hassan, M. Kabir ; Shahimi, Shahida ; Rao, Purnima ; Goyal, Nisha.
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31. The impact of COVID-19 on the stock market crash risk in China. (2021). Liu, Zhifeng ; Duc, Toan Luu ; Dai, Peng-Fei.
    In: Research in International Business and Finance.
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32. Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Pagnottoni, Paolo ; Pecora, Nicolo ; Flori, Andrea ; Spelta, Alessandro.
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33. How COVID-19 has affected stock market persistence? Evidence from the G7’s. (2021). Bentes, Sonia R.
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34. Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran.
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35. Connectedness between oil and agricultural commodity prices during tranquil and volatile period. Is crude oil a victim indeed?. (2021). Mirza, Nawazish ; Sun, Yanpeng ; Hsueh, Hsin-Pei ; Qadeer, Abdul.
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36. How do equity markets react to COVID-19? Evidence from emerging and developed countries. (2021). Lee, Robert ; Harjoto, Maretno Agus ; Rossi, Fabrizio ; Sergi, Bruno S.
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37. Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
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38. Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret.
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39. The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Zaremba, Adam ; Demir, Ender ; Kizys, Renatas ; Tzouvanas, Panagiotis ; Aharon, David Y.
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40. FX markets’ reactions to COVID-19: Are they different?. (2021). Winkelried, Diego ; Bazan-Palomino, Walter.
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41. Short-term working allowance and firm risk in the post-COVID-19 period: Novel matching evidence from an emerging market. (2021). Doruk, Ömer ; Konuk, Serhat ; Atici, Rumeysa.
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42. How did retail investors respond to the COVID-19 pandemic? The effect of Robinhood brokerage customers on market quality. (2021). Velthuis, Raisa ; Pagano, Michael S ; Sedunov, John.
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43. Dynamic network analysis of North American financial institutions. (2021). Paterlini, Sandra ; Caporin, Massimiliano ; Liu, Shaowen.
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44. Trust and stock market volatility during the COVID-19 crisis. (2021). Posch, Peter N ; Engelhardt, Nils ; Krause, Miguel ; Neukirchen, Daniel.
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45. Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung ; Le, Trung Hai.
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46. Overshooting of sovereign emerging eurobond yields in the context of COVID-19. (2021). Sène, Babacar ; Allaya, Mouhamad M ; Mbengue, Mohamed Lamine ; Sene, Babacar.
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47. Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Zaremba, Adam ; Demir, Ender ; Rouatbi, Wael ; Kizys, Renatas.
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48. Capturing the dynamics of the China crude oil futures: Markov switching, co-movement, and volatility forecasting. (2021). Lee, Chien-Chiang ; Liu, Min.
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49. COVID-19 stringency measures and foreign investment: An early assessment. (2021). Giofre', Maela.
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50. Openness, economic uncertainty, government responses, and international financial market performance during the coronavirus pandemic. (2021). Huynh, Nhan ; Nguyen, Dat ; Dao, Anh.
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51. Energy Commodity Price Response to COVID-19: Impact of Epidemic Status, Government Policy, and Stock Market Volatility. (2021). Wielechowski, Michal ; Czech, Katarzyna.
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52. COVID-19 and stock market volatility: A time-varying perspective. (2021). Topcu, Mert ; Emirmahmutoglu, Furkan ; Yagli, Ibrahim.
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53. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
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54. Oil-US Stock Market Nexus: Some insights about the New Coronavirus Crisis. (2021). Oros, Cornel ; Albulescu, Claudiu ; Mina, Michel.
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55. The impact of COVID-19 on the stock market crash risk in China. (2021). Huynh, Toan ; Liu, Zhifeng ; Duc, Toan Luu ; Dai, Peng-Fei.
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56. Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi. (2021). Kulolu, Ayhan.
    In: Journal of Research in Economics, Politics & Finance.
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57. COVID-19 Outbreak and CO 2 Emissions: Macro-Financial Linkages. (2020). Chevallier, Julien.
    In: JRFM.
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