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2. Asymmetric tail risk dynamics, efficiency and risk spillover among FinTech stocks, cryptocurrencies and traditional assets. (2025). Wali, G M ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
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   RePEc:eee:glofin:v:64:y:2025:i:c:s1044028325000092.

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3. Have the Chinese crude oil futures prices made a progress towards becoming the regional oil pricing benchmark? Empirical analysis from the asset pricing perspective. (2025). Xu, Zhiwei ; Zhang, Teng ; Gou, Xinyi.
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4. Cross-quantile risk assessment: The interplay of crude oil, artificial intelligence, clean tech, and other markets. (2025). Shafiullah, Muhammad ; Gubareva, Mariya ; Teplova, Tamara.
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6. Tail risk spillover network among green bond, energy and agricultural markets under extreme weather scenarios. (2024). Xue, Jianhao ; Dai, Xingyu ; Nghiem, Xuan-Hoa ; Zhang, Dongna ; Wang, Qunwei.
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7. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia.
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8. The spillover and comovement of downside and upside tail risks among crude oil futures markets. (2024). Yang, Hao ; Feng, Yun.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005106.

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   RePEc:eee:energy:v:312:y:2024:i:c:s0360544224032535.

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    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

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21. Unravelling systemic risk commonality across cryptocurrency groups. (2024). Yarovaya, Larisa ; Mohapatra, Sabyasachi ; Naeem, Muhammad Abubakr ; Rahman, Molla Ramizur.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324006639.

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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. Skewness risk and the cross-section of cryptocurrency returns. (2024). Chen, Yan ; Liu, Yakun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005581.

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24. Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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25. Connectivity and spillover during crises: Highlighting the prominent and growing role of green energy. (2024). Sensoy, Ahmet ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007223.

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26. Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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27. Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Wang, Kai-Hua ; Su, Chi-Wei.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:5:p:1186-:d:1083136.

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28. Spillovers across the Asian OPEC+ Financial Market. (2023). Khmelnitskiy, Vladislav ; Dekpo-Adza, Senanu ; Ozer, Mustafa ; Vukovi, Darko B.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:18:p:4005-:d:1244349.

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29. How well do investor sentiment and ensemble learning predict Bitcoin prices?. (2023). Hajek, Petr ; Hikkerova, Lubica ; Sahut, Jean-Michel.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002227.

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30. The impact of oil shocks from different sources on Chinas clean energy metal stocks: An analysis of spillover effects based on a time-varying perspective. (2023). Lin, Boqiang ; Guo, Yaoqi ; Zhang, Hongwei ; Shi, Fengyuan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s030142072300065x.

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31. Investor behavior in the currency option market during the COVID-19 pandemic. (2023). de Peretti, Christian ; Dammak, Wael ; ben Hamad, Salah ; Boutouria, Nahla.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300049x.

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32. Extreme quantile spillovers and connectedness between oil and Chinese sector markets: A portfolio hedging analysis. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000397.

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33. Is geopolitical risk interconnected? Evidence from Russian-Ukraine crisis. (2023). Ahmed, Shamima ; Assaf, Rima ; Rahman, Molla Ramizur ; Tabassum, Fariha.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s170349492300018x.

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34. Tail risk transmission in technology-driven markets. (2023). Karim, Sitara ; Assaf, Rima ; Naeem, Muhammad Abubakr ; Shahzad, Mohammad Rahim.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:57:y:2023:i:c:s1044028323000509.

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35. Co-jump dynamicity in the cryptocurrency market: A network modelling perspective. (2023). Chen, Yan ; Zhang, Lei ; Bouri, Elie.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007444.

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36. Return connectedness and volatility dynamics of the cryptocurrency network. (2023). Misra, Arun Kumar ; Mishra, Ajay Kumar ; Poddar, Abhishek.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007067.

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37. Do NFTs act as a good hedge and safe haven against Cryptocurrency fluctuations?. (2023). S Kumar, Anoop ; Padakandla, Steven Raj.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323005032.

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38. Did the collapse of Silicon Valley Bank catalyze financial contagion?. (2023). Boubaker, Sabri ; Akhtaruzzaman, Md ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004543.

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39. Forecasting and backtesting systemic risk in the cryptocurrency market. (2023). Guangxi, Cao ; Egan, Paul ; Fang, Sheng ; Cao, Guangxi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001617.

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40. Systemic risks in the cryptocurrency market: Evidence from the FTX collapse. (2023). Matkovskyy, Roman ; Jalan, Akanksha.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000442.

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41. Risk-weighted cryptocurrency indices. (2023). Zhang, Zhengjun ; Feng, Wenjun.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322006158.

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42. Extreme quantile spillovers and drivers among clean energy, electricity and energy metals markets. (2023). Zhang, Yubo ; Li, Yingli ; Gao, Wang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521922004240.

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43. Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

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44. Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective. (2023). Wu, Zhuo-Cheng ; Xiong, Xiong ; Gong, Xiao-Li ; Zhao, Min ; Jia, Kai-Wen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:121:y:2023:i:c:s0140988323001767.

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45. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Dai, Zhifeng ; Zhang, Xiaotong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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46. COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Pham, Linh ; Teplova, Tamara ; Ghosh, Bikramaditya.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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47. A description of the COVID-19 outbreak role in financial risk forecasting. (2023). Righi, Marcelo ; Santos, Samuel Solgon ; Muller, Fernanda Maria.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:66:y:2023:i:c:s1062940823000177.

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48. Past, present, and future of the application of machine learning in cryptocurrency research. (2022). Baltas, Konstantinos ; Ren, Yi-Shuai ; Kong, Xiao-Lin ; Zureigat, Qasim ; Ma, Chao-Qun.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001854.

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49. An examination of whether gold-backed Islamic cryptocurrencies are safe havens for international Islamic equity markets. (2022). Shahzad, Syed Jawad Hussain ; Naifar, Nader ; Hussain, Syed Jawad ; Alahmad, Mohammad ; Ali, Fahad ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:63:y:2022:i:c:s0275531922001544.

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50. Can investors’ informed trading predict cryptocurrency returns? Evidence from machine learning. (2022). Sensoy, Ahmet ; Wang, Yaqi ; Yao, Shouyu ; Cheng, Feiyang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200071x.

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51. On the stylized facts of precious metals’ volatility: A comparative analysis of pre- and during COVID-19 crisis. (2022). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:600:y:2022:i:c:s0378437122003727.

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52. Extreme return spillovers and connectedness between crude oil and precious metals futures markets: Implications for portfolio management. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005566.

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53. Asymmetric dynamic spillover effect between cryptocurrency and Chinas financial market: Evidence from TVP-VAR based connectedness approach. (2022). Guangxi, Cao ; Xie, Wenhao ; Cao, Guangxi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003026.

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54. Complex risk contagions among large international energy firms: A multi-layer network analysis. (2022). Zhang, Dayong ; Xiao, Xuanqi ; Zhou, Xinyu ; Ji, Qiang ; Wu, Fei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322004054.

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55. 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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