1. Volatility interdependencies of cryptocurrencies, gold, oil, and US stocks: quantile connectedness analysis with intraday data. (2025). YAYA, OLAOLUWA ; Quintino, Derick ; Ogino, Cristiane M ; Shittu, Olanrewaju I.
   In: SN Business & Economics.
   RePEc:spr:snbeco:v:5:y:2025:i:1:d:10.1007_s43546-024-00770-y.

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2. The impact of economic outlook on green finance: insights from linkages between green and inflation-indexed bonds. (2025). doğan, buhari ; Doan, Buhari ; Aikins, Emmanuel Joel ; Khalfaoui, Rabeh ; Goodell, John W ; Le, Tn-Lan.
   In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
   RePEc:spr:endesu:v:27:y:2025:i:3:d:10.1007_s10668-023-04153-5.

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3. Forecasting oil price in times of crisis: a new evidence from machine learning versus deep learning models. (2025). Louhichi, Wal ; Ftiti, Zied ; ben Ameur, Hachmi ; Awijen, Haithem.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-023-05400-8.

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4. Deep learning-based exchange rate prediction during the COVID-19 pandemic. (2025). Hassan, M. Kabir ; Abedin, Mohammad Zoynul ; Moon, Mahmudul Hasan ; Hajek, Petr.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:345:y:2025:i:2:d:10.1007_s10479-021-04420-6.

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5. Better financing: Signal match between growth in the digital economy and renewable energy business. (2025). Lin, Boqiang ; Du, Anna Min ; Wang, Siquan.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:77:y:2025:i:pa:s0275531925001680.

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6. Quantile connectedness among climate policy uncertainty, news sentiment, oil and renewables in China. (2025). Cheung, Adrian ; Yan, Wan-Lin.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s0275531925000704.

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7. Comparing the resilience of socially responsible and SIN investment during the COVID-19 pandemic. (2025). Corbet, Shaen ; Meehan, David.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pa:s0275531924003301.

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8. Quantile time-frequency connectedness and portfolio diversification: A study of clean energy and metal markets. (2025). Zhou, Yuqin ; Wang, Jue ; Wu, Shan.
   In: Renewable Energy.
   RePEc:eee:renene:v:238:y:2025:i:c:s0960148124019852.

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9. Market mechanisms for energy transition: Fossil energy price shocks and irrational renewable energy financing. (2025). Lin, Boqiang ; Wang, Siquan ; Du, Anna Min.
   In: Journal of International Money and Finance.
   RePEc:eee:jimfin:v:151:y:2025:i:c:s0261560624002389.

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10. Climate risks and the connectedness between clean and dirty energy markets. (2025). Guo, Kun ; Liu, Zhenhua ; Huang, Jingyan.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000649.

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11. 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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12. Extreme risk spillovers between SC, WTI and Brent crude oil futures-Evidence from time-varying Granger causality test. (2025). Ren, Xiaohang ; Tao, Lizhu ; Liu, Chuanwang ; He, Yue.
    In: Energy.
    RePEc:eee:energy:v:320:y:2025:i:c:s0360544225011375.

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13. Higher moments interaction between the US treasury yields, energy assets, and green cryptos: Dynamic analysis with portfolio implications. (2025). Umar, Zaghum ; Sokolova, Tatiana ; Iqbal, Najaf ; Shaoyong, Zhang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324007862.

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14. Risk spillovers between Chinese new energy futures and carbon-intensive assets: Asymmetric effect, time–frequency dynamics, and portfolio strategies. (2025). Zhao, Yachao ; Su, Xianfang.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002006.

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15. Interconnected tides: Analyzing European energy markets dynamics in the post-COVID era. (2025). Ramzan, Muhammad ; Razi, Ummara.
    In: Applied Energy.
    RePEc:eee:appene:v:389:y:2025:i:c:s0306261925005331.

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16. Spillover Connectedness Between Cryptocurrency and Energy Sector: An Empirical Investigation Under Asymmetric Exogenous Shocks of Health and Geopolitical Crisis and Uncertainties. (2024). Gherghina, Ştefan ; Joldes, Camelia Catalina ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan.
    In: Journal of the Knowledge Economy.
    RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01773-8.

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17. Exploring the coherency and predictability between the stocks of artificial intelligence and energy corporations. (2024). Guesmi, Khaled ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, Christian.
    In: Financial Innovation.
    RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00609-3.

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18. Do major health shocks affect the interconnectedness of E-commerce and electronic payment markets? a regional analysis. (2024). Sraieb, Mohamed ; Prentice, Catherine ; Gunay, Samet.
    In: Electronic Commerce Research.
    RePEc:spr:elcore:v:24:y:2024:i:4:d:10.1007_s10660-022-09669-y.

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19. Risk contagion of COVID-19 to oil prices: A Markov switching GARCH and PCA approach. (2024). Hasim, Haslifah Mohamad ; Siddiqui, Nida.
    In: PLOS ONE.
    RePEc:plo:pone00:0312718.

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20. Relation exploration between clean and fossil energy markets when experiencing climate change uncertainties: substitutes or complements?. (2024). Chen, Yue ; Zhou, Wei.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:11:y:2024:i:1:d:10.1057_s41599-024-03208-w.

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21. Volatility Interdependence Between Cryptocurrencies, Equity, and Bond Markets. (2024). Bassil, Charbel ; Kassamany, Talie ; Baz, Roland ; Harb, Etienne.
    In: Computational Economics.
    RePEc:kap:compec:v:63:y:2024:i:3:d:10.1007_s10614-022-10318-7.

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22. Volatility Spillovers in Emerging Markets: Oil Shocks, Energy, Stocks, and Gold. (2024). Garzon, Natalia ; Molina-Muoz, Jesus ; Alzate-Ortega, Ana.
    In: Energies.
    RePEc:gam:jeners:v:17:y:2024:i:2:p:378-:d:1317713.

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23. Market Risk of Lithium Industry Chain—Evidence from Listed Companies. (2024). Xiao, Jianzhong ; Cheng, Jinhua ; Kong, Weicheng.
    In: Energies.
    RePEc:gam:jeners:v:17:y:2024:i:23:p:6173-:d:1538847.

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24. Dynamic Connectedness Among Alternative and Conventional Energy ETFs Based on the TVP-VAR Approach. (2024). Górka, Joanna ; Kuziak, Katarzyna ; Grka, Joanna.
    In: Energies.
    RePEc:gam:jeners:v:17:y:2024:i:23:p:5929-:d:1529737.

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25. Interplay between oil prices, country risks, and stock returns in the context of global conflict: A PVAR approach. (2024). Du, Qunyang ; Dong, Qingyuan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:72:y:2024:i:pb:s0275531924003386.

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26. Commodity market stability and sustainable development: The effect of public health policies. (2024). Zhou, Xinmiao ; Cui, Tianxiang ; Ding, Shusheng ; Wang, Anqi ; Du, Anna Min.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pb:s027553192400179x.

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27. Exploring the use of emotional sentiment to understanding market response to unexpected corporate pivots. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Taffler, Richard ; Cioroianu, Iulia ; Larkin, Charles.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000977.

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28. On the resilience of cryptocurrencies: A quantile-frequency analysis of bitcoin and ethereum reactions in times of inflation and financial instability. (2024). Chaâbane, Najeh ; Chaabane, Najeh ; Arfaoui, Nadia ; Sahut, Jean-Michel ; Gaies, Brahim.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000953.

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29. Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306.

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30. The impact of COVID-19 on the volatility connectedness of the Chinese tourism sector. (2024). HU, YANG ; Corbet, Shaen ; Wang, Junchuan ; Lang, Chunlin.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003185.

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31. Co-movements between heterogeneous crude oil and food markets: Does temperature change really matter?. (2024). Cao, Yan ; Li, Xinran ; Cheng, Sheng.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pb:s0275531923002398.

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32. Asymmetric spillover effects in energy markets. (2024). Wohar, Mark ; Tiwari, Aviral ; doğan, buhari ; Adekoya, Oluwasegun B ; Aikins, Emmanuel Joel ; Doan, Buhari.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:92:y:2024:i:c:p:470-502.

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33. Bond market spillover networks of ASEAN-4 markets: Is the global pandemic different?. (2024). Uddin, Gazi ; PARK, DONGHYUN ; Tian, Shu ; Yahya, Muhammad ; Hedstrom, Axel.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:92:y:2024:i:c:p:1028-1044.

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34. Commodity market downturn: Systemic risk and spillovers during left tail events. (2024). Çevik, Emrah ; Kirimhan, Destan ; Gunay, Samet.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:36:y:2024:i:c:s2405851324000643.

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35. Financial market information flows when counteracting rogue states: The indirect effects of targeted sanction packages. (2024). Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Goodell, John W.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:217:y:2024:i:c:p:32-62.

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36. Banks’ environmental policies and banks’ financial stability. (2024). Pisera, Stefano ; Chiaramonte, Laura ; Goodell, John W ; Paltrinieri, Andrea ; Dreassi, Alberto.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443123001956.

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37. Impact of media hype and fake news on commodity futures prices: A deep learning approach over the COVID-19 period. (2024). Sensoy, Ahmet ; Goodell, John W ; Mahapatra, Biplab ; Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323010309.

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38. Seeking a shock haven: Hedging extreme upward oil price changes. (2024). HU, YANG ; Conlon, Thomas ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001777.

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39. Nonlinear behavior of tail risk resonance and early warning: Insight from global energy stock markets. (2024). Rong, Xueyun ; Xu, Xin ; Fang, Tingwei ; Xie, Qichang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s1057521924000942.

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40. Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

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41. Crude oil prices in times of crisis: The role of Covid-19 and historical events. (2024). Bouazizi, Tarek ; Vigne, Samuel A ; Guesmi, Khaled ; Galariotis, Emilios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004714.

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42. Climate warming, renewable energy consumption and rare earth market: Evidence from the United States. (2024). Luo, Xianfeng ; Ding, Qian ; Chen, Jinyu ; Huang, Jianbai.
    In: Energy.
    RePEc:eee:energy:v:290:y:2024:i:c:s0360544224000471.

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43. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

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44. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

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45. Examining spillovers and connectedness among commodities, inflation, and uncertainty: A quantile-VAR framework. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002160.

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46. 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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47. Energy price bubbles and extreme price movements: Evidence from Chinas coal market. (2024). Zhao, Wanli ; Wang, Tiantian ; Wu, Fei ; Dickinson, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s014098832300751x.

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48. In search of distress premium in the Chinese energy sector. (2024). Zhou, Zhiping ; Zhang, Zhekai ; Xu, Liao.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007442.

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49. Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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50. Understanding sentiment shifts in central bank digital currencies. (2024). Corbet, Shaen ; Larkin, Charles ; Hu, Yang ; Conlon, Thomas ; Hou, Yang ; Oxley, Les.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:44:y:2024:i:c:s2214635024001035.

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51. Tail risk connectedness in G7 stock markets: Understanding the impact of COVID-19 and related variants. (2024). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Lang, Chunlin.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000042.

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52. Does oil future increase the network systemic risk of financial institutions in China?. (2024). Sun, Chuanwang ; Lin, Yuting ; Zhou, Lichao ; Chen, Chuanglian.
    In: Applied Energy.
    RePEc:eee:appene:v:364:y:2024:i:c:s0306261924005592.

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53. Examining the asymmetric information flow between pairs of gold, silver, and oil: a transfer entropy approach. (2023). Maiti, Moinak ; Kayal, Parthajit.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:3:y:2023:i:10:d:10.1007_s43546-023-00572-8.

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54. Extension of forward-reflected-backward method to non-convex mixed variational inequalities. (2023). Shehu, Yekini ; Izuchukwu, Chinedu ; Okeke, Chibueze C.
    In: Journal of Global Optimization.
    RePEc:spr:jglopt:v:86:y:2023:i:1:d:10.1007_s10898-022-01253-w.

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55. Moderating effect of vertical integration on the relationship between sustainability and performance: evidence from oil and gas energy sector. (2023). Nosheen, Safia ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif ; Saeed, Asif.
    In: Future Business Journal.
    RePEc:spr:futbus:v:9:y:2023:i:1:d:10.1186_s43093-023-00236-x.

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56. Are DeFi tokens a separate asset class from conventional cryptocurrencies?. (2023). Corbet, Shaen ; Gunay, Samet ; Kaskaloglu, Kerem ; Goodell, John W.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:322:y:2023:i:2:d:10.1007_s10479-022-05150-z.

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57. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2023). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał.
    In: KAE Working Papers.
    RePEc:sgh:kaewps:2023095.

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58. Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Gherghina, Ştefan ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan ; Joldes, Camelia Catalina.
    In: Energy & Environment.
    RePEc:sae:engenv:v:34:y:2023:i:5:p:1433-1470.

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59. Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Kuang, Haibo ; Meng, Bin ; Chen, Shuiyang ; Fan, Lidong ; Haralambides, Hercules.
    In: Université Paris1 Panthéon-Sorbonne (Post-Print and Working Papers).
    RePEc:hal:cesptp:hal-04046290.

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60. Energy Transition and the Economy: A Review Article. (2023). Kosempel, Stephen ; Genc, Talat.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:7:p:2965-:d:1106226.

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61. An Analysis of Dynamic Correlations among Oil, Natural Gas and Ethanol Markets: New Evidence from the Pre- and Post-COVID-19 Crisis. (2023). Quintino, Derick ; Ferreira, Paulo ; Oliveira, Marcia ; Ogino, Cristiane.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:5:p:2349-:d:1084017.

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62. Global economic uncertainty and the Chinese stock market: Assessing the impacts of global indicators. (2023). Zhang, Yueyan ; Bai, Jiancheng ; Cui, Can.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:65:y:2023:i:c:s0275531923000752.

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63. New evidence of extreme risk transmission between financial stress and international crude oil markets. (2023). Zhang, Yaojie ; Hong, Yanran ; Li, Pan ; Wang, LU.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002392.

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64. Can cryptocurrencies provide a viable hedging mechanism for benchmark index investors?. (2023). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922002185.

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65. Challenges for volatility forecasts of US fossil energy spot markets during the COVID-19 crisis. (2023). Li, Zepei ; Huang, Haizhen.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:86:y:2023:i:c:p:31-45.

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66. Volatility spillovers and other dynamics between cryptocurrencies and the energy and bond markets. (2023). Sharif, Taimur ; Abedin, Mohammad Zoynul ; Bouteska, Ahmed.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:92:y:2023:i:c:p:1-13.

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67. Institutional and country level determinants of vertical integration: New evidence from the oil and gas industry. (2023). Thanakijsombat, Thanarerk ; Nosheen, Safia ; Zahoor, Muhammad Khurram ; Ali, Muhammad Kashif ; Saeed, Asif.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004889.

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68. Cointegration between high base metals prices and backwardation: Getting ready for the metals super-cycle. (2023). Labeaga, Jose ; Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001216.

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69. Oil in crisis: What can we learn. (2023). Hassan, M. Kabir ; Kayani, Umar Nawaz ; Hossain, Gazi Farid ; Moussa, Faten.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000518.

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70. The price of war: Effect of the Russia-Ukraine war on the global financial market. (2023). Assaf, Rima ; Kumar, Rahul ; Gupta, Deeksha.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:28:y:2023:i:c:s1703494923000403.

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71. Does ESG impact systemic risk? Evidencing an inverted U-shape relationship for major energy firms. (2023). Anwer, Zaheer ; Migliavacca, Milena ; Goodell, John W ; Paltrinieri, Andrea.
    In: Journal of Economic Behavior & Organization.
    RePEc:eee:jeborg:v:216:y:2023:i:c:p:10-25.

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72. Market reactions to layoff announcements during crises: Examining impacts and conditioners. (2023). Pandey, Dharen ; Kumar, Rahul ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300795x.

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73. Dynamic return connectedness between commodities and travel & leisure ETFs: Investment strategies and portfolio implications. (2023). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Lang, Chunlin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s1544612323007432.

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74. Traditional assets, digital assets and renewable energy: Investigating connectedness during COVID-19 and the Russia-Ukraine war. (2023). Malhotra, Nidhi ; Abedin, Mohammad Zoynul ; Yadav, Miklesh Prasad ; Ruan, Junhu ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s1544612323006955.

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75. How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Anwer, Zaheer ; Azmi, Wajahat.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

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76. Did the collapse of Silicon Valley Bank catalyze financial contagion?. (2023). Boubaker, Sabri ; Akhtaruzzaman, Md ; Goodell, John W.
    In: Finance Research Letters.
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77. Sectoral spillovers and systemic risks: Evidence from China. (2023). Li, Yueshan ; Liu, Xutang ; Chen, Shoudong ; Goodell, John W ; Yue, Dianmin.
    In: Finance Research Letters.
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78. What do responses of financial markets to the collapse of FTX say about investor interest in cryptocurrencies? Event-study evidence. (2023). Yousaf, Imran ; Riaz, Yasir ; Goodell, John W.
    In: Finance Research Letters.
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79. Energy cryptocurrencies: Assessing connectedness with other asset classes. (2023). Yousaf, Imran ; Riaz, Yasir ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:52:y:2023:i:c:s1544612322005669.

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80. Commodity market exposure to energy-firm distress: Evidence from the Colonial Pipeline ransomware attack. (2023). Corbet, Shaen ; Goodell, John W.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:51:y:2023:i:c:s1544612322005086.

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81. The impact of the COVID-19 pandemic and Russia-Ukraine war on multiscale spillovers in green finance markets: Evidence from lower and higher order moments. (2023). Hamori, Shigeyuki ; He, Xie ; Zhang, Wenting.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:89:y:2023:i:c:s105752192300251x.

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82. Does the connectedness among fossil energy returns matter for renewable energy stock returns? Fresh insights from the Cross-Quantilogram analysis. (2023). Wei, YU ; Chen, Xiaodan ; Bai, Lan ; Zhang, Jiahao.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:88:y:2023:i:c:s1057521923001758.

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83. COVID-19 and finance scholarship: A systematic and bibliometric analysis. (2023). Kumar, Satish ; Boubaker, Sabri ; Sureka, Riya ; Goodell, John W.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:85:y:2023:i:c:s1057521922004082.

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84. How does COVID-19 affect the spillover effects of green finance, carbon markets, and renewable/non-renewable energy markets? Evidence from China. (2023). Liu, Xinyi ; Jiang, Wei ; Dong, Lingfei.
    In: Energy.
    RePEc:eee:energy:v:281:y:2023:i:c:s0360544223017450.

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85. The spillover effects among the traditional energy markets, metal markets and sub-sector clean energy markets. (2023). Li, Yuxin ; Zhang, Hua.
    In: Energy.
    RePEc:eee:energy:v:275:y:2023:i:c:s0360544223007788.

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86. The dynamic spillovers among carbon, fossil energy and electricity markets based on a TVP-VAR-SV method. (2023). Yu, Zheng ; Dang, Yi Jing ; Qiao, Sen ; Zhang, Kai Quan.
    In: Energy.
    RePEc:eee:energy:v:266:y:2023:i:c:s0360544222032303.

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87. What has the strongest connectedness with clean energy? Technology, substitutes, or raw materials. (2023). Zhao, Yachao ; Su, Xianfang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006679.

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88. Evidence of the internationalization of Chinas crude oil futures: Asymmetric linkages to global financial risks. (2023). Guo, Songlin ; Zhang, Jiaming ; Xie, Bingyuan ; Dou, Bin.
    In: Energy Economics.
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89. Dynamic volatility transfer in the European oil and gas industry. (2023). Huszar, Zsuzsa R ; Kotro, Balazs B.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005509.

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90. Global energy market connectedness and inflation at risk. (2023). Zheng, Tingguo ; Ye, Shiqi ; Gong, LU.
    In: Energy Economics.
    RePEc:eee:eneeco:v:126:y:2023:i:c:s0140988323004735.

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91. Global energy supply risk: Evidence from the reactions of European natural gas futures to Nord Stream announcements. (2023). Gurdgiev, Constantin ; Pisera, Stefano ; Goodell, John W ; Paltrinieri, Andrea.
    In: Energy Economics.
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92. Exploring the dynamic behaviour of commodity market tail risk connectedness during the negative WTI pricing event. (2023). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les ; Lang, Chunlin.
    In: Energy Economics.
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93. Price connectedness in U.S. ethanol terminal markets. (2023). Hubbs, Todd ; Serra, Teresa ; Irwin, Scott H ; Gerveni, Maria.
    In: Energy Economics.
    RePEc:eee:eneeco:v:124:y:2023:i:c:s0140988323002578.

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94. Information spillovers between carbon emissions trading prices and shipping markets: A time-frequency analysis. (2023). Chen, Shuiyang ; Fan, Lidong ; Haralambides, Hercules ; Kuang, Haibo ; Meng, Bin.
    In: Energy Economics.
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95. Interdependence of clean energy and green markets with cryptocurrencies. (2023). Mirza, Nawazish ; Boubaker, Sabri ; Karim, Sitara ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
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96. Co-movement between dirty and clean energy: A time-frequency perspective. (2023). Nepal, Rabindra ; Jamasb, Tooraj ; Karim, Sitara ; Farid, Saqib ; Naeem, Muhammad A.
    In: Energy Economics.
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97. Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Wang, Tiantian ; Ji, Qiang ; Wu, Fei.
    In: Energy Economics.
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98. Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Yousaf, Imran ; Arfaoui, Nadia ; Jareo, Francisco.
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99. Analysis of the effect of Energy Prices on Stock Indexes During the Epidemic Crisis. (2023). Guliyeva, Shafa.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-59.

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100. European equity markets volatility spillover: Destabilizing energy risk is the new normal. (2023). Huszr, Zsuzsa R ; Kotr, Balzs B.
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101. Idiosyncratic and systematic spillovers through the renewable energy financial systems. (2023). Tedeschi, Marco.
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102. Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic. (2022). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
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103. Quantile co-movement and dependence between energy-focused sectors and artificial intelligence. (2022). Benkraien, Ramzi ; Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian.
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104. The impact of US presidents on market returns: Evidence from Trumps tweets. (2022). Anh, Ngoc Quang ; Duong, Duy ; Thao, Duong Phuong.
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105. Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Billah, Syed ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr.
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106. The influence of the COVID-19 pandemic on the hedging functionality of Chinese financial markets. (2022). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
     In: Research in International Business and Finance.
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107. Environmental stocks, CEO health risk and COVID-19. (2022). Pathan, Shams ; Fernandez-Mendez, Carlos.
     In: Research in International Business and Finance.
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108. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis.
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109. Time and frequency dynamics of connectedness between cryptocurrencies and commodity markets. (2022). Zheng, Liping ; Meng, Juan ; Mo, Bin.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001799.

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110. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Yarovaya, Larisa ; lucey, brian ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Goodell, John W ; Brzeszczyski, Janusz ; Marco, Chi Keung.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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111. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
     In: Journal of International Financial Markets, Institutions and Money.
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112. Causality of geopolitical risk on food prices: Considering the Russo–Ukrainian conflict. (2022). Saâdaoui, Foued ; ben Jabeur, Sami ; Goodell, John W ; Saadaoui, Foued.
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113. Are energy markets informationally smarter than equity markets? Evidence from the COVID-19 experience. (2022). Kumar, Satish ; Corbet, Shaen ; Yadav, Miklesh Prasad ; Goodell, John W ; Dhingra, Deepika ; Ashok, Shruti.
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114. Are carbon futures prices stable? New evidence during negative oil. (2022). Larkin, Charles ; Corbet, Shaen ; Gunay, Samet ; Goodell, John W ; Ahonen, Elena.
     In: Finance Research Letters.
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115. The reputational contagion effects of ransomware attacks. (2022). Corbet, Shaen ; Goodell, John W.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000411.

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116. Comparing gold’s and Bitcoin’s safe-haven roles against energy commodities during the COVID-19 outbreak: A vine copula approach. (2022). Syuhada, Khreshna ; Suprijanto, Djoko ; Hakim, Arief.
     In: Finance Research Letters.
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117. COVID–19 media coverage and ESG leader indices. (2022). Umar, Zaghum ; Boubaker, Sabri ; Akhtaruzzaman, Md.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002440.

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118. Cryptocurrency liquidity and volatility interrelationships during the COVID-19 pandemic. (2022). lucey, brian ; Larkin, Charles ; HU, YANG ; Corbet, Shaen ; Oxley, Les ; Hou, Yang.
     In: Finance Research Letters.
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119. Sectoral connectedness: New evidence from US stock market during COVID-19 pandemics. (2022). Matos, Paulo ; da Silva, Cristiano ; Costa, Antonio.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:45:y:2022:i:c:s1544612321002051.

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120. Quantile connectedness between sentiment and financial markets: Evidence from the S&P 500 twitter sentiment index. (2022). Yousaf, Imran ; Youssef, Manel ; Goodell, John W.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002745.

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121. A bibliometric review of financial market integration literature. (2022). Yarovaya, Larisa ; Patel, Ritesh ; Oriani, Marco Ercole ; Goodell, John W ; Paltrinieri, Andrea.
     In: International Review of Financial Analysis.
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122. Risk spread in multiple energy markets: Extreme volatility spillover network analysis before and during the COVID-19 pandemic. (2022). Chen, Yan ; Zhou, Wei.
     In: Energy.
     RePEc:eee:energy:v:256:y:2022:i:c:s0360544222014839.

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123. Do rare earths drive volatility spillover in crude oil, renewable energy, and high-technology markets? — A wavelet-based BEKK- GARCH-X approach. (2022). Zhang, Yuquan W ; Geng, Yong ; Yu, Haishan ; Qu, Fang ; Zheng, Biao.
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     RePEc:eee:energy:v:251:y:2022:i:c:s0360544222008544.

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124. The time-frequency connectedness among carbon, traditional/new energy and material markets of China in pre- and post-COVID-19 outbreak periods. (2022). Chen, Yunfei ; Jiang, Wei.
     In: Energy.
     RePEc:eee:energy:v:246:y:2022:i:c:s0360544222002237.

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125. Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis. (2022). Farid, Saqib ; Umar, Muhammad ; Naeem, Muhammad Abubakr.
     In: Energy.
     RePEc:eee:energy:v:240:y:2022:i:c:s0360544221029510.

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126. Transition from brown to green: Analyst optimism, investor discount, and Paris Agreement. (2022). Zhang, Xiqian ; Wilson, Clevo.
     In: Energy Economics.
     RePEc:eee:eneeco:v:116:y:2022:i:c:s0140988322005205.

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127. Financial stress and crude oil implied volatility: New evidence from continuous wavelet transformation framework. (2022). Basu, Sankarshan ; Das, Debojyoti ; Maitra, Debasish ; Dutta, Anupam.
     In: Energy Economics.
     RePEc:eee:eneeco:v:115:y:2022:i:c:s0140988322005175.

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128. Risk connectedness between energy and stock markets: Evidence from oil importing and exporting countries. (2022). lucey, brian ; Benlagha, Noureddine ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr.
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129. 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.
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130. The growth of oil futures in China: Evidence of market maturity through global crises. (2022). HU, YANG ; Corbet, Shaen ; Hou, Yang ; Oxley, Les.
     In: Energy Economics.
     RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003863.

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131. Forecasting volatility of EUA futures: New evidence. (2022). Huang, Yisu ; Guo, Xiaozhu ; Umar, Muhammad ; Liang, Chao.
     In: Energy Economics.
     RePEc:eee:eneeco:v:110:y:2022:i:c:s0140988322001918.

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132. Does energy diversification cause an economic slowdown? Evidence from a newly constructed energy diversification index. (2022). Paramati, Sudharshan Reddy ; Gözgör, Giray.
     In: Energy Economics.
     RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001463.

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133. Chinas energy stock market jumps: To what extent does the COVID-19 pandemic play a part?. (2022). Tong, Yuan ; Dai, Xingyu ; Bi, Xiaoyi ; Wang, Qunwei.
     In: Energy Economics.
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134. Connectedness of energy markets around the world during the COVID-19 pandemic. (2022). Uddin, Gazi ; Molnár, Peter ; Cepni, Oguzhan ; Molnar, Peter ; Akyildirim, Erdinc.
     In: Energy Economics.
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135. Economic fundamentals, policy responses, and state-level municipal bond sensitivity to COVID-19 prevalence. (2022). Mansur, Iqbal ; Odusami, Babatunde O.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000481.

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136. The dynamic connectedness and hedging opportunities of implied and realized volatility: Evidence from clean energy ETFs. (2022). Elik, Smail ; Vergili, Gizem ; Hol, Arife Ozdemir ; Sak, Ahmet Furkan.
     In: The North American Journal of Economics and Finance.
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137. Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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138. Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19. (2022). Li, Zijian ; Meng, Qiaoyu.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821001728.

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139. The diversifying role of socially responsible investments during the COVID-19 crisis: A risk management and portfolio performance analysis. (2022). López, Raquel ; Esparcia, Carlos ; Lopez, Raquel ; Diaz, Antonio.
     In: Economic Analysis and Policy.
     RePEc:eee:ecanpo:v:75:y:2022:i:c:p:39-60.

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140. Solving Mixed Variational Inequalities Beyond Convexity. (2021). Grad, Sorin-Mihai ; Lara, Felipe.
     In: Journal of Optimization Theory and Applications.
     RePEc:spr:joptap:v:190:y:2021:i:2:d:10.1007_s10957-021-01860-9.

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141. Price Leadership and Volatility Linkages between Oil and Renewable Energy Firms during the COVID-19 Pandemic. (2021). de Blasis, Riccardo ; Petroni, Filippo.
     In: Energies.
     RePEc:gam:jeners:v:14:y:2021:i:9:p:2608-:d:548090.

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142. Is the Alternative Energy Sector COVID-19 Resistant? Comparison with the Conventional Energy Sector: Markov-Switching Model Analysis of Stock Market Indices of Energy Companies. (2021). Wielechowski, Micha ; Czech, Katarzyna.
     In: Energies.
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143. Systemic Risk Spillovers in the European Energy Sector. (2021). Zeldea, Cristina ; Lupu, Iulia ; Calin, Adrian Cantemir ; Clin, Adrian Cantemir.
     In: Energies.
     RePEc:gam:jeners:v:14:y:2021:i:19:p:6410-:d:651252.

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144. The historic oil price fluctuation during the Covid-19 pandemic: What are the causes?. (2021). LE, Thai-Ha ; Tu, Anh.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001100.

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145. Negative oil price shocks transmission: The comparative effects of the GFC, shale oil boom, and Covid-19 downturn on French gasoline prices. (2021). PORCHER, Thomas ; Boroumand, Raphael Homayoun ; Urom, Christian.
     In: Research in International Business and Finance.
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146. Did COVID-19 change spillover patterns between Fintech and other asset classes?. (2021). Yarovaya, Larisa ; Nasir, Muhammad Ali ; Le, Lan-Tn.
     In: Research in International Business and Finance.
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147. Volatility spillover between economic sectors in financial crisis prediction: Evidence spanning the great financial crisis and Covid-19 pandemic. (2021). Olmo, Jose ; Laborda, Ricardo.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:57:y:2021:i:c:s0275531921000234.

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148. Oil market uncertainty and excess returns on currency carry trade. (2021). Su, Zhi ; Mo, Xuan ; Yin, Libo.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:56:y:2021:i:c:s027553192100012x.

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149. Comparing search-engine and social-media attentions in finance research: Evidence from cryptocurrencies. (2021). Shen, Dehua ; Li, Yue ; Goodell, John W.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:75:y:2021:i:c:p:723-746.

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150. Crude oil and stock markets in the COVID-19 crisis: Evidence from oil exporters and importers. (2021). Mahadeo, Scott ; Legrenzi, Gabriella ; Heinlein, Reinhold.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:82:y:2021:i:c:p:223-229.

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151. Does happiness forecast implied volatility? Evidence from nonparametric wave-based Granger causality testing. (2021). Shen, Dehua ; Li, Yue ; Goodell, John W.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:81:y:2021:i:c:p:113-122.

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152. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
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     RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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153. Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Jareño, Francisco ; Lopez, Raquel ; De, Maria ; Jareo, Francisco ; Ramos, Ana Rosa.
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154. Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

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155. Stock market volatility on shipping stock prices: GARCH models approach. (2021). Mhd, Siti Marsila ; Mokhtar, Kasypi.
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156. Risk perception and oil and gasoline markets under COVID-19. (2021). Akhundjanov, Sherzod ; Okhunjanov, Botir B ; Ahundjanov, Behzod B.
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     RePEc:eee:jebusi:v:115:y:2021:i:c:s0148619520304239.

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157. The influence of aviation disasters on engine manufacturers: An analysis of financial and reputational contagion risks. (2021). Sensoy, Ahmet ; Corbet, Shaen ; O'Connell, John F ; Akyildirim, Erdinc.
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     RePEc:eee:finana:v:74:y:2021:i:c:s1057521920302738.

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158. An analysis of investor behaviour and information flows surrounding the negative WTI oil price futures event. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
     In: Energy Economics.
     RePEc:eee:eneeco:v:104:y:2021:i:c:s0140988321004576.

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159. Distributional predictability between oil prices and renewable energy stocks: Is there a role for the COVID-19 pandemic?. (2021). Mokni, Khaled ; Ben-Salha, Ousama ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat.
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     RePEc:eee:eneeco:v:103:y:2021:i:c:s0140988321003947.

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160. The Russia-Saudi Arabia oil price war during the COVID-19 pandemic. (2021). Bao, Yukun ; Xiong, Tao ; Ma, Richie Ruchuan.
     In: Energy Economics.
     RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003984.

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161. Does Energy Diversification Cause an Economic Slowdown? Evidence from a Newly Constructed Energy Diversification Index. (2021). Paramati, Sudharshan Reddy ; Gözgör, Giray.
     In: CESifo Working Paper Series.
     RePEc:ces:ceswps:_9247.

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3. Can crude oil futures market volatility motivate peer firms in competing ESG performance? An exploration of Shanghai International Energy Exchange. (2024). Chen, Xingyu ; Zhang, Dongyang ; Bai, Dingchuan.
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7. Are there inextricable connections among automobile stocks, crude oil, steel, and the US dollar?. (2023). Sheikh, Umaid A ; Asadi, Mehrad ; Balcilar, Mehmet ; Ghasemi, Hamid Reza ; Roubaud, David.
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8. The rise of green energy metal: Could lithium threaten the status of oil?. (2023). Nepal, Rabindra ; Shao, Xuefeng ; Umar, Muhammad ; Qin, Meng ; Su, Chi Wei ; Jia, Zhijie.
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19. Economic uncertainty, oil prices, hedging and U.S. stock returns of the airline industry. (2021). Ratti, Ronald ; Pérez de Gracia, Fernando ; Kang, Wensheng.
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31. Impact of oil prices on firm stock return: industry-wise analysis. (2018). Sarwar, Suleman ; Lv, Yulan ; Waheed, Rida ; Wei, Chen.
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32. Asymmetric effects of oil shocks on stock market returns in Saudi Arabia: evidence from industry level analysis. (2018). Mohanty, Sunil K ; Onochie, Joseph ; Alshehri, Abdulrahman F.
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33. What do we know about oil prices and stock returns?. (2018). Smyth, Russell ; Narayan, Paresh Kumar.
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34. Oil price shocks and the financial performance patterns of logistics service providers. (2018). Solakivi, Tomi ; Zinn, Martin ; Toyli, Juuso ; Hofmann, Erik.
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37. Analysing the Effect of Oil Price Shocks on Asset Prices: Evidence from UK Firms. (2017). Alaali, Fatema.
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38. Oil price risk exposure: A comparison of financial and non-financial subsectors. (2016). KATIRCIOGLU, SALIH ; Shaeri, Komeil ; Adaoglu, Cahit.
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39. Impact of fuel price fluctuations on airline stock returns. (2016). Kristjanpoller, Werner D ; Concha, Diego.
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