1. Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2. Identification of the contagion effect in Chinas financial market uncertainties: A multiscale and dynamic perspective. (2024). Rong, Xueyun ; Wang, Xinya ; Xu, Xin ; Xuan, Siyuan.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:1340-1362.

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3. Dynamics of persistence in Brazilian economic uncertainty, expectation, and confidence indexes. (2024). de Freitas, Mateus Gonzalez ; de Oliveira, Guilherme.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324012996.

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4. Monetary policy spillovers among five systemic economies: Evidence from the time and frequency domains. (2024). Li, Youshu ; Zhang, Weiran ; Guo, Junjie.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:70:y:2024:i:c:s1062940824000019.

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5. Are European natural gas markets connected? A time-varying spillovers analysis. (2022). Szafranek, Karol ; Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200472x.

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6. Dynamic spillover transmission in agricultural commodity markets: What has changed after the COVID-19 threat?. (2022). Just, Magorzata ; Echaust, Krzysztof.
   In: Economics Letters.
   RePEc:eee:ecolet:v:217:y:2022:i:c:s0165176522002245.

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7. Cross-category spillover effects of economic policy uncertainty between China and the US: Time and frequency evidence. (2022). Li, Youshu ; Shao, Qinglong ; Guo, Junjie.
   In: Journal of Asian Economics.
   RePEc:eee:asieco:v:80:y:2022:i:c:s1049007822000227.

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8. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Ding, Qian ; Chen, Jinyu ; Huang, Jianbai.
   In: Energy Economics.
   RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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1. Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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2. Navigating Global Monetary Interdependencies: A Comprehensive Analysis of ECB Rate Hikes on China’s Technology-Driven Economy. (2024). Luo, Fangyong ; Bo, Lan ; Chen, Xiaoxian ; Huo, Weidong.
   In: Journal of the Knowledge Economy.
   RePEc:spr:jknowl:v:15:y:2024:i:4:d:10.1007_s13132-024-01864-6.

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3. Volatility spillovers between energy and agriculture markets during the ongoing food & energy crisis: Does uncertainty from the Russo-Ukrainian conflict matter?. (2024). Tran, Minh Phuoc-Bao ; Vo, Duc Hong.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:208:y:2024:i:c:s0040162524005213.

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4. Exploring the impacts of major events on the global oil and food markets. (2024). Su, Bin ; He, Wenjia ; Wu, Yunsong ; Chen, Zhenling ; Teng, Man ; Ni, Guohua.
   In: Socio-Economic Planning Sciences.
   RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002180.

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5. Decomposing uncertainty: How foreign policy risks shape Chinese stock market dynamics. (2024). Lu, PU ; Wang, Yong ; Li, Bing.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006907.

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6. Gold, platinum and the predictability of bubbles in global stock markets. (2024). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:90:y:2024:i:c:s0301420724001752.

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7. Good vs. bad volatility in major cryptocurrencies: The dichotomy and drivers of connectedness. (2024). Sila, Jan ; Kočenda, Evžen ; Kukacka, Jiri ; Kristoufek, Ladislav ; Kocenda, Evzen.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:96:y:2024:i:c:s1042443124001288.

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8. Impacts of carbon market and climate policy uncertainties on financial and economic stability: Evidence from connectedness network analysis. (2024). Li, Xiafei ; Goodell, John W ; Liang, Chao.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:92:y:2024:i:c:s104244312400043x.

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9. Monetary policy and uncertainty spillovers: Evidence from a wavelet and frequency connectedness analysis. (2024). Giannellis, Nikolaos ; Apostolakis, George N.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pc:s1057521924004459.

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10. Cross-country risk spillovers of ESG stock indices: Dynamic patterns and the role of climate transition risks. (2024). Zhang, Yunhan ; Chen, Yingtong ; Li, Yichong ; Ma, Yanran ; Guo, Kun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924004095.

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11. Time-frequency cross-country spillovers of climate policy uncertainty: Does it matter for financial risk?. (2024). Chen, Donghui ; Zhang, Jun.
    In: Energy.
    RePEc:eee:energy:v:312:y:2024:i:c:s0360544224033218.

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12. 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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13. Asymmetries in the international spillover effects of monetary policy: Based on TGVAR model. (2024). Zhang, YI ; Li, Jiaqi ; Cui, Baisheng.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001523.

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14. Will Southeast Asia be the next global manufacturing hub? A multiway cointegration, causality, and dynamic connectedness analyses on factors influencing offshore decisions. (2024). Sua, Lutfu S ; Huang, Jun ; Ortiz, Jaime ; Wang, Haibo ; Alidaee, Bahram.
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15. Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms. (2023). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi.
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16. Gold-to-Platinum Price Ratio and the Predictability of Bubbles in Financial Markets. (2023). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Nielsen, Joshua.
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17. Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Dong, Zibing ; Xiao, Yao ; Li, Yanshuang ; Zhuang, Xintian ; Gherghina, Stefan Cristian ; Wang, Jian.
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18. Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
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    RePEc:gam:jmathe:v:11:y:2023:i:9:p:2077-:d:1134393.

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19. Dynamic integration and transmission channels among interest rates and oil price shocks. (2023). Dagher, Leila ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:87:y:2023:i:c:p:296-317.

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20. The impact of geopolitical risks on connectedness among natural resource commodities: A quantile vector autoregressive approach. (2023). Mandaci, Pinar Evrim ; Azimli, Asil.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723006682.

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21. Dynamic spillover effects among international crude oil markets from the time-frequency perspective. (2023). Lee, Chien-Chiang ; Zhang, Xiaoming ; Zhou, Hegang ; Xu, Chao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:80:y:2023:i:c:s0301420722006614.

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22. Dynamic connectedness, spillover, and optimal hedging strategy among FinTech, Sukuk, and Islamic equity markets. (2023). Billah, Syed ; Boujlil, Rhada ; Rabbani, Mustafa Raza ; Shaik, Muneer ; Rahman, Mashuk.
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23. The dynamic spillover effects of climate policy uncertainty and coal price on carbon price: Evidence from China. (2023). Cheung, Adrian (Wai-Kong) ; Yan, Wan-Lin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:53:y:2023:i:c:s1544612322005773.

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24. Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Cagli, Efe ; Mandaci, Pinar Evrim.
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25. Monetary policy and bubbles in G7 economies using a panel VAR approach: Implications for sustainable development. (2023). GUPTA, RANGAN ; Caraiani, Petre ; Nielsen, Joshua ; Nel, Jacobus.
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26. Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Wang, Zushan ; Li, Xin ; Liu, Hongwen.
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    RePEc:bla:apacel:v:37:y:2023:i:2:p:96-118.

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27. Oil prices, labour market adjustment and dynamic quantile connectedness analysis: evidence from Greece during the crisis. (2022). Palaios, Panagiotis ; Papapetrou, Evangelia.
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28. The Effects of Conventional and Unconventional Monetary Policy Shocks on US REITs Moments: Evidence from VARs with Functional Shocks. (2022). Wang, Shixuan ; GUPTA, RANGAN ; Cepni, Oguzhan ; Bonato, Matteo.
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29. On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data. (2022). Lee, Chien-Chiang ; GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
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30. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2022). YAYA, OLAOLUWA ; Islam, M. Nazmul ; Furuoka, Fumitaka ; Al-Faryan, Mamdouh Abdulaziz Sa ; Ling, Piu Kiew ; Saleh, Mamdouh Abdulaziz.
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31. The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Liu, Zhenhua ; Zhou, Yuqin ; Wu, Shan.
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32. The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin.
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33. Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam. (2022). Le, Thai Hong ; Luong, Anh Tram.
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34. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
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35. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
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36. Volatility and return connectedness of cryptocurrency, gold, and uncertainty: Evidence from the cryptocurrency uncertainty indices. (2022). Yarovaya, Larisa ; Gözgör, Giray ; Elsayed, Ahmed ; Gozgor, Giray.
    In: Finance Research Letters.
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37. The economic value of NFT: Evidence from a portfolio analysis using mean–variance framework. (2022). Lee, Yunyoung ; Ko, Hyungjin ; Jang, Huisu ; Son, Bumho.
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38. Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Lau, Chi Keung ; Gözgör, Giray ; Elsayed, Ahmed ; Marco, Chi Keung.
    In: International Review of Financial Analysis.
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39. International spillover effects of unconventional monetary policies of major central banks. (2022). Okimoto, Tatsuyoshi ; Inoue, Tomoo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:79:y:2022:i:c:s1057521921002854.

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40. Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; de Gracia, Fernando Perez.
    In: Energy Economics.
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41. Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
    In: The North American Journal of Economics and Finance.
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42. Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936.

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43. How Media Content Influences Economic Expectations: Evidence from a Global Expert Survey. (2022). Sauer, Stefan ; Boumans, Dorine ; Muller, Henrik.
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44. Economic Policy Uncertainty Index: Extension and optimization of Scott R. Baker, Nicholas Bloom and Steven J. Daviss search term. (2021). Brandt, Richard.
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45. Neutral Real Interest Rates in Inflation Targeting Emerging and Developing Economies. (2021). Ruch, Franz.
    In: Policy Research Working Paper Series.
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46. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
    In: Financial Innovation.
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47. The Dynamic Impact of the COVID-19 Pandemic on Air Quality: The Beijing Lessons. (2021). Diao, Gang ; Tao, Chenlu ; Cheng, Baodong.
    In: IJERPH.
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48. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
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49. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
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50. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Umar, Zaghum ; Riaz, Yasir ; Manel, Youssef ; Gubareva, Mariya.
    In: Pacific-Basin Finance Journal.
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51. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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52. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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53. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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54. Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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55. The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices. (2021). Li, Wanyang ; Tian, Meiyu ; Wen, Fenghua.
    In: The North American Journal of Economics and Finance.
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56. Monetary policy uncertainty spillovers in time and frequency domains. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin ; Nel, Jacobus A ; Marco, Chi Keung.
    In: Journal of Economic Structures.
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57. Dynamic integration and transmission channels among interest rates and oil price shocks. (2020). Dagher, Leila ; Guesmi, Khaled ; Abid, Ilyes ; Urom, Christian.
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58. Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Nor, Safwan Mohd ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
    In: Mathematics.
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59. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: JRFM.
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60. Banking Development and Economy in Greece: Evidence from Regional Data. (2020). Floros, Christos.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:10:p:243-:d:428545.

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61. 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.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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62. Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui.
    In: Journal of Systems Science and Information.
    RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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