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Volatility forecasting of Chinese energy market: Which uncertainty have better performance?. (2024). Xiang, Yitian ; Zou, Yang ; Guo, Songlin ; Zhang, Jiaming.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004684.

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  1. 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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  2. Predicting volatility in Chinas clean energy sector: Advantages of the carbon transition risk. (2025). Chen, Zhu ; Luo, Qin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324015630.

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  3. The interplay among corporate bonds, geopolitical risks, equity market, and economic uncertainties. (2024). Alshammari, Saad ; Kaabia, Olfa ; Andriosopoulos, Kostas ; Si, Kamel ; Urom, Christian.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002825.

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  4. Do macroprudential policies reduce risk spillovers between energy markets?: Evidence from time-frequency domain and mixed-frequency methods. (2024). Bai, YU ; Xu, Xin ; Xie, Qichang ; Jia, Nanfei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002664.

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  5. Fitting complex stochastic volatility models using Laplace approximation. (2024). Lopes, Maria Helena ; Marin, Juan Miguel ; Romero, Eva.
    In: DES - Working Papers. Statistics and Econometrics. WS.
    RePEc:cte:wsrepe:43947.

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  6. The impact of geopolitical risk on the international agricultural market: Empirical analysis based on the GJR-GARCH-MIDAS model. (2024). Zhou, Wei-Xing ; Dai, Yun-Shi.
    In: Papers.
    RePEc:arx:papers:2404.01641.

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  38. A connectedness analysis among BRICS’s geopolitical risks and the US macroeconomy. (2022). Hamori, Shigeyuki ; Zhang, Yulian.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:76:y:2022:i:c:p:182-203.

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  39. Being an emerging economy: To what extent do geopolitical risks hamper technology and FDI inflows?. (2022). Sala, Hector ; Thuy, Trang Thi ; Pham, Binh Thai.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:74:y:2022:i:c:p:728-746.

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  40. The roles of oil shocks and geopolitical uncertainties on China’s green bond returns. (2022). Lee, Chi-Chuan ; Tang, Huayun ; Li, Ding.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:74:y:2022:i:c:p:494-505.

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  41. Volatility transmission and spillover dynamics across financial markets: the role of geopolitical risk. (2021). Helmi, Mohamad Husam ; Elsayed, Ahmed.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:305:y:2021:i:1:d:10.1007_s10479-021-04081-5.

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  42. Price Effects after One-Day Abnormal Returns in Developed and Emerging Markets: ESG versus Traditional Indices. (2021). Plastun, Alex ; Ji, Qiang ; GUPTA, RANGAN ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202119.

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  43. Tail Risks and Forecastability of Stock Returns of Advanced Economies: Evidence from Centuries of Data. (2021). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202117.

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  44. Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Naceur, Sami ; Kanaan, Oussama ; ben Cheikh, Nidhaleddine.
    In: Post-Print.
    RePEc:hal:journl:hal-03529868.

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  45. Geopolitical Uncertainties and Malaysian Stock Market Returns: Do Market Conditions Matter?. (2021). Hassan, M. Kabir ; Shah, Mohd Azlan ; Hoque, Mohammad Enamul.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:19:p:2393-:d:643380.

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  46. Oil shocks and equity markets: The case of GCC and BRICS economies. (2021). Zaremba, Adam ; Umar, Zaghum ; Trabelsi, Nader.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988321000608.

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  47. Extreme return connectedness and its determinants between clean/green and dirty energy investments. (2021). Bouri, Elie ; Saeed, Tareq ; al Sulami, Hamed.
    In: Energy Economics.
    RePEc:eee:eneeco:v:96:y:2021:i:c:s0140988320303571.

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  48. Investigating the asymmetric impact of oil prices on GCC stock markets. (2021). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:102:y:2021:i:c:s0264999321001784.

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  49. The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Jianlei.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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  50. Investigating the Asymmetric Impact of Oil Prices on GCC Stock Markets. (2020). Rault, Christophe ; Ben Cheikh, Nidhaleddine ; Ben Naceur, Sami ; Kanaan, Oussama.
    In: IZA Discussion Papers.
    RePEc:iza:izadps:dp13853.

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