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   In: Quality & Quantity: International Journal of Methodology.
   RePEc:spr:qualqt:v:59:y:2025:i:2:d:10.1007_s11135-024-02038-x.

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2. Revisiting the currency-commodity nexus: New insights into the R2 decomposed connectedness and the role of global shocks. (2025). Xia, Xiaohua ; An, Chaofan ; Liu, Mengai ; Chen, Baifan ; Huang, Jionghao.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000152.

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3. Investing in relative market positions in interconnected financial markets: A strategy for international portfolio diversification. (2025). Chen, Yiqing ; Yao, Shujie ; Ou, Jinghua.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003408.

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4. Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

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5. Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2025). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:75:y:2025:i:c:s154461232500100x.

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6. Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2025). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:71:y:2025:i:c:s154461232401403x.

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7. Multilayer connectedness across geopolitical risks, clean, and dirty energy markets: The role of global uncertainty factors and climate surprise. (2025). Billah, Mabruk ; Hoque, Mohammad Enamul ; Elsayed, Ahmed H.
   In: Energy Economics.
   RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001665.

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8. 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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9. Model-free and Model-based connectedness in highly, medium and lowly correlated financial returns: analyses of OECD inflations. (2024). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Vo, Xuan Vinh ; Adesina, Oluwaseun A.
   In: MPRA Paper.
   RePEc:pra:mprapa:123108.

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10. Mapping fear in financial markets: Insights from dynamic networks and centrality measures. (2024). Mohnot, Rajesh ; Arfaoui, Nadia ; Naeem, Muhammad Abubakr ; Senthilkumar, Arunachalam.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:85:y:2024:i:c:s0927538x24001197.

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11. Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis. (2024). Ertugrul, Hasan ; Polat, Onur ; Erturul, Hasan Murat ; Atilgan, Emre ; Ozcan, Burcu ; Ozun, Alper.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004653.

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12. Decomposing risk spillover effect in international stock market: A novel intertemporal network topology approach. (2024). Lv, Zhiyu ; Zhang, XU ; Naeem, Muhammad Abubakr ; Liu, Jiawen ; Rauf, Abdul.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:63:y:2024:i:c:s154461232400401x.

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13. Does high volatility increase connectedness? A study of Asian equity markets. (2024). Wiesen, Thomas ; Afatsao, Richard ; Oliyide, Johnson ; Adekoya, Oluwasegun Babatunde.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006677.

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14. Global uncertainties and Australian financial markets: Quantile time-frequency connectedness. (2024). Sheikh, Umaid A ; Hammoudeh, Shawkat ; Asadi, Mehrad ; Roubaud, David.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:92:y:2024:i:c:s1057521924000309.

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15. Examining the bidirectional ripple effects in the NFT markets: Risky center or hedging center?. (2024). Du, Yuting ; Zhang, XU ; Naeem, Muhammad Abubakr ; Rauf, Abdul.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635024000194.

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16. Risk spillovers between the BRICS and the U.S. staple grain futures markets. (2024). Zhou, Wei-Xing ; Yang, Yan-Hong ; Shao, Ying-Hui.
    In: Papers.
    RePEc:arx:papers:2412.15738.

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17. Contemporaneous and lagged spillovers between agriculture, crude oil, carbon emission allowance, and climate change. (2024). Zhou, Wei-Xing ; Shao, Ying-Hui ; Yang, Yan-Hong.
    In: Papers.
    RePEc:arx:papers:2408.09669.

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6. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Gabauer, David ; Dwumfour, Richard ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
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22. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
    In: Resources Policy.
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23. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
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24. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Wei, YU ; Li, Xiafei ; Bai, Lan ; Liang, Chao.
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25. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
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26. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
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27. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
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28. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Jalkh, Naji ; Bouri, Elie ; Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei.
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29. Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Nasir, Muhammad Ali ; Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana.
    In: Journal of Economic Behavior & Organization.
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30. Time-varying spillovers between housing sentiment and housing market in the United States☆. (2021). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
    In: Finance Research Letters.
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31. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
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32. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
    In: International Review of Financial Analysis.
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33. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
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34. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: International Review of Financial Analysis.
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35. Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
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    RePEc:eee:eneeco:v:104:y:2021:i:c:s014098832100548x.

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36. Do investor sentiments drive cryptocurrency prices?. (2021). Ceyhan Darendeli, Sanli ; Cepni, Oguzhan ; Aysan, Ahmet ; Akyildirim, Erdinc.
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37. What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M.
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38. The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Umar, Zaghum ; Aziz, Saqib ; Tawil, Dima.
    In: Journal of Behavioral and Experimental Finance.
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39. Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
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40. Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
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41. How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK.
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42. Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur.
    In: World Journal of Applied Economics.
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43. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
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44. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
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45. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
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46. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
    In: Sustainability.
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47. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
    In: Sustainability.
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48. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
    In: Resources Policy.
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49. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Journal of International Financial Markets, Institutions and Money.
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50. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: Journal of International Financial Markets, Institutions and Money.
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