1. The relationship between FinTech and energy markets in China. (2025). Huang, Yunying ; Yang, Cunyi ; Albitar, Khaldoon ; Zhou, QI.
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   RePEc:eee:tefoso:v:217:y:2025:i:c:s0040162525002197.

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2. ESG reactions to fintech: The role of cross-border capital flows. (2025). Ren, Yi-Shuai ; Liu, Xukang ; Ma, Chao-Qun.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:76:y:2025:i:c:s027553192500090x.

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3. Risk sharing framework and systemic tolerance in Indian banks: Double layer network approach. (2025). Sensoy, Ahmet ; Misra, Arun Kumar ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:73:y:2025:i:pb:s027553192400429x.

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4. Impacts of FinTech funding announcements on traditional banks: An event study analysis. (2025). Gai, Lorenzo ; Ramirez, Irene Comeig ; del Sarto, Nicola.
   In: Journal of Economics and Business.
   RePEc:eee:jebusi:v:133:y:2025:i:c:s0148619524000730.

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5. Regional bank failures and volatility transmission. (2025). Wiesen, Thomas ; Lastrapes, William D.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:78:y:2025:i:c:s1572308925000336.

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6. Does digital transformation enhance bank soundness? Evidence from Chinese commercial banks. (2025). Wei, Tao ; Wang, Aiping ; Hu, Haifeng.
   In: Journal of Financial Stability.
   RePEc:eee:finsta:v:76:y:2025:i:c:s1572308925000038.

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7. Financial technology and climate risks in the financial market. (2025). Yang, Cunyi ; Yao, Jian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:99:y:2025:i:c:s1057521925000079.

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8. Did Precious Metals Serve as Hedge and Safe-haven Alternatives to Equity During the COVID-19 Pandemic: New Insights Using a Copula-based Approach. (2024). Pradhan, H K ; Banerjee, Ameet Kumar.
   In: Journal of Emerging Market Finance.
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9. Solar Weather Dynamics and the US Economy: A Comprehensive GVAR Perspective. (2024). Michaelides, Panayotis ; Konstantakis, Konstantinos ; Samitas, Areistidis ; Xidonas, Panos ; Daglis, Theodoros.
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10. Interconnectedness in the FOREX market during the high inflation regime: A network analysis. (2024). Akhtaruzzaman, Md ; Le, Van ; Nath, Tamal ; Ahmed, Shamima ; Rahman, Molla Ramizur.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:71:y:2024:i:c:s0275531924002605.

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11. Fintechs influence on green credit provision: Empirical evidence from China’s listed banking sector. (2024). He, Zuojing ; Ban, Shengxi ; Sheehan, Maura ; Ge, Fangting ; Du, Anna Min.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001879.

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12. How responsive are retail electricity prices to crude oil fluctuations in the US? Time-varying and asymmetric perspectives. (2024). Ye, Yong ; Luo, Keyu.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000266.

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13. Volatility connectedness between geopolitical risk and financial markets: Insights from pandemic and military crisis periods. (2024). Sensoy, Ahmet ; Banerjee, Ameet Kumar ; Goodell, John W.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pc:s1059056024007329.

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14. How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. (2024). Sensoy, Ahmet ; Ozer, Zeynep Sueda ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468.

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15. Lending business models and FinTechs efficiency. (2024). Pampurini, Francesca ; Quaranta, Anna Grazia ; Pezzola, Annagiulia.
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    RePEc:eee:finlet:v:65:y:2024:i:c:s154461232400549x.

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16. Volatility spillovers and hedging strategies between impact investing and agricultural commodities. (2024). Sensoy, Ahmet ; Akhtaruzzaman, Md ; Goodell, John W ; Banerjee, Ameet Kumar.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:94:y:2024:i:c:s1057521924001698.

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17. 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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18. ETFs amidst the COVID-induced technological transformation: Sectoral insights from time-varying dynamics of tail risk transmissions. (2024). Tunc, Ahmet.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001682.

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2. Frontiers in VaR forecasting and backtesting. (2016). Ruiz, Esther ; Nieto, Maria Rosa.
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3. The Temporal Dimension of Risk. (2016). Mahmoud, Ola.
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4. Drawdown: From Practice to Theory and Back Again. (2016). Mahmoud, Ola ; Goldberg, Lisa R..
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6. Riesgo sistémico en el sistema financiero peruano. (2015). Castro, Cesar D.
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8. lCARE – localizing Conditional AutoRegressive Expectiles. (2015). Mihoci, Andrija ; Härdle, Wolfgang ; Xu, Xiu ; Hardle, Wolfgang Karl.
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9. Portfolio optimization under expected shortfall: contour maps of estimation error. (2015). Kondor, Imre ; Papp, Gabor ; Caccioli, Fabio.
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10. Portfolio Optimization under Expected Shortfall: Contour Maps of Estimation Error. (2015). Kondor, Imre ; Papp, G'Abor ; Caccioli, Fabio.
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15. Wpływ reasekuracji i retrocesji na własności składek. (2013). Antoniak, Wojciech .
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19. THE ROLE OF VALUE AT RISK IN THE MANAGEMENT OF ASSET AND LIABILITIES. (2012). Petria, Nicolae ; Daniela, Zapodeanu ; Nicolae, Petria ; Mihai, Cociuba .
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26. Diversifying market and default risk in high grade sovereign bond portfolios. (2011). Rustaman, Vidhya ; Brennan, Myles ; Kobor, Adam.
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44. Medidas de Riesgo, Características y Técnicas de Medición: Una Aplicación del VAR y el ES a la Tasa Interbancaria de Colombia. (2005). Melo-Velandia, Luis ; Becerra, Oscar ; oscar Reinaldo Becerra Camargo, .
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46. Spectral measures of risk: A coherent representation of subjective risk aversion. (2002). Acerbi, Carlo.
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47. Portfolio Optimization with Spectral Measures of Risk. (2002). Acerbi, Carlo ; Prospero, Simonetti ; Carlo, Acerbi .
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48. Risk Aversion and Coherent Risk Measures: a Spectral Representation Theorem. (2001). Acerbi, Carlo.
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49. A Note on Portfolio Selection under Various Risk Measures. (). De Giorgi, Enrico.
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50. Reward-Risk Portfolio Selection and Stochastic Dominance. (). De Giorgi, Enrico.
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