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The higher the better? Hedging and investment strategies in cryptocurrency markets: Insights from higher moment spillovers. (2024). Hamori, Shigeyuki ; He, Xie.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:95:y:2024:i:pa:s1057521924002916.

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  1. Higher-order moment and cross-moment spillovers among MENA stock markets: Insights from geopolitical risks and global fear. (2025). Hoque, Mohammad Enamul ; Elsayed, Ahmed H ; Cui, Jinxin ; Helmi, Mohamad Husam.
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  2. Risk and return spillovers among developed and emerging market currencies. (2025). Steenkamp, Daan ; Greenwood-Nimmo, Matthew ; van Jaarsveld, Rossouw.
    In: Journal of International Financial Markets, Institutions and Money.
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  3. Government investment, human capital flow, and urban innovation: Evidence from smart city construction in China. (2025). Chen, XI ; Wang, Xinyue ; Li, Zhihui.
    In: International Review of Financial Analysis.
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  4. Asymmetric Higher-Moment spillovers between sustainable and traditional investments. (2024). Hamori, Shigeyuki ; He, Xie.
    In: Journal of International Financial Markets, Institutions and Money.
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    RePEc:plo:pone00:0287566.

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  44. Blockchain market and eco-friendly financial assets: Dynamic price correlation, connectedness and spillovers with portfolio implications. (2023). Adekoya, Oluwasegun ; Abakah, Emmanuel ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Bonsu, Christiana Osei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:87:y:2023:i:c:p:218-243.

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  45. The time-varying impact of geopolitical risk on natural resource prices: The post-COVID era evidence. (2023). Cui, Tianxiang ; Ding, Shusheng ; Du, Min ; Wang, Kaihao.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008723.

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  46. Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723009972.

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  47. Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Arunachalam, Vairam ; Patnaik, Debasis ; Mishra, Aswini Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001988.

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  48. Asymmetric efficiency and connectedness among green stocks, halal tourism stocks, cryptocurrencies, and commodities: Portfolio hedging implications. (2023). Chowdhury, Mohammad Ashraful ; Sulong, Zunaidah ; Ferdous, Mohammad Ashraful ; Abdullah, Mohammad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723001277.

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  49. Transmission of risks between energy and agricultural commodities: Frequency time-varying VAR, asymmetry and portfolio management. (2023). YAYA, OLAOLUWA ; Islam, M. Nazmul ; Furuoka, Fumitaka ; Al-Faryan, Mamdouh Abdulaziz Sa ; Ling, Pui Kiew ; Saleh, Mamdouh Abdulaziz.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:81:y:2023:i:c:s0301420723000478.

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  50. Quantile and asymmetric return connectedness among BRICS stock markets. (2023). Seetharam, Yudhvir ; Nyakurukwa, Kingstone.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:27:y:2023:i:c:s1703494923000154.

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  51. 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.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:58:y:2023:i:c:s1044028323000960.

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  52. A network-based strategy of price correlations for optimal cryptocurrency portfolios. (2023). Rocha, Luis ; Jing, Ruixue.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pc:s1544612323008759.

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  53. Can green assets hedge against economic policy uncertainty? Evidence from China with portfolio implications. (2023). Shi, Zhengxu ; Xia, Yufei ; Du, Xiaoying ; Cai, Rongjiang ; Niu, Mengyi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002465.

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  54. Model-free connectedness measures. (2023). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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  55. Risk spillovers across geopolitical risk and global financial markets. (2023). Shen, Yue ; Jiang, Yaohui ; Wang, Xiaohan ; Zheng, Jinlin ; Wen, Baoyu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005492.

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  56. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Umar, Muhammad ; Li, Jingpeng ; Huo, Jiale.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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  57. 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.
    RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

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