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Tail risk spillovers in the stock and forex markets at the major emergencies: Evidence from the G20 countries. (2024). Li, Kelong ; Feng, Yusen ; Mo, Tingcheng ; Xie, Chi ; Ouyang, Yingbo.
In: International Review of Financial Analysis.
RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006446.

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  1. Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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  2. Tail Risk Alert Based on Conditional Autoregressive VaR by Regression Quantiles and Machine Learning Algorithms. (2024). Yin, Yuchen ; Ke, Zong.
    In: Papers.
    RePEc:arx:papers:2412.06193.

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  47. The effect of uncertainty on the precious metals market: New insights from Transfer Entropy and Neural Network VAR. (2020). Duc, Toan Luu.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:66:y:2020:i:c:s0301420719309365.

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  48. Time and frequency connectedness among oil shocks, electricity and clean energy markets. (2020). Shahzad, Syed Jawad Hussain ; Nepal, Rabindra ; Peng, Zhe ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Suleman, Mouhammed Tahir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:91:y:2020:i:c:s0140988320302541.

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  49. Have commodities become a financial asset? Evidence from ten years of Financialization. (2020). Adams, Zeno ; Collot, Solene ; Kartsakli, Maria.
    In: Energy Economics.
    RePEc:eee:eneeco:v:89:y:2020:i:c:s0140988320301092.

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  50. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies. (2019). Tiwari, Aviral ; Raheem, Ibrahim ; Demirer, Riza ; Albulescu, Claudiu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:83:y:2019:i:c:p:375-388.

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