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1. Behavioural explanations of Expectile VaR forecasting and dynamic hedging strategies for downside risk during the COVID‐19 pandemic: Insights from financial markets. (2025). Masmoudi, Afif ; Abbes, Mouna Boujelbne ; Gaadane, Sahbi ; Trichilli, Yousra.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:30:y:2025:i:1:p:44-70.

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2. Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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3. Hybrid forecasting of crude oil volatility index: The cross‐market effects of stock market jumps. (2024). Wang, LU ; Jiang, Gongyue ; Qiao, Gaoxiu ; Ma, Feng.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:6:p:2378-2398.

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4. Spillovers and Portfolio Management Between the Uncertainty Indices of Oil and Gold and G7 Stock Markets. (2024). Kang, Sang Hoon ; Vo, Xuan Vinh ; Ziadat, Salem Adel ; Mensi, Walid.
   In: Computational Economics.
   RePEc:kap:compec:v:64:y:2024:i:4:d:10.1007_s10614-023-10488-y.

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5. Spillovers and hedging effectiveness between oil and US equity sectors: Evidence from the COVID pre- and post-vaccination phases. (2024). Yousaf, Imran ; Arfaoui, Nadia ; Gubareva, Mariya.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531923003306.

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6. Risk synchronization in Australia stock market: A sector analysis. (2024). Tiwari, Aviral ; Lee, Chi-Chuan ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Asafo-Adjei, Emmanuel.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:582-610.

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7. Crude oil volatility index forecasting: New evidence based on positive and negative jumps from Chinese stock market. (2024). Ma, Xuekun ; Wang, LU ; Jiang, Gongyue ; Qiao, Gaoxiu.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:92:y:2024:i:c:p:415-437.

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8. COVID-19 and time-frequency spillovers between oil and sectoral stocks and portfolio implications: Evidence from China and US economies. (2024). Vo, Xuan Vinh ; Kang, Sang Hoon ; Mensi, Walid ; Al-Yahyaee, Khamis Hamed.
   In: International Economics.
   RePEc:eee:inteco:v:180:y:2024:i:c:s2110701724000775.

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9. The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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10. 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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11. Can we breathe a sigh of relief now? The impact of First Republic Bank takeover by JP Morgan on the US equity markets. (2023). Nobanee, Haitham ; Nghiem, Xuan-Hoa ; Azmi, Wajahat ; Hamill, Philip Anthony ; Chakraborty, Dipanwita.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pb:s154461232300716x.

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12. Nonlinear and asymmetric interconnectedness of crude oil with financial and commodity markets. (2023). Uddin, Gazi ; Okhrin, Yarema ; Yahya, Muhammad.
    In: Energy Economics.
    RePEc:eee:eneeco:v:125:y:2023:i:c:s0140988323003511.

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13. Return and volatility connectedness between gold and energy markets: Evidence from the pre- and post-COVID vaccination phases. (2023). Yousaf, Imran ; Arfaoui, Nadia ; Jareo, Francisco.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:77:y:2023:i:c:p:617-634.

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14. Frequency spillovers between green bonds, global factors and stock market before and during COVID-19 crisis. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Ko, Hee-Un.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:77:y:2023:i:c:p:558-580.

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15. Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel ; Boateng, Ebenezer ; Idun, Anthony Adu-Asare ; Adam, Anokye M.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-30.

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16. Impact of liquidity spillovers among industrial sectors on stock markets during crisis periods: Evidence from the S&P 500 index. (2022). Choi, Sun-Yong ; Lim, Seo-Yeon.
    In: PLOS ONE.
    RePEc:plo:pone00:0277261.

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17. Volatility Spillover among Japanese Sectors in Response to COVID-19. (2022). Morimoto, Takayuki ; Shigemoto, Hideto.
    In: JRFM.
    RePEc:gam:jjrfmx:v:15:y:2022:i:10:p:480-:d:948531.

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18. Understanding the impact of the coronavirus outbreak on the economic integration of ASEAN countries. (2022). Ahmad, Wasim ; Rais, Shirin ; Kaur, Rishman Jot.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:124068.

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19. Quantifying systemic risk in US industries using neural network quantile regression. (2022). Tiwari, Aviral ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:61:y:2022:i:c:s0275531922000368.

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20. Asymmetric spillover and network connectedness between gold, BRENT oil and EU subsector markets. (2022). Yousaf, Imran ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:76:y:2022:i:c:s104244312100192x.

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21. Small fish in big ponds: Connections of green finance assets to commodity and sectoral stock markets. (2022). Uddin, Gazi ; Junttila, Juha ; Karim, Sitara ; Naeem, Muhammad Abubakr.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002393.

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22. Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday. (2022). Choi, Sun-Yong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002102.

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23. COVID-19 pandemic and firm-level dynamics in the USA, UK, Europe, and Japan. (2021). Kutan, Ali ; Ahmad, Wasim ; Kattumuri, Ruth ; Kaur, Rishman Jot.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:112454.

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24. Black swan events and COVID-19 outbreak: Sector level evidence from the US, UK, and European stock markets. (2021). Kutan, Ali ; Ahmad, Wasim ; Gupta, Smarth.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:546-557.

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25. COVID-19 Pandemic and firm-level dynamics in the USA, UK, Europe, and Japan. (2021). Kutan, Ali ; Ahmad, Wasim ; Kattumuri, Ruth ; Kaur, Rishman Jot.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002155.

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