1. ESG stock markets and clean energy prices prediction: Insights from advanced machine learning. (2025). Souissi, Bilel ; Ghallabi, Fahmi ; Ali, Shoaib ; Du, Anna Min.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:97:y:2025:i:c:s1057521924008214.

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2. Climate policy uncertainty and analyst forecast quality for greenhouse gas-intensive firms. (2025). Lin, K C ; Dong, Xiaobo.
   In: Advances in accounting.
   RePEc:eee:advacc:v:68:y:2025:i:c:s0882611025000124.

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3. Evaluating the resilience of ESG investments in European Markets during turmoil periods. (2025). Iannone, Barbara ; Duttilo, Pierdomenico ; Gattone, Stefano Antonio.
   In: Papers.
   RePEc:arx:papers:2501.03269.

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1. Antoniuk, Y. ; Leirvik, T. Climate change events and stock market returns. 2021 J. Sustain. Financ. Invest.. 0 1-26
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2. Asgharian, H. ; Christiansen, C. ; Hou, A.J. Effects of macroeconomic uncertainty on the stock and bond markets. 2015 Financ. Res. Lett.. 13 10-16

3. Benthem, A.A. The effect of climate risks on the interactions between financial markets and energy companies. 2022 Nature Energ.. 7 690-697

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5. Capasso, G. ; Gianfrate, G. ; Spinelli, M. Climate change and credit risk. 2020 J. Cleaner Prod.. 266 -
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6. Chen, Y. ; Lin, B. Quantifying the extreme spillovers on worldwide ESG leaders’ equity. 2022 Int. Rev. Financ, Anal.. 84 -

7. Degiannakis, S. ; Filis, G. ; Panagiotakopoulou, S. Oil price shocks and uncertainty: how stable is their relationship over time?. 2018 Econ. Modelling. 72 42-53

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9. Dutta, A. Climate risk and green investments: New evidence. 2023 Energ.. 265 -

10. Gavriilidis, K. Measuring Climate Policy Uncertainty. 2021 SSRN Electr. J.. 1-9
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11. Guesmi, K. ; Makrychoriti, P. ; Spyrou, S. The relationship between climate risk, climate policy uncertainty, and CO2 emissions: Empirical evidence from the US. 2023 J. Econ. Behav. Organ. 212 610-628

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13. Lang, Q. Oil futures volatility predictability: evidence based on twitter-based uncertainty. 2022 Financ. Res. Lett.. 47 -

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19. Pan, Z. Oil price volatility and macroeconomic fundamentals : a regime switching GARCH-MIDAS model $. 2017 J. Empirical Financ.. -

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23. Tian, H. ; Long, S. ; Li, Z. Asymmetric effects of climate policy uncertainty, infectious diseases-related uncertainty, crude oil volatility, and geopolitical risks on green bond prices. 2022 Financ. Res. Lett.. 48 -

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1. The impact of climate policy uncertainty on the correlations between green bond and green stock markets. (2025). Liu, Yinpeng ; Dai, Zhifeng ; Jiang, Qinnan ; Chen, Yaling.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001334.

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2. Re-examining China and the u.s.’s respective green bond markets in extreme conditions: Evidence from quantile connectedness. (2025). Wang, Mei-Chih ; Chang, Tsangyao ; Jiang, Peiyun.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002110.

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3. Forecasting commodity prices: empirical evidence using deep learning tools. (2024). Ftiti, Zied ; Louhichi, Wael ; Boubaker, Sahbi ; Tissaoui, Kais ; ben Ameur, Hachmi.
   In: Annals of Operations Research.
   RePEc:spr:annopr:v:339:y:2024:i:1:d:10.1007_s10479-022-05076-6.

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4. Global and domestic economic policy uncertainties and tourism stock market: Evidence from China. (2024). Yang, Peng ; Liu, Han ; Song, Haiyan ; Wu, Doris Chenguang.
   In: Tourism Economics.
   RePEc:sae:toueco:v:30:y:2024:i:3:p:567-591.

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5. Economic Policy Uncertainty and Emerging Stock Market Volatility. (2024). Ghani, Usman.
   In: Asia-Pacific Financial Markets.
   RePEc:kap:apfinm:v:31:y:2024:i:1:d:10.1007_s10690-023-09410-1.

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6. Exploring the nexus between ESG risk variations and investment preferences: Insights from sustainable ETFs during the COVID-19 era. (2024). Ricciardi, Irene ; Muto, Valerio ; Turriziani, Lorenzo ; Landi, Giovanni Catello.
   In: Socio-Economic Planning Sciences.
   RePEc:eee:soceps:v:95:y:2024:i:c:s0038012124002386.

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7. The wisdom of the madness of crowds: Investor herding, anti-herding, and stock-bond return correlation. (2024). Gebka, Bartosz ; Kallinterakis, Vasileios ; Radi, Sherrihan.
   In: Journal of Economic Behavior & Organization.
   RePEc:eee:jeborg:v:224:y:2024:i:c:p:966-995.

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8. Forecasting US Stock Market Volatility: Evidence from ESG and CPU indices. (2024). Ghani, Usman ; Qin, Quande ; Zhu, BO.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323011832.

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9. Green bond and green stock in China: The role of economic and climate policy uncertainty. (2024). Cheung, Adrian (Wai-Kong) ; Wang, YU ; Yan, Wanlin.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001530.

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10. The effect of uncertainty on stock market volatility and correlation. (2023). Christiansen, Charlotte ; Asgharian, Hossein ; Hou, Ai Jun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:154:y:2023:i:c:s0378426623001097.

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11. The information content of sentiment indices in forecasting Value at Risk and Expected Shortfall: a Complete Realized Exponential GARCH-X approach. (2023). Naimoli, Antonio.
    In: International Economics.
    RePEc:eee:inteco:v:176:y:2023:i:c:s2110701723000719.

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12. Oil price shocks and stock–bond correlation. (2023). Ziadat, Salem Adel ; Rehman, Mobeen ; McMillan, David G ; Razzaq, Abdel.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:68:y:2023:i:c:s1062940823001122.

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13. The information content of sentiment indices for forecasting Value at Risk and Expected Shortfall in equity markets. (2022). Naimoli, Antonio.
    In: MPRA Paper.
    RePEc:pra:mprapa:112588.

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14. Economic Policy Uncertainty Index Meets Ensemble Learning. (2022). Sorić, Petar ; Lolić, Ivana ; Logarui, Marija.
    In: Computational Economics.
    RePEc:kap:compec:v:60:y:2022:i:2:d:10.1007_s10614-021-10153-2.

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15. Forecasting Pakistan stock market volatility: Evidence from economic variables and the uncertainty index. (2022). Li, Tao ; Guo, Qiang ; Ghani, Maria ; Ma, Feng.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:80:y:2022:i:c:p:1180-1189.

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16. Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey.
    In: Journal of Financial Economics.
    RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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17. Demystifying the US Treasury floating rate note puzzle: A swap market perspective. (2022). Ahn, Yongkil.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322005396.

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18. How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563.

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19. Measuring risk spillovers from multiple developed stock markets to China: A vine-copula-GARCH-MIDAS model. (2021). Li, Yuqian ; Liu, Yezheng ; Xu, Qifa ; Jiang, Cuixia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:386-398.

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20. Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Kizys, Renatas ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:43:y:2021:i:c:s1544612321000921.

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21. Hedging stock market risks: Can gold really beat bonds?. (2021). Jin, YI ; Ma, Rufei ; Zhai, Pengxiang ; Sun, Bianxia.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:42:y:2021:i:c:s1544612320317323.

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22. Economic uncertainty or financial uncertainty? An empirical analysis of bank risk-taking in Asian emerging markets. (2021). Liu, Xiaoyan ; Wu, JI ; Zheng, Dazhi.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:39:y:2021:i:c:s1544612320303299.

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23. Flight-to-quality between global stock and bond markets in the COVID era. (2021). Papadamou, Stephanos ; Kenourgios, Dimitris ; Fassas, Athanasios ; Dimitriou, Dimitrios.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320316664.

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24. The impact of mixed-frequency geopolitical risk on stock market returns. (2021). Yang, Jianlei.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:72:y:2021:i:c:p:226-240.

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25. Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Smedts, Kristien ; Allard, Anne-Florence.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920302015.

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26. The Effects of External Uncertainties against Monetary Policy Uncertainty on IRANIAN Stock Return Volatility Using GARCH-MIDAS Approach. (2020). Javad, Seyed Mohammad ; Razmi, Seyedeh Fatemeh ; Oroumieh, Kiana Baensaf ; Bajgiran, Bahareh Ramezanian.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2020-04-35.

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27. U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). El Ghini, Ahmed ; Belcaid, Karim.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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28. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2019). Skintzi, Vasiliki.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:61:y:2019:i:c:p:20-28.

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29. Understanding stock market volatility: What is the role of U.S. uncertainty?. (2019). Yin, Libo ; Su, Zhi ; Fang, Tong.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:48:y:2019:i:c:p:582-590.

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30. Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Chen, LU ; Yuan, Jing ; Jiang, Cuixia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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31. News implied volatility and the stock-bond nexus: Evidence from historical data for the USA and the UK markets. (2018). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:47-48:y:2018:i::p:76-90.

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32. Forecasting gold futures market volatility using macroeconomic variables in the United States. (2018). Xiao, Wen ; Fang, Libing ; Yu, Honghai.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:72:y:2018:i:c:p:249-259.

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33. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201747.

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34. News Implied Volatility and the Stock-Bond Nexus: Evidence from Historical Data for the USA and the UK Markets. (2017). Wohar, Mark ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201730.

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35. Sentiment indicators and macroeconomic data as drivers for low-frequency stock market volatility. (2017). Lindblad, Annika.
    In: MPRA Paper.
    RePEc:pra:mprapa:80266.

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36. Determinants of stock-bond market comovement in the Eurozone under model uncertainty. (2017). Skintzi, Vasiliki.
    In: MPRA Paper.
    RePEc:pra:mprapa:78278.

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37. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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38. Macroeconomic Variables, Leverage, Stock Returns and Stock Return Volatility. (2017). Magwedere, Margaret Rutendo.
    In: Acta Universitatis Danubius. OEconomica.
    RePEc:dug:actaec:y:2017:i:4:p:264-288.

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39. On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin .
    In: Working Papers.
    RePEc:awi:wpaper:0636.

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40. Macroeconomic expectations and the time-varying stock-bond correlation: international evidence. (2016). Conrad, Christian ; Loch, Karin .
    In: VfS Annual Conference 2016 (Augsburg): Demographic Change.
    RePEc:zbw:vfsc16:145530.

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41. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Working Papers.
    RePEc:pre:wpaper:201656.

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42. Economic policy uncertainty and stock market volatility. (2015). Zhang, Tao ; Liu, LI.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:15:y:2015:i:c:p:99-105.

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