- Ahmed, S. ; Banerjee, A.K. ; James, W. ; Moussa, F. Is the evergrande crisis spilling beyond China?. 2023 Res. Int. Bus. Finance. 67 1-19
Paper not yet in RePEc: Add citation now
Akhtaruzzaman, M. ; Benkraiem, R. ; Boubaker, S. ; Zopounidis, C. COVID-19 crisis and risk spillovers to developing economies: evidence from Africa. 2022 J. Int. Dev.. 34 898-918
Akhtaruzzaman, M. ; Boubaker, S. ; Goodell, J.W. Did the collapse of silicon valley bank catalyze financial contagion?. 2023 Financ. Res. Lett.. 56 -
- Akhtaruzzaman, M. ; Boubaker, S. ; Sensoy, A. Financial contagion during COVID–19 crisis. 2021 Financ. Res. Lett.. 38 -
Paper not yet in RePEc: Add citation now
Ando, T. ; Greenwood-Nimmo, M. ; Shin, Y. Quantile connectedness: modeling tail behavior in the topology of financial networks. 2022 Manag. Sci.. 68 2401-2431
Ang, A. ; Bekaert, G. International asset allocation with regime shifts. 2002 Rev. Financ. Stud.. 15 1137-1187
Banerjee, A.K. Futures market and the contagion effect of COVID-19 syndrome. 2021 Financ. Res. Lett.. 43 -
Banerjee, A.K. Russia–Ukrainian war: measuring the intraday risk dynamics of energy futures contracts using VaR and CVaR. 2023 J. Risk Finance. 24 324-336
Banerjee, A.K. Second-order moment risk connectedness across climate and geopolitical risk and global commodity markets. 2024 Econ. Lett.. 235 -
Banerjee, A.K. ; Akhtaruzzaman, M. ; Sensoy, A. ; Goodell, J.W. Volatility spillovers and hedging strategies between impact investing and agricultural commodities. 2024 Int. Rev. Financ. Anal.. 94 -
Banerjee, A.K. ; Dionisio, A. ; Pradhan, H.K. ; Mahapatra, B. Hunting the quicksilver: Using textual news and causality analysis to predict market volatility. 2021 Int. Rev. Financ. Anal.. 77 101848-
Banerjee, A.K. ; Dionisio, A. ; Sensoy, A. ; Goodell, J.W. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. 2024 Energy Econ.. 107683 -
- Banerjee, A.K. ; Pradhan, H.K. Did precious metals serve as hedge and safe-haven alternatives to equity during the COVID-19 pandemic: new insights using a copula-based approach. 2021 J. Emerging Market Finance. -
Paper not yet in RePEc: Add citation now
Banerjee, A.K. ; Pradhan, H.K. Intraday analysis of macroeconomic news surprises, and asymmetries in Indian benchmark bond. 2022 Fin. Res. Lett.. 45 102135-
- Banerjee, A.K. ; Pradhan, H.K. Responses of economic news on asset prices: a study of Indian stock index futures. 2020 Appl. Finance Lett.. 9 3-14
Paper not yet in RePEc: Add citation now
Banerjee, A.K. ; Pradhan, H.K. ; Tripathy, T. ; Kanagaraj, A. Macroeconomic news surprises, volume and volatility relationship in index futures market. 2020 Appl. Econ.. 52 275-287
Banerjee, A.K. ; Sensoy, A. ; Rahman, M.R. ; Palma, A. Commonality in volatility among green, brown, and sustainable energy indices. 2024 Financ. Res. Lett.. 64 -
BenSaïda, A. ; Boubaker, S. ; Nguyen, D.K. The shifting dependence dynamics between the G7 stock markets. 2018 Quant. Finance. 18 801-812
Billah, M. ; Karim, S. ; Naeem, M.A. ; Vigne, S.A. Return and volatility spillovers between energy and BRIC markets: evidence from quantile connectedness. 2022 Res. Int. Bus. Finance. 62 -
Boubaker, S. ; Goodell, J.W. ; Kumar, S. ; Sureka, R. COVID-19 and finance scholarship: a systematic and bibliometric analysis. 2023 Int. Rev. Financ. Anal.. 85 -
Boubaker, S. ; Karim, S. ; Naeem, M.A. ; Rahman, M.R. On the prediction of systemic risk tolerance of cryptocurrencies. 2024 Technol. Forecast. Soc. Change. 198 -
Bouri, E. ; Iqbal, N. ; Klein, T. Climate policy uncertainty and the price dynamics of green and brown energy stocks. 2022 Financ. Res. Lett.. 47 -
Bouri, E. ; Saeed, T. ; Vo, X.V. ; Roubaud, D. Quantile connectedness in the cryptocurrency market. 2021 J. Int. Financ. Mark. Inst. Money. 71 -
Chatziantoniou, I. ; Gabauer, D. ; Stenfors, A. Interest rate swaps and the transmission mechanism of monetary policy: a quantile connectedness approach. 2021 Econ. Lett.. 204 -
Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 Int. J. Forecast.. 28 57-66
Diebold, F.X. ; Yılmaz, K. On the network topology of variance decompositions: measuring the connectedness of financial firms. 2014 J. Econom.. 182 119-134
Dogan, E. ; Chishti, M.Z. ; Alavijeh, N.K. ; Tzeremes, P. The roles of technology and Kyoto Protocol in energy transition towards COP26 targets: evidence from the novel GMM-PVAR approach for G-7 countries. 2022 Technol. Forecast. Soc. Change. 181 -
- Dogan, E. ; Luni, T. ; Majeed, M.T. ; Tzeremes, P. The nexus between global carbon and renewable energy sources: a step towards sustainability. 2023 J. Clean. Prod.. 416 -
Paper not yet in RePEc: Add citation now
Fahmy, H. The rise in investors’ awareness of climate risks after the Paris Agreement and the clean energy-oil-technology prices nexus. 2022 Energy Econ.. 106 -
Hassan, M.K. ; Boubaker, S. ; Kumari, V. ; Pandey, D.K. Border disputes and heterogeneous sectoral returns: an event study approach. 2022 Financ. Res. Lett.. 50 -
Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 J. Econom.. 74 119-147
Kumari, V. ; Assaf, R. ; Moussa, F. ; Pandey, D.K. Impacts of climate pact on global oil and gas sector stocks. 2023 Stud. Econ. Finance. -
Liu, H. ; Yao, P. ; Latif, S. ; Aslam, S. ; Iqbal, N. Impact of Green financing, FinTech, and financial inclusion on energy efficiency. 2022 Environ. Sci. Pollut. Res.. 1-12
- Liu, Z. ; Dai, P.F. ; Huynh, T.L. ; Zhang, T. ; Zhang, G. Industries’ heterogeneous reactions during the COVID-19 outbreak: evidence from Chinese stock markets. 2023 J. Int. Financ. Manag. Account.. 34 243-278
Paper not yet in RePEc: Add citation now
- Londono, J.M. Bad bad contagion. 2019 J. Bank. Financ.. 108 -
Paper not yet in RePEc: Add citation now
Pandey, D.K. ; Kumar, R. ; Kumari, V. Glasgow Climate Pact and the global clean energy index constituent stocks. 2023 Int. J. Emerg. Mark.. -
Pesaran, H.H. ; Shin, Y. Generalised impulse response analysis in linear multivariate models. 1998 Econ. Lett.. 58 17-29
Rahman, M.R. ; Misra, A.K. ; Lucey, B.M. ; Mohapatra, S. ; Kumar, S. Network structure and risk-adjusted return approach to stock indices integration: a study on Asia-Pacific countries. 2023 J. Int. Financ. Mark. Inst. Money. 87 -
Ren, X. ; Li, J. ; He, F. ; Lucey, B. Impact of climate policy uncertainty on traditional energy and green markets: evidence from time-varying granger tests. 2023 Renew. Sustain. Energy Rev.. 173 -
Simionescu, M. Econometrics of sentiments-sentometrics and machine learning: the improvement of inflation predictions in Romania using sentiment analysis. 2022 Technol. Forecast. Soc. Change. 182 -
Wang, E.Z. ; Lee, C.C. ; Li, Y. Assessing the impact of industrial robots on manufacturing energy intensity in 38 countries. 2022 Energy Econ.. 105 -
Wang, K.H. ; Wang, Z.S. ; Yunis, M. ; Kchouri, B. Spillovers and connectedness among climate policy uncertainty, energy, green bond, and carbon markets: a global perspective. 2023 Energy Econ.. 128 -
Wu, R. ; Qin, Z. Asymmetric volatility spillovers among new energy, ESG, green bond, and carbon markets. 2024 Energy. -
- Yang, L. ; Xu, H. Climate value at risk and expected shortfall for Bitcoin market. 2021 Clim. Risk. Manage. 32 -
Paper not yet in RePEc: Add citation now