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15. Can firms with higher ESG ratings bear higher bank systemic tail risk spillover?—Evidence from Chinese A-share market. (2023). Zhang, Yugui ; Li, Jinlong ; Ling, Aifan.
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17. Do stochastic risks flow between industrial and precious metals, Islamic stocks, green bonds, green stocks, clean investments, major foreign exchange rates, and Bitcoin?. (2023). Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi ; Raheem, Ibrahim D.
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20. Is the impact of oil shocks more pronounced during extreme market conditions?. (2023). Vo, Xuan Vinh ; Ghardallou, Wafa ; Kang, Sang Hoon ; Nautiyal, Neeraj ; Ur, Mobeen.
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21. Realized semi variance quantile connectedness between oil prices and stock market: Spillover from Russian-Ukraine clash. (2023). Tedeschi, Marco ; Mallek, Sabrine ; Tarczyska-Uniewska, Magorzata ; Si, Kamel ; Zhang, Anqi.
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22. Time and quantile domain connectedness between the geopolitical risk of China and precious metals markets. (2023). Destek, Mehmet ; Çevik, Emrah ; Zafar, Muhammad Wasif ; Bugan, Mehmet Fatih ; Cevik, Emrah I ; Lu, Chengwu.
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23. Quantile connectedness between oil price shocks and exchange rates. (2023). Umar, Zaghum ; Bossman, Ahmed.
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24. Dependence structures among geopolitical risks, energy prices, and carbon emissions prices. (2023). Lau, Chi Keung ; Gözgör, Giray ; Albasu, Joseph ; Gozgor, Giray ; Soliman, Alaa M.
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27. Dynamic spillovers across precious metals and oil realized volatilities: Evidence from quantile extended joint connectedness measures. (2023). Gabauer, David ; Chatziantoniou, Ioannis ; Hardik, Marfatia ; Cunado, Juncal ; de Gracia, Fernando Perez.
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28. Decentralized and centralized exchanges: Which digital tokens pose a greater contagion risk?. (2023). Yousaf, Imran ; Yarovaya, Larisa ; Abrar, Afsheen.
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29. Do world stock markets “jump” together? A measure of high-frequency volatility risk spillover networks. (2023). Liu, Xiao-Xing ; Zhou, Dong-Hai.
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30. Alarming contagion effects: The dangerous ripple effect of extreme price spillovers across crude oil, carbon emission allowance, and agriculture futures markets. (2023). Ma, Zhenyu ; Wei, YU ; Wang, Yizhi ; Vigne, Samuel A.
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31. Determinants of financial stability and risk transmission in dual financial system: Evidence from the COVID pandemic. (2023). Elsayed, Ahmed ; Helmi, Mohamad Husam ; Ahmed, Habib.
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32. Time–frequency dependence and connectedness between financial technology and green assets. (2023). Urom, Christian.
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33. Extreme risk transmission mechanism between oil, green bonds and new energy vehicles. (2023). Zhongzheng, Wang.
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34. What is mine is yours: Sovereign risk transmission during the European debt crisis. (2023). shin, yongcheol ; Nguyen, Viet Hoang ; Greenwood-Nimmo, Matthew.
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35. Investor sentiments, economic policy uncertainty, US interest rates, and financial assets: Examining their interdependence over time. (2023). Kaabia, Olfa ; Oueslati, Karim ; Si, Kamel ; Obeid, Hassan.
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36. How connected is the crypto market risk to investor sentiment?. (2023). Meng, Yiqun ; Lin, Xudong ; Zhu, Hao.
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37. Sectoral spillovers and systemic risks: Evidence from China. (2023). Li, Yueshan ; Liu, Xutang ; Chen, Shoudong ; Goodell, John W ; Yue, Dianmin.
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38. Asymmetric and time-frequency based networks of currency markets. (2023). Shahzad, Syed Jawad Hussain ; Caporin, Massimiliano ; Hussain, Syed Jawad ; Hasan, Mudassar.
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39. Dynamic spillover effects of global financial stress: Evidence from the quantile VAR network. (2023). Li, Zixuan ; Long, Shaobo.
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40. Interconnected networks: Measuring extreme risk connectedness between China’s financial sector and real estate sector. (2023). Ouyang, Zisheng ; Zhou, Xuewei.
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41. Artificial intelligence-based tokens: Fresh evidence of connectedness with artificial intelligence-based equities. (2023). Yousaf, Imran ; Jareo, Francisco.
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42. Understanding interconnections among steel, coal, iron ore, and financial assets in the US and China using an advanced methodology. (2023). Tiwari, Aviral ; Gholami, Samad ; Asadi, Mehrad ; Ghasemi, Hamid Reza ; Roubaud, David.
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43. Tail risk contagion across electricity markets in crisis periods. (2023). Tiwari, Aviral ; Abakah, Emmanuel ; Abdullah, Mohammad ; Khan, Isma ; Wali, G M ; Aikins, Emmanuel Joel.
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44. Financial markets, energy shocks, and extreme volatility spillovers. (2023). Boubaker, Sabri ; Karim, Sitara ; Naeem, Muhammad Abubakr ; Sharma, Gagan Deep.
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45. Decomposed oil price shocks and GCC stock market sector returns and volatility. (2023). Al-Fayoumi, Nedal ; Bouri, Elie ; Abuzayed, Bana.
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46. Dynamics of the return and volatility connectedness among green finance markets during the COVID-19 pandemic. (2023). Ye, Zhitao ; Lu, Xunfa ; Huang, Nan ; Mo, Jianlei.
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47. Price risk transmissions in the water-energy-food nexus: Impacts of climate risks and portfolio implications. (2023). Le, Trung H ; Pham, Linh ; Do, Hung X.
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48. Diversification effects of Chinas carbon neutral bond on renewable energy stock markets: A minimum connectedness portfolio approach. (2023). lucey, brian ; Wei, YU ; Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao.
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49. Quantile spillovers and connectedness analysis between oil and African stock markets. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
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50. Extreme spillovers between insurance tokens and insurance stocks: Evidence from the quantile connectedness approach. (2023). Yousaf, Imran ; Martinez-Serna, Maria-Isabel ; Jareo, Francisco.
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51. Economic policy uncertainty and geopolitical risk: evidence from China and Southeast Asia. (2023). Wang, Zushan ; Li, Xin ; Liu, Hongwen.
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