1. Unraveling financial interconnectedness: A quantile VAR model analysis of AI-based assets, sukuk, and islamic equity indices. (2025). Billah, Mabruk.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531924005117.

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2. Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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3. Modelling time-varying volatility spillovers across crises: Evidence from major commodity futures and the US stock market. (2025). faff, robert ; Yew, Rand Kwong ; Ramesh, Shietal.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000489.

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4. Volatility spillovers among leading cryptocurrencies and US energy and technology companies. (2024). Alamaren, Amro Saleem ; Gokmenoglu, Korhan K ; Taspinar, Nigar.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00626-2.

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5. 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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6. Recession fears and stock markets: An application of directional wavelet coherence and a machine learning-based economic agent-determined Google fear index. (2024). Brzeszczyski, Janusz ; Obojska, Lidia ; Charteris, Ailie ; Szczygielski, Jan Jakub.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:72:y:2024:i:pa:s0275531924002411.

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7. Extreme Connectedness Across Chinese Stock and Commodity Futures Markets. (2024). Mensi, Walid ; Roudari, Soheil ; Kang, Sang Hoon ; Al-Kharusi, Sami ; Ahmadian-Yazdi, Farzaneh.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pa:s0275531924000928.

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8. Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets. (2024). Xia, Xiling ; Zhu, Huiming ; Deng, XI ; Zeng, Tian ; Hau, Liya.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005720.

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9. Exploring the dynamic links, implications for hedging and investment strategies between Sukuk and commodity market volatility: Evidence from country level analysis. (2024). Billah, Syed ; Balli, Faruk ; Hadhri, Sinda ; Sahabuddin, Mohammad.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:93:y:2024:i:pa:p:350-371.

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10. Time-frequency return connectedness between Chinese coal futures and international stock indices. (2024). Xia, Xiao-Hua ; Huang, Jionghao ; Liu, Danhe ; Chen, Baifan.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pb:p:316-333.

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11. Extreme contributions of conventional investments vis-à-vis Islamic ones to renewables. (2024). Shahzad, Umer ; Khalfaoui, Rabeh ; Tedeschi, Marco ; Asl, Mahdi Ghaemi.
    In: Renewable and Sustainable Energy Reviews.
    RePEc:eee:rensus:v:189:y:2024:i:pb:s1364032123007906.

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12. Are shocks in the stock markets driven by commodity markets? Evidence from Russia-Ukraine war. (2024). Biswas, Priti ; Jain, Prachi ; Maitra, Debasish.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:34:y:2024:i:c:s2405851324000060.

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13. Stock, foreign exchange and commodity markets linkages: Implications for risk diversification and portfolio management. (2024). Veloso, Carmen L ; Cornejo, Edinson E ; Seplveda, Sandra M ; Muoz, Jorge A ; Delgado, Carlos L.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:63:y:2024:i:c:s104402832400125x.

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14. Dynamic quantile connectedness between oil and stock markets: Theimpactof theinterestrate. (2024). Rong, Xueyun ; Cong, Xiaoping ; Qin, Jingrui ; Ma, DI.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004493.

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15. Volatility connectedness and its determinants of global energy stock markets. (2024). Wang, XU ; Cong, Xiaoping ; Xie, Qichang ; Luo, Chao.
    In: Economic Systems.
    RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000153.

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16. Contagion among European financial indices, evidence from a quantile VAR approach. (2024). Tedeschi, Marco ; Palomba, Giulio.
    In: Economic Systems.
    RePEc:eee:ecosys:v:48:y:2024:i:2:s0939362524000050.

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17. Frequency Volatility Connectedness and Portfolio Hedging of U.S. Energy Commodities. (2024). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_10889.

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18. The linkage between Bitcoin and foreign exchanges in developed and emerging markets. (2023). BenSaïda, Ahmed ; Bensaida, Ahmed.
    In: Financial Innovation.
    RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-023-00454-w.

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19. Dynamic dependencies and return connectedness among stock, gold and Bitcoin markets: Evidence from South Asia and China. (2023). Lu, Ran ; Zeng, Hongjun ; Ahmed, Abdullahi D.
    In: Equilibrium. Quarterly Journal of Economics and Economic Policy.
    RePEc:pes:ierequ:v:18:y:2023:i:1:p:49-87.

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20. Asymmetric Risk Connectedness between Crude Oil and Agricultural Commodity Futures in China before and after the COVID-19 Pandemic: Evidence from High-Frequency Data. (2023). She, Wensen ; Qu, Fang ; Zhang, Deyuan.
    In: Energies.
    RePEc:gam:jeners:v:16:y:2023:i:16:p:5898-:d:1213838.

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21. Volatility spillovers between sovereign CDS and futures markets in various volatility states: Evidence from an emerging economy around the pandemic. (2023). Gok, Remzi ; Gemici, Eray ; Bouri, Elie.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:66:y:2023:i:c:s0275531923001496.

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22. Is gold a safe haven for the CIVETS countries under extremely adverse market conditions? Some new evidence from the MF-DCCA analysis. (2023). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:623:y:2023:i:c:s0378437123004533.

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23. Asymmetric relationship between green bonds and Sukuk markets: The role of global risk factors. (2023). Elsayed, Ahmed ; Billah, Syed ; Hadhri, Sinda.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:83:y:2023:i:c:s1042443122002001.

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24. Do commodity markets catch a cold from stock markets? Modelling uncertainty spillovers using Google search trends and wavelet coherence. (2023). Obojska, Lidia ; Szczygielski, Jan Jakub ; Charteris, Ailie.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521922002587.

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25. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy. (2023). Tiwari, Aviral ; Roudari, Soheil ; Asadi, Mehrad ; Roubaud, David.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988322006119.

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26. Spillovers and connectedness among BRICS stock markets, cryptocurrencies, and uncertainty: Evidence from the quantile vector autoregression network. (2023). Hammoudeh, Shawkat ; Khalfaoui, Rabeh ; Rehman, Mohd Ziaur.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:54:y:2023:i:c:s1566014123000079.

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27. Volatility connectedness among the Indian equity and major commodity markets under the COVID-19 scenario. (2023). Zhou, Xiangjing ; Xu, Wen ; Lu, Ran ; Zeng, Hongjun.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:1465-1481.

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28. The Economic Impact of the US Unconventional Monetary Policy, Global Commodity Shocks, and Oil Price Shocks on ASEAN 3. (2023). Rifa, Khamdan.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-05-65.

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29. A regime-switching skew-normal model of contagion in some selected stock markets. (2022). Onipede, Samuel F ; Bashir, Nafiu A ; Omoregie, David E ; Jamaladeen, Abubakar.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:2:y:2022:i:12:d:10.1007_s43546-022-00357-5.

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30. ASEAN-5 and Crypto Hedge Fund: Dynamic Portfolio Approach. (2022). Wahyudi, Sugeng ; Demi, Irene Rini ; Muharam, Harjum ; Widarto, Andreas Renard.
    In: SAGE Open.
    RePEc:sae:sagope:v:12:y:2022:i:2:p:21582440221094612.

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31. Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis. (2022). Owusu Junior, Peterson ; Bossman, Ahmed ; Agyei, Samuel Kwaku ; Adam, Anokye Mohammed ; Asiamah, Oliver ; Asafo-Adjei, Emmanuel.
    In: PLOS ONE.
    RePEc:plo:pone00:0271088.

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32. Return and volatility spillovers between energy and BRIC markets: Evidence from quantile connectedness. (2022). Billah, Syed ; Karim, Sitara ; Vigne, Samuel A ; Naeem, Muhammad Abubakr.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:62:y:2022:i:c:s027553192200068x.

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33. The time-varying spillover effect of China’s stock market during the COVID-19 pandemic. (2022). Chen, Zhihua ; Yao, Yinhong ; Liu, Xueyong.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:603:y:2022:i:c:s0378437122005362.

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34. How resilient are Islamic financial markets during the COVID-19 pandemic?. (2022). Shafiullah, Muhammad ; Hasan, Md. Bokhtiar ; Sarker, Tapan ; Rashid, Md Mamunur.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:74:y:2022:i:c:s0927538x22001123.

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35. Asymmetric risk transmissions between oil, gold and US equities: Recent evidence from the realized variance of the futures prices. (2022). Maghyereh, Aktham ; Virk, Nader S ; Awartani, Basel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005517.

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36. Dynamic correlations and portfolio implications across stock and commodity markets before and during the COVID-19 era: A key role of gold. (2022). Shehzad, Khurram ; koçak, emrah ; Liu, Xiaoxing ; Zaman, Umer ; Kocak, Emrah.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004287.

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37. Dynamic frequency volatility spillovers and connectedness between strategic commodity and stock markets: US-based sectoral analysis. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Alomari, Mohammad ; al Rababa, Abdel Razzaq.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722004196.

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38. Precious metals as safe-haven for clean energy stock investment: Evidence from nonparametric Granger causality in distribution test. (2022). Çevik, Emrah ; Erdoan, Seyfettin ; Gedikli, Ayfer.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722003890.

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39. Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x.

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40. Spillovers and connectedness between green bond and stock markets in bearish and bullish market scenarios. (2022). Shafiullah, Muhammad ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003440.

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41. Time and frequency connectedness of green equity indices: Uncovering a socially important link to Bitcoin. (2022). Kumar, Satish ; Corbet, Shaen ; Yadav, Miklesh Prasad ; Malik, Kunjana ; Goodell, John W ; Sharma, Sudhi.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:84:y:2022:i:c:s1057521922003295.

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42. Time-frequency connectedness and cross-quantile dependence between crude oil, Chinese commodity market, stock market and investor sentiment. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Junxin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:114:y:2022:i:c:s0140988322003711.

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43. Spillovers and hedging effectiveness of non-ferrous metals and sub-sectoral clean energy stocks in time and frequency domain. (2022). Chen, Ying ; Zhu, Xuehong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002365.

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44. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Dai, Zhifeng ; Zhu, Haoyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

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45. Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000.

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46. Dynamic and frequency spillovers between green bonds, oil and G7 stock markets: Implications for risk management. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Naeem, Muhammad Abubakr.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:331-344.

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47. Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets. (2021). Балаш, Владимир ; Sidorov, Sergei ; Chistopolskaya, Elena ; Faizliev, Alexey.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2021:i:19:p:2484-:d:649723.

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48. Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002270.

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49. The US equity sectors, implied volatilities, and COVID-19: What does the spillover analysis reveal?. (2021). Arreola Hernandez, Jose ; Ahmad, Wasim ; Saini, Seema ; Mishra, Ritesh Kumar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001161.

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50. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001675.

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51. Oil and precious metals: Volatility transmission, hedging, and safe haven analysis from the Asian crisis to the COVID-19 crisis. (2021). Vo, Xuan Vinh ; NEKHILI, Ramzi ; Mensi, Walid ; Kang, Sang Hoon.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:73-96.

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52. Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:71:y:2021:i:c:p:397-419.

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2. Time-frequency spillovers and connectedness between precious metals, oil futures and financial markets: Hedge and safe haven implications. (2023). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Aslan, Aylin.
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9. Does the volatility spillover effect matter in oil price volatility predictability? Evidence from high-frequency data. (2022). Xu, Weiju ; Li, Pan ; Wu, Lan ; Huang, Dengshi.
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12. Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Peng, Pin ; Ma, Lijun ; Li, Kang ; Qi, Haozhi ; Chen, Hao.
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15. Precious metals as hedge and safe haven for African stock markets. (2022). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham.
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16. Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
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17. Quantile Granger causality between US stock market indices and precious metal prices. (2022). Sarwar, Suleman ; Mighri, Zouheir ; Wang, Yihan ; Ragoubi, Hanen.
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18. Dynamic connectedness and optimal hedging strategy among commodities and financial indices. (2022). Prigent, Jean-Luc ; Ben Amar, Amine ; Hachicha, Nejib ; Bellalah, Makram ; ben Slimane, Ikrame.
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19. Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Haoyang.
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20. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Dai, Zhifeng ; Zhu, Haoyang.
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21. Dynamic spillovers and linkages between gold, crude oil, S&P 500, and other economic and financial variables. Evidence from the USA. (2022). Bellos, Sotirios K ; Golitsis, Petros ; Gkasis, Pavlos.
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22. Risk spillover analysis across worldwide ESG stock markets: New evidence from the frequency-domain. (2022). Wang, Yaojun ; Li, Yangyang ; Gao, Yang ; Zhao, Chengjie.
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23. Nonlinear spillover and portfolio allocation characteristics of energy equity sectors: Evidence from the United States and Canada. (2022). Yoon, Seong-Min ; Arreola Hernandez, Jose ; Kang, Sang Hoon.
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24. Dynamic correlation between crude oil and agricultural futures markets. (2022). Chen, Zhuo ; Kang, Hanwen ; Yan, BO.
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26. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Duran, Nancy Muller ; Climent, Jose Antonio ; Benavides, Domingo Rodriguez.
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27. Spillovers entre los principales Mercados Accionarios de Latinoamérica, Estados Unidos y el Mercado Petrolero. (2021). Duran, Nancy Muller ; Climent, Jose Antonio ; Benavides, Domingo Rodriguez.
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28. Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets. (2021). Балаш, Владимир ; Sidorov, Sergei ; Chistopolskaya, Elena ; Faizliev, Alexey.
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29. The effects of global factors on the Saudi Arabia equity market by firm size: Implications for risk management based on quantile analysis and frequency domain causality. (2021). Hammoudeh, Shawkat ; Alqahtani, Faisal ; Hamdi, Besma.
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30. Quantile connectedness among gold, gold mining, silver, oil and energy sector uncertainty indexes. (2021). Yoon, Seong-Min ; Lee, Yun-Jung ; Vo, Xuan Vinh ; Mensi, Walid.
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31. Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. (2021). Shi, Xunpeng ; Ding, Zhihua ; Liu, Zhenhua ; Zhou, Yuqin ; Wu, Shan ; Zhai, Pengxiang.
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32. The safe-haven property of precious metal commodities in the COVID-19 era. (2021). Mefteh-Wali, Salma ; Vasbieva, Dinara G ; Lahiani, Amine.
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33. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
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34. Effects of non-ferrous metal prices and uncertainty on industry stock market under different market conditions. (2021). Chen, Ying ; Zhu, Xuehong.
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35. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kayani, Ghulam Mujtaba.
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36. Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
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37. Volatility spillovers between strategic commodity futures and stock markets and portfolio implications: Evidence from developed and emerging economies. (2021). Vo, Xuan Vinh ; Shafiullah, Muhammad ; Mensi, Walid ; Kang, Sang Hoon.
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38. Spillovers between natural gas, gasoline, oil, and stock markets: Evidence from MENA countries. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Hammoudeh, Shawkat ; Ur, Mobeen.
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39. Asymmetric volatility connectedness between Islamic stock and commodity markets. (2021). Kang, Sang Hoon ; McIver, Ron ; Suleman, Muhammad Tahir.
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40. Coherence, extreme risk spillovers, and dynamic linkages between oil and China’s commodity futures markets. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen.
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41. Dynamic dependence and risk connectedness among oil and stock markets: New evidence from time-frequency domain perspectives. (2021). Goh, Mark ; Cui, Jinxin ; Zou, Huiwen ; Li, Binlin.
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42. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
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43. Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak. (2021). Al-Fayoumi, Nedal ; Abuzayed, Bana.
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44. Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020. (2021). Wang, Yaojun ; Li, Yangyang ; Gao, Yang.
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45. Asymmetric volatility connectedness among U.S. stock sectors. (2021). Vo, Xuan Vinh ; NEKHILI, Ramzi ; Mensi, Walid ; Suleman, Tahir ; Kang, Sang Hoon.
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46. Investigating the dynamic relationship between litigation funding, gold, bitcoin and the stock market: The case of Australia. (2021). Singh, Amanjot.
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47. Modeling the frequency dynamics of spillovers and connectedness between crude oil and MENA stock markets with portfolio implications. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
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48. Financial crises and the dynamics of the spillovers between the U.S. and BRICS stock markets. (2020). Kang, Sang Hoon ; McIver, Ron P.
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49. Information transmission between gold and financial assets: Mean, volatility, or risk spillovers?. (2020). Zhang, Yaojie ; Wang, Yudong ; Wen, Danyan ; Ma, Chaoqun.
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50. Spillovers and co-movements between precious metals and energy markets: Implications on portfolio management. (2020). Vo, Xuan Vinh ; Mensi, Walid ; Ur, Mobeen.
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