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2. Tail risk contagion and connectedness between crude oil, natural gas, heating oil, precious metals, and international stock markets. (2025). Gk, Remzi ; Gemici, Eray ; Mensi, Walid ; Kang, Sang Hoon.
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3. The asymmetric response of higher-order moments of precious metals to energy shocks and financial stresses: Evidence from time-frequency connectedness approach. (2025). He, Miao ; Zhang, Hongwei ; Jin, Xiaoman ; Gao, Wang.
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4. The rise of clean energy markets: Evidence from frequency-domain spillover effects between critical metals and energy markets. (2025). Gong, Yuna ; Zhu, Yongguang ; Xu, Deyi ; Yang, Lanyong.
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5. Do US sectoral contagion and news-based economic policy uncertainty cause fear or greed behavior in Bitcoin investors?. (2025). Suleman, Muhammad Tahir ; Sheikh, Umaid A.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:78:y:2025:i:c:s1062940825000695.

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6. Spillover Effects between Crude Oil Returns and Uncertainty: New Evidence from Time-Frequency Domain Approaches. (2024). Azibi, Nadia ; Nsaibi, Mariem ; Tissaoui, Kais ; Abidi, Ilyes.
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7. Chinas futures market volatility and sectoral stock market volatility prediction. (2024). Zeng, Qing ; Zhong, Juandan ; Zhang, Jixiang.
   In: Energy Economics.
   RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001373.

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8. How do precious and industrial metals hedge oil in a multi-frequency semiparametric CVaR portfolio?. (2024). Mani, Slavica ; Gaji-Glamolija, Marina ; Ivkov, Dejan.
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9. Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng.
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   RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

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10. Dynamic correlations and volatility spillovers between subsectoral clean‐energy stocks and commodity futures markets: A hedging perspective. (2023). Coskun, Merve.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:12:p:1727-1749.

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11. Continuous Wavelet Transform of Time-Frequency Analysis Technique to Capture the Dynamic Hedging Ability of Precious Metals. (2023). Lobon, Oana-Ramona ; Qin, Meng ; Wang, Kai-Hua ; Su, Chi-Wei.
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    RePEc:gam:jmathe:v:11:y:2023:i:5:p:1186-:d:1083136.

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12. The Impact of COVID-19 on Financial Markets and the Real Economy. (2023). Gherghina, Ştefan.
    In: Economies.
    RePEc:gam:jecomi:v:11:y:2023:i:4:p:107-:d:1112482.

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13. Quantifying the Macroeconomic Impact of COVID-19-Related School Closures through the Human Capital Channel. (2023). Égert, Balázs ; Turner, David ; de la Maisonneuve, Christine ; Egert, Balazs.
    In: Economies.
    RePEc:gam:jecomi:v:11:y:2023:i:12:p:289-:d:1291504.

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14. Asymmetric effects and volatility transmission from metals markets to solar energy stocks: Evidence from DCC, ADCC, and quantile regression approach. (2023). Lee, Chien-Chiang ; Abbas, Ghulam ; Yahya, Farzan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s030142072300209x.

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1. The effectiveness of crude oil futures hedging during infectious disease outbreaks in the 21st century. (2023). Go, Youhow ; Chan, Kam Fong ; Teo, Jiajun.
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2. Are life insurance futures a safe haven during COVID-19?. (2023). wang, kuan min ; Lee, Yuan-Ming.
   In: Financial Innovation.
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3. Antecedents and Consequences of Misinformation Sharing Behavior among Adults on Social Media during COVID-19. (2023). Mahmood, Khalid ; Bashir, Faiza ; Malik, Ammar A.
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4. Evidence from the nonlinear autoregressive distributed lag model on the asymmetric influence of the first wave of the COVID-19 pandemic on energy markets. (2023). Gherghina, Ştefan ; Andrei, Jean Vasile ; Armeanu, Daniel Stefan ; Joldes, Camelia Catalina.
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5. The arbitrage strategy in the crude oil futures market of shanghai international energy exchange. (2023). Niu, Jing ; Chang, Chun-Ping ; Ma, Chao.
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6. Dynamic Volatility Spillover Effects and Portfolio Strategies among Crude Oil, Gold, and Chinese Electricity Companies. (2023). Meng, Juan ; Wang, Guannan ; Mo, Bin.
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7. An analysis of the time-varying causality and dynamic correlation between green bonds and US gas prices. (2023). Tiwari, Aviral ; OTENG-ABAYIE, ERIC ; Adekoya, Oluwasegun ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
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8. Gold, bitcoin, and portfolio diversification: Lessons from the Ukrainian war. (2023). Szafarz, Ariane ; OOSTERLINCK, Kim ; Reyns, Ariane.
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9. The inflation-hedging performance of industrial metals in the worlds most industrialized countries. (2023). Olubiyi, Ebenezer ; Adekoya, Oluwasegun ; Oliyide, Johnson A ; Adedeji, Adedayo O.
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10. Static and dynamic linkages between oil, gold and global equity markets in various crisis episodes: Evidence from the Wavelet TVP-VAR. (2023). Yousaf, Imran ; Shah, Waheed Ullah ; Younis, Ijaz.
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11. Optimal portfolio diversification with a multi-chain regime-switching spillover GARCH model. (2023). Lee, Chien-Chiang.
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12. Forecasting the volatility of precious metals prices with global economic policy uncertainty in pre and during the COVID-19 period: Novel evidence from the GARCH-MIDAS approach. (2023). Raza, Syed ; Benkraiem, Ramzi ; Urom, Christian ; Masood, Amna.
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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.
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14. Forecasting Bitcoin volatility: A new insight from the threshold regression model. (2022). Zhang, Yaojie ; Wang, Yudong ; He, Mengxi ; Wen, Danyan.
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15. False Safe Haven Assets: Evidence From the Target Volatility Strategy Based on Recurrent Neural Network. (2022). Będowska-Sójka, Barbara ; Kaczmarek, Tomasz ; Grobelny, Przemysaw ; Perez, Katarzyna ; Bdowska-Sojka, Barbara.
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16. Is oil risk important for commodity-related currency returns?. (2022). Su, Zhi ; Lu, Man ; Yin, Libo.
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17. The sum of all SCARES COVID-19 sentiment and asset return. (2022). Hasan, Md Tanvir.
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18. 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.
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19. Modeling Covid-19 contagious effect between asset markets and commodity futures in India. (2022). Nandan, Tanuj ; Soni, Rajat Kumar.
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20. Outlook of oil prices and volatility from 1970 to 2040 through global energy mix-security from production to reserves: A nonparametric causality-in-quantiles approach. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A ; Alola, Andrew A.
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21. When is gold an effective hedge against inflation?. (2022). Valadkhani, Abbas ; Chiah, Mardy ; Nguyen, Jeremy.
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22. 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.
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23. Impact of the COVID-19 pandemic on return and risk transmission between oil and precious metals: Evidence from DCC-GARCH model. (2022). Ertugrul, Hasan ; Esen, Omer ; Erturul, Hasan Murat ; Yildirim, Durmu Ari.
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24. How COVID-19 influences prices of oil and precious metals: Comparison between data extracted from online searching trends and actual events. (2022). Raza, Syed ; Yuandong, SU ; Yousufi, Sara Qamar ; Khaskheli, Asadullah.
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25. How does the COVID-19 outbreak affect the causality between gold and the stock market? New evidence from the extreme Granger causality test. (2022). Hong, Yanran ; Wang, LU ; Ma, Feng ; Liang, Chao.
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26. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
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27. Multiscale dependence, spillovers, and connectedness between precious metals and currency markets: A hedge and safe-haven analysis. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Mahmood, Syed Riaz ; Kang, Sang Hoon.
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28. Are effects of COVID-19 pandemic on financial markets permanent or temporary? Evidence from gold, oil and stock markets. (2022). Tuna, Vedat Ender.
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29. Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A.
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30. Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?. (2022). Wang, Zhuo ; Wei, YU ; Chen, Xiaodan ; Li, Dongxin.
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31. Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir.
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32. COVID-19 pandemic’s impact on intraday volatility spillover between oil, gold, and stock markets. (2022). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
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33. How fearful are Commodities and US stocks in response to Global fear? Persistence and Cointegration analyses. (2021). YAYA, OLAOLUWA ; Gil-Alana, Luis ; Adekoya, Oluwasegun ; Vo, Xuan Vinh.
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34. Changes of gold prices in COVID-19 pandemic: Daily evidence from Turkeys monetary policy measures with selected determinants. (2021). Kartal, Mustafa ; Depren, Serpil Kili.
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35. Downside risk in Dow Jones Islamic equity indices: Precious metals and portfolio diversification before and after the COVID-19 bear market. (2021). Sensoy, Ahmet ; Jiang, Yuexiang ; Ali, Fahad.
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36. Chinese jigsaw: Solving the equity market response to the COVID-19 crisis: Do alternative asset provide effective hedging performance?. (2021). Tarchella, Salma ; Dhaoui, Abderrazak.
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37. COVID-19 pandemic and economic policy uncertainty regimes affect commodity market volatility. (2021). Sarkodie, Samuel Asumadu ; Ahmed, Maruf Yakubu.
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38. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Ugolini, Andrea ; Reboredo, Juan ; Mensi, Walid.
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39. Oil-gold nexus: Evidence from regime switching-quantile regression approach. (2021). Mokni, Khaled ; Youssef, Manel.
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40. Health outcomes and the resource curse paradox: The experience of African oil-rich countries. (2021). Adekoya, Oluwasegun ; Owoeye, Taiwo ; Oduyemi, Gabriel Olusegun.
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41. What do we know about the inflation-hedging property of precious metals in Africa? The case of leading producers of the commodities. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Tahir, Hammad.
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42. On the connection between oil and global foreign exchange markets: The role of economic policy uncertainty. (2021). Fasanya, Ismail ; Adekoya, Oluwasegun ; Adetokunbo, Abiodun M.
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43. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
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44. 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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45. Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver.
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46. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
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47. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
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48. Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. (2021). Zhu, Xuehong ; Chen, Jinyu ; Liao, Jianhui.
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49. 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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50. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Ding, Qian ; Chen, Jinyu ; Huang, Jianbai.
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