1. Dynamic spillovers between Shanghai crude oil futures and Chinas green markets: Evidence from quantile-on-quantile connectedness approach. (2025). Liu, Hongfei ; Ping, Weiying.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:85:y:2025:i:c:p:78-93.

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2. The contagion between stock markets: evidence from Vietnam and Asian emerging stocks in the context of COVID-19 Pandemic. (2024). Minh, Le Thi.
   In: Macroeconomics and Finance in Emerging Market Economies.
   RePEc:taf:macfem:v:17:y:2024:i:1:p:78-94.

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3. Return and volatility spillovers between non-fungible tokens and conventional currencies: evidence from the TVP-VAR model. (2024). Yousaf, Imran ; Youssef, Manel ; Gubareva, Mariya.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00570-7.

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4. Price discovery in Chinas crude oil futures markets: An emerging Asian benchmark?. (2023). Yu, Ziliang ; Webb, Robert I ; Yang, Jian.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:3:p:297-324.

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5. The diversification benefits of cryptocurrency asset categories and estimation risk: pre and post Covid-19. (2023). Sutcliffe, Charles ; Han, Weihao ; Platanakis, Emmanouil ; Stafylas, Dimitrios ; Newton, David ; Huang, Xinyu.
   In: The European Journal of Finance.
   RePEc:taf:eurjfi:v:29:y:2023:i:7:p:800-825.

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6. Probability of informed trading during the COVID-19 pandemic: the case of the Romanian stock market. (2023). Dragotă, Victor ; Trifan, Ruxandra ; Cepoi, Cosmin Octavian ; Iordache, Andreea.
   In: Financial Innovation.
   RePEc:spr:fininn:v:9:y:2023:i:1:d:10.1186_s40854-022-00415-9.

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7. Extreme risk spillover effect and dynamic linkages between uncertainty and commodity markets: A comparison between China and America. (2023). Li, Yanjiao ; Guo, Lili.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:85:y:2023:i:pa:s0301420723005500.

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8. Time-frequency volatility transmission among energy commodities and financial markets during the COVID-19 pandemic: A Novel TVP-VAR frequency connectedness approach. (2023). Xia, Xiao-Hua ; Xu, Yushi ; Huang, Jionghao ; Chen, Baifan.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:53:y:2023:i:c:s1544612323000089.

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9. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging. (2023). Tiwari, Aviral ; Lee, Chien-Chiang ; Abakah, Emmanuel ; Nasreen, Samia ; Aikins, Emmanuel Joel.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000303.

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10. COVID-19 and the quantile connectedness between energy and metal markets. (2023). Umar, Zaghum ; Pham, Linh ; Teplova, Tamara ; Ghosh, Bikramaditya.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322005497.

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11. Sovereign yield curves and the COVID-19 in emerging markets. (2023). Moura, Rubens ; Candelon, Bertrand.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:127:y:2023:i:c:s0264999323002651.

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12. Sovereign Bond Market Shock Spillover Over Different Maturities: A Journey from Normal to Covid-19 Period. (2022). Rout, Sanjay Kumar ; Mallick, Hrushikesh.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:4:d:10.1007_s10690-022-09371-x.

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13. 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.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:82:y:2022:i:c:p:299-306.

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14. Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework. (2022). Umar, Zaghum ; Teplova, Tamara ; Choi, Sun-Yong ; Polat, Onur.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:76:y:2022:i:c:s0927538x22001718.

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15. The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic. (2022). Umar, Zaghum ; Vo, Xuan Vinh ; Teplova, Tamara ; Abrar, Afsheen ; Zaremba, Adam.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322002690.

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16. Volatility spillovers among Northeast Asia and the US: Evidence from the global financial crisis and the COVID-19 pandemic. (2022). Choi, Sun-Yong.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:73:y:2022:i:c:p:179-193.

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17. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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18. Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis. (2021). Umar, Zaghum ; Teplova, Tamara ; Gubareva, Mariya ; Tran, Dang Khoa.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001148.

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19. The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels. (2021). Umar, Zaghum ; Teplova, Tamara ; Gubareva, Mariya.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001781.

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20. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

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21. The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Umar, Zaghum ; Aziz, Saqib ; Tawil, Dima.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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1. Hedging commodities in times of distress: The case of COVID‐19. (2022). Tabak, Benjamin ; Silva, Thiago ; Magalhaes, Luiz Augusto ; Magalhes, Luiz Augusto.
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   RePEc:wly:jfutmk:v:42:y:2022:i:10:p:1941-1959.

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2. Dynamic dependence between clean investments and economic policy uncertainty. (2022). Guesmi, K ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, C.
   In: MERIT Working Papers.
   RePEc:unm:unumer:2022027.

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3. Time-Varying Causalities in Prices and Volatilities between the Cross-Listed Stocks in Chinese Mainland and Hong Kong Stock Markets. (2022). Ye, Zhitao ; Lu, Xunfa ; Lin, Xiao ; Lai, Kin Keung ; Cui, Hairong.
   In: Mathematics.
   RePEc:gam:jmathe:v:10:y:2022:i:4:p:571-:d:747699.

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4. Fundamentals vs. Financialization during Extreme Events: From Backwardation to Contango, a Copper Market Analysis during the COVID-19 Pandemic. (2022). Martin-Garcia, Rodrigo ; Galan-Gutierrez, Juan Antonio.
   In: Mathematics.
   RePEc:gam:jmathe:v:10:y:2022:i:4:p:559-:d:747076.

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5. Infectious disease equity market volatility, geopolitical risk, speculation, and commodity returns: Comparative analysis of five epidemic outbreaks. (2022). Long, Shaobo ; Guo, Jiaqi.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:62:y:2022:i:c:s0275531922000770.

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6. Directional predictability and time-frequency spillovers among clean energy sectors and oil price uncertainty. (2022). Guesmi, Khaled ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, Christian.
   In: The Quarterly Review of Economics and Finance.
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7. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Umar, Zaghum ; Mokni, Khaled ; Escribano, Ana.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469.

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8. Do volatility spillover and hedging among GCC stock markets and global factors vary from normal to turbulent periods? Evidence from the global financial crisis and Covid-19 pandemic crisis. (2022). Yousaf, Imran ; Beljid, Makram ; Chaibi, Anis ; al Ajlouni, Ahmed.
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   RePEc:eee:pacfin:v:73:y:2022:i:c:s0927538x22000592.

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9. A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach. (2022). Sharma, Aarzoo.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003671.

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10. Gold-oil dynamic relationship and the asymmetric role of geopolitical risks: Evidence from Bayesian pdBEKK-GARCH with regime switching. (2022). Cao, Yan ; Cheng, Sheng ; Liang, Ruibin ; Jiang, Qisheng ; Han, Lingyu.
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11. 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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003051.

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12. The time-frequency connectedness among metal, energy and carbon markets pre and during COVID-19 outbreak. (2022). Chen, Yunfei ; Jiang, Wei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002112.

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13. 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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002008.

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14. Does oil connect differently with prominent assets during war? Analysis of intra-day data during the Russia-Ukraine saga. (2022). YAYA, OLAOLUWA ; Al-Faryan, Mamdouh Abdulaziz Sa ; Adekoya, Oluwasegun ; Saleh, Mamdouh Abdulaziz ; Oliyide, Johnson A.
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15. Commodity and financial markets’ fear before and during COVID-19 pandemic: Persistence and causality analyses. (2022). Adekoya, Oluwasegun ; Oliyide, Johnson A.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000496.

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16. 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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17. Rethinking financial contagion: Information transmission mechanism during the COVID-19 pandemic. (2022). Yarovaya, Larisa ; lucey, brian ; Lau, Chi Keung ; Brzeszczynski, Janusz ; Goodell, John W ; Brzeszczyski, Janusz ; Marco, Chi Keung.
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    RePEc:eee:intfin:v:79:y:2022:i:c:s1042443122000725.

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18. Do the green bonds overreact to the COVID-19 pandemic?. (2022). Cui, Tianxiang ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:49:y:2022:i:c:s1544612322003208.

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19. NFTs and asset class spillovers: Lessons from the period around the COVID-19 pandemic. (2022). Demir, Ender ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:47:y:2022:i:pa:s1544612321004840.

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20. Time-frequency volatility spillovers between major international financial markets during the COVID-19 pandemic. (2022). Li, Ping ; Huang, Lixin ; Wang, Dong.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:46:y:2022:i:pa:s1544612321003007.

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21. The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei.
    In: Energy.
    RePEc:eee:energy:v:239:y:2022:i:pa:s0360544221021526.

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22. How connected is the agricultural commodity market to the news-based investor sentiment?. (2022). Uddin, Gazi ; Pham, Linh ; Cepni, Oguzhan ; Akyildirim, Erdinc.
    In: Energy Economics.
    RePEc:eee:eneeco:v:113:y:2022:i:c:s0140988322003279.

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23. Efficient markets are more connected: An entropy-based analysis of the energy, industrial metal and financial markets. (2022). Wang, Xiaoyang.
    In: Energy Economics.
    RePEc:eee:eneeco:v:111:y:2022:i:c:s014098832200233x.

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24. Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir.
    In: Energy Economics.
    RePEc:eee:eneeco:v:105:y:2022:i:c:s0140988321005909.

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25. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Papathanasiou, Spyros ; Dokas, Ioannis ; Koutsokostas, Drosos.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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26. 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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27. Time-frequency causality and dependence structure between crude oil, EPU and Chinese industry stock: Evidence from multiscale quantile perspectives. (2022). Xing, Zhanming ; Chen, Yiwen ; Ren, Yinghua ; Hau, Liya ; Zhu, Huiming.
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    RePEc:eee:ecofin:v:61:y:2022:i:c:s1062940822000523.

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28. The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-21-00769.

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29. Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6.

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30. Impacts of Stock Indices, Oil, and Twitter Sentiment on Major Cryptocurrencies during the COVID-19 First Wave. (2021). Kyriazis, Ikolaos A.
    In: Bulletin of Applied Economics.
    RePEc:rmk:rmkbae:v:8:y:2021:i:2:p:133-146.

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31. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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32. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
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33. How COVID-19 has affected stock market persistence? Evidence from the G7’s. (2021). Bentes, Sonia R.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:581:y:2021:i:c:s0378437121004830.

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34. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Umar, Zaghum ; Riaz, Yasir ; Manel, Youssef ; Gubareva, Mariya.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:67:y:2021:i:c:s0927538x21000706.

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35. Modelling the heterogeneous relationship between the crude oil implied volatility index and African stocks in the coronavirus pandemic. (2021). Owusu Junior, Peterson ; Boateng, Ebenezer ; Adam, Anokye M.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003986.

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36. The safe-haven property of precious metal commodities in the COVID-19 era. (2021). Mefteh-Wali, Salma ; Vasbieva, Dinara G ; Lahiani, Amine.
    In: Resources Policy.
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37. Cryptocurrencies and oil price shocks: A NARDL analysis in the COVID-19 pandemic. (2021). Jareño, Francisco ; Lopez, Raquel ; De, Maria ; Jareo, Francisco ; Ramos, Ana Rosa.
    In: Resources Policy.
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38. Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2021). Hung, Ngo Thai.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002476.

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39. Health outcomes and the resource curse paradox: The experience of African oil-rich countries. (2021). Adekoya, Oluwasegun ; Owoeye, Taiwo ; Oduyemi, Gabriel Olusegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002154.

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40. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Niu, Zibo ; Liu, Yuanyuan ; Gao, Wang ; Zhang, Hongwei.
    In: Resources Policy.
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41. Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001707.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001240.

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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.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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44. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Jalkh, Naji ; Bouri, Elie ; Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei.
    In: Resources Policy.
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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.
    In: Resources Policy.
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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.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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47. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:78:y:2021:i:c:s1057521921002222.

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48. Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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49. Dynamic and frequency-domain risk spillovers among oil, gold, and foreign exchange markets: Evidence from implied volatility. (2021). Ding, Qian ; Chen, Jinyu ; Huang, Jianbai.
    In: Energy Economics.
    RePEc:eee:eneeco:v:102:y:2021:i:c:s0140988321003960.

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50. Uncertainty Due to Pandemic and the Volatility Connectedness Among Asian REITs Market. (2021). Oliyide, Johnson ; Fasanya, Ismail ; Periola-Fatunsin, Ololade.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:48.

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