1. Mapping socio-environmental policy integration in the European Union: A multilayer network approach. (2025). Storani, Saverio ; Mattera, Raffaele ; Ferraro, Giovanna ; Cerqueti, Roy.
   In: Post-Print.
   RePEc:hal:journl:hal-05109264.

   Full description at Econpapers || Download paper

2. Asymmetric connectedness in the Chinese stock sectors: Overnight and daytime return spillovers. (2025). Yuan, Xianghui ; Zhao, Chencheng ; Long, Jun ; Li, Xiang.
   In: Pacific-Basin Finance Journal.
   RePEc:eee:pacfin:v:89:y:2025:i:c:s0927538x24003378.

   Full description at Econpapers || Download paper

3. Exploring global financial interdependencies among ASEAN-5, major developed and developing markets. (2025). Kumar, Pankaj ; Yadav, Mahender ; Saini, Mohit ; Dhingra, Barkha.
   In: The Journal of Economic Asymmetries.
   RePEc:eee:joecas:v:31:y:2025:i:c:s1703494924000471.

   Full description at Econpapers || Download paper

4. Unveiling the gold-oil whirl amidst market uncertainty shocks in China. (2025). Luo, Fangyuan ; Li, Yanjiao.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002584.

   Full description at Econpapers || Download paper

5. Energy in turmoil: Industry resilience to uncertainty during the global energy crisis. (2025). Szczygielski, Jan Jakub ; Charteris, Ailie ; Obojska, Lidia ; Brzeszczyski, Janusz.
   In: Applied Energy.
   RePEc:eee:appene:v:389:y:2025:i:c:s0306261925000819.

   Full description at Econpapers || Download paper

6. Connectedness and risk spillover in Chinas commodity futures sectors. (2024). Yuan, Xianghui ; Jin, Liwei ; Long, Jun ; Zhao, Chencheng.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:44:y:2024:i:5:p:784-802.

   Full description at Econpapers || Download paper

7. Forecasting stock market returns with a lottery index: Evidence from China. (2024). Zhang, Yaojie ; He, Mengxi.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:43:y:2024:i:5:p:1595-1606.

   Full description at Econpapers || Download paper

8. Asymmetric interactions among cutting-edge technologies and pioneering conventional and Islamic cryptocurrencies: fresh evidence from intra-day-based good and bad volatilities. (2024). Roubaud, David ; Asl, Mahdi Ghaemi.
   In: Financial Innovation.
   RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-024-00623-5.

   Full description at Econpapers || Download paper

9. WTI, Brent or implied volatility index: Perspective of volatility spillover from oil market to Chinese stock market. (2024). Bai, Manying ; Qin, Peng.
   In: PLOS ONE.
   RePEc:plo:pone00:0302131.

   Full description at Econpapers || Download paper

10. Static and dynamic interdependencies among natural gas, stocks of global major economies and uncertainty. (2024). Hu, Wenwen ; Niu, Hongli.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:94:y:2024:i:c:s0301420724004689.

    Full description at Econpapers || Download paper

11. Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets. (2024). lucey, brian ; Wang, Yong ; Liu, Shimiao ; Abedin, Mohammad Zoynul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000040.

    Full description at Econpapers || Download paper

12. Impact of crude oil price innovations on global stock market volatility: Evidence across time and space. (2024). Xin, YU ; Cao, Hong ; Yin, Libo.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006173.

    Full description at Econpapers || Download paper

13. The role of uncertainty and sentiment for intraday volatility connectedness between oil and financial markets. (2024). Uddin, Gazi ; Szafranek, Karol ; Rubaszek, Michał.
    In: Energy Economics.
    RePEc:eee:eneeco:v:137:y:2024:i:c:s0140988324004687.

    Full description at Econpapers || Download paper

14. Macroeconomic shocks and volatility spillovers between stock, bond, gold and crude oil markets. (2024). Xu, Yongdeng ; Lu, Wenna ; Heravi, Saeed ; Guan, BO.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324004584.

    Full description at Econpapers || Download paper

15. Extant linkages between Shanghai crude oil and US energy futures: Insights from spillovers of higher-order moments. (2024). Sensoy, Ahmet ; Goodell, John W ; Dionisio, Andreia ; Banerjee, Ameet Kumar.
    In: Energy Economics.
    RePEc:eee:eneeco:v:136:y:2024:i:c:s0140988324003918.

    Full description at Econpapers || Download paper

16. Forecasting the VaR of the crude oil market: A combination of mixed data sampling and extreme value theory. (2024). Lyu, Yongjian ; Ke, Rui ; Yang, MO ; Chang, Jianing ; Qin, Fanshu.
    In: Energy Economics.
    RePEc:eee:eneeco:v:133:y:2024:i:c:s0140988324002081.

    Full description at Econpapers || Download paper

17. Economic policy uncertainty, macroeconomic shocks, and systemic risk: Evidence from China. (2024). Lai, Yongzeng ; Yang, Xite ; Tao, Qiufan ; Zhang, Qin ; Huang, Linya ; Liu, Haiyue.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001559.

    Full description at Econpapers || Download paper

18. Quantile interdependence and network connectedness between Chinas green financial and energy markets. (2024). Zhou, Yueyi ; Gao, Yang ; Zhao, Longfeng.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:81:y:2024:i:c:p:1148-1177.

    Full description at Econpapers || Download paper

19. Asymmetric spillover and network connectedness of policy uncertainty, fossil fuel energy, and global ESG investment. (2024). Zhou, Zhongbao ; Jiang, Yong ; Lin, Ling.
    In: Applied Energy.
    RePEc:eee:appene:v:368:y:2024:i:c:s0306261924008158.

    Full description at Econpapers || Download paper

20. Investigating the interconnectedness of carbon, fossil energy, and financial markets: A dynamic spillover index approach. (2023). Dong, Peiwu ; Ju, Yanbing ; Li, Tianyou.
    In: PLOS ONE.
    RePEc:plo:pone00:0295363.

    Full description at Econpapers || Download paper

21. Uncertainties under monetary tightening and easing shocks and different market states. (2023). Mahadeo, Scott ; Romeo, Scott Mark ; Blampied, Nicolas.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:55:y:2023:i:pa:s1544612323002076.

    Full description at Econpapers || Download paper

22. Climate policy uncertainty and risks taken by the bank: Evidence from China. (2023). Dai, Zhifeng ; Zhang, Xiaotong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:87:y:2023:i:c:s1057521923000959.

    Full description at Econpapers || Download paper

23. The profitability of seasonal trading timing: Insights from energy-related markets. (2023). Ni, Yensen ; Day, Min-Yuh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:128:y:2023:i:c:s0140988323006308.

    Full description at Econpapers || Download paper

24. A new multilayer network for measuring interconnectedness among the energy firms. (2023). Dai, Zhifeng ; Zhang, Xiaotong ; Tang, Rui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

    Full description at Econpapers || Download paper

25. Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Dai, Zhifeng ; Zhang, Xinhua ; Tang, Rui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

    Full description at Econpapers || Download paper

26. The role of Chinas crude oil futures in world oil futures market and Chinas financial market. (2023). Sun, Chuanwang ; Gong, XU ; Min, Jialin.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001172.

    Full description at Econpapers || Download paper

27. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Dai, Zhifeng ; Zhang, Xiaotong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

    Full description at Econpapers || Download paper

28. Forecasting stock return volatility in data-rich environment: A new powerful predictor. (2023). Dai, Zhifeng ; Zhang, Xiaotong ; Li, Tingyu.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:64:y:2023:i:c:s1062940822001802.

    Full description at Econpapers || Download paper

1. Acemoglu, D. ; Ozdaglar, A. ; Tahbaz-Salehi, A. Systemic risk and stability in financial networks. 2015 The American Economic Review. 105 564-608

2. Allen, F. ; Gale, D.M. Financial contagion. 2000 Journal of Political Economy. 108 1-33

3. Amaya, D. ; Christoffersen, P. ; Jacobs, K. ; Vasquez, A. Does realized skewness predict the cross-section of equity returns?. 2015 Journal of Financial Economics. 118 135-167

4. Ando, T. ; Greenwood-Nimmo, M. ; Shin, Y. Quantile connectedness: Modelling tail behaviour in the topology of financial networks. 2018 :
   Paper not yet in RePEc: Add citation now
   
5. Antonakakis, N. ; Gabauer, D. ; Gupta, R. ; Plakandaras, V. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. 2018 Economics Letters. 166 63-75
   Paper not yet in RePEc: Add citation now
   

6. Antonakakis, N. ; Gabauer, D. ; Gupta, R. ; Plakandaras, V. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. 2018 Economics Letters. 166 63-75

7. Barndorff-Nielsen, O.E. ; Kinnebrock, S. ; Shephard, N. Volatility and timeseries econometrics: Essays in honor of robert F. Engle. 2010 :
   Paper not yet in RePEc: Add citation now
   
8. Barndorff-Nielsen, O.E. ; Shephard, N. Power and bipower variation with stochastic volatility and jumps. 2004 Journal of Financial Economics. 2 1-37
   Paper not yet in RePEc: Add citation now
   

9. Basher, S.A. ; Sadorsky, P. Hedging emerging market stock prices with oil, gold, VIX, and bonds: A comparison between DCC, ADCC and GO-GARCH. 2016 Energy Economics. 54 235-247

10. Berger, T. ; Uddin, G.S. On the dynamic dependence between equity markets, commodity futures and economic uncertainty indexes. 2016 Energy Economics. 56 374-383

11. Billio, M. ; Getmansky, M. ; Lo, A.W. ; Pelizzon, L. Econometric measures of connectedness and systemic risk in the finance and insurance sectors. 2012 Journal of Financial Economics. 104 535-559

12. Bonato, M. ; Gupta, R. ; Lau, C.K.M. ; Wang, S. Moments-based spillovers across gold and oil markets. 2020 Energy Economics. 89 -

13. Bouri, E. ; Jain, A. ; Biswal, P.C. ; Roubaud, D. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. 2017 Resources Policy. 52 201-206

14. Bouri, E. ; Lei, X. ; Jalkh, N. ; Xu, Y. ; Zhang, H. Spillovers in higher moments and jumps across US stock and strategic commodity markets. 2021 Resources Policy. 72 -

15. Bouri, E. ; Lien, D. ; Roubaud, D. ; Hussain Shahzad, S.J. Fear linkages between the US and BRICS stock markets: A frequency-domain causality. 2018 International Journal of the Economics of Business. 25 441-454

16. Bu, H. ; Tang, W. ; Wu, J. Time-varying comovement and changes of comovement structure in the Chinese stock market: A causal network method. 2019 Economic Modelling. 81 181-204

17. Caccioli, F. ; Shrestha, M. ; Moore, C. ; Farmer, J.D. Stability analysis of financial contagion due to overlapping portfolios. 2014 Journal of Banking & Finance. 46 233-245

18. Chan, H.L. ; Woo, K.-Y. An investigation into the dynamic relationship between international and China's crude oil prices. 2016 Applied Economics. 48 2215-2224

19. Dai, Z. ; Li, T. ; Yang, M. Forecasting stock return volatility: The role of shrinkage approaches in a data-rich environment. 2022 Journal of Forecasting. 41 980-986

20. Dai, Z. ; Zhu, H. ; Zhang, X. Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. 2022 Energy Economics. 109 -

21. Del Brio, E.B. ; Mora-Valencia, A. ; Perote, J. The kidnapping of Europe: High- order moments' transmission between developed and emerging markets. 2017 Emerging Markets Review. 31 96-115

22. Diebold, F.X. ; Yilmaz, K. Better to give than to receive: predictive directional measurement of volatility spillovers. 2012 International Journal of Forecasting. 28 57-66

23. Diebold, F.X. ; Yilmaz, K. Measuring financial asset return and volatility spillovers, with application to global equity markets. 2009 Economic Journal. 119 158-171

24. Diebold, F.X. ; Yilmaz, K. On the network topology of variance decompositions: Measuring the connectedness of financial firms. 2014 Journal of Econometrics. 182 119-134

25. Gkillas, K. ; Bouri, E. ; Gupta, R. ; Roubaud, D. Spillovers in higher-order moments of crude oil, gold, and Bitcoin. 2020 The Quarterly Review of Economics and Finance. 84 398-406

26. Gong, X. ; Liu, Y. ; Wang, X. Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. 2021 International Review of Financial Analysis. 76 -

27. Gong, X.L. ; Liu, X.H. ; Xiong, X. ; Zhang, W. Research on China's financial systemic risk contagion under jump and heavy-tailed risk. 2020 International Review of Financial Analysis. 72 -

28. Greenwood, R.M. ; Landier, A. ; Thesmar, D. Vulnerable banks. 2015 Journal of Financial Economics. 115 471-485
    Paper not yet in RePEc: Add citation now
    

29. Guo, P. ; Zhu, H. ; You, W. Asymmetric dependence between economic policy uncertainty and stock market returns in G7 and BRIC: A quantile regression approach. 2018 Finance Research Letters. 25 251-258

30. Härdle, W.K. ; Wang, W. ; Yu, L. TENET: Tail-Event driven NETwork risk. 2016 Journal of Econometrics. 192 499-513

31. Hashmi, A.R. ; Tay, A.S. Global regional sources of risk in equity markets: Evidence from factor models with time-varying conditional skewness. 2007 Journal of International Money and Finance. 26 430-453

32. He, F. ; Wang, Z. ; Lin, L. Asymmetric volatility spillovers between international economic policy uncertainty and the U.S. stock market. 2020 The North American Journal of Economics and Finance. 51 -

33. Hong, Y. ; Liu, Y. ; Wang, S. Granger causality in risk and detection of extreme risk spillover between financial markets. 2009 Journal of Econometrics. 150 271-287

34. Hu, Z. ; Kutan, A.M. ; Sun, P.W. Is U.S. Economic policy uncertainty priced in China's A-shares market? Evidence from market, industry, and individual stocks. 2018 International Review of Financial Analysis. 57 207-220

35. Hua, R. ; Zhao, P. ; Yu, H. ; Fang, L. Impact of US uncertainty on Chinese stock market volatility. 2020 Emerging Markets Finance and Trade. 56 576-592

36. Huang, C. ; Deng, Y. ; Yang, X. A network perspective of comovement and structural change: Evidence from the Chinese stock market. 2021 International Review of Financial Analysis. -

37. Huang, Y. ; Luk, P. Measuring economic policy uncertainty in China. 2020 China Economic Review. 59 -

38. Hung, N.T. ; Vo, X.H. Directional spillover effects and time-varying nexus between oil, gold and stock markets: Evidence from pre and during COVID-19 outbreak. 2021 International Review of Financial Analysis. 76 -

39. Husain, S. ; Tiwari, A.K. ; Sohag, K. ; Shahbaz, M. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA. 2019 Resources Policy. 62 57-65

40. Jain, A. ; Biswal, P.C. Dynamic linkages among oil price, gold price, exchange rate, and stock market in India. 2016 Resources Policy. 49 179-185

41. Jain, Z. ; Li, X. Skewness-based market integration: A systemic risk measure across international equity markets. 2021 International Review of Financial Analysis. 74 -

42. Ji, Q. ; Fan, Y. How does oil price volatility affect non-energy commodity markets?. 2012 Applied Energy. 89 273-280
    Paper not yet in RePEc: Add citation now
    

43. Kang, S.H. ; McIver, R. ; Yoon, S.M. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. 2017 Energy Economics. 62 19-32

44. Koenker, R. ; Bassett, G. Regression quantiles. 1978 Econometrica: Journal of the Econometric Society. 46 33-50

45. Koop, G. ; Pesaran, M.H. ; Potter, S.M. Impulse response analysis in nonlinear multivariate models. 1996 Journal of Econometrics. 74 119-147

46. Korkie, B. ; Sivakumar, R. ; Turtle, H.J. Variance spillover and skewness in financial asset returns. 2006 The Financial Review. 41 139-156

47. Li, X.M. ; Peng, L. US economic policy uncertainty and co-movements between Chinese and US stock markets. 2017 Economic Modelling. 61 27-39

48. Liang, Q. ; Lu, Y. ; Li, Z. Business connectedness or market risk? Evidence from financial institutions in China. 2020 China Economic Review. 62 -

49. Liao, J. ; Zhu, X. ; Chen, J. Dynamic spillovers across oil, gold and stock markets in the presence of major public health emergencies. 2021 International Review of Financial Analysis. 77 -

50. Lin, L. ; Kuang, Y. ; Jiang, Y. ; Su, X. Assessing risk contagion among the Brent crude oil market, London gold market and stock markets: Evidence based on a new wavelet decomposition approach. 2019 The North American Journal of Economics and Finance. 50 -

51. Liu, Z. ; Shi, X. ; Zhai, P. ; Wu, S. ; Ding, Z. ; Zhou, Y.T. Tail risk connectedness in the oil-stock nexus: Evidence from a novel quantile spillover approach. 2021 Resources Policy. 74 -

52. Ma, F. ; Liao, Y. ; Zhang, Y. ; Cao, Y. Harnessing jump component for crude oil volatility forecasting in the presence of extreme shocks. 2019 Journal of Empirical Finance. 52 40-55

53. Ma, F. ; Wahab, M.I.M. ; Huang, D. ; Xu, W. Forecasting the realized volatility of the oil futures market: A regime switching approach. 2017 Energy Economics. 67 136-145

54. Ma, F. ; Wang, R. ; Lu, X. ; Wahab, M.I.M. A comprehensive look at stock return predictability by oil prices using economic constraint approaches. 2021 International Review of Financial Analysis. 78 -

55. Ma, F. ; Wei, Y. ; Liu, L. ; Huang, D. Forecasting realized volatility of oil futures market: A new insight. 2018 Journal of Forecasting. 37 419-436

56. Mandaci, P.E. ; Cagli, E.C. ; Taskin, D. Dynamic connectedness and portfolio strategies: Energy and metal markets. 2020 Resources Policy. 68 -

57. Mensi, W. ; Rababa’a, A.R.A. ; Vo, X.V. ; Kang, S.H. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. 2021 Energy Economics. 98 -

58. Mensi, W. ; Vo, X.V. ; Kang, S.H. Time and frequency connectedness and network across the precious metal and stock markets: Evidence from top precious metal importers and exporters. 2021 Resources Policy. 72 -

59. Morema, K. ; Bonga-Bonga, L. The impact of oil and gold price fluctuations on the South African equity market: Volatility spillovers and financial policy implications. 2020 Resources Policy. 68 -

60. Nasreen, S. ; Tiwari, A.K. ; Eizaguirre, J.C. ; Wohar, M.E. Dynamic connectedness between oil prices and stock returns of clean energy and technology companies. 2020 Journal of Cleaner Production. 260 -
    Paper not yet in RePEc: Add citation now
    

61. Pesaran, H.H. ; Shin, Y. Generalized impulse response analysis in linear multivariate models. 1998 Economics Letters. 58 17-29

62. Raza, N. ; Shahzad, S.J.H. ; Tiwari, A.K. ; Shahbaz, M. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets. 2016 Resources Policy. 49 290-301

63. Shahbaz, M. ; Zakaria, M. ; Shahzad, S.J.H. ; Mahalik, M.K. The energy consumption and economic growth nexus in top ten energy-consuming countries: Fresh evidence from using the quantile-on-quantile approach. 2018 Energy Economics. 71 282-301

64. Si, D.K. ; Liu, Y. ; Xu, X.C. ; Fang, Y. The risk spillover effect of the COVID-19 pandemic on energy sector: Evidence from China. 2021 Energy Economics. 102 -

65. Su, X. Measuring extreme risk spillovers across international stock markets: A quantile variance decomposition analysis. 2020 The North American Journal of Economics and Finance. 51 1-14

66. Su, Z. ; Fang, T. ; Yin, L. Understanding stock market volatility: What is the role of U.S. uncertainty?. 2019 The North American Journal of Economics and Finance. 48 582-590

67. Tursoy, T. ; Faisal, F. The impact of gold and crude oil prices on stock market in Turkey: Empirical evidences from ARDL bounds test and combined cointegration. 2018 Resources Policy. 55 49-54

68. Wang, G.J. ; Si, H.B. ; Chen, Y.Y. ; Xie, C. ; Chevallier, J. Time domain and frequency domain Granger causality networks: Application to China's financial institutions. 2020 Finance Research Letters. -
    Paper not yet in RePEc: Add citation now
    

69. Wang, X. ; Wang, Y. Volatility spillovers between crude oil and Chinese sectoral equity markets: Evidence from a frequency dynamics perspective. 2019 Energy Economics. 80 995-1009

70. Wen, F. ; Cao, J. ; Liu, Z. ; Wang, X. Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. 2021 International Review of Financial Analysis. 76 -

71. Wen, X. ; Cheng, H. Which is the safe haven for emerging stock markets, gold or the us dollar?. 2018 Emerging Markets Review. 35 69-90

72. Wu, F. ; Zhang, D. ; Ji, Q. Systemic risk and financial contagion across top global energy companies. 2021 Energy Economics. 97 -

73. Xiao, J. ; Zhou, M. ; Wen, F. ; Wen, F. Asymmetric impacts of oil price uncertainty on Chinese stock returns under different market conditions: Evidence from oil volatility index. 2018 Energy Economics. 74 777-786

74. Xiong, X. ; Bian, Y. ; Shen, D. The time-varying correlation between policy uncertainty and stock returns: Evidence from China. 2018 Physica A: Statistical Mechanics and Its Applications. 499 413-419

75. Xu, Q. ; Jin, B. ; Jiang, C. Measuring systemic risk of the Chinese banking industry: A wavelet-based quantile regression approach. 2021 The North American Journal of Economics and Finance. 55 -

76. Xu, Q. ; Li, M. ; Jiang, C. ; He, Y. Interconnectedness and systemic risk network of Chinese financial institutions: A LASSO-CoVaR approach. 2019 Physica A: Statistical Mechanics and Its Applications. 534 -

77. Zhang, H. ; Chen, J. ; Shao, L. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. 2021 International Review of Financial Analysis. 77 -

78. Zhang, Y. ; Ma, F. ; Shi, B. ; Huang, D. Forecasting the prices of crude oil: An iterated combination approach. 2018 Energy Economics. 70 472-483

79. Zhang, Y. ; Ma, F. ; Wang, Y. Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?. 2019 Journal of Empirical Finance. 54 97-117

80. Zhu, H. ; Chen, W. ; Hau, L. ; Chen, Q. Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis. 2021 The North American Journal of Economics and Finance. 57 -

81. Zhu, H. ; Huang, R. ; Wang, N. ; Hau, L. Does economic policy uncertainty matter for commodity market in China?. 2020 Evid. Quant. Regress. Applied Economics.. 52 2292-2308

1. Another history of global financial markets: Local stock market integration since 1913 from a network perspective. (2023). PARENT, Antoine ; BASTIDON, Cécile ; Bordo, Michael ; Weidenmier, Marc Daniel.
   In: The World Economy.
   RePEc:bla:worlde:v:46:y:2023:i:8:p:2456-2477.

   Full description at Econpapers || Download paper

2. How connected is the global sovereign credit risk network?. (2020). Yilmaz, Kamil ; Bostanci, Gorkem.
   In: Journal of Banking & Finance.
   RePEc:eee:jbfina:v:113:y:2020:i:c:s0378426620300285.

   Full description at Econpapers || Download paper

3. CoMap: Mapping Contagion in the Euro Area Banking Sector. (2019). Kok, Christoffer ; Gorpe, Mehmet ; Covi, Giovanni.
   In: IMF Working Papers.
   RePEc:imf:imfwpa:2019/102.

   Full description at Econpapers || Download paper

4. Time-Varying General Dynamic Factor Models and the Measurement of Financial Connectedness. (2019). Soccorsi, Stefano ; Hallin, Marc ; Barigozzi, Matteo.
   In: Working Papers ECARES.
   RePEc:eca:wpaper:2013/283963.

   Full description at Econpapers || Download paper

5. Contagion in Financial Networks: A Threat Index. (2018). Demange, Gabrielle.
   In: Post-Print.
   RePEc:hal:journl:halshs-01630616.

   Full description at Econpapers || Download paper

6. The Macroeconomic Impact of Microeconomic Shocks: Beyond Hultens Theorem. (2017). Baqaee, David ; Farhi, Emmanuel.
   In: 2017 Meeting Papers.
   RePEc:red:sed017:479.

   Full description at Econpapers || Download paper

7. Privacy-constrained network formation. (2017). Acemoglu, Daron ; Malekian, Azarakhsh ; Ozdaglar, Asuman ; Makhdoumi, Ali.
   In: Games and Economic Behavior.
   RePEc:eee:gamebe:v:105:y:2017:i:c:p:255-275.

   Full description at Econpapers || Download paper

8. Systemic illiquidity in the interbank network. (2017). Liu, Zijun ; Langfield, Sam ; Ferrara, Gerardo ; Ota, Tomohiro.
   In: Bank of England working papers.
   RePEc:boe:boeewp:0586.

   Full description at Econpapers || Download paper

9. Peer Monitoring, Eigentümerstruktur und die Stabilität von Banken: Eine empirische Analyse für den deutschen genossenschaftlichen Bankensektor. (2016). Gunther, Susanne .
   In: Arbeitspapiere.
   RePEc:zbw:wwuifg:167.

   Full description at Econpapers || Download paper

10. Too interconnected to fail: A survey of the Interbank Networks literature. (2016). Hüser, Anne-Caroline ; Huser, Anne-Caroline.
    In: SAFE Working Paper Series.
    RePEc:zbw:safewp:91.

    Full description at Econpapers || Download paper

11. The Consequences of Bank Loan Growth: Evidence from Asia. (2016). Vithessonthi, Chaiporn.
    In: PIER Discussion Papers.
    RePEc:pui:dpaper:19..

    Full description at Econpapers || Download paper

12. Are Banking Shocks Contagious? Evidence from the Eurozone. (2016). Flavin, Thomas ; Lagoa-Varela, Dolores.
    In: Economics Department Working Paper Series.
    RePEc:may:mayecw:n268-16.pdf.

    Full description at Econpapers || Download paper

13. Crisis Transmission in the Global Banking Network. (2016). Minoiu, Camelia ; Hale, Galina ; Kapan, Tumer.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2016/091.

    Full description at Econpapers || Download paper

14. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-01267340.

    Full description at Econpapers || Download paper

15. Defaulting firms and systemic risks in financial networks. (2016). Houy, Nicolas ; Jouneau, Frederic.
    In: Working Papers.
    RePEc:gat:wpaper:1606.

    Full description at Econpapers || Download paper

16. Volatility and correlation-based systemic risk measures in the US market. (2016). Civitarese, Jamil.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:459:y:2016:i:c:p:55-67.

    Full description at Econpapers || Download paper

17. A financial network perspective of financial institutions’ systemic risk contributions. (2016). Zhuang, Xin-Tian ; Uryasev, Stan ; Yao, Shuang.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:456:y:2016:i:c:p:183-196.

    Full description at Econpapers || Download paper

18. Systemic risk among European banks: A copula approach. (2016). Kleinow, Jacob ; Moreira, Fernando.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:42:y:2016:i:c:p:27-42.

    Full description at Econpapers || Download paper

19. The credit quality channel: Modeling contagion in the interbank market. (2016). Krüger, Ulrich ; Kruger, Ulrich ; Wong, Lui-Hsian ; Fink, Kilian ; Meller, Barbara.
    In: Journal of Financial Stability.
    RePEc:eee:finsta:v:25:y:2016:i:c:p:83-97.

    Full description at Econpapers || Download paper

20. Overnight interbank markets and the determination of the interbank rate: A selective survey. (2016). Green, Christopher ; Murinde, Victor ; Tiriongo, Samuel ; Ngoka, Kethi ; Maana, Isaya ; Bai, YE.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:44:y:2016:i:c:p:149-161.

    Full description at Econpapers || Download paper

21. Network structure analysis of the Brazilian interbank market. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:26:y:2016:i:c:p:130-152.

    Full description at Econpapers || Download paper

22. Credit risk spillover between financials and sovereigns in the euro area during 2007-2015. (2016). Vergote, Olivier.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20161898.

    Full description at Econpapers || Download paper

23. Implicit rating: A potential new method to alert crisis on the interbank lending market. (2016). Berlinger, Edina.
    In: Corvinus Economics Working Papers (CEWP).
    RePEc:cvh:coecwp:2016/04.

    Full description at Econpapers || Download paper

24. On the Economics of Crisis Contracts. (2016). Gersbach, Hans ; Volker, Britz ; Elias, Aptus .
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11267.

    Full description at Econpapers || Download paper

25. Financial Regulation in Europe: Foundations and Challenges. (2016). Carletti, Elena ; Beck, Thorsten ; Goldstein, Itay.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:11147.

    Full description at Econpapers || Download paper

26. Financial Linkages, Portfolio Choice and Systemic Risk. (2016). Goyal, Sanjeev ; Galeotti, Andrea ; Ghiglinoy, Christian .
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1612.

    Full description at Econpapers || Download paper

27. Equity Markets’ Clustering and the Global Financial Crisis. (2016). Martínez, Constanza ; León, Carlos ; Kim, Geun-Young ; Lee, Daeyup ; Martinez, Constanza ; Leon, Carlos.
    In: Borradores de Economia.
    RePEc:bdr:borrec:937.

    Full description at Econpapers || Download paper

28. Structure and Dynamics of the Global Financial Network. (2016). Tabak, Benjamin ; Silva, Thiago ; Stancato, Sergio Rubens.
    In: Working Papers Series.
    RePEc:bcb:wpaper:439.

    Full description at Econpapers || Download paper

29. Modeling Financial Networks: a feedback approach. (2016). Tabak, Benjamin ; Silva, Thiago ; Alexandre, Michel ; da Silva, Michel Alexandre.
    In: Working Papers Series.
    RePEc:bcb:wpaper:438.

    Full description at Econpapers || Download paper

30. A Microfounded Design of Interconnectedness-Based Macroprudential Policy. (2016). Fique, José.
    In: Staff Working Papers.
    RePEc:bca:bocawp:16-6.

    Full description at Econpapers || Download paper

31. Can banks default overnight? Modeling endogenous contagion on O/N interbank market. (2016). Arendarski, Piotr ; Gubiec, Tomasz ; Ochnicki, Piotr ; Smaga, Pawel ; Wili, Mateusz .
    In: Papers.
    RePEc:arx:papers:1603.05142.

    Full description at Econpapers || Download paper

32. The credit quality channel: Modeling contagion in the interbank market. (2015). Krüger, Ulrich ; Kruger, Ulrich ; Wong, Lui-Hsian ; Fink, Kilian ; Meller, Barbara.
    In: Discussion Papers.
    RePEc:zbw:bubdps:382015.

    Full description at Econpapers || Download paper

33. The Econometrics of Networks: A Review. (2015). Ahelegbey, Daniel Felix.
    In: Working Papers.
    RePEc:ven:wpaper:2015:13.

    Full description at Econpapers || Download paper

34. Surfing through the GFC: systemic risk in Australia. (2015). Matei, Marius ; Luciani, Matteo ; Dungey, Mardi ; Veredas, David.
    In: Working Papers.
    RePEc:tas:wpaper:22658.

    Full description at Econpapers || Download paper

35. Contagion in Financial Networks. (2015). Young, Peyton ; Glasserman, Paul.
    In: Economics Series Working Papers.
    RePEc:oxf:wpaper:764.

    Full description at Econpapers || Download paper

36. Economic resilience: The usefulness of early warning indicators in OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Hermansen, Mikkel.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1250-en.

    Full description at Econpapers || Download paper

37. Economic resilience: A new set of vulnerability indicators for OECD countries. (2015). Röhn, Oliver ; Rohn, Oliver ; Rasmussen, Morten ; Hermansen, Mikkel ; Sanchez, Aida Caldera.
    In: OECD Economics Department Working Papers.
    RePEc:oec:ecoaaa:1249-en.

    Full description at Econpapers || Download paper

38. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
    In: Working Papers.
    RePEc:fem:femwpa:2015.56.

    Full description at Econpapers || Download paper

39. Network games with incomplete information. (2015). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: Journal of Mathematical Economics.
    RePEc:eee:mateco:v:61:y:2015:i:c:p:221-240.

    Full description at Econpapers || Download paper

40. Information, Coordination, and Market Frictions: An Introduction. (2015). Vives, Xavier ; Pavan, Alessandro.
    In: Journal of Economic Theory.
    RePEc:eee:jetheo:v:158:y:2015:i:pb:p:407-426.

    Full description at Econpapers || Download paper

41. Connecting the dots: Econometric methods for uncovering networks with an application to the Australian financial institutions. (2015). Panchenko, Valentyn ; Anufriev, Mikhail.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s2:p:s241-s255.

    Full description at Econpapers || Download paper

42. Transmission channels of systemic risk and contagion in the European financial network. (2015). Paltalidis, Nikos ; Koutelidakis, Yiannis ; Kizys, Renatas ; Gounopoulos, Dimitrios.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:61:y:2015:i:s1:p:s36-s52.

    Full description at Econpapers || Download paper

43. Interconnectedness of the banking sector as a vulnerability to crises. (2015). Rancan, Michela ; Peltonen, Tuomas ; Sarlin, Peter.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20151866.

    Full description at Econpapers || Download paper

44. Conflict and Networks. (2015). Goyal, Sanjeev ; Dziubinski, Marcin ; Vigier, Adrien.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1565.

    Full description at Econpapers || Download paper

45. Contagion Risk and Network Design. (2015). Goyal, Sanjeev ; Cerdeiro, Diego ; Dziubinski, Marcin.
    In: Cambridge Working Papers in Economics.
    RePEc:cam:camdae:1547.

    Full description at Econpapers || Download paper

46. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William R ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:urn:nbn:fi:bof-201512101464.

    Full description at Econpapers || Download paper

47. Networks and the macroeconomy: an empirical exploration. (2015). Kerr, William ; Akcigit, Ufuk ; Acemoglu, Daron.
    In: Research Discussion Papers.
    RePEc:bof:bofrdp:2015_025.

    Full description at Econpapers || Download paper

48. Network Structure Analysis of the Brazilian Interbank Market. (2015). Tabak, Benjamin ; Silva, Thiago ; Sergio Rubens Stancato de Souza, .
    In: Working Papers Series.
    RePEc:bcb:wpaper:391.

    Full description at Econpapers || Download paper

49. Network Games with Incomplete Information. (2014). Zenou, Yves ; de Martí Beltran, Joan ; de Marti, Joan.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10290.

    Full description at Econpapers || Download paper

50. Key Players. (2014). Zenou, Yves.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:10277.

    Full description at Econpapers || Download paper

Report date: 2025-10-05 20:02:31 || Missing content? Let us know