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28. Safe-haven properties of soft commodities during times of Covid-19. (2022). Syriopoulos, Konstantinos ; Rubbaniy, Ghulame ; Samitas, Aristeidis ; Khalid, Ali Awais.
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29. Modelling the quantile cross-coherence between exchange rates: Does the COVID-19 pandemic change the interlinkage structure?. (2022). Vo, Xuan Vinh ; Ur, Mobeen ; El-Nader, Ghaith ; Alkhataybeh, Ahmad ; al Rababa, Abdel Razzaq.
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32. Do ethics outpace sins?. (2022). lucey, brian ; Karim, Sitara ; Naeem, Muhammad Abubakr.
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33. When bitcoin lost its position: Cryptocurrency uncertainty and the dynamic spillover among cryptocurrencies before and during the COVID-19 pandemic. (2022). Mokni, Khaled ; Al-Shboul, Mohammad ; Assaf, Ata.
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34. Asymmetric effects of decomposed oil-price shocks on the EU carbon market dynamics. (2022). Ren, Xiaohang ; Li, Yiying ; Qi, Yinshu ; Duan, Kun.
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35. Degree of connectedness and the transfer of news across the oil market and the European stocks. (2022). Łęt, Blanka ; Kliber, Agata.
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36. The relationship between green bonds and conventional financial markets: Evidence from quantile-on-quantile and quantile coherence approaches. (2022). Ao, Zhiming ; Wang, Yujou ; Jiang, Yonghong.
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37. How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis. (2021). Matsuki, Takashi ; Pan, Lei.
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38. A New Dynamic Mixture Copula Mechanism to Examine the Nonlinear and Asymmetric Tail Dependence Between Stock and Exchange Rate Returns. (2021). Chang, Kuang-Liang.
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39. F4: An All-Purpose Tool for Multivariate Time Series Classification. (2021). Vilar, Jose A ; Lopez-Oriona, Angel.
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40. Revisiting the Valuable Roles of Global Financial Assets for International Stock Markets: Quantile Coherence and Causality-in-Quantiles Approaches. (2021). Ao, Zhiming ; Li, Zhenghui ; Mo, Bin.
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41. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management. (2021). Tiwari, Aviral ; Gözgör, Giray ; Hammoudeh, Shawkat ; Trabelsi, Nader ; Gozgor, Giray.
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42. 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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43. Connectedness between energy and nonenergy commodity markets: Evidence from quantile coherency networks. (2021). Výrost, Tomáš ; Sarwar, Suleman ; Baumohl, Eduard ; Vrost, Toma ; Khalfaoui, Rabeh.
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44. Quantile dependencies between precious and industrial metals futures and portfolio management. (2021). NEKHILI, Ramzi ; Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
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45. Precious metals, oil, and ASEAN stock markets: From global financial crisis to global health crisis. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon.
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46. Asymmetric relationship between gold and Islamic stocks in bearish, normal and bullish market conditions. (2021). Balli, Faruk ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Qureshi, Fiza.
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47. The dynamics of oil on China’s commodity sectors: What can we learn from a quantile perspective?. (2021). Wu, Bi-Bo.
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48. Do cryptocurrencies hedge against EPU and the equity market volatility during COVID-19? – New evidence from quantile coherency analysis. (2021). Jiang, Yonghong ; Wu, Lanxin ; Nie, HE ; Tian, Gengyu.
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49. Covid-19 pandemic and tail-dependency networks of financial assets. (2021). Sensoy, Ahmet ; Nguyen, Duc Khuong ; Do, Hung ; Le, Trung Hai.
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50. Tail dependence between gold and Islamic securities. (2021). Maghyereh, Aktham ; Abdoh, Hussein.
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51. A crypto safe haven against Bitcoin. (2021). Hoang, Lai T ; Baur, Dirk G.
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52. A tale of tails : New evidence on the growth-return nexus. (2021). Výrost, Tomáš ; Plíhal, Tomáš ; Lyócsa, Štefan ; Vrost, Toma ; Plihal, Toma ; Lyocsa, Tefan.
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53. Asymmetric interdependencies between large capital cryptocurrency and Gold returns during the COVID-19 pandemic crisis. (2021). Jareño, Francisco ; De, Maria ; Skinner, Frank S ; Jareo, Francisco.
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54. The impact of extreme structural oil-price shocks on clean energy and oil stocks. (2021). Maghyereh, Aktham ; Abdoh, Hussein.
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    RePEc:eee:energy:v:225:y:2021:i:c:s0360544221004588.

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55. Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches. (2021). Tiwari, Aviral ; Kablan, Akassi ; Hammoudeh, Shawkat ; Khalfaoui, Rabeh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:101:y:2021:i:c:s0140988321003157.

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56. Time–frequency quantile dependence between Bitcoin and global equity markets. (2021). Maghyereh, Aktham ; Abdoh, Hussein.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:56:y:2021:i:c:s1062940820302369.

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57. Revisiting the roles of cryptocurrencies in stock markets: A quantile coherency perspective. (2021). Jiang, Yonghong ; Mu, Jinqi ; Wang, Jieru ; Lie, Jiayi.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:95:y:2021:i:c:p:21-34.

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58. A semi-parametric estimation method for the quantile spectrum with an application to earthquake classification using convolutional neural network. (2021). Sun, Ying ; Chen, Tianbo ; Li, Ta-Hsin.
    In: Computational Statistics & Data Analysis.
    RePEc:eee:csdana:v:154:y:2021:i:c:s0167947320301602.

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59. The Integrated Copula Spectrum. (2021). Hallin, Marc ; Goto, Yuichi ; Kley, Tobias ; Volgushev, Stanislav ; van Hecke, Ria ; Dette, Holger.
    In: Working Papers ECARES.
    RePEc:eca:wpaper:2013/335426.

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60. Stablecoins as a crypto safe haven? Not all of them!. (2020). Výrost, Tomáš ; Baumohl, Eduard ; Vyrost, Tomas.
    In: EconStor Preprints.
    RePEc:zbw:esprep:215484.

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61. Non-Linear Interdependencies between International Stock Markets: The Polish and Spanish Case. (2020). Jareño, Francisco ; Koczar, Monika W ; Jareo, Francisco ; Escribano, Ana.
    In: Mathematics.
    RePEc:gam:jmathe:v:9:y:2020:i:1:p:6-:d:466312.

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62. The tail dependence structure between investor sentiment and commodity markets. (2020). Maghyereh, Aktham ; Abdoh, Hussein.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720302828.

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63. Extreme spillovers across Asian-Pacific currencies: A quantile-based analysis. (2020). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:72:y:2020:i:c:s1057521920302489.

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64. Tail dependence between Bitcoin and financial assets: Evidence from a quantile cross-spectral approach. (2020). Maghyereh, Aktham ; Abdoh, Hussein.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:71:y:2020:i:c:s1057521920301897.

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65. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas, Konstantinos ; Aye, Goodness C.
    In: Energy Economics.
    RePEc:eee:eneeco:v:88:y:2020:i:c:s0140988320300876.

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66. Quantile coherency networks of international stock markets. (2019). Shahzad, Syed Jawad Hussain ; Baumohl, Eduard ; Hussain, Syed Jawad.
    In: EconStor Preprints.
    RePEc:zbw:esprep:194568.

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67. Gold-Oil Dependence Dynamics and the Role of Geopolitical Risks: Evidence from a Markov-Switching Time-Varying Copula Model. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Gkillas (Gillas), Konstantinos ; Aye, Goodness C.
    In: Working Papers.
    RePEc:pre:wpaper:201918.

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68. Quantile coherency networks of international stock markets. (2019). Shahzad, Syed Jawad Hussain ; Baumohl, Eduard ; Hussain, Syed Jawad.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:p:119-129.

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