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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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2. Dynamic dependence between clean investments and economic policy uncertainty. (2022). Guesmi, K ; Mzoughi, Hela ; Ndubuisi, Gideon ; Urom, C.
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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.
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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.
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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.
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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.
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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.
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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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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.
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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.
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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.
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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.
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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.
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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.
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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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18. Do the green bonds overreact to the COVID-19 pandemic?. (2022). Cui, Tianxiang ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
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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.
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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.
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21. The economic value of high-frequency data in equity-oil hedge. (2022). Kuang, Wei.
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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.
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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.
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24. Green investments: A luxury good or a financial necessity?. (2022). Yousaf, Imran ; Demirer, Riza ; Suleman, Muhammad Tahir.
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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.
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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.
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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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28. The COVID-19 effects on cryptocurrency markets: robust evidence from time-frequency analysis. (2022). Hung, Ngo Thai.
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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.
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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.
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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.
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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.
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33. How COVID-19 has affected stock market persistence? Evidence from the G7’s. (2021). Bentes, Sonia R.
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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.
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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.
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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.
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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.
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38. Oil prices and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak. (2021). Hung, Ngo Thai.
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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.
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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.
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41. Risk transmission from the COVID-19 to metals and energy markets. (2021). Yousaf, Imran.
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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. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Jalkh, Naji ; Bouri, Elie ; Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei.
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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. Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian.
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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.
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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.
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