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Do Rare Earths and Energy Commodities Drive Volatility Transmission in Sustainable Financial Markets? Evidence from China, Australia, and the US. (2022). Wisetsri, Worakamol ; Kettanom, Thasporn ; Samantreeporn, Saowanee ; Huynh, Nhan ; Ui, Inzamam ; Nadeem, Hira ; Maneengam, Apichit.
In: IJFS.
RePEc:gam:jijfss:v:10:y:2022:i:3:p:76-:d:907599.

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  1. Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility. (2025). GUPTA, RANGAN ; Bouri, Elie ; Polat, Onur ; Brahim, Mariem.
    In: Working Papers.
    RePEc:pre:wpaper:202517.

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  2. Risk spillovers of critical metals firms. (2023). Uribe, Jorge ; Restrepo, Natalia ; Ceballos, Juan Camilo.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pb:s0301420723008462.

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  3. The volatility spillover between battery metals and future mobility stocks: Evidence from the time-varying frequency connectedness approach. (2023). Cagli, Efe.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008553.

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  4. Unemployment beta and the cross-section of stock returns: Evidence from Australia. (2023). Huynh, Nhan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000388.

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  5. The effects of a shock to critical minerals prices on the world oil price and inflation. (2023). Galkin, Phillip ; Considine, Jennifer ; Hatipoglu, Emre ; Aldayel, Abdullah.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323004322.

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  6. How the Marketization of Land Transfer under the Constraint of Dual Goals Affects the High-Quality Development of Urban Economy: Empirical Evidence from 278 Prefecture-Level Cities in China. (2022). Yang, Zisheng.
    In: Sustainability.
    RePEc:gam:jsusta:v:14:y:2022:i:22:p:14707-:d:966596.

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    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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  20. 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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  21. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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  22. 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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  23. Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

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  24. Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Li, Xiao-Lin ; Yan, Jing.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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  25. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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  26. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Jiang, Yonghong ; Tian, Gengyu ; Mo, Bin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y.

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  27. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202022.

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  28. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2020-04.

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  29. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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  30. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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  31. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Youssef, Manel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

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  32. Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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  33. Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Guesmi, Khaled ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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  34. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201944.

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  35. EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-07.

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  36. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-06.

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  37. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-05.

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  38. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201912.

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  39. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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  40. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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  41. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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  42. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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  43. On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:201864.

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  44. Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201840.

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  45. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201829.

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  46. International Monetary Policy Spillovers: Evidence from a TVP-VAR. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201806.

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  47. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201802.

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  48. “Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201818.

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  49. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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  50. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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