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39. Regularization Approach for Network Modeling of German Power Derivative Market. (2020). Hardle, Wolfgang Karl ; Chen, Shi ; L'Opez, Brenda.
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40. A Moving Average Heterogeneous Autoregressive Model for Forecasting the Realized Volatility of the US Stock Market: Evidence from Over a Century of Data. (2019). Salisu, Afees ; Ogbonna, Ahamuefula ; GUPTA, RANGAN.
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41. Dynamic connectedness and integration in cryptocurrency markets. (2019). Roubaud, David ; Lau, Chi Keung ; Ji, Qiang ; Bouri, Elie ; Marco, Chi Keung.
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42. Modeling intraday volatility of European bond markets: A data filtering application. (2019). Zhang, Hanyu ; Dufour, Alfonso.
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43. Global connectedness of MSCI energy equity indices: A system-wide network approach. (2019). Singh, Vipul Kumar ; Nishant, Shreyank ; Kumar, Pawan.
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44. Decoding the Australian electricity market: New evidence from three-regime hidden semi-Markov model. (2019). Wang, Shixuan ; Lau, Chi Keung ; Gözgör, Giray ; Apergis, Nicholas ; Marco, Chi Keung.
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45. Volatility connectedness in the Chinese banking system: Do state-owned commercial banks contribute more?. (2018). Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Zhao, Longfeng ; Xie, Chi.
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46. High-frequency volatility connectedness between the US crude oil market and Chinas agricultural commodity markets. (2018). Ji, Qiang ; Luo, Jiawen.
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47. Econometric modeling of regional electricity spot prices in the Australian market. (2018). Smith, Michael ; Shively, Thomas S.
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48. Consumer electricity and gas prices across Australian capital cities: Structural breaks, effects of policy reforms and interstate differences. (2018). Valadkhani, Abbas ; Smyth, Russell ; Nguyen, Jeremy.
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49. Econometric Modeling of Regional Electricity Spot Prices in the Australian Market. (2018). Smith, Michael ; Shively, Thomas S.
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50. Forecasting the return volatility of energy prices: A GARCH MIDAS approach. (2017). Salisu, Afees ; Swaray, Raymond.
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