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2. Carbon volatility connectedness and the role of external uncertainties: Evidence from China. (2024). Zhou, Wei-Xing ; Chen, Huayi ; Shi, Huai-Long.
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3. The dynamic relationships between carbon prices and policy uncertainties. (2023). Wojewodzki, Michal ; Cai, Yifei ; Liu, Xiaoqin ; Sharma, Satish.
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4. Asymmetric effects of climate policy uncertainty and energy prices on bitcoin prices. (2023). Sarker, Provash ; Pradhan, Ashis ; Lau, Chi Keung ; Marco, Chi Keung.
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5. Climate policy uncertainty, oil price and agricultural commodity: From quantile and time perspective. (2023). Xu, Shulin ; Qiu, Lianhong ; Wang, Kai-Hua ; Kan, Jia-Min.
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6. Impact of Changes in Membership on Prices of a Unified Carbon Market: Case Study of the European Union Emissions Trading System. (2022). Xu, Yue ; Zhai, Dayu.
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7. Nonlinear effects of climate policy uncertainty and financial speculation on the global prices of oil and gas. (2022). Luo, Weijie ; Long, Shaobo ; Guo, Jiaqi.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:83:y:2022:i:c:s1057521922002423.

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   In: Journal of Commodity Markets.
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2. Detecting the macro drivers in the Australian National Electricity Market asymmetric volatility co-movement. (2025). Wojewodzki, Michal ; Lau, Chi Keung ; Dai, Xingyu ; Wang, Qunwei.
   In: Energy Economics.
   RePEc:eee:eneeco:v:143:y:2025:i:c:s0140988325000659.

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3. Return Volatility, Correlation, and Hedging of Green and Brown Stocks: Is there a Role for Climate Risk Factors?. (2023). GUPTA, RANGAN ; Fang, Libing ; Li, Haohua ; Bouri, Elie.
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4. The long-run risk premium in the intertemporal CAPM: International evidence. (2023). Sakemoto, Ryuta.
   In: Journal of International Financial Markets, Institutions and Money.
   RePEc:eee:intfin:v:89:y:2023:i:c:s1042443123001221.

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5. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2023). Nguyen, Hoang ; Javed, Farrukh.
   In: Journal of Empirical Finance.
   RePEc:eee:empfin:v:73:y:2023:i:c:p:272-292.

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6. The asymmetric dynamics of stock–bond liquidity correlation in China: The role of macro-financial determinants. (2023). Pan, Beier.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:124:y:2023:i:c:s0264999323001074.

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7. Forecasting the Volatility of European Union Allowance Futures with Climate Policy Uncertainty Using the EGARCH-MIDAS Model. (2022). Mei, Xueting ; Yin, Xuebao ; Wu, Xinyu.
   In: Sustainability.
   RePEc:gam:jsusta:v:14:y:2022:i:7:p:4306-:d:787154.

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8. Time-varying risk of nominal bonds: How important are macroeconomic shocks?. (2022). Ermolov, Andrey.
   In: Journal of Financial Economics.
   RePEc:eee:jfinec:v:145:y:2022:i:1:p:1-28.

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9. How do financial and commodity markets volatility react to real economic activity?. (2022). Guesmi, Khaled ; Ndubuisi, Gideon ; Urom, Christian.
   In: Finance Research Letters.
   RePEc:eee:finlet:v:47:y:2022:i:pb:s1544612322000563.

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10. Dynamic relationship between Stock and Bond returns: A GAS MIDAS copula approach. (2021). Nguyen, Hoang ; Javed, Farrukh.
    In: Working Papers.
    RePEc:hhs:oruesi:2021_015.

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11. Economic fundamentals and the long-run correlation between exchange rates and commodities. (2021). Tsiakas, Ilias ; Zhang, Haibin.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:49:y:2021:i:c:s1044028321000478.

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12. Forecasting short-run exchange rate volatility with monetary fundamentals: A GARCH-MIDAS approach. (2020). You, Yu ; Liu, Xiaochun.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:116:y:2020:i:c:s0378426620301151.

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13. Stock-bond return correlations: Moving away from “one-frequency-fits-all” by extending the DCC-MIDAS approach. (2020). Iania, Leonardo ; Smedts, Kristien ; Allard, Anne-Florence.
    In: International Review of Financial Analysis.
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14. The economic sources of Chinas CSI 300 spot and futures volatilities before and after the 2015 stock market crisis. (2019). Gong, Yuting ; Chen, Qiang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:64:y:2019:i:c:p:102-121.

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15. U.S., European, Chinese economic policy uncertainty and Moroccan stock market volatility. (2019). El Ghini, Ahmed ; Belcaid, Karim.
    In: The Journal of Economic Asymmetries.
    RePEc:eee:joecas:v:20:y:2019:i:c:s1703494919300672.

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16. Combining wavelet decomposition with machine learning to forecast gold returns. (2019). Risse, Marian.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:2:p:601-615.

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17. The role of investor sentiment in the long-term correlation between U.S. stock and bond markets. (2018). Huang, Yingbo ; Fang, Libing ; Yu, Honghai.
    In: International Review of Economics & Finance.
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18. Measuring systemic risk of the banking industry in China: A DCC-MIDAS-t approach. (2018). Xu, Qifa ; Chen, LU ; Yuan, Jing ; Jiang, Cuixia.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:51:y:2018:i:c:p:13-31.

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19. Macroeconomics determinants of the correlation between stocks and bonds. (2018). Pericoli, Marcello.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1198_18.

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20. Variance Risk Premia on Stocks and Bonds. (2017). Mueller, Philippe ; Sabtchevsky, Petar ; Whelan, Paul ; Vedolin, Andrea.
    In: 2017 Meeting Papers.
    RePEc:red:sed017:1161.

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21. A Copula-Based Quantile-on-Quantile Regression Approach to Modeling Dependence Structure between Stock and Bond Returns: Evidence from Historical Data of India, South Africa, UK and US. (2017). Selmi, Refk ; Papadamou, Stephanos ; Kollias, Christos ; GUPTA, RANGAN.
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22. Stocks and bonds during the gold standard. (2017). le Bris, David ; Rezaee, Amir.
    In: Economics Letters.
    RePEc:eee:ecolet:v:159:y:2017:i:c:p:119-122.

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23. On the economic determinants of optimal stock-bond portfolios: international evidence. (2017). Conrad, Christian ; Stuermer, Karin .
    In: Working Papers.
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24. Economic Policy Uncertainty and Long-Run Stock Market Volatility and Correlation. (2017). Christiansen, Charlotte ; Asgharian, Hossein ; Jun, AI.
    In: CREATES Research Papers.
    RePEc:aah:create:2018-12.

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25. Credit Constraints, Growth and Inequality Dynamics. (2016). Getachew, Yoseph ; Christiansen, Charlotte ; Asgharian, Hossein ; Jun, AI.
    In: Working Papers.
    RePEc:pre:wpaper:201672.

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26. Effects of Economic Policy Uncertainty Shocks on the Long-Run US-UK Stock Market Correlation. (2016). GUPTA, RANGAN ; Christiansen, Charlotte ; Asgharian, Hossein ; Jun, AI.
    In: CREATES Research Papers.
    RePEc:aah:create:2016-29.

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