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31. Measuring the Time-Frequency Dynamics of Return and Volatility Connectedness in Global Crude Oil Markets. (2018). Toyoshima, Yuki ; Hamori, Shigeyuki.
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33. Multifractal detrended cross-correlation analysis of carbon emission allowance and stock returns. (2018). Lu, Xinsheng ; Fang, Sheng ; Qu, Ling ; Li, Jianfeng.
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35. The Minimum-CVaR strategy with semi-parametric estimation in carbon market hedging problems. (2018). Zhou, Peng ; Chai, Shanglei.
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36. Credit and market risks measurement in carbon financing for Chinese banks. (2018). Zhang, XI ; Li, Jian.
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37. Risk transmission mechanism between energy markets: A VAR for VaR approach. (2018). Shen, Yifan ; Shi, Xunpeng ; Padinjare, Hari Malamakkavu.
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38. Multivariate dependence and spillover effects across energy commodities and diversification potentials of carbon assets. (2018). Uddin, Gazi ; Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Hernandez, Jose Areola ; Hedstrom, Axel.
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39. Oil volatility, oil and gas firms and portfolio diversification. (2018). Pérez de Gracia, Fernando ; Gabauer, David ; Filis, George ; Cuñado, Juncal ; Antonakakis, Nikolaos ; Cunado, Juncal.
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40. Optimal hedge ratios for clean energy equities. (2018). Ahmad, Wasim ; Sadorsky, Perry ; Sharma, Amit.
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41. Volatility Spillovers across Global Asset Classes: Evidence from Time and Frequency Domains. (2017). Wohar, Mark ; Tiwari, Aviral ; GUPTA, RANGAN ; Cunado, Juncal.
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42. Risk Spillover between the US and the Remaining G7 Stock Markets Using Time-Varying Copulas with Markov Switching: Evidence from Over a Century of Data. (2017). Liu, BingYue ; Ji, Qiang ; GUPTA, RANGAN ; Cunado, Juncal.
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43. Assessing the viability of Sukuk for portfolio diversification using MS-DCC-GARCH.. (2017). Masih, Abul ; Adekunle, Salami Saheed .
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44. Do Sustainable Stocks Offer Diversification Benefits for Conventional Portfolios? An Empirical Analysis of Risk Spillovers and Dynamic Correlations. (2017). GUPTA, RANGAN ; Demirer, Riza ; Balcilar, Mehmet.
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45. Financial tail risks in conventional and Islamic stock markets: A comparative analysis. (2017). Muteba Mwamba, John Weirstrass ; GUPTA, RANGAN ; Hammoudeh, Shawkat.
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46. Dynamic multiscale interactions between European carbon and electricity markets during 2005–2016. (2017). Wei, Yi-Ming ; Chevallier, Julien ; Han, Dong ; Zhu, Bangzhu.
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47. Can stock market investors hedge energy risk? Evidence from Asia. (2017). Wagner, Niklas ; Szilagyi, Peter ; Batten, Jonathan ; Kinateder, Harald.
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48. Wavelet-based test of co-movement and causality between oil and renewable energy stock prices. (2017). Ugolini, Andrea ; Reboredo, Juan ; Rivera-Castro, Miguel A.
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49. Can energy commodity futures add to the value of carbon assets?. (2017). Roubaud, David ; Bouri, Elie ; Wen, Xiaoqian.
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50. Dependence changes between the carbon price and its fundamentals: A quantile regression approach. (2017). Tan, Xue-Ping ; Wang, Xin-Yu.
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