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2. Better to Give than to Receive: A Study of BRICS Countries Stock Markets. (2023). Ahmad, Wasim ; Panda, Pradiptarathi ; Thiripalraju, M.
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3. In Search of Hedges and Safe Havens during the COVID-19 Pandemic: Gold versus Bitcoin, Oil, and Oil Uncertainty. (2023). Boubaker, Sabri ; Al-Nassar, N S ; Makram, B ; Chaibi, A.
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4. In search of hedges and safe havens during the COVID─19 pandemic: Gold versus Bitcoin, oil, and oil uncertainty. (2023). Boubaker, Sabri ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis.
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5. Spillovers between positively and negatively affected service sectors from the COVID-19 health crisis: Implications for portfolio management. (2023). Yousaf, Imran ; Al-Nassar, Nassar S ; Makram, Beljid.
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6. Network connectedness and the contagion structure of informed trading: Evidence from the time and frequency domains. (2023). Gao, Yang ; Zhao, Wandi.
   In: International Review of Financial Analysis.
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7. The equity-oil hedge: A comparison between volatility and alternative risk frameworks. (2023). Kuang, Wei.
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8. Frequency heterogeneity of tail connectedness: Evidence from global stock markets. (2023). Jian, Zhihong ; Zhu, Zhican ; Xu, Huiling ; Lu, Haisong.
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9. Sector connectedness in the Chinese stock markets. (2022). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Shen, Ying-Ying ; Ma, Jun-Chao.
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10. Spillovers and contagion between BRIC and G7 markets: New evidence from time-frequency analysis. (2022). Owusu Junior, Peterson ; Bossman, Ahmed ; Agyei, Samuel Kwaku ; Adam, Anokye Mohammed ; Asiamah, Oliver ; Asafo-Adjei, Emmanuel.
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11. Sensitivity of US sectoral returns to energy commodities under different investment horizons and market conditions. (2022). Vo, Xuan Vinh ; Kang, Sang Hoon ; McIver, Ron ; Ur, Mobeen.
    In: Energy Economics.
    RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000603.

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12. Dynamic return and volatility spillovers among S&P 500, crude oil, and gold. (2021). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:1:p:153-170.

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13. A Survey of Hedge and Safe Havens Assets against G-7 Stock Markets before and during the COVID-19 Pandemic. (2021). Ozdemir, Zeynel.
    In: IZA Discussion Papers.
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14. Information bias and its spillover effect on return volatility: A study on stock markets in the Asia-Pacific region. (2021). Nanda, Swagatika ; Panda, Pradiptarathi ; Parad, Atul.
    In: Pacific-Basin Finance Journal.
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15. Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs. (2021). Arreola Hernandez, Jose ; Kang, Sang Hoon ; McIver, Ronald ; Sadorsky, Perry.
    In: Energy Economics.
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16. Sectoral dependence and contagion in the BRICS grouping: an application of the R-Vine copulas. (2020). Bonga-Bonga, Lumengo ; Hendriks, Johannes Jurgens.
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17. The hedging effectiveness of global sectors in emerging and developed stock markets. (2020). Han, Liyan ; Wu, Lei ; Jin, Jiayu ; Zeng, Hong Chao.
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18. THE EFFECTS OF VOLATILITY AND CHANGES IN CONDITIONAL CORRELATIONS IN THE STOCK MARKETS OF RUSSIA AND DEVELOPED COUNTRIES. (2020). Salmanov, Oleg ; Babina, Natalia V ; Samoshkina, Marina V ; Salmanova, Irina P ; Drachena, Irina P.
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19. Sector connectedness in the Chinese stock markets. (2020). Zhou, Wei-Xing ; Wang, Gang-Jin ; Jiang, Zhi-Qiang ; Shen, Ying-Ying ; Ma, Jun-Chao.
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20. Separating BRIC using Islamic stocks and crude oil: dynamic conditional correlation and volatility spillover analysis. (2019). Hassan, Kamrul ; Gasbarro, Dominic ; Hoque, Ariful.
    In: Energy Economics.
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21. Dynamic return and volatility spillovers among S&P 500, crude oil and gold. (2018). Ozdemir, Zeynel ; Balcilar, Mehmet.
    In: Working Papers.
    RePEc:emu:wpaper:15-46.pdf.

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