1. Optimal portfolio selection of Chinas green bond and stock markets: Evidence from the multi-frequency extreme risk connectedness. (2025). Dai, Jing ; Huang, Wei-Qiang.
   In: Economic Analysis and Policy.
   RePEc:eee:ecanpo:v:85:y:2025:i:c:p:208-237.

   Full description at Econpapers || Download paper

1. Aloui, C., Hkiri, B., Hammoudeh, S., & Shahbaz, M. (2018). A multiple and partial wavelet analysis of the oil price, inflation, exchange rate, and economic growth nexus in Saudi Arabia. Emerging Markets Finance and Trade, 54(4), 935–956.

2. Batten, J. A., Ciner, C., & Lucey, B. M. (2017). The dynamic linkages between crude oil and natural gas markets. Energy Economics, 62, 155–170.
   Paper not yet in RePEc: Add citation now
   

3. Brigida, M. (2014). The switching relationship between natural gas and crude oil prices. Energy Economics, 43, 48–55.

4. Brown, S., & Krupnick, A. (2010). Abundant shale gas resources: long-term implications for US natural gas markets. SSRN Electronic Journal. https://doi.org/10.2139/ssrn.1666996 .
   Paper not yet in RePEc: Add citation now
   

5. Diebold, F. X., & Yilmaz, K. (2012). Better to give than to receive: Predictive directional measurement of volatility spillovers. International Journal of Forecasting, 28(1), 57–66.

6. Diebold, F. X., & Yılmaz, K. (2014). On the network topology of variance decompositions: Measuring the connectedness of financial firms. Journal of Econometrics, 182(1), 119–134.

7. Geng, J. B., Ji, Q., & Fan, Y. (2016a). The behaviour mechanism analysis of regional natural gas prices: A multi-scale perspective. Energy, 101, 266–277.

8. Geng, J. B., Ji, Q., & Fan, Y. (2016b). The impact of the North American shale gas revolution on regional natural gas markets: Evidence from the regime-switching model. Energy Policy, 96, 167–178.

9. Geng, J. B., Ji, Q., & Fan, Y. (2016c). How regional natural gas markets have reacted to oil price shocks before and since the shale gas revolution: A multi-scale perspective. Journal of Natural Gas Science and Engineering, 36, 734–746.
   Paper not yet in RePEc: Add citation now
   

10. Gong, X., Liu, Y., & Wang, X. (2021). Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method. International Review of Financial Analysis, 76, 101790. https://doi.org/10.1016/j.irfa.2021.101790 .

11. Han, H., Linton, O., Oka, T., & Whang, Y. J. (2016). The cross-quantilogram: Measuring quantile dependence and testing directional predictability between time series. Journal of Econometrics, 193(1), 251–270.

12. Hausman, C., & Kellogg, R. (2015). Welfare and distributional implications of shale gas (No. w21115). National Bureau of Economic Research. https://www.nber.org/papers/w21115 . Accessed July 12, 2021.

13. Khan, A., Khan, M. Y., & Khan, A. Q. (2020). How do oil and natural gas prices affect US industrial production? Utilizing wavelet nonlinear denoised based quantile analysis. Energy Strategy Reviews, 32, 100550. https://doi.org/10.1016/j.esr.2020.100550 .
    Paper not yet in RePEc: Add citation now
    

14. Lovcha, Y., & Perez-Laborda, A. (2020). Dynamic frequency connectedness between oil and natural gas volatilities. Economic Modelling, 84, 181–189.

15. Mason, S. A., Garneau, D., Sutton, R., Chu, Y., Ehmann, K., Barnes, J., Fink, P., Papazissimos, D., & Rogers, D. L. (2016). Microplastic pollution is widely detected in US municipal wastewater treatment plant effluent. Environmental Pollution, 218, 1045–1054.
    Paper not yet in RePEc: Add citation now
    

16. Mensi, W., Rehman, M. U., Maitra, D., Al-Yahyaee, K. H., & Vo, X. V. (2021). Oil, natural gas and BRICS stock markets: Evidence of systemic risks and co-movements in the time-frequency domain. Resources Policy, 72, 102062. https://doi.org/10.1016/j.resourpol.2021.102062 .

17. Nguyen, B. H., & Okimoto, T. (2019). Asymmetric reactions of the US natural gas market and economic activity. Energy Economics, 80, 86–99.

18. Phillips, P. C., Shi, S., & Yu, J. (2015). Testing for multiple bubbles: Limit theory of real-time detectors. International Economic Review, 56(4), 1079–1134.

19. Ramberg, D. J., & Parsons, J. E. (2012). The weak tie between natural gas and oil prices. The Energy Journal. https://doi.org/10.5547/01956574.33.2.2 .

20. Shi, S., Hurn, S., & Phillips, P. C. (2020). Causal change detection in possibly integrated systems: Revisiting the money–income relationship. Journal of Financial Econometrics, 18(1), 158–180.

21. Shi, S., Phillips, P. C., & Hurn, S. (2018). Change detection and the causal impact of the yield curve. Journal of Time Series Analysis, 39(6), 966–987.

22. Stern, J. (2014). International gas pricing in Europe and Asia: A crisis of fundamentals. Energy Policy, 64, 43–48.

23. Swanson, N. R. (1998). Money and output viewed through a rolling window. Journal of Monetary Economics, 41(3), 455–474.

24. Thoma, M. A. (1994). Subsample instability and asymmetries in money-income causality. Journal of Econometrics, 64(1–2), 279–306.

25. Tiwari, A. K., Mukherjee, Z., Gupta, R., & Balcilar, M. (2019). A wavelet analysis of the relationship between oil and natural gas prices. Resources Policy, 60, 118–124.

26. Yıldırım, D. Ç., Erdoğan, S., & Çevik, E. İ. (2018). Regime-dependent effect of crude oil price on BRICS stock markets. Emerging Markets Finance and Trade, 54(8), 1706–1719.

27. Zamani, N. (2016). How the crude oil market affects the natural gas market? Demand and supply shocks. International Journal of Energy Economics and Policy, 6(2), 217–221.

28. Zhang, D., & Ji, Q. (2018). Further evidence on the debate of oil-gas price decoupling: A long memory approach. Energy Policy, 113, 68–75.

29. Zhang, D., Shi, M., & Shi, X. (2018). Oil indexation, market fundamentals, and natural gas prices: An investigation of the Asian premium in natural gas trade. Energy Economics, 69, 33–41.

30. Zhang, K. S., & Zhao, Y. Y. (2021). Modeling dynamic dependence between crude oil and natural gas return rates: A time-varying geometric copula approach. Journal of Computational and Applied Mathematics, 386, 113243. https://doi.org/10.1016/j.cam.2020.113243 .
    Paper not yet in RePEc: Add citation now
    

1. Forecasting USD/RMB exchange rate using the ICEEMDAN‐CNN‐LSTM model. (2025). Zhu, Xuxu ; Zhou, Yun.
   In: Journal of Forecasting.
   RePEc:wly:jforec:v:44:y:2025:i:1:p:200-215.

   Full description at Econpapers || Download paper

2. The Dynamic Relationship Between Gas and Crude Oil Markets and the Causal Impact of US Shale Gas. (2024). Tiwari, Aviral ; doğan, buhari ; Abakah, Emmanuel ; Ghosh, Sudeshna ; Aikins, Emmanuel Joel ; Doan, Buhari.
   In: Computational Economics.
   RePEc:kap:compec:v:63:y:2024:i:6:d:10.1007_s10614-023-10415-1.

   Full description at Econpapers || Download paper

3. Asymmetric linkages among fintech, oil prices, governance, and growth in Southeast Asian economies. (2024). Yang, Ziqi ; Liu, Dongwang.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:88:y:2024:i:c:s030142072301228x.

   Full description at Econpapers || Download paper

4. U.S. monetary policy: The pushing hands of crude oil price?. (2024). Umar, Muhammad ; Qin, Meng ; Cao, Fangzhi ; Sun, Dian.
   In: Energy Economics.
   RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324002639.

   Full description at Econpapers || Download paper

5. Time-varying relationship between international monetary policy and energy markets. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Sahay, Vinita S ; Abdullah, Mohammad ; Aikins, Emmanuel Joel ; Adeabah, David.
   In: Energy Economics.
   RePEc:eee:eneeco:v:131:y:2024:i:c:s0140988324000471.

   Full description at Econpapers || Download paper

6. Analysis of Exchange Rate Fluctuations on Economic Growth in Nigeria. (2024). Jeremiah, Racheal L ; Tule, Jeremiah M ; Akogwu, Gabriel ; Nkpubre, Emmanuel O ; Ogwuche, David.
   In: International Journal of Research and Innovation in Social Science.
   RePEc:bcp:journl:v:8:y:2024:i:7:p:128-141.

   Full description at Econpapers || Download paper

7. How Oil Price Changes Affect Inflation in an Oil-Exporting Country: Evidence from Azerbaijan. (2023). Humbatova, Sugra ; Gadim-Oglu, Natig Hajiyev ; Aliyev, Khatai.
   In: Sustainability.
   RePEc:gam:jsusta:v:15:y:2023:i:7:p:5846-:d:1109258.

   Full description at Econpapers || Download paper

8. Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty. (2023). Tiwari, Aviral ; doğan, buhari ; Ghosh, Sudeshna ; Trabelsi, Nader ; Doan, Buhari.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:89:y:2023:i:c:p:36-62.

   Full description at Econpapers || Download paper

9. Dynamic regime differences in the market behavior of primary natural resources in response to geopolitical risk and economic policy uncertainty. (2023). Mugaloglu, Erhan ; Magazzino, Cosimo ; Bilgili, Faik ; Aldieri, Luigi ; Alnour, Mohammed ; Hoque, Mohammad Enamul ; Mualolu, Erhan ; Kukaya, Sevda.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:87:y:2023:i:pb:s0301420723010516.

   Full description at Econpapers || Download paper

10. Study of the impact of crude oil prices on economic output and inflation in Saudi Arabia. (2023). Belloumi, Mounir ; Alshehry, Atef ; Aljazea, Ahmed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008905.

    Full description at Econpapers || Download paper

11. Sustainable economic performance and natural resource price volatility in the post-covid-pandemic: Evidence using GARCH models in Chinese context. (2023). Shamansurova, Zilola ; Pham, Van Kien ; Duong, Nam Tien ; Do, Hai Dung ; Paramaiah, CH.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:86:y:2023:i:pa:s0301420723008498.

    Full description at Econpapers || Download paper

12. How does natural resource price volatility affect economic performance? A threshold effect of economic policy uncertainty. (2023). Zhang, Wei ; Bakhsh, Satar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:82:y:2023:i:c:s0301420723001782.

    Full description at Econpapers || Download paper

13. The Asymmetric Impact of Oil Price Volatility on Nigerias Inflation. (2023). Shuaibu, Muhammad Shehu ; Alam, Mohammad Junaid ; Salisu, Lawan Nasiru ; Muhammad, Bello Abdullahi.
    In: Economics and Applied Informatics.
    RePEc:ddj:fseeai:y:2023:i:3:p:5-16.

    Full description at Econpapers || Download paper

14. Oil price dynamics and fiscal policy cyclicality in Saudi Arabia: New evidence from partial and multiple wavelet coherences. (2022). Hathroubi, Salem ; Aloui, Chaker.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:85:y:2022:i:c:p:149-160.

    Full description at Econpapers || Download paper

15. Effects of fundamentals, geopolitical risk and expectations factors on crude oil prices. (2022). Visalakshmi, S ; Gkillas, Konstantinos ; Manickavasagam, Jeevananthan.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003324.

    Full description at Econpapers || Download paper

16. Impact of governance and globalization on natural resources volatility: The role of financial development in the Middle East North Africa countries. (2022). Khan, Irfan ; Al-Faryan, Mamdouh Abdulaziz Sa ; Zafar, Muhammad Wasif ; Saleem, Muhammad Mansoor ; Saleh, Mamdouh Abdulaziz ; Liu, Haiying.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003269.

    Full description at Econpapers || Download paper

17. Natural resources volatility, political risk and economic performance: Evidence from quantile-on-quantile regression. (2022). Ma, Yechi ; Tang, Shi ; Altunta, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002902.

    Full description at Econpapers || Download paper

18. Green finance and sustainability development goals in Indonesian Fund Village. (2022). Suryanto, Tulus ; Ronaldo, Reza.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722002872.

    Full description at Econpapers || Download paper

19. Revisiting volatility in global natural resources commodities? Evidence from global data. (2022). Wang, Yanan ; Niu, Xiaojian ; Lin, Shiwei ; Dorduncu, Hazar.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722002070.

    Full description at Econpapers || Download paper

20. The response of exchange rate to coal price, palm oil price, and inflation in Indonesia: Tail dependence analysis. (2022). Sohag, Kazi ; Herdhayinta, Heyvon ; Chandrarin, Grahita ; Cahyaningsih, Diyah Sukanti ; Yuniawan, Dani.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001982.

    Full description at Econpapers || Download paper

21. Natural resources commodity prices volatility and economic uncertainty: Evaluating the role of oil and gas rents in COVID-19. (2022). Chen, Xue ; Liu, Wenwen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000320.

    Full description at Econpapers || Download paper

22. Safe-haven properties of soft commodities during times of Covid-19. (2022). Syriopoulos, Konstantinos ; Rubbaniy, Ghulame ; Samitas, Aristeidis ; Khalid, Ali Awais.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:27:y:2022:i:c:s2405851321000568.

    Full description at Econpapers || Download paper

23. The time-frequency evolution of multidimensional relations between global oil prices and Chinas general price level. (2022). Liu, Xueyong ; Huang, Xuan.
    In: Energy.
    RePEc:eee:energy:v:244:y:2022:i:pa:s0360544221028280.

    Full description at Econpapers || Download paper

24. Economy-environment nexus in developed European countries: Evidence from multifractal and wavelet analysis. (2022). Schluter, Stephan ; Miti, Petar ; Koji, Milena ; Hani, Aida.
    In: Chaos, Solitons & Fractals.
    RePEc:eee:chsofr:v:160:y:2022:i:c:s096007792200399x.

    Full description at Econpapers || Download paper

25. CO₂ emissions and economic growth: Assessing the heterogeneous effects across climate regimes in Africa. (2021). Espoir, Delphin ; Bannor, Frank ; Sunge, Regret ; Tshitaka, Jean-Luc Mubenga ; Mudiangombe, Benjamin.
    In: EconStor Preprints.
    RePEc:zbw:esprep:235479.

    Full description at Econpapers || Download paper

26. Evidence of speculative bubbles and regime switch in real estate market and crude oil price: Insight from Saudi Arabia. (2021). Alola, Andrew.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:26:y:2021:i:3:p:3473-3483.

    Full description at Econpapers || Download paper

27. The Loss of Raw Material Criticality: Implications of the Collapse of Saudi Arabian Oil Exports. (2021). Blum, Ulrich ; Zhong, Jiarui.
    In: Intereconomics: Review of European Economic Policy.
    RePEc:spr:intere:v:56:y:2021:i:6:d:10.1007_s10272-021-1015-4.

    Full description at Econpapers || Download paper

28. Time–frequency co-movement between COVID-19, crude oil prices, and atmospheric CO2 emissions: Fresh global insights from partial and multiple coherence approach. (2021). Fareed, Zeeshan ; Habib, Yasir ; Hashmi, Shujahat Haider ; Xia, Enjun.
    In: Environment, Development and Sustainability: A Multidisciplinary Approach to the Theory and Practice of Sustainable Development.
    RePEc:spr:endesu:v:23:y:2021:i:6:d:10.1007_s10668-020-01031-2.

    Full description at Econpapers || Download paper

29. Natural resources commodity prices volatility and economic performance: Evidence from China pre and post COVID-19. (2021). Kirikkaleli, Dervis ; Khan, Zeeshan ; Ali, Sher ; Ma, Qiang ; Zhang, Mei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003470.

    Full description at Econpapers || Download paper

30. The volatility of natural resource prices and its impact on the economic growth for natural resource-dependent economies: A comparison of oil and gold dependent economies. (2021). Zhang, Wei-Wei ; Guan, LU ; Ahmad, Ferhana ; Naqvi, Bushra.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001392.

    Full description at Econpapers || Download paper

31. Saudi Arabias currency misalignment and international competitiveness, accounting for geopolitical risks and the super-contango oil market. (2021). Razek, Noha ; McQuinn, Brian.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100074x.

    Full description at Econpapers || Download paper

32. The time-frequency analysis of conventional and unconventional monetary policy: Evidence from Japan. (2021). Meng, Xiangcai ; Huang, Chia-Hsing.
    In: Japan and the World Economy.
    RePEc:eee:japwor:v:59:y:2021:i:c:s0922142521000360.

    Full description at Econpapers || Download paper

33. The interrelationship between order flow, exchange rate, and the role of American economic news. (2021). Wang, Xiangning ; Firouzi, Shahrokh.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001121.

    Full description at Econpapers || Download paper

34. Are risk weights of banks in the Czech Republic procyclical? Evidence from wavelet analysis. (2021). Pfeifer, Lukáš ; Brož, Václav.
    In: Journal of Central Banking Theory and Practice.
    RePEc:cbk:journl:v:10:y:2021:i:1:p:113-139.

    Full description at Econpapers || Download paper

35. Nexus Between Globalization, Income Inequality and Human Development in Indonesian Economy: Evidence from Application of Partial and Multiple Wavelet Coherence. (2020). Suryanto, Tulus ; Hartani, Nira Hariyatie ; Haseeb, Muhammad ; Jermsittiparsert, Kittisak.
    In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement.
    RePEc:spr:soinre:v:147:y:2020:i:3:d:10.1007_s11205-019-02178-w.

    Full description at Econpapers || Download paper

36. Tourism, Environment and Energy: An Analysis for China. (2020). Sinha, Avik ; Sharif, Arshian ; Saha, Shrabani ; Campbell, Neil ; Ibrahiem, Dalia M.
    In: MPRA Paper.
    RePEc:pra:mprapa:99985.

    Full description at Econpapers || Download paper

37. The Oil Price and Trade Nexus in the Gulf Co-Operation Council Countries. (2020). Yousef, Tarek Tawfik ; Mahmood, Haider.
    In: Resources.
    RePEc:gam:jresou:v:9:y:2020:i:12:p:139-:d:450372.

    Full description at Econpapers || Download paper

38. Dynamic impacts of crude oil price on Chinese investor sentiment: Nonlinear causality and time-varying effect. (2020). He, Zhifang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:66:y:2020:i:c:p:131-153.

    Full description at Econpapers || Download paper

39. Is the relationship between oil-gas prices index and economic growth in Turkey permanent?. (2020). CANBAY, Şerif ; Kirca, Mustafa ; Pirali, Kerem.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308709.

    Full description at Econpapers || Download paper

40. A review of resource curse burden on inflation in Venezuela. (2020). Tao, Ran ; Umar, Muhammad ; Khan, Khalid ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:204:y:2020:i:c:s036054422031032x.

    Full description at Econpapers || Download paper

41. How do dynamic responses of exchange rates to oil price shocks co-move? From a time-varying perspective. (2020). lucey, brian ; Huang, Shupei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:86:y:2020:i:c:s0140988319304384.

    Full description at Econpapers || Download paper

42. Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis. (2020). Yang, Lu ; Xu, Mingli ; Wu, Kai ; Zhu, Jingran.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:53:y:2020:i:c:s1062940820300917.

    Full description at Econpapers || Download paper

43. Macroeconomic fundamentals and exchange rates in South Asian economies : evidence from pooled and panel estimations. (2019). Gupta, Bhumika ; Amin, Waqas ; Draz, Muhammad Umar ; Ahmad, Fayyaz.
    In: Post-Print.
    RePEc:hal:journl:hal-02559707.

    Full description at Econpapers || Download paper

44. Does oil prices impede Islamic stock indices? Fresh insights from wavelet-based quantile-on-quantile approach. (2019). Sharif, Arshian ; Mishra, Shekhar ; Meo, Muhammad ; Rehman, Syed Abdul ; Khuntia, Sashikanta.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:62:y:2019:i:c:p:292-304.

    Full description at Econpapers || Download paper

45. Effects of crude oil shocks on the PPI system based on variance decomposition network analysis. (2019). Gao, Xiangyun ; Guo, Sui ; Liu, Siyao ; Wen, Shaobo ; Sun, Qingru ; An, Haizhong ; Wang, ZE.
    In: Energy.
    RePEc:eee:energy:v:189:y:2019:i:c:s0360544219320730.

    Full description at Econpapers || Download paper

46. Does geopolitical risk strengthen or depress oil prices and financial liquidity? Evidence from Saudi Arabia. (2019). Tao, Ran ; Nicoleta-Claudia, Moldovan ; Khan, Khalid ; Su, Chi-Wei.
    In: Energy.
    RePEc:eee:energy:v:187:y:2019:i:c:s0360544219316974.

    Full description at Econpapers || Download paper

47. Revisiting Oil Prices, Producer Price Index (PPI), and the Purchasing Managers Index (PMI) Nexus: China and the USA. (2019). Chang, Tsangyao ; Wang, Mei-Chih.
    In: Asian Economic and Financial Review.
    RePEc:asi:aeafrj:2019:p:913-925.

    Full description at Econpapers || Download paper

Report date: 2025-09-23 09:59:06 || Missing content? Let us know