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Global and domestic economic policy uncertainties and tourism stock market: Evidence from China. (2024). Yang, Peng ; Liu, Han ; Song, Haiyan ; Wu, Doris Chenguang.
In: Tourism Economics.
RePEc:sae:toueco:v:30:y:2024:i:3:p:567-591.

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  1. The impact of energy-related uncertainty on China’s overall and sectoral stock returns: Evidence from quantile-on-quantile regression. (2025). Riaz, Adeel ; Ullah, Assad.
    In: Energy.
    RePEc:eee:energy:v:320:y:2025:i:c:s0360544225008965.

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  2. A new financial regulatory framework for digital finance: Inspired by CBDC. (2024). Wang, Yiran ; Ma, Chaoqun ; Ren, Yi-Shuai.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:62:y:2024:i:c:s1044028324000978.

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  22. Can the VAR model outperform MRS model for asset allocation in commodity market under different risk preferences of investors?. (2019). Zhang, Yue-Jun ; Lin, Jia-Juan.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:66:y:2019:i:c:s1057521919304387.

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  23. Economic policy uncertainty in the US and China and their impact on the global markets. (2019). Zhang, Dayong ; Kutan, Ali ; Ji, Qiang ; Lei, Lei.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:79:y:2019:i:c:p:47-56.

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  24. Macro-Financial Linkages in the High-Frequency Domain: The Effects of Uncertainty on Realized Volatility. (2019). Caporale, Guglielmo Maria ; Yfanti, Stavroula ; Karanasos, Menelaos.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_8000.

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  25. Does news uncertainty matter for commodity futures markets? Heterogeneity in energy and non‐energy sectors. (2018). Yin, Libo ; Liu, Yang ; Han, Liyan.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:38:y:2018:i:10:p:1246-1261.

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  26. Copper price determination: fundamentals versus non-fundamentals. (2018). Guzman, Juan Ignacio ; Silva, Enrique.
    In: Mineral Economics.
    RePEc:spr:minecn:v:31:y:2018:i:3:d:10.1007_s13563-017-0130-y.

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  27. Wavelet power spectrum and cross-coherency of Spanish economic variables. (2018). Gil-Faria, Maria Candelaria ; Gonzalez-Concepcion, Concepcion ; Pestano-Gabino, Celina.
    In: Empirical Economics.
    RePEc:spr:empeco:v:55:y:2018:i:2:d:10.1007_s00181-017-1295-5.

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  28. Crude oil price and speculative activity: a cointegration analysis. (2018). Wdowiński, Piotr ; Socha, Robert ; Wdowiski, Piotr.
    In: Central European Journal of Economic Modelling and Econometrics.
    RePEc:psc:journl:v:10:y:2018:i:3:p:263-304.

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  29. Persistence in Trends and Cycles of Gold and Silver Prices: Evidence from Historical Data. (2018). GUPTA, RANGAN ; Gil-Alana, Luis ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201816.

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  30. Risk Transfer among Housing Markets in Major Cities in China. (2018). Chiang, Shu-Hen ; Tsai, I-Chun.
    In: Sustainability.
    RePEc:gam:jsusta:v:10:y:2018:i:7:p:2386-:d:157026.

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  31. Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof.
    In: Energies.
    RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

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  32. Analyzing time–frequency co-movements across gold and oil prices with BRICS stock markets: A VaR based on wavelet approach. (2018). Mensi, Walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis H ; Hkiri, Besma.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:54:y:2018:i:c:p:74-102.

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  33. The dynamic impact of uncertainty in causing and forecasting the distribution of oil returns and risk. (2018). GUPTA, RANGAN ; Caporin, Massimiliano ; Bonaccolto, G.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:507:y:2018:i:c:p:446-469.

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  34. The nexus between geopolitical uncertainty and crude oil markets: An entropy-based wavelet analysis. (2018). Uddin, Gazi ; Bekiros, Stelios ; Ahmed, Ali.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:495:y:2018:i:c:p:30-39.

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  35. Do commodities effectively hedge real estate risk? A multi-scale asymmetric DCC approach. (2018). Shahzad, Syed Jawad Hussain ; Raza, Syed ; Hussain, Syed Jawad ; Ali, Sajid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:57:y:2018:i:c:p:10-29.

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  36. Is food financialized? Yes, but only when liquidity is abundant. (2018). Soytas, Ugur ; Oran, Adil ; Ordu, Beyza Mina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

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  37. Modelling time varying volatility spillovers and conditional correlations across commodity metal futures. (2018). Margaronis, Zannis ; Nath, Rajat ; Karanasos, Menelaos ; Ali, Faek Menla.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:57:y:2018:i:c:p:246-256.

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  38. What drives natural gas prices in the United States? – A directed acyclic graph approach. (2018). Ji, Qiang ; Geng, Jiang-Bo ; Zhang, Hai-Ying.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:79-88.

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  39. Evaluating the dynamic performance of energy portfolios: Empirical evidence from the DEA directional distance function. (2018). Zhang, Yue-Jun ; Chen, Ming-Ying.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:269:y:2018:i:1:p:64-78.

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  40. OPEC news and predictability of oil futures returns and volatility: Evidence from a nonparametric causality-in-quantiles approach. (2018). Yoon, Seong-Min ; GUPTA, RANGAN.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:45:y:2018:i:c:p:206-214.

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  41. OPEC News and Predictability of Oil Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Approach. (2017). Yoon, Seong-Min ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:201726.

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  42. The Role of Economic and Financial Uncertainties in Predicting Commodity Futures Returns and Volatility: Evidence from a Nonparametric Causality-in-Quantiles Test. (2017). GUPTA, RANGAN ; Balcilar, Mehmet ; Bahloul, Walid ; Cunado, Juncal.
    In: Working Papers.
    RePEc:pre:wpaper:201725.

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  43. The Impact of Macroeconomic News Surprises and Uncertainty of Major Economies on Returns and Volatility of Oil Futures. (2017). GUPTA, RANGAN ; Bahloul, Walid.
    In: Working Papers.
    RePEc:pre:wpaper:201715.

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  44. Volatility forecasting using high frequency data: The role of after-hours information and leverage effects. (2017). Zhu, Xuehong ; Zhong, Meirui ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:54:y:2017:i:c:p:58-70.

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  45. Time-varying volatility spillovers between stock and precious metal markets with portfolio implications. (2017). Mensi, walid ; Kang, Sang Hoon ; Al-Yahyaee, Khamis Hamed.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:53:y:2017:i:c:p:88-102.

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  46. Dynamic spillover effects among crude oil, precious metal, and agricultural commodity futures markets. (2017). Yoon, Seong-Min ; Kang, Sang Hoon ; McIver, Ron.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:19-32.

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  47. DOES FEAR (VIX INDEX) INCITE VOLATILITY IN FOOD PRICES?. (2017). Inar, Gokhan ; Uzmay, Ayse.
    In: International Journal of Food and Agricultural Economics (IJFAEC).
    RePEc:ags:ijfaec:266472.

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  48. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Cummins, Mark ; Dowling, Michael.
    In: Post-Print.
    RePEc:hal:journl:hal-01387596.

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  49. Oil market modelling: A comparative analysis of fundamental and latent factor approaches. (2016). Kearney, Fearghal ; Dowling, Michael ; Cummins, Mark.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:46:y:2016:i:c:p:211-218.

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  50. Does speculation impact what factors determine oil futures prices?. (2016). Kearney, Fearghal ; Gogolin, Fabian.
    In: Economics Letters.
    RePEc:eee:ecolet:v:144:y:2016:i:c:p:119-122.

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