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33. Pandemic-induced fear and stock market returns: Evidence from China. (2022). Su, Zhi ; Fang, Tong ; Liu, Peng.
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34. Do the green bonds overreact to the COVID-19 pandemic?. (2022). Cui, Tianxiang ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
    In: Finance Research Letters.
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35. Normal and extreme interactions among nonferrous metal futures: A new quantile-frequency connectedness approach. (2022). Wei, YU ; Li, Xiafei ; Bai, Lan.
    In: Finance Research Letters.
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36. Can infectious disease pandemic impact the long-term volatility and correlation of gold and crude oil markets?. (2022). Wang, Zhuo ; Wei, YU ; Chen, Xiaodan ; Li, Dongxin.
    In: Finance Research Letters.
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37. COVID-19 impact on commodity futures volatilities. (2022). Zhang, Yongmin ; Wang, Ruizhi.
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38. International stock market risk contagion during the COVID-19 pandemic. (2022). Wei, YU ; Liu, Yuntong ; Wang, Qian.
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39. COVID-19 pandemic waves and global financial markets: Evidence from wavelet coherence analysis. (2022). karamti, chiraz ; Belhassine, Olfa.
    In: Finance Research Letters.
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40. Information connectedness of international crude oil futures: Evidence from SC, WTI, and Brent. (2022). Zhang, Yaojie ; Wang, Yudong ; Wei, YU.
    In: International Review of Financial Analysis.
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41. The impacts of El Niño-southern oscillation on renewable energy stock markets: Evidence from quantile perspective. (2022). Wei, YU ; Chen, Yongfei ; Wang, Yizhi ; Zhang, Jiahao.
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42. The COVID-19 pandemic uncertainty, investor sentiment, and global equity markets: Evidence from the time-frequency co-movements. (2022). Dash, Saumya Ranjan ; Maitra, Debasish.
    In: The North American Journal of Economics and Finance.
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43. Do intangible assets provide corporate resilience? New evidence from infectious disease pandemics. (2022). Abadi, Nour ; Hasan, Mostafa Monzur ; Uddin, Mohammad Riaz.
    In: Economic Modelling.
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44. Financial implications of the EU Emission Trading System: an analysis of wavelet coherence and volatility spillovers. (2022). de Ponti, Pietro ; Romagnoli, Matteo.
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45. Forecasting regular and extreme gold price volatility: The roles of asymmetry, extreme event, and jump. (2021). Zhang, Xuhui ; Li, Xiafei ; Bai, Lan ; Wei, Guiwu.
    In: Journal of Forecasting.
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46. Profiting on the Stock Market in Pandemic Times: Study of COVID-19 Effects on CESEE Stock Markets. (2021). Škrinjarić, Tihana.
    In: Mathematics.
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47. GARCH (1,1) Models and Analysis of Stock Market Turmoil during COVID-19 Outbreak in an Emerging and Developed Economy. (2021). Zeman, Zoltan ; Nathan, Robert Jeyakumar ; ben Abdallah, Marwa ; Fekete-Farkas, Maria ; Setiawan, Budi.
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48. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Wei, YU ; Li, Xiafei ; Bai, Lan ; Liang, Chao.
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49. Immunizing markets against the pandemic: COVID-19 vaccinations and stock volatility around the world. (2021). Zaremba, Adam ; Demir, Ender ; Rouatbi, Wael ; Kizys, Renatas.
    In: International Review of Financial Analysis.
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50. Multidimensional risk spillovers among crude oil, the US and Chinese stock markets: Evidence during the COVID-19 epidemic. (2021). Wei, YU ; Tang, Yong ; Lu, Tuantuan ; Zhu, Pengfei.
    In: Energy.
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