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Time‐frequency dynamics between fear connectedness of stocks and alternative assets. (2023). Balli, Faruk ; Naeem, Muhammad Abubakr ; Hasan, Mudassar ; Agyemang, Abraham.
In: International Journal of Finance & Economics.
RePEc:wly:ijfiec:v:28:y:2023:i:2:p:2188-2201.

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  1. Oil price shocks and the connectedness of US state-level financial markets. (2025). GUPTA, RANGAN ; Cepni, Oguzhan ; Cunado, Juncal ; Polat, Onur.
    In: Energy Economics.
    RePEc:eee:eneeco:v:141:y:2025:i:c:s0140988324008375.

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  2. Spillover relationships between international crude oil markets and global energy stock markets under the influence of geopolitical risks: New evidence. (2024). Liang, Chao ; Luo, Keyu ; Yang, Shuangpeng.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924004794.

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  3. Exploring downside risk dependence across energy markets: Electricity, conventional energy, carbon, and clean energy during episodes of market crises. (2023). Arfaoui, Nadia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005807.

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References

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