1. Quantile and Time–Frequency Risk Spillover Between Climate Policy Uncertainty and Grains Commodity Markets. (2025). Zeng, Hongjun ; Ahmed, Abdullahi D ; Abedin, Mohammad Zoynul ; Lucey, Brian.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:45:y:2025:i:6:p:659-682.

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2. Japanese stock market sectoral dynamics: A time and frequency analysis. (2025). el Khoury, Rim ; Polat, Onur ; Alshater, Muneer M.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:30:y:2025:i:2:p:1249-1274.

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3. Unraveling Financial Fragility of Global Markets Using Machine Learning. (2025). GUPTA, RANGAN ; Ji, Qiang ; Plakandaras, Vasilios.
   In: Working Papers.
   RePEc:pre:wpaper:202511.

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4. Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A.
   In: Journal of the New Economic Association.
   RePEc:nea:journl:y:2025:i:67:p:65-84.

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5. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin.
   In: IREA Working Papers.
   RePEc:ira:wpaper:202504.

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6. Connectedness among diverse financial assets: Evidence from cryptocurrency uncertainty indices. (2025). Batra, Shallu ; Danso, Albert ; Yadav, Mahender ; Tiwari, Aviral Kumar.
   In: Technological Forecasting and Social Change.
   RePEc:eee:tefoso:v:210:y:2025:i:c:s0040162524006723.

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7. Spillover effects between Chinas new energy and carbon markets and international crude oil market: A look at the impact of extreme events. (2025). Li, Rong ; Tang, Guangyuan ; Zhang, Yong.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025001029.

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8. Does the tail of finance wag the dog of the real economy? Dynamic connectedness of the stock market and business confidence. (2025). Gurdgiev, Constantin ; French, Joseph ; Obalade, Adefemi ; Tita, Anthanasius Fomum.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:98:y:2025:i:c:s105905602500019x.

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9. Extreme frequency connectedness, determinants and portfolio analysis of major cryptocurrencies: Insights from quantile time-frequency approach. (2025). Kang, Sang Hoon ; Mishra, Sibanjan ; Bhattacherjee, Purba.
   In: The Quarterly Review of Economics and Finance.
   RePEc:eee:quaeco:v:100:y:2025:i:c:s1062976925000158.

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10. Mainshocks and aftershocks: Assessing the resilience of Asia-Pacific stock markets amid global financial cycle shocks. (2025). Sun, Chentong ; Li, Yanshuang ; Dong, Zibing ; Yi, Shangkun ; Wu, Fenglin.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:91:y:2025:i:c:s0927538x25000575.

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11. Exploring the connectedness between major volatility indexes and worldwide sustainable investments. (2025). Lin, Boqiang ; He, Yongda ; Oxley, Les ; Hu, Yang ; Xu, Danyang.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007944.

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12. EPU spillovers and exchange rate volatility. (2025). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:97:y:2025:i:c:s1057521924007567.

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13. Examining the transmission of credit and liquidity risks: A network analysis for EMU sovereign debt markets. (2025). Sosvilla-Rivero, Simon ; Gómez-Puig, Marta ; Gmez-Puig, Marta ; Fernandez-Perez, Adrin.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000476.

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14. Asymmetry and determinants of financial connectivity in G20: Evidence from a quantile-based and lasso regression analysis. (2025). Liu, Xiaoxing ; Yang, Guangyi.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:77:y:2025:i:c:s1062940825000191.

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15. Greater fragility, greater exposure: A network-based analysis of climate policy uncertainty shocks and G20 stock markets stability. (2025). Wan, Yu-Fan ; Wu, Feng-Lin ; Wang, Ming-Hui.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002687.

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16. Does the VIX act as the main transmitter of mispricing in index futures markets? Insights from European and American regions. (2025). Jayakumar, Manju ; Tripathy, Sasikanta ; Pradhan, Rudra P ; Samarakoon, S. M. R. K., .
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:76:y:2025:i:c:s1062940824002663.

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17. Stock market volatility and multi-scale positive and negative bubbles. (2025). Nel, Jacobus ; Gupta, Rangan ; Pierdzioch, Christian ; Nielsen, Joshua.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002250.

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18. Unveiling asymmetric return spillovers with portfolio implications among Indian stock sectors during Covid-19 pandemic. (2025). Kappagantula, Akhil Venkatasai ; Anand, Kamesh ; Mishra, Aswini Kumar.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002225.

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19. Common and country-specific uncertainty shocks in europe: Why their nature matters for policy. (2025). Šestořád, Tomáš ; Baxa, Jaromir ; Estod, Tom.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:150:y:2025:i:c:s0264999325001051.

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20. An examination of the oil market at the outset of the Russia-Ukraine conflict. (2025). Balli, Faruk ; Billiah, Mabruk ; Hassan, Md Iftekhar.
    In: Economics Bulletin.
    RePEc:ebl:ecbull:eb-24-00343.

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21. Graph Signal Processing for Global Stock Market Realized Volatility Forecasting. (2025). Wang, Chao ; Gao, Junbin ; Chi, Zhengyang.
    In: Papers.
    RePEc:arx:papers:2410.22706.

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22. Returns and volatility connectedness among the Eurozone equity markets. (2024). Umar, Zaghum ; Boubaker, Sabri ; Adekoya, Oluwasegun Babatunde ; Gubareva, Mariya.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:3:p:3103-3122.

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23. Dynamic connectedness between Chinas commodity markets and Chinas sectoral stock markets: A multidimensional analysis. (2024). Wang, Ziyang ; Chang, Senfeng ; Shao, Liuguo ; Zhang, Hua.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:29:y:2024:i:1:p:903-926.

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24. The interconnectivity between green stocks, oil prices, and uncertainty surrounding economic policy: indications from the United States. (2024). Mevhare, Afe Success ; Adetokunbo, Abiodun Moses.
    In: SN Business & Economics.
    RePEc:spr:snbeco:v:4:y:2024:i:2:d:10.1007_s43546-023-00617-y.

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25. Migrant Workforces, Foreign Remittance, and Economic Growth Nexus in an Emerging Country. (2024). Saha, Nipa ; Sahabuddin, Mohammad ; Mosharrafa, Rana.
    In: Journal of International Migration and Integration.
    RePEc:spr:joimai:v:25:y:2024:i:4:d:10.1007_s12134-024-01170-9.

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26. The volatility connectedness between fertilizers and rice price: evidences from the global major rice-producing countries. (2024). Uçak, Harun ; ARI, Yakup ; Ullah, Irfan ; Uak, Harun.
    In: Asia-Pacific Journal of Regional Science.
    RePEc:spr:apjors:v:8:y:2024:i:1:d:10.1007_s41685-023-00317-3.

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27. The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war. (2024). Rabbani, Mustafa Raza ; Shaik, Muneer ; Kayani, Umar Nawaz ; Alam, Mohammad Noor ; Aysan, Ahmet Faruk ; Atif, Mohd.
    In: PLOS ONE.
    RePEc:plo:pone00:0286963.

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28. International monetary policy and cryptocurrency markets: dynamic and spillover effects. (2024). Sousa, Ricardo ; Elsayed, Ahmed.
    In: LSE Research Online Documents on Economics.
    RePEc:ehl:lserod:115305.

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29. Metaverse tokens or metaverse stocks – Who’s the boss?. (2024). Vakhromov, Oleg ; Alon, Ilan ; Aharon, David Y.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:69:y:2024:i:c:s0275531924000515.

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30. Over-expected shocks and financial market security: Evidence from Chinas markets. (2024). Sensoy, Ahmet ; Li, Yueshan ; Chen, Shoudong ; Wang, LU.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:68:y:2024:i:c:s0275531923003203.

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31. The term structure of yield curve and connectedness among ESG investments. (2024). Umar, Zaghum ; Jiang, Shaohua ; Iqbal, Najaf ; Ruman, Asif M.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:67:y:2024:i:pa:s0275531923002714.

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32. Decomposing uncertainty: How foreign policy risks shape Chinese stock market dynamics. (2024). Lu, PU ; Wang, Yong ; Li, Bing.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pb:s1059056024006907.

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33. Time-frequency higher-order moment Co-movement and connectedness between Chinese stock and commodity markets. (2024). Xia, Xiling ; Zhu, Huiming ; Deng, XI ; Zeng, Tian ; Hau, Liya.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005720.

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34. Financial market spillovers and investor attention to the Russia-Ukraine war. (2024). Yang, Wanyi ; Zhang, Yuqian ; Li, Zhaohua ; Hu, Baiding.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:96:y:2024:i:pa:s1059056024005136.

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35. Risk connectedness between international oil and stock markets during the COVID-19 pandemic and the Russia-Ukraine conflict: Fresh evidence from the higher-order moments. (2024). Maghyereh, Aktham ; Cui, Jinxin ; Liao, Dijia.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004623.

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36. How does the time-varying dynamics of spillover between clean and brown energy ETFs change with the intervention of climate risk and climate policy uncertainty?. (2024). Sensoy, Ahmet ; Ozer, Zeynep Sueda ; Rahman, Molla Ramizur ; Banerjee, Ameet Kumar.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:93:y:2024:i:pa:p:442-468.

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37. Spatial analysis of sovereign risk from the perspective of EPU spillovers. (2024). Huang, Wei-Qiang ; Liu, Peipei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:89:y:2024:i:pa:p:427-443.

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38. Harmony in diversity: Exploring connectedness and portfolio strategies among crude oil, gold, traditional and sustainable index. (2024). Sahoo, Satyaban.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:97:y:2024:i:c:s0301420724006482.

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39. The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

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40. Quantifying spillovers and connectedness among commodities and cryptocurrencies: Evidence from a Quantile-VAR analysis. (2024). Tzeremes, Panayiotis ; Papadamou, Stephanos ; Corbet, Shaen ; Kyriazis, Nikolaos.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:33:y:2024:i:c:s2405851324000047.

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41. Volatility spillover and hedging strategies among Chinese carbon, energy, and electricity markets. (2024). lucey, brian ; Wang, Yong ; Liu, Shimiao ; Abedin, Mohammad Zoynul.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:91:y:2024:i:c:s1042443124000040.

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42. Extreme downside risk connectedness and portfolio hedging among the G10 currencies. (2024). Tiwari, Aviral ; Abakah, Emmanuel ; Mensi, Walid ; Brahim, Mariem ; Carlotti, Jean-Etienne ; Aikins, Emmanuel Joel.
    In: International Economics.
    RePEc:eee:inteco:v:178:y:2024:i:c:s211070172400026x.

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43. Environmental sustainability and the time-varying changing dynamics of green and brown energy ETFs. (2024). Banerjee, Ameet Kumar.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324001788.

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44. Higher-order moment risk spillovers across various financial and commodity markets: Insights from the Israeli–Palestinian conflict. (2024). Maghyereh, Aktham ; Cui, Jinxin.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:59:y:2024:i:c:s1544612323012047.

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45. Volatility transmission and hedging strategies across green and conventional stocks in global markets. (2024). Urjasz, Szczepan ; Karkowska, Renata.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:96:y:2024:i:pb:s1057521924006598.

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46. Towards an era of multi-source uncertainty: A systematic and bibliometric analysis. (2024). Wang, Ziyi ; Geng, Yong ; Zhong, Yiran ; Tan, Xueping ; Zhao, Difei ; Vivian, Andrew.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003430.

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47. The asymmetric volatility spillover across Shanghai, Hong Kong and the U.S. stock markets: A regime weighted measure and its forecast inference. (2024). Uddin, Gazi ; Hao, Zhu Shi ; Sheng, Lin Wen ; Sen, Ding.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:91:y:2024:i:c:s1057521923004805.

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48. Reassessing the information transmission and pricing influence of Shanghai crude oil futures: A time-varying perspective. (2024). Lin, Boqiang ; Su, Tong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:140:y:2024:i:c:s0140988324006856.

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49. ynamic time-domain and frequency-domain spillovers and portfolio strategies between climate change attention and energy-relevant markets. (2024). Dai, Zhifeng ; Liu, Xinheng ; Yang, MI ; Hu, Juan.
    In: Energy Economics.
    RePEc:eee:eneeco:v:134:y:2024:i:c:s0140988324003359.

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50. How are artificial intelligence, carbon market, and energy sector connected? A systematic analysis of time-frequency spillovers. (2024). Xu, Yingying ; Shao, Xuefeng ; Tanasescu, Cristina.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001853.

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51. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Comment. (2024). Caporin, Massimiliano ; Iacopini, Matteo ; Bonaccolto, Giovanni.
    In: Energy Economics.
    RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001774.

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52. Tail risk spillovers between Shanghai oil and other markets. (2024). Shafiullah, Muhammad ; lucey, brian ; Karim, Sitara ; Gul, Raazia ; Naeem, Muhammad Abubakr.
    In: Energy Economics.
    RePEc:eee:eneeco:v:130:y:2024:i:c:s0140988323006801.

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53. Volatility spillovers across Russian oil and gas sector. Evidence of the impact of global markets and extraordinary events. (2024). Balash, Vladimir ; Faizliev, Alexey.
    In: Energy Economics.
    RePEc:eee:eneeco:v:129:y:2024:i:c:s0140988323007004.

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54. Benefiting from the frightened herd: Dynamic asset allocation amid panic sentiment. (2024). Shi, Yongdong ; Wu, Fenglin ; Dong, Zibing ; Li, Yanshuang ; Xiong, Xiong.
    In: Economics Letters.
    RePEc:eee:ecolet:v:245:y:2024:i:c:s0165176524005366.

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55. Intra- and inter-sector spillover effects within a supply chain: Evidence from Taiwan electric motorcycle industry. (2024). Chen, Yu-Fen ; Yeh, Wen-Hung ; Lin, Fu-Lai.
    In: Economics Letters.
    RePEc:eee:ecolet:v:240:y:2024:i:c:s0165176524002519.

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56. Does the international oil market interact with China’s financial market? New evidence from time-varying higher moments. (2024). Liu, Xiaoxing ; Zhou, Donghai ; Tang, Chun.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001177.

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57. Risk characteristics and connectedness in cryptocurrency markets: New evidence from a non-linear framework. (2024). Sun, Yan-Lin ; Chen, Bin-Xia.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:69:y:2024:i:pa:s1062940823001596.

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58. Emotional spillovers in the cryptocurrency market. (2024). Tang, Yayan ; Hasan, Mudassar ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:41:y:2024:i:c:s2214635023000928.

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59. The Risk Transfer among Exchange Rates, Energy Commodities, and Agricultural Commodity Prices in SADC Countries. (2024). Qabhobho, Thobekile ; Vuba, Nonelelo.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2024-02-28.

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60. Economic Policy Uncertainty in Europe: Spillovers and Common Shocks. (2024). Šestořád, Tomáš ; Baxa, Jaromir ; Sestorad, Tomas.
    In: Working Papers.
    RePEc:cnb:wpaper:2024/9.

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61. EPU spillovers and sovereign CDS spreads: A cross‐country study. (2023). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
    In: Journal of Futures Markets.
    RePEc:wly:jfutmk:v:43:y:2023:i:12:p:1770-1806.

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62. Examining the Time Varying Spillover Dynamics of Indian Financial Indictors from Global and Local Economic Uncertainty. (2023). Singh, Vipul Kumar ; Kumar, Pawan.
    In: Journal of Quantitative Economics.
    RePEc:spr:jqecon:v:21:y:2023:i:1:d:10.1007_s40953-022-00333-8.

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63. A look at financial dependencies by means of econophysics and financial economics. (2023). Raddant, Matthias ; di Matteo, T.
    In: Journal of Economic Interaction and Coordination.
    RePEc:spr:jeicoo:v:18:y:2023:i:4:d:10.1007_s11403-023-00389-6.

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64. Quantiles dependence and dynamic connectedness between distributed ledger technology and sectoral stocks: enhancing the supply chain and investment decisions with digital platforms. (2023). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Asl, Mahdi Ghaemi.
    In: Annals of Operations Research.
    RePEc:spr:annopr:v:327:y:2023:i:1:d:10.1007_s10479-022-04882-2.

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65. Impact of the Russia€“Ukraine war on hospitality equity markets. (2023). Billah, Syed ; Balli, Faruk ; Chowdhury, Iftekhar.
    In: Tourism Economics.
    RePEc:sae:toueco:v:29:y:2023:i:8:p:2206-2215.

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66. The spillover effects of the COVID-19 pandemic: Which subsectors of tourism have been affected more?. (2023). Disli, Mustafa ; Cepni, Oguzhan ; Abdelsalam, Omneya ; Aysan, Ahmet Faruk.
    In: Tourism Economics.
    RePEc:sae:toueco:v:29:y:2023:i:2:p:559-567.

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67. The impact of the COVID-19 outbreak on the connectedness of the BRICS’s term structure. (2023). Umar, Zaghum ; Jareo, Francisco ; Escribano, Ana.
    In: Palgrave Communications.
    RePEc:pal:palcom:v:10:y:2023:i:1:d:10.1057_s41599-022-01500-1.

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68. Time-Frequency Volatility Spillovers among Major International Financial Markets: Perspective from Global Extreme Events. (2023). Dong, Zibing ; Xiao, Yao ; Li, Yanshuang ; Zhuang, Xintian ; Gherghina, Stefan Cristian ; Wang, Jian.
    In: Discrete Dynamics in Nature and Society.
    RePEc:hin:jnddns:7200306.

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69. Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Umar, Zaghum ; Kizys, Renatas ; Aharon, David ; Zaremba, Adam.
    In: Post-Print.
    RePEc:hal:journl:hal-04583804.

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70. Multinational Firms and Economic Integration: The Role of Global Uncertainty. (2023). Jung, Jaewon.
    In: Sustainability.
    RePEc:gam:jsusta:v:15:y:2023:i:3:p:2801-:d:1057047.

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71. Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century. (2023). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
    In: Mathematics.
    RePEc:gam:jmathe:v:11:y:2023:i:9:p:2077-:d:1134393.

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72. Do Automated Market Makers in DeFi Ecosystem Exhibit Time-Varying Connectedness during Stressed Events?. (2023). Umar, Zaghum ; Kazouz, Hayfa ; Ghosh, Bikramaditya.
    In: JRFM.
    RePEc:gam:jjrfmx:v:16:y:2023:i:5:p:259-:d:1135618.

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73. Did David win a battle or the war against Goliath? Dynamic return and volatility connectedness between the GameStop stock and the high short interest indices. (2023). Umar, Zaghum ; Kizys, Renatas ; Aharon, David Y ; Zaremba, Adam.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001891.

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74. Volatility spillover between oil and stock prices: Structural connectedness based on a multi-sector DSGE model approach with Bayesian estimation. (2023). Chan, Ying Tung ; Qiao, Hui.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:87:y:2023:i:c:p:265-286.

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75. Dynamic risk spillover among crude oil, economic policy uncertainty and Chinese financial sectors. (2023). Dai, Zhifeng ; Zhu, Haoyang.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:83:y:2023:i:c:p:421-450.

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76. Connectedness among El Niño-Southern Oscillation, carbon emission allowance, crude oil and renewable energy stock markets: Time- and frequency-domain evidence based on TVP-VAR model. (2023). Wei, YU ; Wang, Yizhi ; Bai, Lan ; Zhang, Jiahao.
    In: Renewable Energy.
    RePEc:eee:renene:v:202:y:2023:i:c:p:289-309.

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77. Multidimensional connectedness among the volatility of global financial markets around the Russian-Ukrainian conflict. (2023). Yousaf, Imran ; Hunjra, Ahmed ; Alshater, Muneer ; Li, Yanshuang ; Bouri, Elie.
    In: Pacific-Basin Finance Journal.
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78. Higher-order moment risk spillovers and optimal portfolio strategies in global oil markets. (2023). Alshater, Muneer ; Mensi, Walid ; Cui, Jinxin.
    In: Resources Policy.
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79. Integration and risk transmission in the market for crude oil: New evidence from a time-varying parameter frequency connectedness approach. (2023). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:84:y:2023:i:c:s0301420723004403.

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80. Dynamic connectedness in commodity futures markets during Covid-19 in India: New evidence from a TVP-VAR extended joint connectedness approach. (2023). Olson, Dennis ; Arunachalam, Vairam ; Patnaik, Debasis ; Mishra, Aswini Kumar.
    In: Resources Policy.
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81. Time-frequency dependence and connectedness among global oil markets: Fresh evidence from higher-order moment perspective. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: Journal of Commodity Markets.
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82. Extreme risk transmission mechanism between oil, green bonds and new energy vehicles. (2023). Zhongzheng, Wang.
    In: Innovation and Green Development.
    RePEc:eee:ingrde:v:2:y:2023:i:3:s2949753123000322.

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83. The contagion of fake news concern and extreme stock market risks during the COVID-19 period. (2023). Yang, Zhuohang ; Hong, Yun ; Jiang, Yanhui ; Qu, BO.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:58:y:2023:i:pa:s154461232300630x.

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84. How did major global asset classes respond to Silicon Valley Bank failure?. (2023). Nobanee, Haitham ; Anwer, Zaheer ; Azmi, Wajahat.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004956.

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85. Volatility connectedness between global COVOL and major international volatility indices. (2023). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:56:y:2023:i:c:s1544612323004841.

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86. From forests to faucets to fuel: Investigating the domino effect of extreme risk in timber, water, and energy markets. (2023). lucey, brian ; Karim, Sitara ; Iqbal, Najaf ; Naeem, Muhammad Abubakr.
    In: Finance Research Letters.
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87. Model-free connectedness measures. (2023). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:54:y:2023:i:c:s1544612323001770.

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88. Higher-order moment risk connectedness and optimal investment strategies between international oil and commodity futures markets: Insights from the COVID-19 pandemic and Russia-Ukraine conflict. (2023). Maghyereh, Aktham ; Cui, Jinxin.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:86:y:2023:i:c:s1057521923000364.

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89. Extreme risk dependence and time-varying spillover between crude oil, commodity market and inflation in China. (2023). Huang, Xinya ; Guo, Lili ; Li, Houjian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pb:s0140988323005881.

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90. Do clean and dirty cryptocurrencies connect with financial assets differently? The role of economic policy uncertainty. (2023). Urquhart, Andrew ; Huang, Yingying ; Zhao, Yanqi ; Duan, Kun.
    In: Energy Economics.
    RePEc:eee:eneeco:v:127:y:2023:i:pa:s0140988323005777.

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91. A new multilayer network for measuring interconnectedness among the energy firms. (2023). Dai, Zhifeng ; Zhang, Xiaotong ; Tang, Rui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:124:y:2023:i:c:s014098832300378x.

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92. Multilayer network analysis for measuring the inter-connectedness between the oil market and G20 stock markets. (2023). Dai, Zhifeng ; Zhang, Xinhua ; Tang, Rui.
    In: Energy Economics.
    RePEc:eee:eneeco:v:120:y:2023:i:c:s0140988323001378.

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93. The spillover effect between Chinese crude oil futures market and Chinese green energy stock market. (2023). Umar, Muhammad ; Li, Jingpeng ; Huo, Jiale.
    In: Energy Economics.
    RePEc:eee:eneeco:v:119:y:2023:i:c:s014098832300066x.

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94. Extreme time-varying spillovers between high carbon emission stocks, green bond and crude oil: Evidence from a quantile-based analysis. (2023). Yin, Zhujia ; Dai, Zhifeng ; Zhang, Xiaotong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:118:y:2023:i:c:s0140988323000099.

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95. Energy market reforms in China and the time-varying connectedness of domestic and international markets. (2023). Zhang, Dayong ; Wang, Tiantian ; Ji, Qiang ; Wu, Fei.
    In: Energy Economics.
    RePEc:eee:eneeco:v:117:y:2023:i:c:s0140988322006247.

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96. Time and frequency connectedness of uncertainties in cryptocurrency, stock, currency, energy, and precious metals markets. (2023). Cagli, Efe ; Mandaci, Pinar Evrim.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:55:y:2023:i:c:s1566014123000249.

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97. Exploring the Time-varying Connectedness and Contagion Effects among Exchange Rates of BRICS, Energy Commodities, and Volatilities. (2023). Qabhobho, Thobekile ; Asafo-Adjei, Emmanuel ; Boateng, Ebenezer ; Idun, Anthony Adu-Asare ; Adam, Anokye M.
    In: International Journal of Energy Economics and Policy.
    RePEc:eco:journ2:2023-02-30.

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98. Uncertainty and forecastability of regional output growth in the UK: Evidence from machine learning. (2022). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:41:y:2022:i:6:p:1049-1064.

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99. The uncertainty spillovers of Chinas economic policy: Evidence from time and frequency domains. (2022). Gong, XU ; Liu, Tangyong ; Tang, Lizhi.
    In: International Journal of Finance & Economics.
    RePEc:wly:ijfiec:v:27:y:2022:i:4:p:4541-4555.

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100. On the transmission mechanism of Asia‐Pacific yield curve characteristics. (2022). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya.
     In: International Journal of Finance & Economics.
     RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488.

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101. Time-Varying Network Connectedness Between the Organizational Ecology of Transportation and Storage Firms and Macroeconomic Variables. (2022). ARI, Yakup ; Sava, Turhan Mira ; Murathan, Tuncer ; Yakup, Ari ; Nesrin, Akbulut.
     In: Folia Oeconomica Stetinensia.
     RePEc:vrs:foeste:v:22:y:2022:i:2:p:209-223:n:6.

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102. Partisan Conflict, National Security Policy Uncertainty and Tourism. (2022). Luo, Xue ; Gao, Wang ; Yang, Shixiong ; Zhang, Rufei ; Fan, Qingzhu.
     In: Sustainability.
     RePEc:gam:jsusta:v:14:y:2022:i:17:p:10858-:d:903117.

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103. The Impacts of the Russia–Ukraine Invasion on Global Markets and Commodities: A Dynamic Connectedness among G7 and BRIC Markets. (2022). Billah, Syed ; Anagreh, Suhaib ; Kumar, Sanjeev ; Tabash, Mosab I ; Alam, Md Kausar.
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104. Impact of Negative Tweets on Diverse Assets during Stressful Events: An Investigation through Time-Varying Connectedness. (2022). Mahendran, Sathish ; Balasudarsun, N L ; Ghosh, Bikramaditya.
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105. The global economic policy uncertainty spillover analysis: In the background of COVID-19 pandemic. (2022). Liu, Zhenhua ; Zhou, Yuqin ; Wu, Shan.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:61:y:2022:i:c:s027553192200054x.

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106. On bank return and volatility spillovers: Identifying transmitters and receivers during crisis periods. (2022). Giannellis, Nikolaos ; Floros, Christos ; Apostolakis, George.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:82:y:2022:i:c:p:156-176.

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107. The dynamics and determinants of liquidity connectedness across financial asset markets. (2022). Lim, Kian-Ping ; Goh, Kim-Leng ; Liew, Ping-Xin.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:77:y:2022:i:c:p:341-358.

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108. Connectedness between the COVID-19 related media coverage and Islamic equities: The role of economic policy uncertainty. (2022). Umar, Zaghum ; Mokni, Khaled ; Escribano, Ana.
     In: Pacific-Basin Finance Journal.
     RePEc:eee:pacfin:v:75:y:2022:i:c:s0927538x22001469.

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109. Dynamic connectedness between clean energy stock markets and energy commodity markets during times of COVID-19: Empirical evidence from China. (2022). Peng, Pin ; Ma, Lijun ; Li, Kang ; Qi, Haozhi ; Chen, Hao.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:79:y:2022:i:c:s0301420722005372.

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110. Are European natural gas markets connected? A time-varying spillovers analysis. (2022). Szafranek, Karol ; Rubaszek, Michał ; Śmiech, Sławomir ; Papie, Monika.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:79:y:2022:i:c:s030142072200472x.

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111. Dynamic and frequency-domain spillover among within and cross-country policy uncertainty, crude oil and gold market: Evidence from US and China. (2022). Dong, Xuesong ; Gao, Wang ; Huang, Jianbai ; Liu, Jia ; Zhang, Hongwei.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003828.

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112. Dynamic spillovers between oil price, stock market, and investor sentiment: Evidence from the United States and Vietnam. (2022). Le, Thai Hong ; Luong, Anh Tram.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003750.

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113. Time-frequency connectedness between energy and nonenergy commodity markets during COVID-19: Evidence from China. (2022). Peng, Yun ; Chen, Hao ; Xu, Chao.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003191.

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114. Forecast of Bayesian-based dynamic connectedness between oil market and Islamic stock indices of Islamic oil-exporting countries: Application of the cascade-forward backpropagation network. (2022). Adekoya, Oluwasegun ; Rashidi, Muhammad Mahdi ; Doudkanlou, Mohammad Ghasemi ; Asl, Mahdi Ghaemi ; Dolatabadi, Ali.
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115. Dynamic connectedness in non-ferrous commodity markets: Evidence from India using TVP-VAR and DCC-GARCH approaches. (2022). Ghate, Kshitish ; Mishra, Aswini Kumar.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:76:y:2022:i:c:s030142072200023x.

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116. Independent policy, dependent outcomes: A game of cross-country dominoes across European yield curves. (2022). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:81:y:2022:i:c:s1042443122001305.

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117. The size of good and bad volatility shocks does matter for spillovers. (2022). Harb, Etienne ; Bouri, Elie.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:80:y:2022:i:c:s1042443122001020.

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118. EPU spillovers and stock return predictability: A cross-country study. (2022). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:78:y:2022:i:c:s1042443122000452.

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119. Infection, invasion, and inflation: Recent lessons. (2022). Qadan, Mahmoud ; Aharon, David Y.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:50:y:2022:i:c:s1544612322004901.

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120. Will memecoins’ surge trigger a crypto crash? Evidence from the connectedness between leading cryptocurrencies and memecoins. (2022). Yang, Haijun ; Li, Chao.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:50:y:2022:i:c:s154461232200397x.

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121. Risk transmissions between bitcoin and traditional financial assets during the COVID-19 era: The role of global uncertainties. (2022). Lau, Chi Keung ; Gözgör, Giray ; Elsayed, Ahmed ; Marco, Chi Keung.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:81:y:2022:i:c:s1057521922000436.

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122. Tail risk connectedness in the refined petroleum market: A first look at the impact of the COVID-19 pandemic. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; de Gracia, Fernando Perez.
     In: Energy Economics.
     RePEc:eee:eneeco:v:111:y:2022:i:c:s0140988322002195.

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123. Dynamic spillover effects and portfolio strategies between crude oil, gold and Chinese stock markets related to new energy vehicle. (2022). Dai, Zhifeng ; Zhang, Xinhua ; Zhu, Haoyang.
     In: Energy Economics.
     RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001359.

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124. Can the return connectedness indices from grey energy to natural gas help to forecast the natural gas returns?. (2022). Li, Xiafei ; Guo, Qiang ; Luo, Keyu.
     In: Energy Economics.
     RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001244.

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125. Time-varying spillover effects and investment strategies between WTI crude oil, natural gas and Chinese stock markets related to belt and road initiative. (2022). Dai, Zhifeng ; Zhu, Haoyang.
     In: Energy Economics.
     RePEc:eee:eneeco:v:108:y:2022:i:c:s0140988322000652.

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126. Dynamic connectedness of China’s green bonds and asset classes. (2022). Qi, Xiaohong ; Zhang, Guofu.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:63:y:2022:i:c:s1062940822001772.

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127. Impacts of COVID-19 on global stock sectors: Evidence from time-varying connectedness and asymmetric nexus analysis. (2022). Dong, Zibing ; Li, Yanshuang ; Zhuang, Xintian ; Wang, Jian.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001000.

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128. Economic policy uncertainty and stock market sector time-varying spillover effect: Evidence from China. (2022). Dai, Zhifeng ; Peng, Yongxin.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822000936.

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129. COVID-19 related media sentiment and the yield curve of G-7 economies. (2022). Vo, Xuan Vinh ; Umar, Zaghum ; Azman, Mukhriz Izraf ; Aharon, David Y.
     In: The North American Journal of Economics and Finance.
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130. Dynamic connectedness and spillovers across sectors: Evidence from the Indian stock market. (2022). Gabauer, David ; Chatziantoniou, Ioannis ; Marfatia, Hardik A.
     In: Scottish Journal of Political Economy.
     RePEc:bla:scotjp:v:69:y:2022:i:3:p:283-300.

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131. Measuring US regional economic uncertainty. (2022). Wang, Shixuan ; Reade, J ; Pan, Weifong.
     In: Journal of Regional Science.
     RePEc:bla:jregsc:v:62:y:2022:i:4:p:1149-1178.

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132. The financial US uncertainty spillover multiplier: Evidence from a GVAR model. (2022). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
     In: International Finance.
     RePEc:bla:intfin:v:25:y:2022:i:3:p:313-340.

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133. TVP-VAR Based CARR-Volatility Connectedness: Evidence from The Russian-Ukraine Conflict. (2022). ARI, Yakup.
     In: Journal of Research in Economics, Politics & Finance.
     RePEc:ahs:journl:v:7:y:2022:i:3:p:590-607.

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134. The spillover effects of economic policy uncertainty on the oil, gold, and stock markets: Evidence from China. (2021). Zhao, Yancai ; Gao, Ruzhao ; Zhang, Bing.
     In: International Journal of Finance & Economics.
     RePEc:wly:ijfiec:v:26:y:2021:i:2:p:2134-2141.

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135. Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains. (2021). GUPTA, RANGAN ; Balcilar, Mehmet ; Cunado, Juncal ; Hkiri, Besma.
     In: Empirical Economics.
     RePEc:spr:empeco:v:61:y:2021:i:6:d:10.1007_s00181-020-02004-0.

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136. U.S. Economic Uncertainty Shocks and China€™s Economic Activities: A Time-Varying Perspective. (2021). Liu, Lin.
     In: SAGE Open.
     RePEc:sae:sagope:v:11:y:2021:i:3:p:21582440211032672.

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137. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
     In: Working Papers.
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138. The Financial US Uncertainty Spillover Multiplier: Evidence from a GVAR Model. (2021). Salisu, Afees ; GUPTA, RANGAN ; Demirer, Riza.
     In: Working Papers.
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139. The Effect of US Uncertainty Shock on International Equity Markets: The Role of the Global Financial Cycle. (2021). Salisu, Afees ; GUPTA, RANGAN ; Adediran, Idris.
     In: Working Papers.
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140. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
     In: Working Papers.
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141. Independent Policy, Dependent Outcomes: A Game of Cross-Country Dominoes across European Yield Curves. (2021). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
     In: Working Papers in Economics & Finance.
     RePEc:pbs:ecofin:2021-06.

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142. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
     In: Economic Change and Restructuring.
     RePEc:kap:ecopln:v:54:y:2021:i:2:d:10.1007_s10644-020-09288-3.

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143. The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Umar, Zaghum ; Aziz, Saqib ; Tawil, Dima.
     In: Post-Print.
     RePEc:hal:journl:hal-03330197.

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144. Conditional Time-Varying General Dynamic Factor Models and Its Application to the Measurement of Volatility Spillovers across Russian Assets. (2021). Балаш, Владимир ; Sidorov, Sergei ; Chistopolskaya, Elena ; Faizliev, Alexey.
     In: Mathematics.
     RePEc:gam:jmathe:v:9:y:2021:i:19:p:2484-:d:649723.

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145. Stress Spillovers among Financial Markets: Evidence from Spain. (2021). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
     In: JRFM.
     RePEc:gam:jjrfmx:v:14:y:2021:i:11:p:527-:d:673040.

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146. The Dynamic Impact of the COVID-19 Pandemic on Air Quality: The Beijing Lessons. (2021). Diao, Gang ; Tao, Chenlu ; Cheng, Baodong.
     In: IJERPH.
     RePEc:gam:jijerp:v:18:y:2021:i:12:p:6478-:d:575418.

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147. Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian.
     In: Energies.
     RePEc:gam:jeners:v:14:y:2021:i:12:p:3442-:d:572780.

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148. Fair-weather Friends? Sector-specific volatility connectedness and transmission. (2021). Vedenov, Dmitry ; Power, Gabriel ; Liu, Pan.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:76:y:2021:i:c:p:712-736.

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149. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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150. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang ; Xu, Danyang.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:71:y:2021:i:c:p:55-81.

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151. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
     In: The Quarterly Review of Economics and Finance.
     RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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152. The persistence of economic policy uncertainty: Evidence of long range dependence. (2021). solarin, sakiru ; Gil-Alana, Luis.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:568:y:2021:i:c:s0378437120309961.

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153. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak. (2021). Song, Ying ; Ghosh, Sajal ; Kanjilal, Kakali ; Bouri, Elie.
     In: Resources Policy.
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154. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003664.

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155. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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156. Economic policy uncertainty and gold return dynamics: Evidence from high-frequency data. (2021). Demirer, Riza ; Huang, Wanjun ; Suleman, Muhammad Tahir ; Zhang, Hongwei.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000933.

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157. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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158. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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159. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
     In: International Economics.
     RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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160. Time-varying spillovers between housing sentiment and housing market in the United States☆. (2021). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:42:y:2021:i:c:s1544612321000064.

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161. Dynamic connectedness of currencies in G7 countries: A Bayesian time-varying approach. (2021). HE, Shi ; Wan, Yang.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:41:y:2021:i:c:s1544612320317104.

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162. Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets. (2021). Liu, Zhen ; Wang, Xiong ; Cao, Jiahui ; Wen, Fenghua.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001137.

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163. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:73:y:2021:i:c:s1057521920302878.

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164. Do U.S. and Japanese uncertainty shocks play important roles in affecting transition mechanisms of Japanese stock market?. (2021). Chang, Kuang-Liang.
     In: The North American Journal of Economics and Finance.
     RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001145.

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165. The joint spillover index. (2021). Wiesen, Thomas ; Lastrapes, William.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:94:y:2021:i:c:p:681-691.

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166. Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley.
     In: Economic Modelling.
     RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

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167. Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Li, Xiao-Lin ; Yan, Jing.
     In: Economic Analysis and Policy.
     RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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168. The impact of COVID-19 induced panic on the return and volatility of precious metals. (2021). Umar, Zaghum ; Aziz, Saqib ; Tawil, Dima.
     In: Journal of Behavioral and Experimental Finance.
     RePEc:eee:beexfi:v:31:y:2021:i:c:s2214635021000691.

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169. Have cross-category spillovers of economic policy uncertainty changed during the US–China trade war?. (2021). Nong, Huifu.
     In: Journal of Asian Economics.
     RePEc:eee:asieco:v:74:y:2021:i:c:s1049007821000415.

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170. Consumption smoothing, risk sharing and financial integration. (2021). Donadelli, Michael ; Gufler, Ivan.
     In: The World Economy.
     RePEc:bla:worlde:v:44:y:2021:i:1:p:143-187.

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171. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Boachie, Micheal Kofi.
     In: International Association of Decision Sciences.
     RePEc:ahq:wpaper:v:25:y:2021:i:1:p:188-215.

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172. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi.
     In: Advances in Decision Sciences.
     RePEc:aag:wpaper:v:25:y:2021:i:1:p:188-215.

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173. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David.
     In: Journal of Forecasting.
     RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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174. Time-Varying Spillovers between Housing Sentiment and Housing Market in the United States. (2020). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
     In: Working Papers.
     RePEc:pre:wpaper:202091.

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175. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
     In: Working Papers.
     RePEc:pre:wpaper:202047.

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176. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
     In: Working Papers.
     RePEc:pre:wpaper:202022.

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177. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis.
     In: Working Papers in Economics & Finance.
     RePEc:pbs:ecofin:2020-04.

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178. Research on the Time-Varying Impact of Economic Policy Uncertainty on Crude Oil Price Fluctuation. (2020). Feng, Yanhong ; Li, Tinghui ; Failler, Pierre ; Xu, Dilong.
     In: Sustainability.
     RePEc:gam:jsusta:v:12:y:2020:i:16:p:6523-:d:398132.

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179. Role of Economic Policy Uncertainty in the Connectedness of Cross-Country Stock Market Volatilities. (2020). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Nor, Safwan Mohd ; Arif, Muhammad ; Naeem, Muhammad Abubakr ; Hasan, Mudassar.
     In: Mathematics.
     RePEc:gam:jmathe:v:8:y:2020:i:11:p:1904-:d:438200.

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180. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
     In: JRFM.
     RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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181. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David.
     In: Structural Change and Economic Dynamics.
     RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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182. Uncovering the global network of economic policy uncertainty. (2020). Ji, Qiang ; Zhao, Wan-Li ; Marfatia, Hardik.
     In: Research in International Business and Finance.
     RePEc:eee:riibaf:v:53:y:2020:i:c:s0275531919311845.

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183. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains. (2020). Tiwari, Aviral ; Plakandaras, Vasilios ; Ji, Qiang ; GUPTA, RANGAN.
     In: International Review of Economics & Finance.
     RePEc:eee:reveco:v:68:y:2020:i:c:p:105-130.

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184. Graph theory-based network analysis of regional uncertainties of the US Economy. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:540:y:2020:i:c:s0378437119317315.

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185. Dynamic connectedness and portfolio strategies: Energy and metal markets. (2020). Cagli, Efe ; Mandaci, Pinar Evrim ; Takin, Dilvin.
     In: Resources Policy.
     RePEc:eee:jrpoli:v:68:y:2020:i:c:s0301420720301008.

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186. From CIP-deviations to a market for risk premia: A dynamic investigation of cross-currency basis swaps. (2020). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:69:y:2020:i:c:s1042443120301293.

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187. Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities. (2020). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
     In: Journal of International Financial Markets, Institutions and Money.
     RePEc:eee:intfin:v:67:y:2020:i:c:s1042443120301037.

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188. Frequency volatility connectedness across different industries in China. (2020). Tiwari, Aviral ; Piljak, Vanja ; Jiang, Junhua ; Aijo, Janne.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:37:y:2020:i:c:s1544612319302910.

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189. Spillover among financial, industrial and consumer uncertainties. The case of EU member states. (2020). Shahzad, Syed Jawad Hussain ; Papież, Monika ; Śmiech, Sławomir ; Hussain, Syed Jawad.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:70:y:2020:i:c:s1057521920301411.

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190. Forecasting economic policy uncertainty of BRIC countries using Bayesian VARs. (2020). Sun, Xiaojin ; GUPTA, RANGAN.
     In: Economics Letters.
     RePEc:eee:ecolet:v:186:y:2020:i:c:s0165176519303386.

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191. Are Uncertainties across the World Convergent?. (2020). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Christou, Christina ; Marco, Chi Keung.
     In: Economics Bulletin.
     RePEc:ebl:ecbull:eb-19-00608.

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192. Connectedness Among Economic Policy Uncertainties: Evidence from the Time and Frequency Domain Perspectives. (2020). Huiwen, Zou ; Jinxin, Cui.
     In: Journal of Systems Science and Information.
     RePEc:bpj:jossai:v:8:y:2020:i:5:p:401-433:n:2.

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193. Network Analysis of Economic and Financial Uncertainties in Advanced Economies: Evidence from Graph-Theory. (2019). Tiwari, Aviral ; GUPTA, RANGAN ; Boachie, Micheal Kofi.
     In: Working Papers.
     RePEc:pre:wpaper:201982.

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194. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David.
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195. Macroeconomic Uncertainty Connections across the US States: Evidence from a Bayesian Graphical Structural VAR (BGSVAR) Model. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Sheng, Xin.
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196. Spillover of Sentiment in the European Union: Evidence from Time- and Frequency-Domains. (2019). Tiwari, Aviral ; Plakandaras, Vasilios ; Ji, Qiang ; GUPTA, RANGAN.
     In: Working Papers.
     RePEc:pre:wpaper:201909.

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197. Are Uncertainties across the World Convergent?. (2019). Lau, Chi Keung ; GUPTA, RANGAN ; Gözgör, Giray ; Gozgor, Giray ; Christou, Christina.
     In: Working Papers.
     RePEc:pre:wpaper:201907.

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198. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
     In: Working Papers in Economics & Finance.
     RePEc:pbs:ecofin:2019-05.

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199. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
     In: IREA Working Papers.
     RePEc:ira:wpaper:201912.

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200. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
     In: Physica A: Statistical Mechanics and its Applications.
     RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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201. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
     In: Finance Research Letters.
     RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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202. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
     In: International Review of Financial Analysis.
     RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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203. Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
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204. Frequency-Dependent Real-Time Effects of Uncertainty in the United States: Evidence from Daily Data. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Nyamela, Yanele.
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205. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
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206. Volatility spillovers among uncertainty measures. The case of EU member states. (2018). Papież, Monika ; Śmiech, Sławomir.
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207. Are generalized spillover indices overstating connectedness?. (2018). Wiesen, Thomas ; Norrbin, Stefan ; Beaumont, Paul ; Srivastava, Anuj.
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208. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
     In: Economics Letters.
     RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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209. The spillover of macroeconomic uncertainty between the U.S. and China. (2018). QIU, HAN ; Huang, Zhuo ; Shen, Yan ; Tong, Chen.
     In: Economics Letters.
     RePEc:eee:ecolet:v:171:y:2018:i:c:p:123-127.

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14. olatility Spillover for selected com mponents f for the U.S. 20 - E.U. 21 Appendix A. Descriptive statistics The daily macroeconomic uncertainty indices are from Scotti (2016) for the U.S., the U.K. Japan, Canada and the E.U. In figures A-1 to A-5 we depict the uncertainty indices.
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   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:27:y:2022:i:1:p:473-488.

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2. EPU spillovers and stock return predictability: A cross-country study. (2022). He, Zhongzhi ; Gong, Yuting ; Xue, Wenjun.
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3. Linkages between DeFi assets and conventional currencies: Evidence from the COVID-19 pandemic. (2022). Yousaf, Imran ; NEKHILI, Ramzi ; Gubareva, Mariya.
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4. Connectedness of commodity, exchange rate and categorical economic policy uncertainties — Evidence from China. (2022). Jiang, Yonghong ; Song, LU ; Tian, Gengyu.
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5. The impact of Euro through time: Exchange rate dynamics under different regimes. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
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6. Dynamic connectedness between stock markets in the presence of the COVID-19 pandemic: does economic policy uncertainty matter?. (2021). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Youssef, Manel.
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7. A regional decomposition of US housing prices and volume: market dynamics and Portfolio diversification. (2021). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
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8. Economic policy uncertainty in G7 countries: evidence of long-range dependence and cointegration. (2021). YAYA, OLAOLUWA ; abu, nurudeen ; Ogundunmade, Tayo P.
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9. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
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10. Dynamic connectedness of major financial markets in China and America. (2021). Lin, Sihan ; Chen, Shoudong.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:646-656.

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11. Pandemic-related financial market volatility spillovers: Evidence from the Chinese COVID-19 epicentre. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang ; Xu, Danyang.
    In: International Review of Economics & Finance.
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12. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
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13. Return and volatility transmission between emerging markets and US debt throughout the pandemic crisis. (2021). Umar, Zaghum ; Riaz, Yasir ; Manel, Youssef ; Gubareva, Mariya.
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14. Exploring diversification opportunities across commodities and financial markets: Evidence from time-frequency based spillovers. (2021). Dar, Arif ; Shah, Adil Ahmad.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003275.

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15. On interdependence structure of Chinas commodity market. (2021). Yang, Xuan ; Chen, Peng.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721002671.

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16. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002300.

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17. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001616.

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18. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721001264.

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19. How does economic policy uncertainty connect with the dynamic spillovers between precious metals and bitcoin markets?. (2021). Oliyide, Johnson ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000921.

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20. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309296.

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21. Economic policy uncertainty and the volatility connectedness between oil shocks and metal market: An extension. (2021). Oliyide, Johnson ; Adekoya, Oluwasegun ; Khan, Muhammad A.
    In: International Economics.
    RePEc:eee:inteco:v:167:y:2021:i:c:p:136-150.

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22. Realized volatility spillovers between US spot and futures during ECB news: Evidence from the European sovereign debt crisis. (2021). Floros, Christos ; Gkillas, Konstantinos ; Konstantatos, Christoforos ; Tsagkanos, Athanasios.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:74:y:2021:i:c:s1057521921000491.

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23. Green markets integration in different time scales: A regional analysis. (2021). Brahim, Mariem ; Abid, Ilyes ; Mzoughi, Hela ; Urom, Christian.
    In: Energy Economics.
    RePEc:eee:eneeco:v:98:y:2021:i:c:s0140988321001596.

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24. Effect of trade and economic policy uncertainties on regional systemic risk: Evidence from ASEAN. (2021). Dogah, Kingsley.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:104:y:2021:i:c:s0264999321002145.

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25. Dynamic connectedness among monetary policy cycle, financial cycle and business cycle in China. (2021). Wei, Xiaohui ; Li, Xiao-Lin ; Yan, Jing.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:69:y:2021:i:c:p:640-652.

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26. Volatility impulse response analysis for DCC‐GARCH models: The role of volatility transmission mechanisms. (2020). Gabauer, David.
    In: Journal of Forecasting.
    RePEc:wly:jforec:v:39:y:2020:i:5:p:788-796.

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27. Spillover and quantile linkage between oil price shocks and stock returns: new evidence from G7 countries. (2020). Jiang, Yonghong ; Tian, Gengyu ; Mo, Bin.
    In: Financial Innovation.
    RePEc:spr:fininn:v:6:y:2020:i:1:d:10.1186_s40854-020-00208-y.

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28. Sentiment and Financial Market Connectedness: The Role of Investor Happiness. (2020). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Working Papers.
    RePEc:pre:wpaper:202022.

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29. Dynamic Connectedness And Spillovers Across Sectors: Evidence From The Indian Stock Market. (2020). Marfatia, Hardik ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2020-04.

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30. Refined Measures of Dynamic Connectedness based on Time-Varying Parameter Vector Autoregressions. (2020). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: JRFM.
    RePEc:gam:jjrfmx:v:13:y:2020:i:4:p:84-:d:349823.

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31. Spillovers across macroeconomic, financial and real estate uncertainties: A time-varying approach. (2020). GUPTA, RANGAN ; Gabauer, David.
    In: Structural Change and Economic Dynamics.
    RePEc:eee:streco:v:52:y:2020:i:c:p:167-173.

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32. Does economic policy uncertainty drive the dynamic connectedness between oil price shocks and gold price?. (2020). Mokni, Khaled ; Ajmi, Ahdi Noomen ; Hammoudeh, Shawkat ; Youssef, Manel.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308515.

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33. Analyzing time-varying volatility spillovers between the crude oil markets using a new method. (2020). Gong, XU ; Liu, Tangyong.
    In: Energy Economics.
    RePEc:eee:eneeco:v:87:y:2020:i:c:s0140988320300505.

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34. Quantile spillovers and dependence between Bitcoin, equities and strategic commodities. (2020). Guesmi, Khaled ; Chevallier, Julien ; Abid, Ilyes ; Urom, Christian.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:93:y:2020:i:c:p:230-258.

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35. Spillovers across Macroeconomic, Financial and Real Estate Uncertainties: A Time-Varying Approach. (2019). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201944.

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36. EMU-Risk Synchronisation and Financial Fragility Through the Prism of Dynamic Connectedness. (2019). Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-07.

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37. A Regional Decomposition of US Housing Prices and Volume: Market Dynamics and Economic Diversification Opportunities. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-06.

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38. From CIP-Deviations to a Market for Risk Premia: A Dynamic Investigation of Cross-Currency Basis Swaps. (2019). Stenfors, Alexis ; Gabauer, David ; Chatziantoniou, Ioannis.
    In: Working Papers in Economics & Finance.
    RePEc:pbs:ecofin:2019-05.

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39. “Distant or close cousins: Connectedness between cryptocurrencies and traditional currencies volatilities”. (2019). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201912.

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40. Greek economic policy uncertainty: Does it matter for Europe? Evidence from a dynamic connectedness decomposition approach. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:535:y:2019:i:c:s0378437119313202.

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41. Cryptocurrency market contagion: Market uncertainty, market complexity, and dynamic portfolios. (2019). Gabauer, David ; Chatziantoniou, Ioannis ; Antonakakis, Nikolaos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:61:y:2019:i:c:p:37-51.

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42. Determinants of within and cross-country economic policy uncertainty spillovers: Evidence from US and China. (2019). Zhu, Zixuan ; Jiang, Yonghong ; Nie, HE ; Tian, Gengyu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:31:y:2019:i:c:s1544612319304489.

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43. International monetary policy spillovers: Evidence from a time-varying parameter vector autoregression. (2019). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:65:y:2019:i:c:s105752191930050x.

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44. On the Transmission Mechanism of Asia-Pacific Yield Curve Characteristics. (2018). GUPTA, RANGAN ; Gabauer, David ; Subramaniam, Sowmya.
    In: Working Papers.
    RePEc:pre:wpaper:201864.

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45. Greek Economic Policy Uncertainty: Does it Matter for the European Union?. (2018). GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201840.

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46. On the Transmission Mechanism of Country-Specific and International Economic Uncertainty Spillovers: Evidence from a TVP-VAR Connectedness Decomposition Approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Working Papers.
    RePEc:pre:wpaper:201829.

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47. International Monetary Policy Spillovers: Evidence from a TVP-VAR. (2018). Wohar, Mark ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201806.

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48. Dynamic Connectedness of Uncertainty across Developed Economies: A Time-Varying Approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Working Papers.
    RePEc:pre:wpaper:201802.

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49. “Time connectedness of fear”. (2018). Sosvilla-Rivero, Simon ; Andrada-Felixa, Julian ; Fernandez-Rodriguez, Fernando ; Fernandez-Perez, Adrian.
    In: IREA Working Papers.
    RePEc:ira:wpaper:201818.

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50. On the transmission mechanism of country-specific and international economic uncertainty spillovers: Evidence from a TVP-VAR connectedness decomposition approach. (2018). GUPTA, RANGAN ; Gabauer, David.
    In: Economics Letters.
    RePEc:eee:ecolet:v:171:y:2018:i:c:p:63-71.

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51. Dynamic connectedness of uncertainty across developed economies: A time-varying approach. (2018). Plakandaras, Vasilios ; GUPTA, RANGAN ; Gabauer, David ; Antonakakis, Nikolaos.
    In: Economics Letters.
    RePEc:eee:ecolet:v:166:y:2018:i:c:p:63-75.

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52. Impact of US uncertainties on emerging and mature markets: Evidence from a quantile-vector autoregressive approach. (2017). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:48:y:2017:i:c:p:178-191.

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53. Impact of US Uncertainties on Emerging and Mature Markets: Evidence from a Quantile-Vector Autoregressive Approach. (2016). Wohar, Mark ; Uribe, Jorge ; GUPTA, RANGAN ; Chuliá, Helena ; Chulia, Helena.
    In: Working Papers.
    RePEc:pre:wpaper:201656.

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54. Does Economic Policy Uncertainty Forecast Real Housing Returns in a Panel of OECD Countries? A Bayesian Approach. (2016). GUPTA, RANGAN ; Hassapis, Christis ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201637.

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55. Forecasting Equity Premium in a Panel of OECD Countries: The Role of Economic Policy Uncertainty. (2016). GUPTA, RANGAN ; Christou, Christina.
    In: Working Papers.
    RePEc:pre:wpaper:201622.

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56. Uncertainty and crude oil returns. (2016). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
    In: Energy Economics.
    RePEc:eee:eneeco:v:55:y:2016:i:c:p:92-100.

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57. On international uncertainty links: BART-based empirical evidence for Canada. (2016). Risse, Marian ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Economics Letters.
    RePEc:eee:ecolet:v:143:y:2016:i:c:p:24-27.

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58. Uncertainty and crude oil returns. (2015). Miller, Stephen ; GUPTA, RANGAN ; Aloui, Riadh.
    In: Working papers.
    RePEc:uct:uconnp:2015-03.

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