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   In: Journal of International Financial Markets, Institutions and Money.
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2. Can a boost in oil prices suspend the evolution of the green transportation market? Relationships between green indices and Brent oil. (2024). Kliber, Agata ; Eza, Pavel.
   In: Energy.
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3. The Effects of Disaggregate Oil Shocks on the Aggregate Expected Skewness of the United States. (2023). GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
   In: Risks.
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4. The impacts of oil price volatility on financial stress: Is the COVID-19 period different?. (2023). GUPTA, RANGAN ; Sheng, Xin ; Kim, Won Joong ; Ji, Qiang.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:85:y:2023:i:c:p:520-532.

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5. Economic impact of crude oil supply disruption on social welfare losses and strategic petroleum reserves. (2022). Liu, Zhen ; Yang, Yang ; Iqbal, Sajid ; Saydaliev, Hayot Berk.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:77:y:2022:i:c:s0301420722001374.

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6. Extreme dependence between structural oil shocks and stock markets in GCC countries. (2022). Maghyereh, Aktham ; Abdoh, Hussein.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:76:y:2022:i:c:s0301420722000757.

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7. Forecasting stock-market tail risk and connectedness in advanced economies over a century: The role of gold-to-silver and gold-to-platinum price ratios. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:83:y:2022:i:c:s105752192200254x.

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8. Oil tail risk and the tail risk of the US Dollar exchange rates. (2022). Salisu, Afees ; Olaniran, Abeeb ; Tchankam, Jean Paul.
   In: Energy Economics.
   RePEc:eee:eneeco:v:109:y:2022:i:c:s0140988322001360.

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9. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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10. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Working Papers.
    RePEc:pre:wpaper:202127.

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1. General Bayesian time-varying parameter VARs for modeling government bond yields. (2022). Pfarrhofer, Michael ; Huber, Florian ; Hauzenberger, Niko ; Fischer, Manfred.
   In: Working Papers in Regional Science.
   RePEc:wiw:wus046:8006.

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2. Capital flows at risk: Taming the ebbs and flows. (2022). Sgherri, Silvia ; Gornicka, Lucyna ; Gelos, R. Gaston ; Koepke, Robin ; Sahay, Ratna.
   In: Journal of International Economics.
   RePEc:eee:inecon:v:134:y:2022:i:c:s0022199621001355.

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3. Predictability of tail risks of Canada and the U.S. Over a Century: The role of spillovers and oil tail Risks☆. (2022). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
   In: The North American Journal of Economics and Finance.
   RePEc:eee:ecofin:v:59:y:2022:i:c:s1062940821002163.

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4. Beautiful cycles: A theory and a model implying a curious role for interest. (2022). Gross, Marco.
   In: Economic Modelling.
   RePEc:eee:ecmode:v:106:y:2022:i:c:s0264999321002674.

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5. Measuring Systemic Financial Stress and its Impact on the Macroeconomy. (2021). Kremer, Manfred ; Chavleishvili, Sulkhan.
   In: VfS Annual Conference 2021 (Virtual Conference): Climate Economics.
   RePEc:zbw:vfsc21:242346.

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6. Estimating a time-varying financial conditions index for South Africa. (2021). Kabundi, Alain ; Mbelu, Asithandile.
   In: Empirical Economics.
   RePEc:spr:empeco:v:60:y:2021:i:4:d:10.1007_s00181-020-01844-0.

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7. Predictability of Tail Risks of Canada and the U.S. Over a Century: The Role of Spillovers and Oil Tail Risks. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:202127.

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8. Geopolitical Risk and Forecastability of Tail Risk in the Oil Market: Evidence from Over a Century of Monthly Data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
   In: Working Papers.
   RePEc:pre:wpaper:202122.

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9. Disaggregated Oil Shocks and Stock-Market Tail Risks: Evidence from a Panel of 48 Countries. (2021). Pierdzioch, Christian ; Ji, Qiang ; GUPTA, RANGAN ; Sheng, Xin.
   In: Working Papers.
   RePEc:pre:wpaper:202106.

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10. Vulnerable Funding in the Global Economy.. (2021). Uribe, Jorge ; Garron, Ignacio ; Chuliá, Helena.
    In: IREA Working Papers.
    RePEc:ira:wpaper:202106.

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11. Disaggregated oil shocks and stock-market tail risks: Evidence from a panel of 48 economics. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Sheng, Xin ; Ji, Qiang.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:58:y:2021:i:c:s0275531921001367.

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12. Systemic risk measures and distribution forecasting of macroeconomic shocks. (2021). Zhang, YU ; Liu, Yanzhen ; Chen, Guojin.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:75:y:2021:i:c:p:178-196.

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13. Downside risk, financial conditions and systemic risk in China. (2021). Li, Haoran ; Wang, BO.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x19304895.

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14. Technological progress and monetary policy: Managing the fourth industrial revolution. (2021). Poloz, Stephen S.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:114:y:2021:i:c:s026156062100022x.

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15. Local house-price vulnerability: Evidence from the U.S. and Canada. (2021). Alter, Adrian ; Mahoney, Elizabeth M.
    In: Journal of Housing Economics.
    RePEc:eee:jhouse:v:54:y:2021:i:c:s1051137721000413.

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16. Does judgment improve macroeconomic density forecasts?. (2021). Mitchell, James ; Galvão, Ana ; Garratt, Anthony ; Galvo, Ana Beatriz.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:3:p:1247-1260.

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17. Forecasting macroeconomic risks. (2021). Giannone, Domenico ; Boyarchenko, Nina ; Adrian, Tobias ; Adams, Patrick A.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:37:y:2021:i:3:p:1173-1191.

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18. The effectiveness of currency intervention: Evidence from Mongolia. (2021). Pontines, Victor ; Luvsannyam, davaajargal ; Munkhtsetseg, Ulziikhutag ; Atarbaatar, Enkhjin.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:75:y:2021:i:c:s1042443121001517.

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19. Identifying indicators of systemic risk. (2021). Schüler, Yves ; Meinerding, Christoph ; Schuler, Yves S ; Hartwig, Benny.
    In: Journal of International Economics.
    RePEc:eee:inecon:v:132:y:2021:i:c:s0022199621000921.

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20. Geopolitical risk and forecastability of tail risk in the oil market: Evidence from over a century of monthly data. (2021). Salisu, Afees ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energy.
    RePEc:eee:energy:v:235:y:2021:i:c:s0360544221015814.

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21. Boosting high dimensional predictive regressions with time varying parameters. (2021). Ng, Serena ; Yousuf, Kashif.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:224:y:2021:i:1:p:60-87.

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22. Bayesian MIDAS penalized regressions: Estimation, selection, and prediction. (2021). Simoni, Anna ; Mogliani, Matteo.
    In: Journal of Econometrics.
    RePEc:eee:econom:v:222:y:2021:i:1:p:833-860.

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23. Asymmetric effects of financial conditions on GDP growth in Korea: A quantile regression analysis. (2021). Kwark, Noh-Sun ; Lee, Changhyun.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:94:y:2021:i:c:p:351-369.

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24. The time-varying risk of Italian GDP. (2021). Pacella, Claudia ; Delle Monache, Davide ; Busetti, Fabio ; Caivano, Michele.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:101:y:2021:i:c:s0264999321001115.

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25. Economic policy uncertainty and China’s growth-at-risk. (2021). Zhu, Zixiang ; Gu, Xin ; Deng, Xiang ; Cheng, Xiang.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:70:y:2021:i:c:p:452-467.

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26. Impulse response analysis in conditional quantile models with an application to monetary policy. (2021). Mizen, Paul ; Kim, Tae-Hwan ; Lee, Dongjin.
    In: Journal of Economic Dynamics and Control.
    RePEc:eee:dyncon:v:127:y:2021:i:c:s0165188921000373.

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27. Emerging Economies Vulnerability to Changes in Capital Flows: The Role of Global and Local Factors. (2021). Ueda, Kazuki ; Norimasa, Yoshihiko ; Watanabe, Tomohiro.
    In: Bank of Japan Working Paper Series.
    RePEc:boj:bojwps:wp21e05.

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28. The macroprudential toolkit: effectiveness and interactions. (2021). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra.
    In: Bank of England working papers.
    RePEc:boe:boeewp:0902.

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29. Una aplicación de la metodología Growth at Risk a Uruguay. (2021). Lluberas, Rodrigo ; Landaberry, María ; Vidal, Micaela.
    In: Documentos de trabajo.
    RePEc:bku:doctra:2021009.

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30. Measuring heterogeneity in banks interest rate setting in Russia. (2021). Ушакова, Юлия ; Sinyakov, Andrey ; Popova, Svetlana ; Ponomarenko, Alexey ; Burova, Anna ; Ushakova, Yulia.
    In: Bank of Russia Working Paper Series.
    RePEc:bkr:wpaper:wps77.

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31. Revisiting the Case for a Fiscal Union: the Federal Fiscal Channel of Downside-Risk Sharing in the United States. (2021). Rossi, Luca.
    In: Temi di discussione (Economic working papers).
    RePEc:bdi:wptemi:td_1351_21.

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32. Tackling the Volatility Paradox: Spillover Persistence and Systemic Risk. (2021). Kubitza, Christian.
    In: ECONtribute Discussion Papers Series.
    RePEc:ajk:ajkdps:079.

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33. Is U.S. real output growth really non-normal? Testing distributional assumptions in time-varying location-scale models. (2021). Demetrescu, Matei ; Kruse-Becher, Robinson.
    In: CREATES Research Papers.
    RePEc:aah:create:2021-07.

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34. Essays on Forecasting. (2020). Pacella, Claudia.
    In: ULB Institutional Repository.
    RePEc:ulb:ulbeco:2013/307579.

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35. Design of Methods for Long-Term Forecasting of Development Trends in the Russian Economy (Methodology and Model Toolkit). (2020). Beletskii, Yu V ; Treshchina, S V ; Suvorov, N V.
    In: Studies on Russian Economic Development.
    RePEc:spr:sorede:v:31:y:2020:i:6:d:10.1134_s107570072006012x.

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36. Uncertainty and Exchange Rates: Global Dynamics (Well, I Dont Quite Know Anymore). (2020). Suah, Jing Lian.
    In: MPRA Paper.
    RePEc:pra:mprapa:109087.

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37. The impact of Covid-19 on productivity. (2020). Rubio, Margarita ; Millard, Stephen ; Varadi, Alexandra.
    In: Discussion Papers.
    RePEc:not:notcfc:2020/14.

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38. The Economics of the Fed Put. (2020). Vissing-Jorgensen, Annette ; Cieslak, Anna.
    In: NBER Working Papers.
    RePEc:nbr:nberwo:26894.

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39. One Shock, Many Policy Responses. (2020). Sgherri, Silvia ; Mano, Rui.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2020/010.

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40. Vulnerable growth in the euro area: Measuring the financial conditions. (2020). Jarociński, Marek ; Figueres, Juan ; Jarociski, Marek.
    In: Economics Letters.
    RePEc:eee:ecolet:v:191:y:2020:i:c:s016517652030104x.

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41. Financial conditions, business cycle fluctuations and growth at risk. (2020). Manganelli, Simone ; Falconio, Andrea.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202470.

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42. Growth-and-risk trade-off. (2020). Perez Quiros, Gabriel ; Laeven, Luc ; Gadea, Maria Dolores ; Perez-Quiros, Gabriel.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20202397.

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43. Growth-and-Risk Trade-off. (2020). Perez Quiros, Gabriel ; Laeven, Luc ; Gadea, Maria Dolores ; Perez-Quiros, Gabriel.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14492.

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44. Forecasting in the Presence of Instabilities: How Do We Know Whether Models Predict Well and How to Improve Them. (2020). Rossi, Barbara.
    In: CEPR Discussion Papers.
    RePEc:cpr:ceprdp:14472.

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45. Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea.
    In: Working Papers.
    RePEc:ven:wpaper:2019:21.

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46. Macrofinancial Linkages and Growth at Risk in the Dominican Republic. (2019). Bespalova, Olga ; Rousset, Marina V.
    In: IMF Working Papers.
    RePEc:imf:imfwpa:2019/246.

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47. Tractable Rare Disaster Probability and Options-Pricing. (2019). Liao, Gordon ; Barro, Robert.
    In: Finance and Economics Discussion Series.
    RePEc:fip:fedgfe:2019-73.

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48. Growth in stress. (2019). Ruiz, Esther ; Gonzalez-Rivera, Gloria ; Maldonado, Javier.
    In: International Journal of Forecasting.
    RePEc:eee:intfor:v:35:y:2019:i:3:p:948-966.

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49. Forecasting and stress testing with quantile vector autoregression. (2019). Manganelli, Simone ; Chavleishvili, Sulkhan.
    In: Working Paper Series.
    RePEc:ecb:ecbwps:20192330.

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50. Risk Pooling, Leverage, and the Business Cycle. (2019). Pelizzon, Loriana ; Dindo, Pietro ; Modena, Andrea.
    In: CESifo Working Paper Series.
    RePEc:ces:ceswps:_7772.

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