1. Echoes of instability: how geopolitical risks shape government debt holdings. (2025). Afonso, Antonio ; Monteiro, Sofia ; Alves, Jos.
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2. Green bond market stability and Russia Ukraine conflict: The role of green inclusive finance. (2025). Wang, Anqi ; Cui, Tianxiang ; Ding, Shusheng.
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3. Does geopolitical risk increase carbon emissions and public health risk?. (2025). Soytas, Ugur ; Paramati, Sudharshan Reddy ; Safiullah, MD.
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4. Oil price shocks, economic policy uncertainty and China’s producer price index: Evidence from quantile regression analysis. (2025). Qin, Yun ; Zhang, Zitao.
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5. Volatility transmission in the property market during two inflationary periods: The 2008–2009 global financial crisis and the COVID-19 crisis. (2024). Asiri, Maram S ; Hasan, Fakhrul ; Aljohani, Bader M ; Fadul, Abubaker ; Alkhathami, Abdulrahman D.
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6. Beyond borders: Assessing the influence of Geopolitical tensions on sovereign risk dynamics. (2024). Alves, José ; Afonso, Antonio ; Monteiro, Sofia.
   In: European Journal of Political Economy.
   RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000521.

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7. Sovereign creditworthiness and bank foreign ownership. An empirical investigation of the European banking sector. (2023). Korzeb, Zbigniew ; Nistor, Simona ; Niedzioka, Pawe.
   In: Journal of International Financial Markets, Institutions and Money.
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8. Cross-country study of the linkages between COVID-19, oil prices, and inflation in the G7 countries. (2023). Nor, Safwan Mohd ; Azman, Mukhriz Izraf ; Aharon, David Y.
   In: Finance Research Letters.
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9. Expected inflation and U.S. stock sector indices: A dynamic time-scale tale from inflationary and deflationary crisis periods. (2023). NEKHILI, Ramzi ; Choudhury, Tonmoy ; Kinateder, Harald ; Bouri, Elie.
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1. Can cryptos hedge against inflation? Evidence from biwavelet analysis. (2025). Nguyen, Duc Anh ; Le, Thai Hong.
   In: HO CHI MINH CITY OPEN UNIVERSITY JOURNAL OF SCIENCE - ECONOMICS AND BUSINESS ADMINISTRATION.
   RePEc:bjw:econen:v:15:y:2025:i:1:p:99-115.

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2. Engaging Distributors€™ Strategic Orientation in Fuzzy Front-End Innovation€”Analysis Based on the Moderating Effects of CEO Alertness. (2024). Huang, Jiaxu.
   In: SAGE Open.
   RePEc:sae:sagope:v:14:y:2024:i:2:p:21582440241257343.

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3. High inflation during Russia–Ukraine war and financial market interaction: Evidence from C-Vine Copula and SETAR models. (2024). Sami Ayad, Mina ; Hamza, Taher ; Mili, Mehdi ; ben Haj, Hayet.
   In: Research in International Business and Finance.
   RePEc:eee:riibaf:v:70:y:2024:i:pb:s0275531924001776.

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4. 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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5. Fintech and aluminium: Strategic enablers of climate change mitigation and sustainable mineral policy. (2024). Tao, Ran ; Umar, Muhammad ; Qin, Meng ; Liu, Fangying ; Su, Chi Wei.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:91:y:2024:i:c:s0301420724003015.

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6. Connectedness at extremes between real estate tokens and real estate stocks. (2024). Ali, Shoaib ; Brahim, Mariem ; Aharon, David Y.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003570.

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7. Unpacking the Inflation Basket: A Systematic Literature Review of Key Determinants of Rising Food Prices and their Global Impact. (2024). Zabidi, Nurul Husna ; Zaeimoedin, Teku Zariff ; Tumin, Siti Aisyah ; Abu, Ahmad Redhuan ; Zulzamzuri, Dina Nurzafira ; Abdullah, Dahlan.
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8. Maximally Forward-Looking Core Inflation. (2024). Goulet Coulombe, Philippe ; Goebel, Maximilian ; Klieber, Karin ; Barrette, Christophe.
   In: Papers.
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9. Geopolitical Risk and Inflation Spillovers across European and North American Economies. (2023). GUPTA, RANGAN ; Gabauer, David ; Kinateder, Harald ; Bouri, Elie.
   In: Working Papers.
   RePEc:pre:wpaper:202304.

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10. Monetary aggregates in the US since 2020 and post-COVID-19 inflation: evidence from the equation of exchange. (2023). Neuberger, Doris ; Beretta, Edoardo.
    In: Economics and Business Letters.
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11. The Pandemic Waves’ Impact on the Crude Oil Price and the Rise of Consumer Price Index: Case Study for Six European Countries. (2023). BOLDEA, Bogdan ; Iancu, Tiberiu.
    In: Sustainability.
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12. Inflation Spillovers among Advanced and Emerging Economies: Evidence from the G20 Group. (2023). Al-Nassar, Nassar S ; Albahouth, Abdulrahman A.
    In: Economies.
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13. Global geopolitical risk and inflation spillovers across European and North American economies. (2023). GUPTA, RANGAN ; Gabauer, David ; Kinateder, Harald ; Bouri, Elie.
    In: Research in International Business and Finance.
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14. Oil price shocks and inflation: A cross-national examination in the ASEAN5+3 countries. (2023). Azman, Mukhriz Izraf ; Kallir, Ido ; Aharon, David Y.
    In: Resources Policy.
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15. Cross-country study of the linkages between COVID-19, oil prices, and inflation in the G7 countries. (2023). Nor, Safwan Mohd ; Azman, Mukhriz Izraf ; Aharon, David Y.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:57:y:2023:i:c:s1544612323005445.

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16. Geopolitical risks, oil price shocks and inflation: Evidence from a TVP–SV–VAR approach. (2023). Yang, Tianle ; Du, Qunyang ; Dong, Qingyuan.
    In: Energy Economics.
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17. Identifying efficient policy mix under different targeting regimes: A tale of two crises. (2023). Garg, Bhavesh ; Shah, Sayar Ahmad.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:78:y:2023:i:c:p:975-994.

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18. US Monetary Policy and BRICS Stock Market Bubbles. (2022). GUPTA, RANGAN ; Nielsen, Joshua ; Nel, Jacobus.
    In: Working Papers.
    RePEc:pre:wpaper:202243.

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19. On the Propagation Mechanism of International Real Interest Rate Spillovers: Evidence from More than 200 Years of Data. (2022). Lee, Chien-Chiang ; GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
    In: Working Papers.
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20. Energy Consumption and Bitcoin Market. (2022). Burggraf, Tobias ; Bui, Nam Huu ; Thu, Hien Thi ; Duong, Duy ; Quang, Anh Ngoc.
    In: Asia-Pacific Financial Markets.
    RePEc:kap:apfinm:v:29:y:2022:i:1:d:10.1007_s10690-021-09338-4.

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21. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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22. 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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23. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies. (2022). Tiwari, Aviral ; Gabauer, David ; Dwumfour, Richard ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
    In: Global Finance Journal.
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24. Do hedge and merger arbitrage funds actually hedge? A time-varying volatility spillover approach. (2022). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Vasiliou, Dimitrios ; Magoutas, Anastasios.
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25. Financial market connectedness: The role of investors’ happiness. (2022). GUPTA, RANGAN ; Gabauer, David ; Demirer, Riza ; Bouri, Elie.
    In: Finance Research Letters.
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26. Realized Volatility Spillovers between Energy and Metal Markets: A Time-Varying Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Cunado, Juncal.
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27. Integration and Risk Transmission in the Market for Crude Oil: A Time-Varying Parameter Frequency Connectedness Approach. (2021). GUPTA, RANGAN ; Gabauer, David ; Chatziantoniou, Ioannis.
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28. Uncertainty and Forecastability of Regional Output Growth in the United Kingdom: Evidence from Machine Learning. (2021). Pierdzioch, Christian ; GUPTA, RANGAN ; Gabauer, David ; Balcilar, Mehmet.
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29. 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.
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30. Does Investor Sentiment Affect Clean Energy Stock? Evidence from TVP-VAR-Based Connectedness Approach. (2021). Hamori, Shigeyuki ; Liu, Tiantian.
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31. 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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32. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
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33. 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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34. EMU risk-synchronisation and financial fragility through the prism of dynamic connectedness. (2021). Gabauer, David ; Chatziantoniou, Ioannis.
    In: The Quarterly Review of Economics and Finance.
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35. Dynamic measures of asymmetric & pairwise connectedness within an optimal currency area: Evidence from the ERM I system. (2021). Gabauer, David.
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36. Do crude oil prices and the sentiment index influence foreign exchange rates differently in oil-importing and oil-exporting countries? A dynamic connectedness analysis. (2021). Hamori, Shigeyuki ; Shang, Jin.
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37. 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.
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38. Volatility linkages between stock and commodity markets revisited: Industry perspective and portfolio implications. (2021). Wang, Yudong ; Wen, Danyan.
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39. Volatility spillovers during market supply shocks: The case of negative oil prices. (2021). Oxley, Les ; HU, YANG ; Corbet, Shaen ; Hou, Yang.
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40. Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach. (2021). Umar, Zaghum ; Gabauer, David ; Balcilar, Mehmet.
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41. Return connectedness among commodity and financial assets during the COVID-19 pandemic: Evidence from China and the US. (2021). Wei, YU ; Li, Xiafei ; Bai, Lan ; Liang, Chao.
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42. Agricultural commodity markets and oil prices: An analysis of the dynamic return and volatility connectedness. (2021). Umar, Zaghum ; Jareño, Francisco ; Jareo, Francisco ; Escribano, Ana.
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43. Dynamic connectedness between uncertainty and energy markets: Do investor sentiments matter?. (2021). Mokni, Khaled ; Charif, Husni ; Assaf, Ata.
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44. 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.
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45. Spillovers in higher moments and jumps across US stock and strategic commodity markets. (2021). Jalkh, Naji ; Bouri, Elie ; Xu, Yahua ; Lei, Xiaojie ; Zhang, Hongwei.
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46. Feverish sentiment and global equity markets during the COVID-19 pandemic. (2021). Nasir, Muhammad Ali ; Foglia, Matteo ; Duc, Toan Luu ; Angelini, Eliana.
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47. Time-varying spillovers between housing sentiment and housing market in the United States☆. (2021). GUPTA, RANGAN ; Gabauer, David ; André, Christophe ; Andre, Christophe.
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48. Media sentiment and short stocks performance during a systemic crisis. (2021). Umar, Zaghum ; Oliyide, Johnson ; Adekoya, Oluwasegun ; Gubareva, Mariya.
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49. Dynamic spillovers between energy and stock markets and their implications in the context of COVID-19. (2021). Shao, Liuguo ; Chen, Jinyu ; Zhang, Hua.
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50. 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.
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51. Return connectedness across asset classes around the COVID-19 outbreak. (2021). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
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52. Green bonds as hedging assets before and after COVID: A comparative study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
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53. Do investor sentiments drive cryptocurrency prices?. (2021). Ceyhan Darendeli, Sanli ; Cepni, Oguzhan ; Aysan, Ahmet ; Akyildirim, Erdinc.
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54. What drives dynamic connectedness of the U.S equity sectors during different business cycles?. (2021). Ngene, Geoffrey M.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001133.

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55. 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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56. Volatility connectedness of major cryptocurrencies: The role of investor happiness. (2021). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Journal of Behavioral and Experimental Finance.
    RePEc:eee:beexfi:v:30:y:2021:i:c:s2214635021000071.

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57. Green Bonds as Hedging Assets before and after COVID: A Comparative Study between the US and China. (2021). Zhou, Peng ; Guo, Dong.
    In: Cardiff Economics Working Papers.
    RePEc:cdf:wpaper:2021/28.

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58. How Does Economic Policy Uncertainty Connect With the Volatility Spillovers in Asia-Pacific Markets?. (2021). Oyewole, Oluwatomisin ; Fasanya, Ismail ; AGBATOGUN, TAOFEEK.
    In: Asian Economics Letters.
    RePEc:ayb:jrnael:32.

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59. Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach. (2021). Polat, Onur.
    In: World Journal of Applied Economics.
    RePEc:ana:journl:v:7:y:2021:i:2:p:47-59.

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60. 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.
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61. Volatility Connectedness of Major Cryptocurrencies: The Role of Investor Happiness. (2020). Tiwari, Aviral ; GUPTA, RANGAN ; Gabauer, David ; Bouri, Elie.
    In: Working Papers.
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62. Return Connectedness across Asset Classes around the COVID-19 Outbreak. (2020). GUPTA, RANGAN ; Gabauer, David ; Cepni, Oguzhan ; Bouri, Elie.
    In: Working Papers.
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63. Volatility Connectedness between Clean Energy Firms and Crude Oil in the COVID-19 Era. (2020). Foglia, Matteo ; Angelini, Eliana.
    In: Sustainability.
    RePEc:gam:jsusta:v:12:y:2020:i:23:p:9863-:d:450945.

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64. 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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65. 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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66. 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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67. 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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