All Stories

  1. Crude oil price shocks and idiosyncratic risk: Implications for business groups
  2. Sustainable finance in action: A comprehensive framework for policy and practice integration
  3. Real-world asset tokens and commodities: static and dynamic linkages
  4. Linking clean energy consumption to environmental sustainability in Africa: Puzzling evidence from new artificial intelligence methods
  5. Tail risk connectedness between tokenized and traditional derivatives: Time-frequency analysis and portfolio insights
  6. Geopolitical risk and energy market tail risk forecasting: An explainable machine learning approach
  7. China’s supply chain digitalization policy and carbon risk exposure: the role of CEO attributes
  8. Impact of industrial agglomeration on total factor productivity in the context of embedded global value chains
  9. Quantifying the role of the energy transition in alleviating marginalisation and advancing inclusive green growth
  10. Causal dynamics among fintech, communication and digital payments firms
  11. Crude oil Price forecasting: Leveraging machine learning for global economic stability
  12. Geopolitical risk and real estate stock crash
  13. Repositioning green policy and green innovations for energy transition and net zero target: New evidence and policy actions
  14. Do Structural Transformation and Energy Transition Cause Growth?
  15. From Digital Clusters to Urban Environmental Sustainability: New Mechanisms and Spillover Effects
  16. Novel approaches to model decomposed oil shocks, geopolitical risk, clean and fossil fuel stocks
  17. Structural Impact of the US Financial Stress on the Connectedness Between Asian Economies: Evidence From the Quantile Connectedness Approach
  18. The credibility of environmental policy stringency: Implications for sustainability in OECD Countries
  19. Do Environmental, Social, and Governance (ESG) practices help mitigate bank default risk?
  20. Does financial development support renewable energy consumption: Evidence from the UK
  21. How do systematic risk spillovers reshape investment outcomes?
  22. Net-zero transitions: Advancing dynamic econometric analysis of carbon tax, renewable energy, and circular economy on government actions
  23. Environmental, social and governance-type investing: a multi-stakeholder machine learning analysis
  24. Corporate sustainability practices: An interplay of uncertainty, geopolitical risk and competition
  25. Dynamics of carbon risk, cost of debt and leverage adjustments
  26. Carbon neutrality: Synergy for energy transition, circular economy and inclusive green growth
  27. How do foreign and domestic institutional investors drive the market value? The influence of family ownership
  28. Dynamics of the relationship between stock markets and exchange rates during quantitative easing and tightening
  29. Nexus of crude oil and clean energy stock indices: Evidence from time-vector-auto-regression in conjunction with conditional-autoregressive-value-at-risk
  30. Energy–Growth Nexus in European Union Countries During the Green Transition
  31. The Clean Energy-Ecology Interrelatedness: Evidence from the S&P Dow Jones Indices
  32. Asymmetric relationship between carbon market and energy markets
  33. Big data and machine learning-based decision support system to reshape the vaticination of insurance claims
  34. Electric vehicles in transition: Opportunities, challenges, and research agenda – A systematic literature review
  35. Revisiting the determinants of cryptocurrency excess return: Does scarcity matter?
  36. Technological innovation, globalization and ecological quality: A disaggregated ecological footprint approach for BRICS countries
  37. World energy futures market efficiency and its determinants; evidence from white noise test based on block-wise wild bootstrap approach
  38. Bitcoin, Fintech stocks and Asian Pacific equity markets: a dependence analysis with implications for portfolio management
  39. Infant Mortality, Education and Financial Development: Evidence from World Level Data Using Heterogeneous Panel Granger Causality Analysis
  40. Demystifying circular economy and inclusive green growth for promoting energy transition and carbon neutrality in Europe
  41. Do bitcoin electricity consumption and carbon footprint exhibit random walk and bubbles? Analysis with policy implications
  42. Extreme downside risk connectedness and portfolio hedging among the G10 currencies
  43. The role of green growth and institutional quality on environmental sustainability: A comparison of CO2 emissions, ecological footprint and inverted load capacity factor for OECD countries
  44. Geopolitical risk and firm-level environmental, social and governance (ESG) performance
  45. Water and Emerging Energy Markets Nexus: Fresh Evidence from Advanced Causality and Correlation Approaches
  46. Does crude oil price volatility affect risk-taking capability in business group firms: evidence from India?
  47. Analyzing the effectiveness of energy aid for driving the transition towards energy decarbonization; Evidence from Asian developing countries
  48. Time-varying causality and correlations between spot and futures prices of natural gas, crude oil, heating oil, and gasoline
  49. Decoding the digital leap: Exploring the role of global value chains in driving country-level digitalization
  50. Nuclear energy, human capital, and urbanization tackling environmental concerns in India: evidence from QARDL and quantile co-integration
  51. Managing urban agglomeration processes in Russia in the context of agglomerative and socio-economic development
  52. Global value chains and economic growth: A study of resilience during the COVID‐19 pandemic
  53. The effect of social media marketing on voting intention; an application of multidimensional panel data
  54. Markov-switching multifractal volatility spillovers among European stock markets during crisis periods
  55. Does climate governance moderate the relationship between ESG reporting and firm value? Empirical evidence from India
  56. Enhancing natural resource rents through industrialization, technological innovation, and foreign capital in the OECD countries: Does financial development matter?
  57. Empirical assessment of methane emissions, socioeconomic factors, and infant mortality in Europe
  58. Analyzing time‐varying tail dependence between leveraged loan and debt markets in the U.S. economy
  59. Editorial: The inaugural issue
  60. A quantile-time-frequency connectedness investigation through the dirty and clean cryptocurrencies spillover
  61. Green bond vs. Islamic bond: Which one is more environmentally friendly?
  62. Evaluating the Role of GDPPer Capita, Air Pollution and Non‐Economic Factors in Determining Health Expenditure: Evidence from Asian Region Using Instrumental Variables Techniques
  63. Spillover and portfolio analysis for oil and stock market: A new insight across financial crisis, COVID-19 and Russian-Ukraine war
  64. Time and frequency domain connectedness and spillover among categorical and regional financial stress, gold and bitcoin market
  65. The role of ICT diffusion and institutional quality on financial inclusion in Asian region: empirical analysis using panel quantile regression
  66. Revisiting the twin deficits hypothesis in the United States: Further evidence based on system-equation ADL test for threshold cointegration
  67. Dynamic dependence and causality between crude oil, green bonds, commodities, geopolitical risks, and policy uncertainty
  68. Dynamic linkages between shipping and commodity markets: Evidence from a novel asymmetric time-frequency method
  69. Re-evaluating the impacts of green innovations and renewable energy on carbon neutrality: Does social inclusiveness really matters?
  70. Analyzing the static and dynamic dependence among green investments, carbon markets, financial markets and commodity markets
  71. Examining the avenues of sustainability in resources and digital blockchains backed currencies: evidence from energy metals and cryptocurrencies
  72. U.S. leveraged loan and debt markets: Implications for optimal portfolio and hedging
  73. The conditional impact of market conditions, volatility and liquidity shocks on the arbitrage opportunities during pre‐COVID and COVID periods
  74. Dissecting the compensation conundrum: a machine learning-based prognostication of key determinants in a complex labor market
  75. Interlinkages of market power, price and liquidity network in banks: evidence from an emerging economy
  76. Are Exchange Rate Contagions Asymmetric? Evidence from Emerging Market Economies
  77. Analyzing Markov dependence-switching between E7 stock markets
  78. Nonlinearity in the causality and systemic risk spillover between the OPEC oil and GCC equity markets: a pre- and post-financial crisis analysis
  79. Correction to: Analysing the Impact of Carbon Emissions and Non-Renewable Energy Use on Infant and Under-5 Mortality Rates in Europe: New Evidence Using Panel Quantile Regression
  80. Analysing the Impact of Carbon Emissions and Non-Renewable Energy Use on Infant and Under-5 Mortality Rates in Europe: New Evidence Using Panel Quantile Regression
  81. The systemic risk in Thailand: the role of tourism industry
  82. Financial technology stocks, green financial assets, and energy markets: A quantile causality and dependence analysis
  83. Scrutinizing commodity markets by quantile spillovers: A case study of the Australian economy
  84. What do we know about the price spillover between green bonds and Islamic stocks and stock market indices?
  85. A risk-neutral approach to the RAROC method of loan pricing using account-level data
  86. Extreme linkages of carbon futures, energy markets, and economic indicators: A copula approach
  87. Does the dynamics between government bond and equity markets validate the adaptive market hypothesis? evidence from transfer entropy
  88. Quantile dependence of Bitcoin with clean and renewable energy stocks: new global evidence
  89. Comparing asymmetric price efficiency in regional ESG markets before and during COVID-19
  90. Cross-spectral coherence and co-movement between WTI oil price and exchange rate of Thai Baht
  91. Foreign Direct Investment, Institutional Quality and Sustainability: Cross-country Analysis Using Different Estimators
  92. Examining the heterogeneity of financial development in the energy-environment nexus in the era of climate change: Novel evidence around the world
  93. Interplay of Workplace Sustainability, Sustainable Work Performance, Optimism, and Resilience: The Moderating Role of Green Creativity in Luxury Hotels
  94. Spillovers and directional predictability between international energy commodities and their implications for optimal portfolio and hedging
  95. The outbreak of COVID-19 and stock market liquidity: Evidence from emerging and developed equity markets
  96. Directional predictability from energy markets to exchange rates and stock markets in the emerging market countries (E7 + 1): New evidence from cross‐quantilogram approach
  97. Extreme Connectedness between Green Bonds, Government Bonds, Corporate Bonds and Other Asset Classes: Insights for Portfolio Investors
  98. Are FinTech, Robotics, and Blockchain index funds providing diversification opportunities with emerging markets?Lessons from pre and postoutbreak of COVID-19
  99. Quantile price convergence and spillover effects among Bitcoin, Fintech, and artificial intelligence stocks
  100. Quantifying systemic risk in US industries using neural network quantile regression
  101. DELINEATION OF BLOCKCHAIN TECHNOLOGY IN FINANCE: A SCIENTOMETRIC VIEW
  102. Analysis of the Frequency-Based Relationship between Inflation Expectations and Gold Returns in Turkey
  103. The influence of economic policy uncertainty shocks on art market
  104. Integration between emerging market equity and global markets; is it fundamental or noisy? Evidence from wavelet denoised volatility spillover analysis in time and frequency domain
  105. The effect of global volatility, uncertainty and geopolitical risk factors on international tourist arrivals in Asia
  106. Time-frequency analysis between Bloomberg Commodity Index (BCOM) and WTI crude oil prices
  107. Comparing the asymmetric efficiency of dirty and clean energy markets pre and during COVID-19
  108. The connectedness in the world petroleum futures markets using a Quantile VAR approach
  109. Quantile risk spillovers between energy and agricultural commodity markets: Evidence from pre and during COVID-19 outbreak
  110. Assessing impact of consumer perceived CSR on consumer attitude and purchase behaviour in retail segment: a stakeholder theory perspective
  111. Modelling systemic risk of energy and non-energy commodity markets during the COVID-19 pandemic
  112. Risk Connectedness Between Green and Conventional Assets with Portfolio Implications
  113. Quantile time–frequency price connectedness between green bond, green equity, sustainable investments and clean energy markets
  114. Modeling the critical success factors of implementing net zero emission (NZE) and promoting resilience and social value creation
  115. Tail risk dependence, co-movement and predictability between green bond and green stocks
  116. Guest editorial: Green and sustainable corporate finance: past, present and future
  117. Dependence Structure between Bitcoin and Economic Policy Uncertainty: Evidence from Time–Frequency Quantile-Dependence Methods
  118. The impact of technological innovation on renewable energy production: accounting for the roles of economic and environmental factors using a method of moments quantile regression
  119. How COVID‐19 pandemic, global risk factors, and oil prices affect Islamic bonds (Sukuk) prices? New insights from time‐frequency analysis
  120. An improved transformer model with multi-head attention and attention to attention for low-carbon multi-depot vehicle routing problem
  121. Re-examination of risk-return dynamics in international equity markets and the role of policy uncertainty, geopolitical risk and VIX: Evidence using Markov-switching copulas
  122. Dynamics between Power Consumption and Economic Growth at Aggregated and Disaggregated (Sectoral) Level Using the Frequency Domain Causality
  123. Hydropower, human capital, urbanization and ecological footprints nexus in China and Brazil: evidence from quantile ARDL
  124. Financial modeling, risk management of energy and environmental instruments and derivatives: past, present, and future
  125. Volatility spillovers amid crude oil, natural gas, coal, stock, and currency markets in the US and China based on time and frequency domain connectedness
  126. Factors That Influence the Safe Disposal Behavior of E-Waste by Electronics Consumers
  127. Investor personality as a predictor of investment intention – mediating role of overconfidence bias and financial literacy
  128. Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era
  129. Economic policy uncertainty and financing structure: A new panel data evidence from selected Asian economies
  130. Time-varying dependence dynamics between international commodity prices and Australian industry stock returns: a Perspective for portfolio diversification
  131. Do employees' salaries and board of director's remuneration impact gold demand?: An empirical study
  132. Risk transmissions between sectoral Islamic and conventional stock markets during COVID-19 pandemic: What matters more between actual COVID-19 occurrence and speculative and sentiment factors?
  133. Dependence structure and dynamic connectedness between green bonds and financial markets: Fresh insights from time-frequency analysis before and during COVID-19 pandemic
  134. GAS and GARCH based value-at-risk modeling of precious metals
  135. Measuring volatility persistence in leveraged loan markets in the presence of structural breaks
  136. The time–frequency causal effect of COVID-19 outbreaks on the tourism sector: evidence from the European zone
  137. Dynamic spillover effects among green bond, renewable energy stocks and carbon markets during COVID-19 pandemic: Implications for hedging and investments strategies
  138. Impact of Information Communication Technology on labor productivity: A panel and cross-sectional analysis
  139. Impact of equity market development on renewable energy consumption: Do the role of FDI, trade openness and economic growth matter in Asian economies?
  140. Analytics for business decisions
  141. CO2 Emission Allowances Risk Prediction with GAS and GARCH Models
  142. Conditional transmission of global shocks to emerging stock markets: evidence from the quantile connectedness network analysis
  143. Renewable Energy Trade
  144. Directional predictability in foreign exchange rates of emerging markets: New evidence using a cross-quantilogram approach
  145. The effects of public sentiments and feelings on stock market behavior: Evidence from Australia
  146. Connectedness and directional spillovers in energy sectors: international evidence
  147. Inflation Co-Movement Dynamics: A Cross-Country Investigation Using a Continuous Wavelet Approach
  148. Nexus between carbon dioxide emissions and economic growth in G7 countries: fresh insights via wavelet coherence analysis
  149. Analysing the Impact of Carbon Emissions and Non-renewable Energy Use on Infant and Under-5 Mortality Rates in Europe: New Evidence Using Panel Quantile Regression
  150. Designing a drone assisted sample collection and testing system during epidemic outbreaks
  151. INVESTOR SENTIMENT CONNECTEDNESS: EVIDENCE FROM LINEAR AND NONLINEAR CAUSALITY APPROACHES
  152. Does economic policy uncertainty affect cryptocurrency markets? Evidence from Twitter-based uncertainty measures
  153. Does geopolitical risk improve the directional predictability from oil to stock returns? Evidence from oil-exporting and oil-importing countries
  154. Uncovering the complex asymmetric relationship between trading activity and commodity futures price: Evidenced from QNARDL study
  155. Relationship between green investments, energy markets, and stock markets in the aftermath of the global financial crisis
  156. Role of perceived corporate social responsibility in the nexus of perceived cause-related marketing and repurchase intention in emerging markets
  157. Editorial and Ideas for Research Using Mathematical and Statistical Models for Energy with Applications
  158. Volatility Spillover Dynamics between Large-, Mid-, and Small-Cap Stocks in the Time-Frequency Domain: Implications for Portfolio Management
  159. Estimating the market risk of clean energy technologies companies using the expected shortfall approach
  160. Paradigm Shift in the Education Sector Amidst COVID-19 to Improve Online Engagement
  161. The Effect of Urbanization and Industrialization on Income Inequality: An Analysis Based on the Method of Moments Quantile Regression
  162. Any Signs of Green Growth? A Spatial Panel Analysis of Regional Air Pollution in South Korea
  163. Existence of long memory in crude oil and petroleum products: Generalised Hurst exponent approach
  164. Time-frequency information transmission among financial markets: evidence from implied volatility
  165. On the Elicitability and Risk Model Comparison of Emerging Markets Equities
  166. COVID-19 and environmental concerns: A rapid review
  167. Revisiting the sustainable versus conventional investment dilemma in COVID-19 times
  168. Interdependence and lead-lag relationships between the oil price and metal markets: Fresh insights from the wavelet and quantile coherency approaches
  169. Is oil price risk systemic to sectoral equity markets of an oil importing country? Evidence from a dependence-switching copula delta CoVaR approach
  170. Services trade–ICT–tourism nexus in selected Asian countries: new evidence from panel data techniques
  171. The Spillover of Inflation among the G7 Countries
  172. How does convenience impact showrooming intention? Omnichannel retail strategies to manage global retail apocalypse
  173. Exploring the nexus between non-renewable and renewable energy consumptions and economic development: Evidence from panel estimations
  174. Forestation, renewable energy and environmental quality: Empirical evidence from Belt and Road Initiative economies
  175. Time-varying dependence structure between oil and agricultural commodity markets: A dependence-switching CoVaR copula approach
  176. Modelling dependence and systemic risk between oil prices and BSE sectoral indices using stochastic copula and CoVar, ΔCoVar and MES approaches
  177. Analysing the impact of FDI and globalization on tourism development
  178. Dynamic Connectedness and Portfolio Diversification during the Coronavirus Disease 2019 Pandemic: Evidence from the Cryptocurrency Market
  179. The stability of interaction channels between tourism and financial development in 10 top tourism destinations: Evidence from a Fourier Toda-Yamamoto estimator
  180. Volatility connectedness of major cryptocurrencies: The role of investor happiness
  181. Sustainable mobile banking application: a text mining approach to explore critical success factors
  182. Optimizing the market-risk of major cryptocurrencies using CVaR measure and copula simulation
  183. Analysing the spillovers between crude oil prices, stock prices and metal prices: The importance of frequency domain in USA
  184. Dynamic dependence of oil, clean energy and the role of technology companies: New evidence from copulas with regime switching
  185. Nonlinearities and Chaos: A New Analysis of CEE Stock Markets
  186. Analyzing the connectedness between crude oil and petroleum products: Evidence from USA
  187. Dynamic co-movement and interdependency among real estate index in China: a multi-scale multiple correlation analysis
  188. Structure dependence between oil and agricultural commodities returns: The role of geopolitical risks
  189. Re-examination of international bond market dependence: Evidence from a pair copula approach
  190. Unconditional and conditional analysis between covid-19 cases, temperature, exchange rate and stock markets using wavelet coherence and wavelet partial coherence approaches
  191. Electricity consumption and economic growth at the state and sectoral level in India: Evidence using heterogeneous panel data methods
  192. A Sequential Bayesian Change-Point Analysis of BRICS Currency Returns
  193. Connectedness in International Crude Oil Markets
  194. Time and frequency domain connectedness and spill-over among fintech, green bonds and cryptocurrencies in the age of the fourth industrial revolution
  195. Effects of Price of Gold on Bombay Stock Exchange Sectoral Indices: New Evidence for Portfolio Risk Management
  196. Nexus between tourism and environmental pollution in South Asia: a comparative analysis using time-varying and non-parametric techniques
  197. Relationship between stock returns and inflation: New evidence from the US using wavelet and causality methods
  198. Regime dependent causality relationship between energy consumption and GDP growth: evidence from OECD countries
  199. Testing the white noise hypothesis in high-frequency housing returns of the United States
  200. Are the top six cryptocurrencies efficient? Evidence from time‐varying long memory
  201. Analysing spillover between returns and volatility series of oil across major stock markets
  202. Convergence and club convergence of CO2 emissions at state levels: A nonlinear analysis of the USA
  203. Markov-switching dependence between artificial intelligence and carbon price: The role of policy uncertainty in the era of the 4th industrial revolution and the effect of COVID-19 pandemic
  204. Quantile causality between banking stock and real estate securities returns in the US
  205. Frequency volatility connectedness across different industries in China
  206. Renewable energy consumption and robust globalization(s) in OECD countries: Do oil, carbon emissions and economic activity matter?
  207. The relationship between monetary policy and uncertainty in advanced economies: Evidence from time- and frequency-domains
  208. Guest editorial
  209. Understanding international and domestic travel intention of Indian travellers during COVID-19 using a Bayesian approach
  210. Nonlinear analysis of government expenditure and tax rate on income inequality in India
  211. Correlations among cryptocurrencies: Evidence from multivariate factor stochastic volatility model
  212. Analysis of EEMD-based quantile-in-quantile approach on spot- futures prices of energy and precious metals in India
  213. Global economic activity, crude oil price and production, stock market behaviour and the Nigeria-US exchange rate
  214. Macroeconomic factors and frequency domain causality between Gold and Silver returns in India
  215. Understanding the time-frequency dynamics of money demand, oil prices and macroeconomic variables: The case of India
  216. Oil and risk premia in equity markets
  217. Transportation and environmental degradation interplays in US: New insights based on wavelet analysis
  218. The Oil Price‐Macroeconomic fundamentals nexus for emerging market economies: Evidence from a wavelet analysis
  219. Analysing time difference and volatility linkages between China and the United States during financial crises and stable period using VARX‐DCC‐MEGARCH model
  220. Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
  221. Synchronisation of policy related uncertainty, financial stress and economic activity in the United States
  222. Special Issue on Data Driven Marketing Strategies
  223. Copula-based local dependence among energy, agriculture and metal commodities markets
  224. Dynamic connectedness between oil prices and stock returns of clean energy and technology companies
  225. Spillover of sentiment in the European Union: Evidence from time- and frequency-domains
  226. Analyzing volatility spillovers between oil market and Asian stock markets
  227. The relationship between energy consumption and fiscal decentralization and the importance of urbanization: Evidence from Chinese provinces
  228. Do urbanization, income, and trade affect electricity consumption across Chinese provinces?
  229. Fractional frequency flexible Fourier form (FFFFF) for panel cointegration test
  230. Testing the efficiency of metal's market: new evidence from a generalized spectral test
  231. Gold-oil dependence dynamics and the role of geopolitical risks: Evidence from a Markov-switching time-varying copula model
  232. Spillovers between US real estate and financial assets in time and frequency domains
  233. Exchange Rate Return and Volatility Spillover across Major Trading Partners of India
  234. A Wavelet-Based Analysis of the Co-Movement between Sukuk Bonds and Shariah Stock Indices in the GCC Region: Implications for Risk Diversification
  235. Investigating the stationarity hypothesis of Gross Domestic Product per capita in Central and Eastern Europe and Commonwealth of Independent State countries: Evidence using Fourier based panel KPSS test
  236. The hydroelectricity consumption and economic growth in Asian countries - evidence using an asymmetric cointegration approach
  237. Impacts of export quality on environmental degradation: does income matter?
  238. Systemic risk spillovers between crude oil and stock index returns of G7 economies: Conditional value-at-risk and marginal expected shortfall approaches
  239. Empirical evidence of extreme dependence and contagion risk between main cryptocurrencies
  240. Time-frequency causality and connectedness between international prices of energy, food, industry, agriculture and metals
  241. Dependence risk analysis in energy, agricultural and precious metals commodities: a pair vine copula approach
  242. Tourism-induced income distribution in Malaysia: a practical experience of a truly Asian economy
  243. Geopolitical risk, economic policy uncertainty and tourist arrivals: Evidence from a developing country
  244. Impact of Islamic banking development and major macroeconomic variables on economic growth: Evidence from panel smooth transition models
  245. Exploring the time and frequency domain connectedness of oil prices and metal prices
  246. Modeling volatility of precious metals markets by using regime-switching GARCH models
  247. Resource curse hypothesis and role of oil prices in USA
  248. Time-varying dynamic conditional correlation between stock and cryptocurrency markets using the copula-ADCC-EGARCH model
  249. Value-at-risk and expected shortfall in cryptocurrencies’ portfolio: a vine copula–based approach
  250. Convergence in Sulphur Dioxide (SO2) Emissions Since 1850 in OECD Countries: Evidence from a New Panel Unit Root Test
  251. The role of ICT and financial development in CO2 emissions and economic growth
  252. Is the Housing Market in the United States Really Weakly-Efficient?
  253. Are tourist arrivals stationary? Evidence from Laos
  254. Exploring the time-frequency connectedness and network among crude oil and agriculture commodities V1
  255. FDI, income, and environmental pollution in Latin America: Replication and extension using panel quantiles regression analysis
  256. Testing for the Granger-causality between returns in the U.S. and GIPSI stock markets
  257. Testing the oil price efficiency using various measures of long-range dependence
  258. Emancipatory Ethical Social Media Campaigns: Fostering Relationship Harmony and Peace
  259. A time varying approach on the price elasticity of electricity in India during 1975–2013
  260. Analysing systemic risk and time-frequency quantile dependence between crude oil prices and BRICS equity markets indices: A new look
  261. Does the U.S. economic policy uncertainty connect financial markets? Evidence from oil and commodity currencies
  262. Oil price-inflation pass-through in the United States over 1871 to 2018: A wavelet coherency analysis
  263. The dynamic relationships among CO2 emissions, renewable and non-renewable energy sources, and economic growth in India: Evidence from time-varying Bayesian VAR model
  264. Banking sector performance and economic growth: evidence from Southeast European countries
  265. The dynamic causality between gold and silver prices in India: Evidence using time-varying and non-linear approaches
  266. Correlations and volatility spillovers between oil, natural gas, and stock prices in India
  267. Dependence structure between business cycles and CO2 emissions in the U.S.: Evidence from the time-varying Markov-Switching Copula models
  268. Connectedness among crude oil prices, stock index and metal prices: An application of network approach in the USA
  269. Analysing volatility spillover between the oil market and the stock market in oil-importing and oil-exporting countries: Implications on portfolio management
  270. Dynamics of FII flows and stock market returns in a major developing country: How does economic uncertainty matter?
  271. Significance of Intellectual capital in firm performance
  272. Geopolitical risks and the predictability of regional oil returns and volatility
  273. Market-Risk Optimization among the Developed and Emerging Markets with CVaR Measure and Copula Simulation
  274. Measuring Co-dependencies of Economic Policy Uncertainty in Latin American Countries using Vine Copulas
  275. The Indian inflation–growth relationship revisited: robust evidence from time–frequency analysis
  276. The relationship between Bitcoin returns and trade policy uncertainty
  277. Modelling systemic risk and dependence structure between the prices of crude oil and exchange rates in BRICS economies: Evidence using quantile coherency and NGCoVaR approaches
  278. Time-frequency co-movements between the largest nonferrous metal futures markets
  279. Time-Varying Predictability of Oil Market Movements Over a Century of Data: The Role of US Financial Stress
  280. Reprint of: Chaos in G7 stock markets using over one century of data: A note
  281. An analysis of the weak form efficiency, multifractality and long memory of global, regional and European stock markets
  282. Relationship between the oil price volatility and sectoral stock markets in oil-exporting economies: Evidence from wavelet nonlinear denoised based quantile and Granger-causality analysis
  283. A multi-country convergence analysis of ecological footprint and its components
  284. Put–Call Ratio Volume vs. Open Interest in Predicting Market Return: A Frequency Domain Rolling Causality Analysis
  285. Modelling the dynamics of Bitcoin and Litecoin: GARCH versus stochastic volatility models
  286. Monetary shocks to macroeconomic variables in China using time-vary VAR model
  287. Vine copula-based dependence and portfolio value-at-risk analysis of the cryptocurrency market
  288. A wavelet analysis of the relationship between oil and natural gas prices
  289. Dependence between the global gold market and emerging stock markets (E7+1): Evidence from Granger causality using quantile and quantile-on-quantile regression methods
  290. Distributional predictability between commodity spot and futures: Evidence from nonparametric causality-in-quantiles tests
  291. The importance of oil assets for portfolio optimization: The analysis of firm level stocks
  292. Time–frequency relationship between US inflation and inflation uncertainty: evidence from historical data
  293. Energy Efficiency in Europe; Stochastic-Convergent and Non-Convergent Countries
  294. Analysing the spillover of inflation in selected Euro-area countries
  295. Analysing dynamic dependence between gold and stock returns: Evidence using stochastic and full-range tail dependence copula models
  296. Dependence structure between the BRICS foreign exchange and stock markets using the dependence-switching copula approach
  297. The nexus between access to electricity and labour productivity in developing countries
  298. The Inefficiency of Litecoin: A Dynamic Analysis
  299. The policy uncertainty and market volatility puzzle: Evidence from wavelet analysis
  300. Volatility spillovers across global asset classes: Evidence from time and frequency domains
  301. Tourism-induced financial development in Malaysia: New evidence from the tourism development index
  302. Humanitarian aid delivery decisions during the early recovery phase of disaster using a discrete choice multi-attribute value method
  303. Analyzing the time-frequency lead–lag relationship between oil and agricultural commodities
  304. Output Gap, Money Growth and Interest Rate in Japan: Evidence from Wavelet Analysis
  305. Testing for the Feldstein-Horioka hypothesis in Asia using wavelet analysis
  306. Bitcoin Returns and Risk: A General GARCH and GAS Analysis
  307. Information spillovers and connectedness networks in the oil and gas markets
  308. Are stock returns an inflation hedge for the UK? Evidence from a wavelet analysis using over three centuries of data
  309. Chaos in G7 stock markets using over one century of data: A note
  310. Do Energy and Banking CDS Sector Spreads Reflect Financial Risks and Economic Policy Uncertainty? A Time-Scale Decomposition Approach
  311. An empirical analysis of nature, magnitude and determinants of farmers’ indebtedness in India
  312. Stock Market Efficiency Analysis using Long Spans of Data: A Multifractal Detrended Fluctuation Approach
  313. Do Global Crude Oil Markets Behave as One Great Pool? A Cyclical Analysis
  314. Impact of oil price risk on sectoral equity markets: Implications on portfolio management
  315. Investigating stationarity in tourist arrivals to India using panel KPSS with sharp drifts and smooth breaks
  316. A wavelet analysis for exploring the relationship between economic policy uncertainty and tourist footfalls in the USA
  317. Extreme co-movements and dependencies among major international exchange rates: a copula approach
  318. On the Relationship of Gold, Crude Oil, Stocks with Financial Stress: A Causality-in-Quantiles Approach
  319. Oil returns and volatility: The role of mergers and acquisitions
  320. Do precious metal spot prices influence each other? Evidence from a nonparametric causality-in-quantiles approach
  321. Index futures volatility and trading activity: Measuring causality at a multiple horizon
  322. Time-varying correlations between trade balance and stock prices in the United States over the period 1792 to 2013
  323. Output and Stock Prices: New Evidence from the Robust Wavelet Approach
  324. The Dynamic Relationship Between Stock Returns and Trading Volume Revisited: A MODWT-VAR Approach
  325. A global food–energy–water nexus with heterogeneity, non-stationarity and cross-sectional dependence
  326. Informational efficiency of Bitcoin—An extension
  327. Has co-movement dynamics in emerging stock markets changed after global financial crisis? New evidence from wavelet analysis
  328. The causality of dollarisation, interest rate and exchange rate: evidence from Laos
  329. Practical Issues on Energy-Growth Nexus Data and Variable Selection With Bayesian Analysis
  330. Tourism, trade, and economic growth in India: a frequency-domain analysis of causality
  331. Has the correlation of inflation and stock prices changed in the United States over the last two centuries?
  332. Reengineering of Electricity Market Monitoring
  333. The relationship between oil prices and US economy revisited
  334. A multifractal detrended fluctuation analysis of financial market efficiency: Comparison using Dow Jones sector ETF indices
  335. Impact of return on long-memory data set of volatility of Dhaka Stock Exchange market with the role of financial institutions: an empirical analysis
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  337. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes
  338. Testing the inflation rates in MENA countries: Evidence from quantile regression approach and seasonal unit root test
  339. Comovements of gold futures markets and the spot market: A wavelet analysis
  340. Global financial crisis and weak-form efficiency of Islamic sectoral stock markets: An MF-DFA analysis
  341. Does international tourism affect international trade and economic growth? The Indian experience
  342. Foreign tourist arrivals in India from major source countries: an empirical analysis
  343. Exchange Rates and International Reserves in India
  344. Does Bitcoin hedge global uncertainty? Evidence from wavelet-based quantile-in-quantile regressions
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  347. Are exchange rates interdependent? Evidence using wavelet analysis
  348. The time-varying correlation between output and prices in the United States over the period 1800–2014
  349. Does renewable and/or non-renewable energy consumption matter for total factor productivity (TFP) growth? Evidence from the BRICS
  350. Whether tourist arrivals in India convergent?
  351. Spillovers between output and stock prices: a wavelet approach
  352. Oil price and exchange rate in India: Fresh evidence from continuous wavelet approach and asymmetric, multi-horizon Granger-causality tests
  353. Oil price–inflation pass-through in Romania during the inflation targeting regime
  354. Asymmetric impact of gold, oil prices and their volatilities on stock prices of emerging markets
  355. New evidence on hedges and safe havens for Gulf stock markets using the wavelet-based quantile
  356. Co-movements and contagion between international stock index futures markets
  357. Neoclassical finance, behavioral finance and noise traders: Assessment of gold–oil markets
  358. Renewable-to-total electricity consumption ratio: Estimating the permanent or transitory fluctuations based on flexible Fourier stationarity and unit root tests
  359. Testing the stationarity of CO 2 emissions series in Sub-Saharan African countries by incorporating nonlinearity and smooth breaks
  360. A Historical Analysis of the US Stock Price Index Using Empirical Mode Decomposition over 1791–2015
  361. Frequency based co-movement of inflation in selected euro area countries
  362. Dynamic inter-relationships among tourism, economic growth and energy consumption in India
  363. Continuous wavelet transform and rolling correlation of European stock markets
  364. The revenues-spending nexus in Romania: a TAR and MTAR approach
  365. The place of gold in the cross-market dependencies
  366. Understanding the nexus between oil and gold
  367. Do global financial crises validate assertions of fractal market hypothesis?
  368. Are tourist arrivals stationary? Evidence from BRIC countries
  369. Frequency domain causality analysis of stock market and economic activity in India
  370. The nexus between oil price and Russia's real exchange rate: Better paths via unconditional vs conditional analysis
  371. An analysis of dependence between Central and Eastern European stock markets
  372. A RE-EXAMINATION OF REAL INTEREST PARITY IN CEECs USING ‘OLD’ AND ‘NEW’ SECOND-GENERATION PANEL UNIT ROOT TESTS
  373. Time–frequency relationship between US output with commodity and asset prices
  374. Interlinkage Between Real Exchange Rate And Current Account Behaviors: Evidence From India
  375. Time-varying dependence between stock and government bond returns: International evidence with dynamic copulas
  376. On the dynamics of Indian GDP, crude oil production and imports
  377. Stock returns and inflation in Pakistan
  378. IS BITCOIN BUSINESS INCOME OR SPECULATIVE FOOLERY? NEW IDEAS THROUGH AN IMPROVED FREQUENCY DOMAIN ANALYSIS
  379. Comovement of Exchange Rates: A Wavelet Analysis
  380. PRIMARY ENERGY, INCOME, FOREIGN DIRECT INVESTMENT (FDI), AND HUMAN CAPITAL IN INDIA: A MULTIVARIATE ANALYSIS
  381. The relationship between environmental degradation and happiness in 23 developed contemporary economies
  382. Is the Labour Force Participation Rate Non-Stationary in Romania?
  383. Uncertainty Co-Movement in Major European Countries
  384. Testing the Long-Memory Features in Return and Volatility of NSE Index
  385. Do the Indian Agricultural Commodities’ Prices Exhibit Non-Linear Mean Reversion? An Empirical Evidence
  386. Revisit the Budget Deficits and Inflation: Evidence from Time and Frequency Domain Analyses
  387. The Inter-Temporal Causal Nexus between Indian Commodity Futures and Spot Prices: A Wavelet Analysis
  388. Contagion and Dynamic Correlation of the Main European Stock Index Futures Markets: A Time-frequency Approach
  389. Long-term trends in non-renewable resource commodity prices: fresh evidence in the presence of structural breaks
  390. Exchange rate and monetary fundamentals: Long run relationship revisited
  391. Renewable and nonrenewable energy production and economic growth in sub-Saharan Africa: a hidden cointegration analysis
  392. New evidence from the random walk hypothesis for BRICS stock indices: a wavelet unit root test approach
  393. Short- and long-run rolling causality techniques and optimal window-wise lag selection: an application to the export-led growth hypothesis
  394. Analyzing time–frequency relationship between oil price and exchange rate in Pakistan through wavelets
  395. Financial Development and Income Inequality: Is There Any Financial Kuznets Curve in Iran?
  396. Tests of Financial Market Contagion: Evolutionary Cospectral Analysis Versus Wavelet Analysis
  397. Analyzing time–frequency relationship between interest rate, stock price and exchange rate through continuous wavelet
  398. The asymmetric Granger-causality analysis between energy consumption and income in the United States
  399. The export-led growth hypothesis for India: examining causality by a new approach in the time–frequency domain
  400. A frequency domain causality investigation between futures and spot prices of Indian commodity markets
  401. Are fluctuations in coal consumption per capita temporary? Evidence from developed and developing economies
  402. Time–frequency relationship between share prices and exchange rates in India: Evidence from continuous wavelets
  403. The frequency domain causality analysis between energy consumption and income in the United States
  404. Unemployment hysteresis in the Eurozone area: evidences from nonlinear heterogeneous panel unit root test
  405. Revisiting the inflation–output gap relationship for France using a wavelet transform approach
  406. The sustainability of trade accounts of the ASEAN-5 countries
  407. Mean reversion in per capita GDP of Asian countries
  408. Causality between consumer price and producer price: Evidence from Mexico
  409. Inflation, output gap, and money in Malaysia: evidence from wavelet coherence
  410. Are fluctuations in electricity consumption per capita transitory? Evidence from developed and developing economies
  411. Analyzing Time–Frequency Based Co-movement in Inflation: Evidence from G-7 Countries
  412. The influence of the international oil prices on the real effective exchange rate in Romania in a wavelet transform framework
  413. The effects of financial development, economic growth, coal consumption and trade openness on CO2 emissions in South Africa
  414. Stock Market Integration in Asian Countries: evidence from Wavelet multiple correlations
  415. Economic growth, energy consumption, financial development, international trade and CO2 emissions in Indonesia
  416. On the relationship between oil price and exchange rates: A wavelet analysis
  417. Modelling the Relationship between Whole Sale Price and Consumer Price Indices: Cointegration and Causality Analysis for India
  418. A Structural VAR (SVAR) analysis of fiscal shocks on current accounts in India
  419. DOES DEFENCE SPENDING STIMULATE ECONOMIC GROWTH IN INDIA? A REVISIT
  420. Are Shocks to Real Output Permanent or Transitory? Evidence from a Panel of “Asean” Per Capita GDP Data
  421. Revisiting Purchasing Power Parity for India using threshold cointegration and nonlinear unit root test
  422. A revisit on the tax burden distribution and GDP growth: fresh evidence using a consistent nonparametric test for causality for the USA
  423. Taxation, Economic Growth and Political Stability
  424. Oil price and exchange rates: A wavelet based analysis for India
  425. Decomposing time-frequency relationship between producer price and consumer price indices in Romania through wavelet analysis
  426. The environmental Kuznets curve and the role of coal consumption in India: Cointegration and causality analysis in an open economy
  427. Does financial development increase rural‐urban income inequality?
  428. Oil prices and the macroeconomy reconsideration for Germany: Using continuous wavelet
  429. A revisit on the role of macro imbalances in the US recession of 2007-2009: nonlinear causality approach
  430. Are trade deficits sustainable? Evidence from the ASEAN‐five
  431. Unemployment hysteresis in Australia: evidence using nonlinear and stationarity tests with breaks
  432. Causality between wholesale price and consumer price indices in India
  433. Does CPI Granger-cause WPI? New extensions from frequency domain approach in Pakistan
  434. An empirical investigation of causality between producers' price and consumers' price indices in Australia in frequency domain
  435. Micro-inertia effects in nonlinear heterogeneous media
  436. Are Asian Per Capita GDP Stationary? Evidence from First and Second Generation Panel Unit Root Tests
  437. Structural changes and regional disparity in China's inflation: a revisit
  438. Taxation and Political Stability
  439. Foreign Aid, FDI, Economic Freedom and Economic Growth in Asian Countries
  440. Economic Growth and FDI in Asia: A Panel-Data Approach
  441. Taxation and Political Stability
  442. Liberalization and Wage Inequality: Evidence from Indian Manufacturing Industry - A Critical Review of Literature
  443. Primary Energy Consumption, CO2 Emissions and Economic Growth: Evidence from India
  444. Analysis of CEEC Exchange Rates Co-Movements Using Wavelet Multiple Correlation and Cross-Correlation
  445. Analyzing Time-Frequency Relationship between Interest Rate, Stock Price and Exchange Rate in India Through Continuous Wavelet
  446. Co-Movements between Germany and International Stock Markets: Some New Evidence from DCC-GARCH and Wavelet Approaches