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Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

Resources policy, 2021-10, Vol.73, p.102219, Article 102219

2021

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Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test

Resources policy, 2016-09, Vol.49, p.74-80

2016

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Geopolitical risks and stock market dynamics of the BRICS

Economic systems, 2018-06, Vol.42 (2), p.295-306

2018

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Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window

Energy economics, 2010-11, Vol.32 (6), p.1398-1410

2010

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Regime switching model of US crude oil and stock market prices: 1859 to 2013

Energy economics, 2015-05, Vol.49, p.317-327

2015

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On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets

Energies (Basel), 2022-03, Vol.15 (5), p.1893

2022

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The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test

Journal of multinational financial management, 2018-06, Vol.45, p.52-71

2018

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Factors Associated with Self-Reported Chronic Diseases of Syrian Refugees in Turkey

Annals of global health, 2022-01, Vol.88 (1), p.62-62

2022

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Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries

Tourism economics : the business and finance of tourism and recreation, 2021-08, Vol.27 (5), p.971-990

2021

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On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach

Energy economics, 2018-08, Vol.74, p.813-827

2018

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A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters

Empirica, 2020-08, Vol.47 (3), p.611-641

2020

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The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach

Emerging markets finance & trade, 2016-03, Vol.52 (3), p.674-689

2016

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On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach

Environment, development and sustainability, 2020-12, Vol.22 (8), p.8097-8134

2020

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Income inequality and economic growth: A re‐examination of theory and evidence

Review of development economics, 2021-05, Vol.25 (2), p.737-757

2021

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Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data

Energies (Basel), 2022-11, Vol.15 (22), p.8436

2022

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The causal nexus between oil prices and equity market in the U.S.: A regime switching model

Energy economics, 2013-09, Vol.39, p.271-282

2013

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Determinants of Protective Healthcare Services Awareness among Female Syrian Refugees in Turkey

Healthcare (Basel), 2022-09, Vol.10 (9), p.1717

2022

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The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach

Economics. The open-access, open-assessment e-journal, 2016-11, Vol.10 (2016-27), p.1-20

2016

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On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis

Environmental science and pollution research international, 2022-09, Vol.29 (43), p.65185-65196

2022

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Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains

Empirical economics, 2021-12, Vol.61 (6), p.2963-2983

2021

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Spillover dynamics across price inflation and selected agricultural commodity prices

Journal of economic structures, 2020-01, Vol.9 (2), p.1-17, Article 2

2020

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Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century

Mathematics (Basel), 2023-04, Vol.11 (9), p.2077

2023

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The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains

International review of economics & finance, 2015-07, Vol.38, p.220-233

2015

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Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis

Energy (Oxford), 2021-08, Vol.229, p.120666, Article 120666

2021

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Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach

Mathematics (Basel), 2022-05, Vol.10 (10), p.1638

2022

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Crude Oil futures contracts and commodity markets: New evidence from a TVP-VAR extended joint connectedness approach

Does uncertainty move the gold price? New evidence from a nonparametric causality-in-quantiles test

Geopolitical risks and stock market dynamics of the BRICS

Economic growth and energy consumption causal nexus viewed through a bootstrap rolling window

Regime switching model of US crude oil and stock market prices: 1859 to 2013

On the Dynamic Connectedness of the Stock, Oil, Clean Energy, and Technology Markets

The role of economic and financial uncertainties in predicting commodity futures returns and volatility: Evidence from a nonparametric causality-in-quantiles test

Factors Associated with Self-Reported Chronic Diseases of Syrian Refugees in Turkey

Modelling the employment, income and price elasticities of outbound tourism demand in OECD countries

On the risk spillover across the oil market, stock market, and the oil related CDS sectors: A volatility impulse response approach

A re-examination of growth and growth uncertainty relationship in a stochastic volatility in the mean model with time-varying parameters

The Causal Relationship Between Economic Policy Uncertainty and Stock Returns in China and India: Evidence from a Bootstrap Rolling Window Approach

On the nexus among carbon dioxide emissions, energy consumption and economic growth in G-7 countries: new insights from the historical decomposition approach

Income inequality and economic growth: A re‐examination of theory and evidence

Oil-Price Uncertainty and International Stock Returns: Dissecting Quantile-Based Predictability and Spillover Effects Using More than a Century of Data

The causal nexus between oil prices and equity market in the U.S.: A regime switching model

Determinants of Protective Healthcare Services Awareness among Female Syrian Refugees in Turkey

The role of economic policy uncertainty in predicting U.S. recessions: A mixed-frequency Markov-switching vector autoregressive approach

On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis

Time-varying relationship between conventional and unconventional monetary policies and risk aversion: international evidence from time- and frequency-domains

Spillover dynamics across price inflation and selected agricultural commodity prices

Climate Risks and Forecasting Stock Market Returns in Advanced Economies over a Century

The co-movement and causality between the U.S. housing and stock markets in the time and frequency domains

Exchange rate and oil price pass-through in the BRICS countries: Evidence from the spillover index and rolling-sample analysis

Modelling the Dynamic Interaction between Economic Policy Uncertainty and Commodity Prices in India: The Dynamic Autoregressive Distributed Lag Approach

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