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Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can Municipal Bonds Hedge US State-Level Climate Risks? 0 0 0 8 4 5 7 41
Climate Risks and Predictability of Financial Risks in the US Banking Sector 1 1 18 18 5 10 28 28
Climate Risks and Predictability of the Conditional Distributions of Rare Earth Stock Returns and Volatility 0 0 1 1 59 64 76 76
Climate Risks and Real Gold Returns over 750 Years 0 0 0 14 4 9 10 22
ESG Uncertainty and Forecasting Realized Volatility of Gold Returns: A Boosting Approach 0 0 0 0 4 12 46 46
Forecasting Natural Gas Futures Price Volatility of the United States: National versus State-Level Climate Concern Indexes 0 0 0 0 4 8 8 8
Forecasting The Volatility of Natural Gas Price using Machine Learning: Fundamentals versus Moments 0 0 0 0 4 12 20 20
Forecasting U.S. Recessions Using Over 150 Years of Data: Stock-Market Moments versus Oil-Market Moments 0 0 0 12 0 5 6 25
Implied Skewness of the Treasury Yield: A New Predictor for Stock Market Bubbles 2 8 9 9 7 20 23 23
Oil Price Shocks and the Connectedness of US State-Level Financial Markets 0 0 0 10 7 9 11 19
Predicting Oil Price Bubbles: Monetary Policy versus Central Bank Information Shocks 0 0 0 0 10 49 49 49
Predicting Safe Haven Assets through Implied Treasury Yield Skewness: A Time-Varying Nonparametric Quantile Causality Analysis 0 0 0 0 12 42 42 42
Predicting the Conditional Distribution of Risk Aversion The Role of Climate Risks in a Cross-Quantilogram Framework 0 0 19 19 2 7 44 44
Shortages and Machine-Learning Forecasting of Oil Returns Volatility: 1900-2024 0 0 0 0 3 5 76 76
Time-Variation in the Persistence of Carbon Price Uncertainty: The Role of Carbon Policy Uncertainty 0 0 0 5 2 8 50 60
Total Working Papers 3 9 47 96 127 265 496 579

Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Can municipal bonds hedge US state-level climate risks? 0 0 1 2 2 2 6 8
Climate Risks and Real Gold Returns over 750 Years 0 0 0 0 3 7 8 8
Cryptocurrency connectedness nexus the COVID-19 pandemic: evidence from time-frequency domains 0 0 0 0 4 5 8 13
Detecting DDoS Attacks in Software-Defined Networks Through Feature Selection Methods and Machine Learning Models 0 1 1 150 1 3 12 658
Do oil price shocks drive systematic risk premia in stock markets? A novel investment application 1 1 3 3 7 12 19 19
Dynamic Interlinkages Between Precious Metal, Exchange Rate and Crude Oil: Evidence from an Extended TVP‑VAR Analysis 0 0 1 1 2 11 13 13
Dynamic Interlinkages between the Twitter Uncertainty Index and the Green Bond Market: Evidence from the Covid-19 Pandemic and the Russian-Ukrainian Conflict 0 0 0 0 6 11 16 16
Dynamic connectedness among regional FinTech indices in times of turbulences 0 0 3 5 5 6 15 19
Dynamic connectedness between non-fungible tokens, decentralized finance, and conventional financial assets in a time-frequency framework 1 1 6 13 6 17 27 57
Dynamic interconnectedness of economic confidence, energy prices, andinterest rates: Insights from the euro area 0 0 0 0 1 4 6 6
Dynamic interlinkages between cryptocurrencies, NFTs, and DeFis and optimal portfolio investment strategies 0 0 1 2 4 5 12 18
Fintech: A Conduit for sustainability and renewable energy? Evidence from R2 connectedness analysis 0 0 3 5 4 5 17 24
Fiscal sustainability analysis in EU countries: a dynamic macro-panel approach 0 1 5 17 1 5 16 42
Forecasting U.S. recessions using over 150 years of data: Stock-market moments versus oil-market moments 0 0 0 0 3 11 15 17
High-frequency stock market connectedness in G-7: evidence from time-frequency domains 0 0 0 3 3 3 3 10
Interlinkages across US sectoral returns: time-varying interconnectedness and hedging effectiveness 0 0 0 1 1 4 5 9
Japanese stock market sectoral dynamics: A time and frequency analysis 0 0 6 6 2 12 26 26
Metaheuristics for rich portfolio optimisation and risk management: Current state and future trends 0 0 0 5 6 10 13 36
Oil price shocks and the connectedness of US state-level financial markets 0 0 2 2 4 8 15 15
Revisiting inflation inertia: A comprehensive analysis of dynamics and connectedness in the Turkish case 1 1 3 3 3 6 14 14
Shortages and machine-learning forecasting of oil returns volatility: 1900–2024 0 0 2 2 3 5 8 8
Systemic risk contagion in FX market: A frequency connectedness and network analysis 0 0 0 6 2 2 5 25
TVP-VAR based time and frequency domain food & energy commodities connectedness an analysis for financial/geopolitical turmoil episodes 0 0 2 8 4 5 12 22
The Interaction between Oil Price and Financial Stress: Evidence from the U.S. Data 0 0 0 30 3 6 9 118
The impact of the Russia-Ukraine conflict on the connectedness of financial markets 0 2 21 133 5 25 82 417
Time-Varying Network Connectedness of G-7 Economic Policy Uncertainties: A Locally Stationary TVP-VAR Approach 0 0 3 13 3 4 13 38
Time-variation in the persistence of carbon price uncertainty: The role of carbon policy uncertainty 0 1 2 2 2 5 6 6
Transmission mechanisms of financial stress into economic activity in Turkey 0 1 2 41 4 8 15 134
What drives green betas? Climate uncertainty or speculation 0 0 1 5 2 4 8 13
Total Journal Articles 3 9 68 458 96 211 424 1,809
1 registered items for which data could not be found

Chapter File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Dynamic BRICS Stock Market Linkages as a Channel of Systemic Risk Transmission: Evidence from the Asymmetric Connectedness Approach 0 0 0 0 3 3 6 9
Total Chapters 0 0 0 0 3 3 6 9

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Statistics updated 2026-02-12