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  1. Kang, Jian [Author]; Jakobsen, Johan Stax [Author]; Silvennoinen, Annastiina [Author]; Teräsvirta, Timo [Author]; Wade, Glen [Author]

    A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model

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    Aarhus, Denmark: Department of Economics and Business Economics, Aarhus University, 2022

    Published in: Aarhus Universitet: CREATES research paper ; 2022,1

  2. Kang, Jian [Author]; Jakobsen, Johan Stax [Author]; Silvennoinen, Annastiina [Author]; Teräsvirta, Timo [Author]; Wade, Glen [Author]

    A parsimonious test of constancy of a positive definite correlation matrix in a multivariate time-varying GARCH model

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    2022

    Published in: Econometrics ; 10(2022), 3 vom: Sept., Artikel-ID 30, Seite 1-41

  3. Pouliasis, Panos K. [Author]; Bentsos, Christos [Author]

    Oil price uncertainty and the relation to tanker shipping

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    2024

    Published in: International journal of finance & economics ; 29(2024), 2 vom: Apr., Seite 2472-2494

  4. Liu, Xiaoxing [Author]; Shehzad, Khurram [Author]

    Analyzing time-different connectedness among systemic financial markets during the financial crisis and conventional era : New evidence from the VARX-DCC-MEGARCH model

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    2023

    Published in: Journal of applied economics ; 26(2023), 1, Artikel-ID 2212455, Seite 1-24

  5. Chevallier, Julien [Author]

    COVID-19 outbreak and CO2 emissions : macro-financial linkages

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 1/12 vom: Jan., Seite 1-18

  6. Polat, Onur [Author]; Gupta, Rangan [Author]; Cepni, Oguzhan [Author]; Ji, Qiang [Author]

    Can municipal bonds hedge US state-level climate risks?

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    Pretoria, South Africa: Department of Economics, University of Pretoria, [2024]

    Published in: Department of Economics working paper series ; 2024,19

  7. Abidi, Ilyes [Author]; Touhami, Kamel [Author]

    Safe haven for crude oil : bitcoin or precious metals? : new insight from time varying coefficient-vector autoregressive model

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    2024

    Published in: International Journal of Energy Economics and Policy ; 14(2024), 1, Seite 184-195