Anna Cretì

Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies

Time-frequency information transmission among financial markets: evidence from implied volatility

Event study on the reaction of the developed and emerging stock markets to the 2019-nCoV outbreak

Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis

Volatility Spillovers Across Petroleum Markets

Tail events: A new approach to understanding extreme energy commodity prices

Dynamic volatility spillover effects between oil and agricultural products

Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine

Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets

An ANP and fuzzy TOPSIS-based SWOT analysis for Turkey’s energy planning

Oil volatility, oil and gas firms and portfolio diversification

Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices

Multi-faceted energy planning: A review

Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic

Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries

Dynamic spillovers between commodity and currency markets

Reviewing EnergyPLAN simulations and performance indicator applications in EnergyPLAN simulations

Geopolitical risk and dynamic connectedness between commodity markets

Volatility Spillovers Across Petroleum Markets

Volatility spillovers and macroeconomic announcements: evidence from crude oil markets

Gas storage services and regulation in Italy: A Delphi analysis

Oil Price Risk and Financial Contagion

On the links between stock and commodity markets' volatility