Standout Papers
Citation Impact
Citing Papers
Co-movements and spillovers of oil and renewable firms under extreme conditions: New evidence from negative WTI prices during COVID-19
2020
Influence of COVID-19 Pandemic on Dissemination of Innovative E-Learning Tools in Higher Education in Poland
2022 Standout
Hedging with financial innovations in the Asia-Pacific markets during the COVID-19 pandemic: the role of precious metals
2021
Fostering green development with green finance: An empirical study on the environmental effect of green credit policy in China
2021 Standout
Analyzing the frequency dynamics of volatility spillovers across precious and industrial metal markets
2021
Effects of structural changes on the prediction of downside volatility in futures markets
2021
Does renewable energy redefine geopolitical risks?
2021 Standout
The impact of the COVID-19 crisis on the perception of business risk in the SME segment
2020 Standout
Time-frequency connectedness among clean-energy stocks and fossil fuel markets: Comparison between financial, oil and pandemic crisis
2021 Standout
Oil and renewable energy stock markets: Unique role of extreme shocks
2022
Investigating the Influence of Green Credit on Operational Efficiency and Financial Performance Based on Hybrid Econometric Models
2017
The Impact of Geopolitical Risk on Systemic Risk Spillover in Commodity Market: An EMD‐Based Network Topology Approach
2021
Oil price shocks, global economic policy uncertainty, geopolitical risk, and stock price in Malaysia: Factor augmented VAR approach
2019
Geopolitical risk and renewable energy stock markets: An insight from multiscale dynamic risk spillover
2020
Monetary policy uncertainty and stock returns in G7 and BRICS countries: A quantile-on-quantile approach
2021
Structural breaks and volatility forecasting in the copper futures market
2017
Dynamic volatility spillover effects between oil and agricultural products
2020
Pandemic, War, and Global Energy Transitions
2022 Standout
Analyzing time-varying volatility spillovers between the crude oil markets using a new method
2020
A study on chaos in crude oil markets before and after 2008 international financial crisis
2016
Heterogeneous impacts of wars on global equity markets: Evidence from the invasion of Ukraine
2022 Standout
When bad news is good news: Geopolitical risk and the cross-section of emerging market stock returns
2021
Forecasting the volatility of EUA futures with economic policy uncertainty using the GARCH-MIDAS model
2021
The GOLD market as a safe haven against the stock market uncertainty: Evidence from geopolitical risk
2020
Which determinant is the most informative in forecasting crude oil market volatility: Fundamental, speculation, or uncertainty?
2017
Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks
2020
Cryptocurrency Market Analysis from the Open Innovation Perspective
2020
Inventive problem-solving map of innovative carbon emission strategies for solar energy-based transportation investment projects
2022 Standout
The impact of geopolitical uncertainty on energy volatility
2021
The impact of the Russia-Ukraine conflict on the connectedness of financial markets
2022 Standout
Evidence from a multiple and partial wavelet analysis on the impact of geopolitical concerns on stock markets in North-East Asian countries
2021
Impact of Russian-Ukraine war on clean energy, conventional energy, and metal markets: Evidence from event study approach
2022 Standout
Dynamic volatility spillovers across oil and natural gas futures markets based on a time-varying spillover method
2021
A new forecasting model with wrapper-based feature selection approach using multi-objective optimization technique for chaotic crude oil time series
2020 Standout
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Works of Feng Ma being referenced
The role of oil futures intraday information on predicting US stock market volatility
2020
Examining the predictive information of CBOE OVX on China’s oil futures volatility: Evidence from MS-MIDAS models
2020
The role of the IDEMV in predicting European stock market volatility during the COVID-19 pandemic
2020
Which popular predictor is more useful to forecast international stock markets during the coronavirus pandemic: VIX vs EPU?
2020
Geopolitical risk uncertainty and oil future volatility: Evidence from MIDAS models
2019 Standout
Economic policy uncertainty and the Chinese stock market volatility: Novel evidence
2019
Forecasting oil futures price volatility: New evidence from realized range-based volatility
2018
Forecasting the oil futures price volatility: Large jumps and small jumps
2018
Forecasting realized volatility in a changing world: A dynamic model averaging approach
2015
Forecasting the prices of crude oil: An iterated combination approach
2018
Global economic policy uncertainty and gold futures market volatility: Evidence from Markov regime‐switching GARCH‐MIDAS models
2020
Forecasting crude oil prices with a large set of predictors: Can LASSO select powerful predictors?
2019
Can economic policy uncertainty help to forecast the volatility: A multifractal perspective
2017
Economic policy uncertainty and the Chinese stock market volatility: new evidence
2019
Geopolitical risk and oil volatility: A new insight
2019
Multifractal detrended cross-correlation analysis of the oil-dependent economies: Evidence from the West Texas intermediate crude oil and the GCC stock markets
2014
Forecasting the realized range-based volatility using dynamic model averaging approach
2016
Forecasting realized volatility of oil futures market: A new insight
2018
Crude oil and BRICS stock markets under extreme shocks: New evidence
2019
The importance of extreme shock: Examining the effect of investor sentiment on the crude oil futures market
2021
Asymmetric volatility spillovers between oil and stock markets: Evidence from China and the United States
2019
United States Oil Fund volatility prediction: the roles of leverage effect and jumps
2021
Forecasting the realized volatility of the oil futures market: A regime switching approach
2017
Forecasting the realized volatility in the Chinese stock market: further evidence
2016
Multifractality, efficiency analysis of Chinese stock market and its cross-correlation with WTI crude oil price
2015