Citation Impact
Citing Papers
Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies
2020
Time-frequency information transmission among financial markets: evidence from implied volatility
2021
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
Volatility Spillovers Across Petroleum Markets
2015
Tail events: A new approach to understanding extreme energy commodity prices
2014
Pandemic, War, and Global Energy Transitions
2022 Standout
Dynamic volatility spillovers and investment strategies between the Chinese stock market and commodity markets
2021
Oil volatility, oil and gas firms and portfolio diversification
2018 Standout
Time and frequency dynamics of connectedness between renewable energy stocks and crude oil prices
2018
Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic
2021
Volatility spillovers and cross-hedging between gold, oil and equities: Evidence from the Gulf Cooperation Council countries
2017
Dynamic spillovers between commodity and currency markets
2015
Geopolitical risk and dynamic connectedness between commodity markets
2022 Standout
Volatility Spillovers Across Petroleum Markets
2015
Works of Marc Joëts being referenced
Energy price transmissions during extreme movements
2013
Heterogeneous Beliefs, Regret, and Uncertainty: The Role of Speculation in Energy Price Dynamics
2013
On the links between stock and commodity markets' volatility
2013
Testing for Granger causality in distribution tails: An application to oil markets integration
2012