By combining the traditional Diebold–Yilmaz (2012, 2014) spillover index with the quantile
method, we study the extreme spillovers among fossil energy, clean energy, and metals …

We provide the first empirical study on the role of panic and stress related to the COVID-19
pandemic, including six uncertainties and the four most traded cryptocurrencies, on three …

This paper combines quantile regression with time-varying vector autoregressive (TVP−
VAR) model to study extreme spillover effects among high carbon emission stocks, green …

This study examines the financial connectedness and risk transmission among MENA
economies by accounting for financial connectedness in the short and long run as well …

Abstract Uncertainty regarding Chinese and American economic policies impacts major
investable asset classes in politically contestable geographic regions such as Southeast …

We propose partial cross-quantilogram networks for measuring the connectedness of 30
China's financial institutions at different quantiles. We find that networks at the extreme …

External financial frictions might increase the severity of economic uncertainty shocks. We
analyze the impact of aggregate uncertainty and financial condition shocks using a …

This paper provides new evidence on the stochastic behaviour of the EPU (Economic Policy
Uncertainty (EPU) index constructed by Baker et al.(2016) in six of the biggest economies …

Using a sample of 39 countries representing 88% of global GDP, we find that real economic
uncertainty (REU) has negative long‐lasting domestic economic effects and transmits across …

This study investigates the influence of global financial market conditions on financial risk
connectedness and transmission among the Middle East and North Africa (MENA) …