We provide a comprehensive analysis of the International Review of Financial Analysis
(IRFA) between 1992 and 2020 using bibliometrics, regression analysis, and structural topic …

This paper examines the time and frequency connectedness among electricity, carbon and
clean energy markets, and oil price demand and supply shocks. In doing so, we use the …

Prior research has shown that energy sector stock prices are impacted by uncertainty. The
coronavirus (COVID-19) pandemic has given rise to widespread health and economic …

This study investigates the tail risk spillovers between the crude oil market and the stock
markets of twelve major oil-importing and seven oil-exporting countries. We employ a novel …

This study seeks to explore the firm-level interconnections in the fast changing and
integrating global energy market. We investigate the risk connectedness using a Value-at …

This paper investigates the asymmetric relationship between oil shocks and the carbon
emission trading market in China using the nonlinear autoregressive distributed lag …

We explore the domain of FinTech, DeFi, and NFT market relationships considering investor
attention. Using frequency connectedness analysis, we employ two different investor …

This paper aims to identify the costs of capital in a group of companies from the energy
sector by including an investor and market risk approach. The study also concerns the …

We study the tail dependence between crude oil and BRIC stock markets using a time-
varying optimal copula (TVOC) approach. We show evidence of multiple tail dependence …

This paper tries to examine asymmetric and time-frequency volatility connectedness
between the Chinese crude oil futures market and international oil benchmarks. To this end …