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• 2021Crude oil market and stock markets during the COVID-19 pandemic: Evidence from the US, Japan, and Germany357 cited
• 2018Oil volatility, oil and gas firms and portfolio diversification315 cited
• 2017Economic policy uncertainty and stock market returns in PacificRim countries: Evidence based on a Bayesian panel VAR model268 cited
• 2018High-frequency volatility connectedness between the US crude oil market and China's agricultural commodity markets219 cited
• 2019Dynamics of volatility spillover in commodity markets: Linking crude oil to agriculture184 cited
• 2020Time-varying co-movements between energy market and global financial markets: Implication for portfolio diversification and hedging strategies172 cited
• 2018Volatility spillovers across global asset classes: Evidence from time and frequency domains171 cited
• 2021Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020156 cited
• 2018Measuring Dynamic Connectedness with Large Bayesian VAR Models134 cited
• 2019Risk spillovers between oil and stock markets: A VAR for VaR analysis133 cited
• 2023How does the Russian-Ukrainian war change connectedness and hedging opportunities? Comparison between dirty and clean energy markets versus global stock indices127 cited
• 2021Frequency spillovers, connectedness, and the hedging effectiveness of oil and gold for US sector ETFs