OOIR: Observatory of International Research

Papers

(The H4-Index of North American Journal of Economics and Finance is 34. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2020-11-01 to 2024-11-01.)

Article	Citations
Oil price shocks, geopolitical risks, and green bond market dynamics	201
Forecasting stock index price using the CEEMDAN-LSTM model	92
Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020	77
“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet	77
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network	77
Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis	70
The impact of China’s one belt one road initiative on international trade in the ASEAN region	68
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak	62
How does FinTech affect the development of the digital economy? Evidence from China	60
COVID-19 and asymmetric volatility spillovers across global stock markets	59
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach	59
A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees	49
The impact of economic uncertainty and geopolitical risks on bank credit	49
Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions	49
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis	48
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether	48
Analysis of the impact of COVID-19 pandemic on G20 stock markets	46
Systemic financial risk early warning of financial market in China using Attention-LSTM model	45
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis	44
Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic	44
Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19	42
Asymmetric volatility connectedness among U.S. stock sectors	42
Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading	41
Geopolitical risk and stock market volatility in emerging markets: A GARCH – MIDAS approach	41
Economic policy uncertainty and cost of debt financing: International evidence	40

How do stock price indices absorb the COVID-19 pandemic shocks?	40
Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday	40
Exploring the dynamic spillover of cryptocurrency environmental attention across the commodities, green bonds, and environment-related stocks	39
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic	39
Can digital financial inclusion promote female entrepreneurship? Evidence and mechanisms	39
Systemic risk of Chinese financial institutions and asset price bubbles	36
Non-linear causal linkages of EPU and gold with major cryptocurrencies during bull and bear markets	35
The effects of oil price shocks on inflation in the G7 countries	35
Economic policy uncertainty and stock market returns: New evidence	35
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices	34