OOIR: Observatory of International Research

Papers

(The H4-Index of North American Journal of Economics and Finance is 32. 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 2020-05-01 to 2024-05-01.)

Article	Citations
Oil price shocks, geopolitical risks, and green bond market dynamics	182
Can crude oil drive the co-movement in the international stock market? Evidence from partial wavelet coherence analysis	77
Forecasting stock index price using the CEEMDAN-LSTM model	76
“Small things matter most”: The spillover effects in the cryptocurrency market and gold as a silver bullet	71
Connectedness and systemic risk spillovers analysis of Chinese sectors based on tail risk network	70
Risk spillover and network connectedness analysis of China’s green bond and financial markets: Evidence from financial events of 2015–2020	68
Impact of COVID-19 pandemic on stock markets: Conventional vs. Islamic indices using wavelet-based multi-timescales analysis	63
The impact of China’s one belt one road initiative on international trade in the ASEAN region	63
Accessibility of financial services and household consumption in China: Evidence from micro data	61
Risk spillover between Bitcoin and conventional financial markets: An expectile-based approach	52
Forecasting stock market returns: New technical indicators and two-step economic constraint method	52
How does FinTech affect the development of the digital economy? Evidence from China	49
COVID-19 and asymmetric volatility spillovers across global stock markets	49
Risk spillover from crude oil prices to GCC stock market returns: New evidence during the COVID-19 outbreak	49
Is there one safe-haven for various turbulences? The evidence from gold, Bitcoin and Ether	46
Risk spillovers between cryptocurrencies and traditional currencies and gold under different global economic conditions	43
Time-frequency connectedness of crude oil, economic policy uncertainty and Chinese commodity markets: Evidence from rolling window analysis	40
Adaptive market hypothesis: The story of the stock markets and COVID-19 pandemic	40
Multiscale financial risk contagion between international stock markets: Evidence from EMD-Copula-CoVaR analysis	40
Revisiting the safe haven role of Gold across time and frequencies during the COVID-19 pandemic	39
Analysis of the impact of COVID-19 pandemic on G20 stock markets	39
The role of insurance growth in economic growth: Fresh evidence from a panel of OECD countries	39
A comparative study of forecasting corporate credit ratings using neural networks, support vector machines, and decision trees	39
Systemic financial risk early warning of financial market in China using Attention-LSTM model	38
The impact of economic uncertainty and geopolitical risks on bank credit	37

Time and frequency connectedness and portfolio diversification between cryptocurrencies and renewable energy stock markets during COVID-19	36
Dynamic behaviors and contributing factors of volatility spillovers across G7 stock markets	35
Financial innovation and bank growth: The role of institutional environments	35
Carbon option price forecasting based on modified fractional Brownian motion optimized by GARCH model in carbon emission trading	34
How do stock price indices absorb the COVID-19 pandemic shocks?	33
Dynamic volatility spillovers between industries in the US stock market: Evidence from the COVID-19 pandemic and Black Monday	33
The dynamic impact of oil price shocks on the stock market and the USD/RMB exchange rate: Evidence from implied volatility indices	32
Economic policy uncertainty and cost of debt financing: International evidence	32
The effects of oil price shocks on inflation in the G7 countries	32