BIOMARKERS

Molecular Biopsy of Human Tumors

- a resource for Precision Medicine *

237 related articles for article (PubMed ID: 36316555)

  • 1. Dynamic interlinkages between the crude oil and gold and stock during Russia-Ukraine War: evidence from an extended TVP-VAR analysis.
    Ha LT
    Environ Sci Pollut Res Int; 2023 Feb; 30(9):23110-23123. PubMed ID: 36316555
    [TBL] [Abstract][Full Text] [Related]  

  • 2. An application of a TVP-VAR extended joint connected approach to explore connectedness between WTI crude oil, gold, stock and cryptocurrencies during the COVID-19 health crisis.
    Ha LT; Nham NTH
    Technol Forecast Soc Change; 2022 Oct; 183():121909. PubMed ID: 35919892
    [TBL] [Abstract][Full Text] [Related]  

  • 3. Storm after the Gloomy days: Influences of COVID-19 pandemic on volatility of the energy market.
    Ha LT
    Resour Policy; 2022 Dec; 79():102921. PubMed ID: 36092850
    [TBL] [Abstract][Full Text] [Related]  

  • 4. An application of QVAR dynamic connectedness between geopolitical risk and renewable energy volatility during the COVID-19 pandemic and Russia-Ukraine conflicts.
    Ha LT
    J Environ Manage; 2023 Sep; 342():118290. PubMed ID: 37285768
    [TBL] [Abstract][Full Text] [Related]  

  • 5. An application of Bayesian vector heterogeneous autoregressions to study network interlinkages of the crude oil and gold, stock, and cryptocurrency markets during the COVID-19 outbreak.
    Ha LT
    Environ Sci Pollut Res Int; 2023 Jun; 30(26):68609-68624. PubMed ID: 37126178
    [TBL] [Abstract][Full Text] [Related]  

  • 6. On the dynamic return and volatility connectedness of cryptocurrency, crude oil, clean energy, and stock markets: a time-varying analysis.
    Attarzadeh A; Balcilar M
    Environ Sci Pollut Res Int; 2022 Sep; 29(43):65185-65196. PubMed ID: 35484452
    [TBL] [Abstract][Full Text] [Related]  

  • 7. Dynamic connectedness between FinTech innovation and energy volatility during the war in time of pandemic.
    Ha LT
    Environ Sci Pollut Res Int; 2023 Jul; 30(35):83530-83544. PubMed ID: 37341935
    [TBL] [Abstract][Full Text] [Related]  

  • 8. The dynamic volatility nexus of geo-political risks, stocks, bond, bitcoin, gold and oil during COVID-19 and Russian-Ukraine war.
    Shaik M; Rabbani MR; Atif M; Aysan AF; Alam MN; Kayani UN
    PLoS One; 2024; 19(2):e0286963. PubMed ID: 38359034
    [TBL] [Abstract][Full Text] [Related]  

  • 9. Diversification of the Islamic stock market, Bitcoin, and Bullions in response to the Russia-Ukraine conflict and the COVID-19 outbreak.
    Ashraf S; de Almeida AMM; Naz I; Latief R
    Heliyon; 2023 Aug; 9(8):e19023. PubMed ID: 37636415
    [TBL] [Abstract][Full Text] [Related]  

  • 10. Welfare influences of green energy volatility in Vietnam: new evidence from an extended TVP-VAR approach.
    Ha LT
    Environ Sci Pollut Res Int; 2024 May; 31(25):36291-36306. PubMed ID: 37950784
    [TBL] [Abstract][Full Text] [Related]  

  • 11. Rare earth and financial markets: Dynamics of return and volatility connectedness around the COVID-19 outbreak.
    Song Y; Bouri E; Ghosh S; Kanjilal K
    Resour Policy; 2021 Dec; 74():102379. PubMed ID: 34629683
    [TBL] [Abstract][Full Text] [Related]  

  • 12. Dynamic interrelations between environmental innovations, human capital, and energy security in Vietnam: new evidence from an extended TVP-VAR approach.
    Ha LT
    Environ Sci Pollut Res Int; 2023 Aug; ():. PubMed ID: 37624501
    [TBL] [Abstract][Full Text] [Related]  

  • 13. Dynamic asymmetric spillovers and connectedness between Chinese sectoral commodities and industry stock markets.
    Lou Y; Xiao C; Lian Y
    PLoS One; 2024; 19(1):e0296501. PubMed ID: 38165992
    [TBL] [Abstract][Full Text] [Related]  

  • 14. Fat tails, serial dependence, and interlinkages of the geopolitical risk and food market during the COVID-19 pandemic and war crisis: an application of Bayesian vector heterogeneous autoregressions.
    Ha LT
    Environ Sci Pollut Res Int; 2023 Sep; ():. PubMed ID: 37700136
    [TBL] [Abstract][Full Text] [Related]  

  • 15. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic.
    Mensi W; Reboredo JC; Ugolini A
    Resour Policy; 2021 Oct; 73():102217. PubMed ID: 36567727
    [TBL] [Abstract][Full Text] [Related]  

  • 16. How COVID-19 drives connectedness among commodity and financial markets: Evidence from TVP-VAR and causality-in-quantiles techniques.
    Adekoya OB; Oliyide JA
    Resour Policy; 2021 Mar; 70():101898. PubMed ID: 34173426
    [TBL] [Abstract][Full Text] [Related]  

  • 17. Carbon conundrums: Geopolitical clashes and market mayhem in the race for sustainability.
    Rao A; Hossain MR; Gupta M; Parihar JS; Sharma GD
    J Environ Manage; 2024 Jan; 350():119631. PubMed ID: 38007930
    [TBL] [Abstract][Full Text] [Related]  

  • 18. Volatility connectedness of GCC stock markets: how global oil price volatility drives volatility spillover in GCC stock markets?
    Hussain M; Rehman RU
    Environ Sci Pollut Res Int; 2023 Feb; 30(6):14212-14222. PubMed ID: 36138292
    [TBL] [Abstract][Full Text] [Related]  

  • 19. Dynamic connectedness and spillovers between Islamic and conventional stock markets: time- and frequency-domain approach in COVID-19 era.
    Bossman A; Owusu Junior P; Tiwari AK
    Heliyon; 2022 Apr; 8(4):e09215. PubMed ID: 35399378
    [TBL] [Abstract][Full Text] [Related]  

  • 20. The dynamic network of industries in US stock market: Evidence of GFC, COVID-19 pandemic and Russia-Ukraine war.
    Choi SY
    Heliyon; 2023 Sep; 9(9):e19726. PubMed ID: 37809919
    [TBL] [Abstract][Full Text] [Related]  

    [Next]    [New Search]
    of 12.