Research on tail risk contagion in international energy markets—The quantile time-frequency volatility spillover perspective

Conditional Heteroskedasticity in Asset Returns: A New Approach

Daniel B. Nelson · Econometrica · 1991 · 10.4K citations

Business, Economics, Finance +17

Better to give than to receive: Predictive directional measurement of volatility spillovers

Francis X. Diebold, Kamil Yılmaz · International Journal of Forecasting · 2011 · 5.5K citations

Social Sciences, Economics, Finance +17

On the network topology of variance decompositions: Measuring the connectedness of financial firms

Francis X. Diebold, Kamil Yılmaz · Journal of Econometrics · 2014 · 4.4K citations

Business, Economics, Finance +17

Measuring Financial Asset Return and Volatility Spillovers, with Application to Global Equity Markets

Francis X. Diebold, Kamil Yılmaz · The Economic Journal · 2008 · 3K citations

Business, Economics, Finance +15

The effect of renewable energy consumption on economic growth: Evidence from top 38 countries

Mita Bhattacharya, Sudharshan Reddy Paramati, İlhan Öztürk et al. · Applied Energy · 2015 · 1.5K citations · Full text

Social Sciences, Economics, Development Economics +14