Sheeja Sivaprasad : Citation Profile

University of Westminster

5

H index

3

i10 index

175

Citations

RESEARCH PRODUCTION:

16

Articles

RESEARCH ACTIVITY:

   13 years (2012 - 2025). See details.
   Cites by year: 13
   Journals where Sheeja Sivaprasad has often published
   Relations with other researchers
   Recent citing documents: 108.    Total self citations: 4 (2.23 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/psi1169
   Updated: 2026-06-20    RAS profile: 2026-05-28    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers

Works with:

Muradoglu, Yaz (3)

Malki, Issam (3)

Authors registered in RePEc who have co-authored more than one work in the last five years with Sheeja Sivaprasad.

Is cited by:

Erixson, Oscar (3)

Hammar, Olle (3)

Gazzani, Andrea Giovanni (3)

Manera, Matteo (3)

Ferriani, Fabrizio (3)

Ji, Qiang (2)

Apergis, Nicholas (2)

Lee, Chi-Chuan (2)

Dimitriou, Dimitrios (2)

Klose, Jens (2)

Hoque, Mohammad (2)

Cites to:

Bollerslev, Tim (14)

Fama, Eugene (11)

Diebold, Francis (10)

Andersen, Torben (7)

French, Kenneth (7)

Lau, Chi Keung (6)

Muradoglu, Yaz (5)

Ghysels, Eric (5)

Frey, Bruno (4)

Yilmaz, Kamil (4)

Bouri, Elie (4)

Main data

Where Sheeja Sivaprasad has published?

Journals with more than one article published# docs
International Review of Financial Analysis2
Journal of Forecasting2
Studies in Economics and Finance2

Recent works citing Sheeja Sivaprasad (2025 and 2024)

YearTitle of citing document
2026Integration of the EU Member States into Global Value Chains and the Impact on Microeconomic Performance in the Context of the COVID-19 Pandemic. (2026). Nichifor, Bogdan-Vasile ; Rotila, Aristita ; Breahna, Ionela Cristina ; Timiras, Laura Catalina ; Stangaciu, Oana Ancuta ; Zait, Luminita. In: The AMFITEATRU ECONOMIC journal. RePEc:aes:amfeco:v:28:y:2026:i:71:p:69.

Full description at Econpapers || Download paper

2024Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa. In: FEEM Working Papers. RePEc:ags:feemwp:344790.

Full description at Econpapers || Download paper

2024Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie. (2024). Kara, Marta Anita ; Boda, Micha. In: Gospodarka Narodowa-The Polish Journal of Economics. RePEc:ags:polgne:360594.

Full description at Econpapers || Download paper

2024The Effects of COVID-19 and the Russia-Ukraine War on Inward Foreign Direct Investment. (2024). Hossain, SM ; Hosen, MS ; Chowdhury, MR ; Mia, MN. In: Papers. RePEc:arx:papers:2401.03096.

Full description at Econpapers || Download paper

2024Long‐run impacts of the conflict in Ukraine on grain imports and prices in Africa. (2024). Woldemichael, Andinet ; Heidland, Tobias ; Balma, Lacina ; Mahlkow, Hendrik ; Mukasa, Adamon N ; Jvervall, Sebastian. In: African Development Review. RePEc:bla:afrdev:v:36:y:2024:i:s1:p:s10-s24.

Full description at Econpapers || Download paper

2024THE FINANCIAL CRISES, INCOME LEVELS AND THE DEPTH OF THE FINANCIAL SYSTEM. (2024). Kaya, Halil D. In: Annals - Economy Series. RePEc:cbu:jrnlec:y:2024:v:6ii:p:24-34.

Full description at Econpapers || Download paper

2025Inter-industry risk spillovers in the Chinese stock market under epidemic outbreaks. (2025). Feng, Qianqian ; Sun, Xiaolei ; Li, Jianping ; Shen, Yiran. In: Journal of Behavioral and Experimental Finance. RePEc:eee:beexfi:v:46:y:2025:i:c:s2214635025000358.

Full description at Econpapers || Download paper

2025Assessing geopolitical risk: Sovereign CDS insights from the Russo-Ukrainian War. (2025). Neszveda, Gabor ; Nagy, Olivr. In: Economic Analysis and Policy. RePEc:eee:ecanpo:v:85:y:2025:i:c:p:1995-2006.

Full description at Econpapers || Download paper

2025Time-varying sources of fluctuations in global inflation. (2025). Ko, Juyoung ; Kim, Won Joong ; Piao, Chunyan ; Kwon, Won Soon. In: Economic Modelling. RePEc:eee:ecmode:v:143:y:2025:i:c:s0264999324003274.

Full description at Econpapers || Download paper

2024A crisis like no other? Financial market analogies of the COVID-19-cum-Ukraine war crisis. (2024). Sosvilla-Rivero, Simon ; Andrada-Felix, Julian ; Fernandez-Rodriguez, Fernando. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:74:y:2024:i:c:s1062940824001190.

Full description at Econpapers || Download paper

2025Multiscale tail risk integration between safe-haven assets and Africa’s emerging equity market. (2025). Aikins, Emmanuel Joel ; Abdullah, Mohammad ; Amponsah, Dan Owusu ; Lee, Chi-Chuan ; Abor, Joshua Yindenaba. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:75:y:2025:i:pa:s1062940824002195.

Full description at Econpapers || Download paper

2025Tail risk spillover and systemic importance among fossil energy markets: Evidence from china. (2025). Zheng, Huike ; Gao, Chiyuan ; Deng, Jing. In: The North American Journal of Economics and Finance. RePEc:eee:ecofin:v:79:y:2025:i:c:s1062940825001019.

Full description at Econpapers || Download paper

2024Quantile time-frequency connectedness analysis between crude oil, gold, financial markets, and macroeconomic indicators: Evidence from the US and EU. (2024). Hamori, Shigeyuki ; Shang, Jin. In: Energy Economics. RePEc:eee:eneeco:v:132:y:2024:i:c:s0140988324001816.

Full description at Econpapers || Download paper

2025Financial risk management innovation in energy market: Evidence from a machine learning hybrid model. (2025). Lu, Xinjie ; Ma, Feng ; Li, Zepei. In: Energy Economics. RePEc:eee:eneeco:v:144:y:2025:i:c:s0140988325001847.

Full description at Econpapers || Download paper

2025Assessment of banking risk in the context of the oil and gas bubbles. (2025). Dell'Atti, Stefano ; Onorato, Grazia ; di Tommaso, Caterina ; Paltrinieri, Andrea. In: Energy Economics. RePEc:eee:eneeco:v:147:y:2025:i:c:s0140988325004177.

Full description at Econpapers || Download paper

2025Mixed-frequency Quantile Regression Forests for Value-at-Risk forecasting. (2025). Candila, Vincenzo ; Andreani, Mila ; Petrella, Lea. In: Energy Economics. RePEc:eee:eneeco:v:149:y:2025:i:c:s014098832500533x.

Full description at Econpapers || Download paper

2024Extreme risk contagions among fossil energy companies in China: Insights from a multilayer dynamic network analysis. (2024). Xu, Zihan ; Xing, Xiaoyun ; Deng, Jing. In: Energy. RePEc:eee:energy:v:306:y:2024:i:c:s0360544224021194.

Full description at Econpapers || Download paper

2025Time-frequency connectedness and volatility spillovers among green equity sectors: A novel TVP-VAR frequency connectedness approach. (2025). Ferreira, Paulo ; Nadeem, Nasir ; Aslam, Faheem ; Jadoon, Imran Abbas. In: Energy. RePEc:eee:energy:v:328:y:2025:i:c:s0360544225021255.

Full description at Econpapers || Download paper

2025Assessing Firm ESG Performance Through Corporate Survival: The Moderating Role of Firm Size. (2025). Falini, Alberto ; Carini, Cristian ; Postiglione, Massimo. In: International Review of Financial Analysis. RePEc:eee:finana:v:100:y:2025:i:c:s1057521925000602.

Full description at Econpapers || Download paper

2025How does green credit effectively promote green technology innovation?. (2025). Lin, Boqiang ; Xu, Bin. In: International Review of Financial Analysis. RePEc:eee:finana:v:102:y:2025:i:c:s1057521925001760.

Full description at Econpapers || Download paper

2025Analysing art as a safe-haven asset in times of crisis. (2025). Dimitriou, Dimitrios ; Corbet, Shaen ; Tsioutsios, Alexandros. In: International Review of Financial Analysis. RePEc:eee:finana:v:104:y:2025:i:pa:s1057521925002819.

Full description at Econpapers || Download paper

2025Leverage effects, volatility innovation spillovers, and inter- and intra-market asymmetric dependencies in cryptocurrencies and CFDs on equity indices: Evidence from high-frequency around-the-clock data. (2025). Ali, Fahad ; Khurram, Muhammad Usman. In: International Review of Financial Analysis. RePEc:eee:finana:v:107:y:2025:i:c:s1057521925007239.

Full description at Econpapers || Download paper

2024Global financial risk and market connectedness: An empirical analysis of COVOL and major financial markets. (2024). HU, YANG ; Corbet, Shaen ; Goodell, John W ; Xu, Danyang ; Lang, Chunlin. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s105752192400084x.

Full description at Econpapers || Download paper

2024Do stress and overstatement in the news affect the stock market? Evidence from COVID-19 news in The Wall Street Journal. (2024). Farina, Vincenzo ; Gufler, Ivan ; Carlini, Federico ; Previtali, Daniele. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001108.

Full description at Econpapers || Download paper

2024The impact of the Russia–Ukraine war on volatility spillovers. (2024). Lin, Yongjia ; Wang, Yizhi ; Sio-Chong, Tony. In: International Review of Financial Analysis. RePEc:eee:finana:v:93:y:2024:i:c:s1057521924001261.

Full description at Econpapers || Download paper

2024Do ESG ETFs provide downside risk protection during Covid-19? Evidence from forecast combination models. (2024). Huang, Yujun. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002527.

Full description at Econpapers || Download paper

2024Financial fusion: Bridging Islamic and Green investments in the European stock market. (2024). Sensoy, Ahmet ; Karim, Sitara ; Husain, Afzol. In: International Review of Financial Analysis. RePEc:eee:finana:v:94:y:2024:i:c:s1057521924002734.

Full description at Econpapers || Download paper

2025A novel HAR-type realized volatility forecasting model using graph neural network. (2025). Yin, Xuebao ; Yao, Yuhang ; Hu, Nan. In: International Review of Financial Analysis. RePEc:eee:finana:v:98:y:2025:i:c:s1057521924008135.

Full description at Econpapers || Download paper

2024The impact of the war in Ukraine on the idiosyncratic risk and the market risk. (2024). le Saout, Erwan ; Soliman, Alain. In: Finance Research Letters. RePEc:eee:finlet:v:60:y:2024:i:c:s1544612323012679.

Full description at Econpapers || Download paper

2024Managerial overconfidence and corporate resilience. (2024). Zhang, Ximeng ; Chen, Jie ; Liu, Deqing. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pa:s154461232400117x.

Full description at Econpapers || Download paper

2024ESG performance and corporate fraud. (2024). Yang, Jinglan ; Li, Hao ; Ma, Chaoqun. In: Finance Research Letters. RePEc:eee:finlet:v:62:y:2024:i:pb:s1544612324002423.

Full description at Econpapers || Download paper

2024Hedging strategies for U.S. factor and sector exchange-traded funds during geopolitical events. (2024). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:65:y:2024:i:c:s1544612324005324.

Full description at Econpapers || Download paper

2024Risk spillovers and optimal hedging in commodity ETFs: A TVP-VAR Approach. (2024). Vasileiou, Evangelos ; Malhotra, Davinder ; Hadad, Elroi. In: Finance Research Letters. RePEc:eee:finlet:v:70:y:2024:i:c:s1544612324014016.

Full description at Econpapers || Download paper

2025Dynamic hedging strategies for U.S. investors in international stock ETFs following geopolitical conflicts. (2025). Han, Seungoh. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s1544612324014545.

Full description at Econpapers || Download paper

2025How industry concentration changes affect productive and non-productive entrepreneurship. (2025). Lu, Yongyu ; Yang, Jinjuan ; Zong, Wen. In: Finance Research Letters. RePEc:eee:finlet:v:72:y:2025:i:c:s154461232401523x.

Full description at Econpapers || Download paper

2025Wall Street sneezes and global finance catches a cold: How does geopolitical risk contribute? A tale of tail. (2025). Neto, David. In: Finance Research Letters. RePEc:eee:finlet:v:73:y:2025:i:c:s154461232401691x.

Full description at Econpapers || Download paper

2025Intermediate inputs, import trade and corporate ESG performance. (2025). Chen, Cheng ; Ma, Wanli ; Gao, Yang. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612324017227.

Full description at Econpapers || Download paper

2025Time-frequency volatility spillovers between CBDC uncertainty and cryptocurrencies. (2025). Wu, You ; Han, Liyan ; Wan, Jieru. In: Finance Research Letters. RePEc:eee:finlet:v:74:y:2025:i:c:s1544612325000285.

Full description at Econpapers || Download paper

2025Geopolitical risk and real estate stock crash. (2025). Abdullah, Mohammad ; Abakah, Emmanuel ; Tiwari, Aviral Kumar ; Akinsomi, Omokolade. In: Finance Research Letters. RePEc:eee:finlet:v:80:y:2025:i:c:s1544612325005963.

Full description at Econpapers || Download paper

2025Energy, metals, cereals and G7 indices: Russia–Ukraine conflict and risk spillovers. (2025). Leone, Maria ; Manelli, Alberto ; Pace, Roberta. In: Finance Research Letters. RePEc:eee:finlet:v:82:y:2025:i:c:s1544612325008165.

Full description at Econpapers || Download paper

2025Hedging dynamics between oil and clean energy stock indices amid the Russia-Ukraine war and geopolitical turmoil. (2025). Ghosh, Sajal ; Paul, Manas ; Kanjilal, Kakali. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010116.

Full description at Econpapers || Download paper

2025The impact of central bank digital currencies on the financial stability of banks: Dynamic panel estimation. (2025). Eva, Sharmin Akter ; Islam, Mohammad Saiful ; Koch, Jascha-Alexander ; Heitmann, Dennis. In: Finance Research Letters. RePEc:eee:finlet:v:84:y:2025:i:c:s1544612325010499.

Full description at Econpapers || Download paper

2025International trade disputes, trade protection, and corporate export resilience. (2025). Tu, Yongqian ; Hu, Wei ; Xu, Mengmeng. In: Finance Research Letters. RePEc:eee:finlet:v:85:y:2025:i:pe:s1544612325014564.

Full description at Econpapers || Download paper

2025Artificial intelligence investment, executive digital background, and stock price synchronization. (2025). Ruan, Yongping ; He, Yanan ; Zheng, Kai. In: Finance Research Letters. RePEc:eee:finlet:v:86:y:2025:i:pe:s1544612325019944.

Full description at Econpapers || Download paper

2024Empirical effects of sanctions and support measures on stock prices and exchange rates in the Russia–Ukraine war. (2024). Klose, Jens. In: Global Finance Journal. RePEc:eee:glofin:v:59:y:2024:i:c:s1044028323001205.

Full description at Econpapers || Download paper

2024Does news related to digital economy and central bank digital currency affect digital economy ETFs? Evidence from TVP-VAR connectedness and wavelet local multiple correlation analyses. (2024). lucey, brian ; Billah, Syed ; Hoque, Mohammad Enamul ; Alam, Md Rafayet. In: Global Finance Journal. RePEc:eee:glofin:v:61:y:2024:i:c:s1044028324000644.

Full description at Econpapers || Download paper

2024Uncertainty about the war in Ukraine: Measurement and effects on the German economy. (2024). Kandemir, Sinem ; Tillmann, Peter ; Grebe, Moritz. In: Journal of Economic Behavior & Organization. RePEc:eee:jeborg:v:217:y:2024:i:c:p:493-506.

Full description at Econpapers || Download paper

2025Is the time-varying frequency connectedness across crude oil prices, geopolitical risk, economic policy uncertainty, and foreign exchange rates different between Asian and non-Asian countries?. (2025). Hamori, Shigeyuki ; Shang, Jin. In: Resources Policy. RePEc:eee:jrpoli:v:102:y:2025:i:c:s0301420725000601.

Full description at Econpapers || Download paper

2024The nexus between mineral, renewable commodities, and regional stock sectors during health and military crises. (2024). Assaf, Rima ; Al-Nassar, Nassar S ; Makram, Beljid ; Chaibi, Anis. In: Resources Policy. RePEc:eee:jrpoli:v:96:y:2024:i:c:s0301420724005701.

Full description at Econpapers || Download paper

2024Causality, Connectedness, and Volatility pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Pakrooh, Parisa ; Manera, Matteo. In: Resources Policy. RePEc:eee:jrpoli:v:99:y:2024:i:c:s030142072400775x.

Full description at Econpapers || Download paper

2024Sectoral responses to economic policy uncertainty and geopolitical risk in the US stock market. (2024). Choi, Sun-Yong. In: Journal of Multinational Financial Management. RePEc:eee:mulfin:v:76:y:2024:i:c:s1042444x24000392.

Full description at Econpapers || Download paper

2025Russo-Ukrainian geopolitical tensions: An empirical analysis of corporate investment in Europe. (2025). Thieu, Quang Thi ; Hoang, Khanh ; Jin, Shan ; Gan, Christopher ; le Trang, Dao. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:90:y:2025:i:c:s0927538x25000277.

Full description at Econpapers || Download paper

2026Geopolitical risk, capital flow volatility, and asset market spillovers. (2026). Beirne, John ; Renzhi, Nuobu. In: Pacific-Basin Finance Journal. RePEc:eee:pacfin:v:95:y:2026:i:c:s0927538x25003221.

Full description at Econpapers || Download paper

2025From wars to dynamic waves: Scrutinizing connectedness between geopolitical risk index, green and non-green crypto volatility by quantile spillovers. (2025). Ha, Le Thanh. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:679:y:2025:i:c:s0378437125006533.

Full description at Econpapers || Download paper

2025Network transitions in the cryptocurrency market: The impact of regional conflicts. (2025). Zhang, Yuanyuan ; Liao, Xin ; Chan, Stephen ; Lord, Nicholas ; Chu, Jeffrey ; Yang, Hanfang ; Chandrashekhar, Durga. In: Physica A: Statistical Mechanics and its Applications. RePEc:eee:phsmap:v:680:y:2025:i:c:s037843712500665x.

Full description at Econpapers || Download paper

2024Geopolitical risk and stock prices. (2024). YILMAZKUDAY, HAKAN. In: European Journal of Political Economy. RePEc:eee:poleco:v:83:y:2024:i:c:s0176268024000557.

Full description at Econpapers || Download paper

2025Geopolitical spillover: The Russia–Ukraine invasion and its effects on money market funds. (2025). Keshav, Vaibhav ; Vaidya, Meghana. In: European Journal of Political Economy. RePEc:eee:poleco:v:89:y:2025:i:c:s0176268025000941.

Full description at Econpapers || Download paper

2025Hawks and Doves: Financial market perception of Western support for Ukraine. (2025). Neuenkirch, Matthias ; Repko, Maria ; Weber, Enzo. In: European Journal of Political Economy. RePEc:eee:poleco:v:89:y:2025:i:c:s0176268025001041.

Full description at Econpapers || Download paper

2025Buy when there’s blood in the streets: How geopolitical adverse events can push defense stock returns to the extreme. (2025). Neto, David. In: European Journal of Political Economy. RePEc:eee:poleco:v:90:y:2025:i:pb:s0176268025001314.

Full description at Econpapers || Download paper

2025Sentiment-return relation and stock price synchronicity: Firm-level versus market-level sentiment. (2025). Batten, Jonathan ; Kim, Karam ; Ryu, Doojin. In: The Quarterly Review of Economics and Finance. RePEc:eee:quaeco:v:102:y:2025:i:c:s1062976925000481.

Full description at Econpapers || Download paper

2025Does geopolitical distress tip the European financial stock markets into a great uncertainty regime?. (2025). Neto, David. In: Research in Economics. RePEc:eee:reecon:v:79:y:2025:i:3:s1090944325000298.

Full description at Econpapers || Download paper

2026Hedging across scales: Examining episodic or sustained strategies for energy, technology, and carbon portfolios. (2026). Hasanov, Akram ; Sahoo, Rajesh ; Roy, Preeti. In: Renewable Energy. RePEc:eee:renene:v:260:y:2026:i:c:s0960148125027934.

Full description at Econpapers || Download paper

2025Energy transition governance models and uncertainty: Comparative examination of the World Energy Council ETI framework. (2025). Rayman-Bacchus, Lez M ; Walsh, Philip R. In: Renewable and Sustainable Energy Reviews. RePEc:eee:rensus:v:220:y:2025:i:c:s136403212500560x.

Full description at Econpapers || Download paper

2025Forecasting realised volatility using regime-switching models. (2025). McMillan, David G ; Kambouroudis, Dimos ; Ding, YI. In: International Review of Economics & Finance. RePEc:eee:reveco:v:101:y:2025:i:c:s105905602500334x.

Full description at Econpapers || Download paper

2024Risk synchronization in Australia stock market: A sector analysis. (2024). Tiwari, Aviral ; Lee, Chi-Chuan ; Abakah, Emmanuel ; Aikins, Emmanuel Joel ; Asafo-Adjei, Emmanuel. In: International Review of Economics & Finance. RePEc:eee:reveco:v:93:y:2024:i:pa:p:582-610.

Full description at Econpapers || Download paper

2024Optimizing stock market volatility predictions based on the SMVF-ANP approach. (2024). Guan, Zhigui ; Zhao, Yuanjun. In: International Review of Economics & Finance. RePEc:eee:reveco:v:95:y:2024:i:c:s1059056024004945.

Full description at Econpapers || Download paper

2025Green trade barriers, financial support and agricultural exports. (2025). Zhao, Peihua ; Gao, Shuxian. In: International Review of Economics & Finance. RePEc:eee:reveco:v:97:y:2025:i:c:s1059056024007500.

Full description at Econpapers || Download paper

2025Analyzing financial market reactions to the Palestine-Israel conflict: An event study perspective. (2025). Ali, Shoaib ; Khurram, Mahrukh ; Du, Anna Min ; Ijaz, Muhammad Shahzad. In: International Review of Economics & Finance. RePEc:eee:reveco:v:98:y:2025:i:c:s1059056025000279.

Full description at Econpapers || Download paper

2025A multistakeholder approach to impact investing: Focus on institutional investors and key dimensions. (2025). Gonzlez, Andrea ; Olmo, Begoa Torre ; de la Cuesta-Gonzlez, Marta. In: Research in International Business and Finance. RePEc:eee:riibaf:v:75:y:2025:i:c:s0275531925000224.

Full description at Econpapers || Download paper

2026Treasure hunt in emerging markets: Empirical evidence for European pension funds. (2026). Cui, Yaolong ; Vicente, Rut ; Muoz, Fernando. In: Research in International Business and Finance. RePEc:eee:riibaf:v:81:y:2026:i:c:s0275531925004374.

Full description at Econpapers || Download paper

2025How does firm exit during geopolitical conflicts affect idiosyncratic risk? Evidence from the Russia–Ukraine war. (2025). Li, Yunxiong ; Ye, Xiaoke ; Skorytska, Olena ; Postema, Louise ; Wang, Geng. In: Transportation Research Part E: Logistics and Transportation Review. RePEc:eee:transe:v:204:y:2025:i:c:s136655452500451x.

Full description at Econpapers || Download paper

2024Causality, Connectedness, and Volatility Pass-through among Energy-Metal-Stock-Carbon Markets: New Evidence from the EU. (2024). Manera, Matteo ; Pakrooh, Parisa ; Matteo, Matteo. In: Working Papers. RePEc:fem:femwpa:2024.22.

Full description at Econpapers || Download paper

2025The Impact of COVID-19 on Global Stock Markets: Comparative Insights from Developed, Developing, and Regionally Integrated Markets. (2025). Dumor, Koffi ; Chen, Chuang ; Bouraima, Mouhamed Bayane ; Paterne, Babatounde Ifred. In: Economies. RePEc:gam:jecomi:v:13:y:2025:i:2:p:39-:d:1584824.

Full description at Econpapers || Download paper

2025Sustainability-Linked Bonds Research: A Bibliometric and Content Analysis Review. (2025). Branco, Manuel Castelo ; Sousa, Miguel ; Machado, Clarisse Heck. In: IJFS. RePEc:gam:jijfss:v:13:y:2025:i:2:p:62-:d:1631246.

Full description at Econpapers || Download paper

2024Impact of Macroeconomic Shocks on Financial Performance and Risk Management: A Case Study of LPP SA During the COVID-19 Pandemic and the Ukraine War. (2024). Dziadkiewicz, Anna ; Chmielewski, Mariusz ; Sokoowska, Ewelina. In: Risks. RePEc:gam:jrisks:v:12:y:2024:i:12:p:195-:d:1536064.

Full description at Econpapers || Download paper

2025Navigating Risk in Crypto Markets: Connectedness and Strategic Allocation. (2025). Naifar, Nader. In: Risks. RePEc:gam:jrisks:v:13:y:2025:i:8:p:141-:d:1707737.

Full description at Econpapers || Download paper

2024How Has the War in Ukraine Affected Russian Sentiments?. (2024). Hammar, Olle ; Erixson, Oscar ; Elinder, Mikael. In: Working Paper Series. RePEc:hhs:iuiwop:1510.

Full description at Econpapers || Download paper

2024How Has the War in Ukraine Affected Russian Sentiments?. (2024). Hammar, Olle ; Erixson, Oscar ; Elinder, Mikael. In: Working Papers in Economics and Statistics. RePEc:hhs:vxesta:2024_014.

Full description at Econpapers || Download paper

2024IMPACT OF CRISES ON INDIAN FINANCIAL MARKETS. (2024). Tuteja, Divya ; Dua, Pami. In: Bulletin of Monetary Economics and Banking. RePEc:idn:journl:v:27:y:2024:i:3g:p:557-572.

Full description at Econpapers || Download paper

2024Tail dependence in European stock markets amidst the Russo-Ukrainian war: Shifting linkages and their determinants. (2024). Grabowski, Wojciech ; Janus, Jakub. In: Working Papers REM. RePEc:ise:remwps:wp03602024.

Full description at Econpapers || Download paper

2024How Has the War in Ukraine Affected Russian Sentiments?. (2024). Hammar, Olle ; Erixson, Oscar ; Elinder, Mikael. In: IZA Discussion Papers. RePEc:iza:izadps:dp17457.

Full description at Econpapers || Download paper

2025Dynamic Connectivity and Contagion Risk Among Bank Stocks in Brazil. (2025). da Silva, Mairton Nogueira ; de Oliveira, Marcelo ; de Abreu, Daniel ; Tessmann, Mathias Schneid. In: Computational Economics. RePEc:kap:compec:v:66:y:2025:i:2:d:10.1007_s10614-024-10740-z.

Full description at Econpapers || Download paper

2024Entrepreneurial finance in Europe and the Russian war against Ukraine. (2024). Diegel, Walter ; Lorenzen, Solvej ; Lang, Frank ; Botsari, Antonia ; Block, Joern ; Kraemer-Eis, Helmut. In: The Journal of Technology Transfer. RePEc:kap:jtecht:v:49:y:2024:i:6:d:10.1007_s10961-024-10067-9.

Full description at Econpapers || Download paper

2026The systemic footprint: revisiting risk mitigation in long/short and 60/40 portfolios through network connectedness. (2026). Papathanasiou, Spyros ; Koutsokostas, Drosos ; Magoutas, Anastasios. In: Review of Derivatives Research. RePEc:kap:revdev:v:29:y:2026:i:1:d:10.1007_s11147-025-09226-3.

Full description at Econpapers || Download paper

2024Robust portfolio strategies based on reference points for personal experience and upward pacesetters. (2024). Ren, Xiaohang ; Toan, Luu Duc ; He, Tangtang ; Wang, Zongrun. In: Review of Quantitative Finance and Accounting. RePEc:kap:rqfnac:v:63:y:2024:i:3:d:10.1007_s11156-024-01273-5.

Full description at Econpapers || Download paper

2025Volatility spillovers in the Russian stock market: Responses to exogenous shocks. (2025). Balash, V ; Faizliev, A. In: Journal of the New Economic Association. RePEc:nea:journl:y:2025:i:67:p:65-84.

Full description at Econpapers || Download paper

2025The saddle effect of financial leverage in vessel acquisitions. (2025). Sigalas, Christos. In: Maritime Economics & Logistics. RePEc:pal:marecl:v:27:y:2025:i:4:d:10.1057_s41278-025-00323-6.

Full description at Econpapers || Download paper

2025Multifractal relationship between decomposed oil price shocks and trading volume. (2025). Apergis, Nicholas ; Yan, Huanhuan ; He, Pengchao ; Lu, Xunfa. In: Humanities and Social Sciences Communications. RePEc:pal:palcom:v:12:y:2025:i:1:d:10.1057_s41599-025-05227-7.

Full description at Econpapers || Download paper

2024Heterogeneous macroeconomic factors’ effects on stocks across sizes, styles, and sectors in the South Korean market. (2024). Jang, Beakcheol ; Yang, Jinseok ; Cho, Chulyoung. In: PLOS ONE. RePEc:plo:pone00:0300393.

Full description at Econpapers || Download paper

2025Impact of the Israel-Hamas War on the global economy. (2025). Ozili, Peterson. In: MPRA Paper. RePEc:pra:mprapa:123297.

Full description at Econpapers || Download paper

2024Time-Varying Multilayer Networks Analysis of Frequency Connectedness in Commodity Futures Markets. (2024). GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei ; Ji, Qiang. In: Working Papers. RePEc:pre:wpaper:202422.

Full description at Econpapers || Download paper

2025Dynamic connectedness between trading volumes and retail investor sentiment in the Russian stock market with Bitcoin during external shock periods. (2025). Kurkin, Aleksei ; Teplova, Tamara ; Fayzulin, Maksim. In: Applied Econometrics. RePEc:ris:apltrx:021523.

Full description at Econpapers || Download paper

2025Do Crypto and Equity Go Hand in Hand? An Empirical Study of G-7 Economies Using VECM, Granger Causality and Panel Data Analysis. (2025). Gupta, Priya ; Bhatia, Parul ; Malhotra, Nidhi. In: Management and Labour Studies. RePEc:sae:manlab:v:50:y:2025:i:3:p:357-387.

Full description at Econpapers || Download paper

2025The Impact of Financial Development on Sustainable Development: Empirical Evidence From Asia-Pacific Countries. (2025). Vuong, Nham L ; Pham, Hung M. In: SAGE Open. RePEc:sae:sagope:v:15:y:2025:i:4:p:21582440251385215.

Full description at Econpapers || Download paper

2024BRICS Stock Markets Performances During COVID-19: Comparison with Other Economic Crises. (2024). Das, Nupur Moni ; Rout, Bhabani Sankar. In: Vikalpa: The Journal for Decision Makers. RePEc:sae:vikjou:v:49:y:2024:i:3:p:230-243.

Full description at Econpapers || Download paper

2024Stabilność i wyniki finansowe banków w krajach Europy graniczących z konfliktem militarnym w Ukrainie. (2024). Boda, Micha ; Kara, Marta Anita. In: Gospodarka Narodowa. The Polish Journal of Economics. RePEc:sgh:gosnar:y:2024:i:2:p:64-111.

Full description at Econpapers || Download paper

2025The impact of bitcoin fear and greed on good and bad network connectedness: the case of the US sectoral high frequency returns. (2025). Sheikh, Umaid A ; Galariotis, Emilios C ; Roubaud, David ; Suleman, Muhammad Tahir. In: Annals of Operations Research. RePEc:spr:annopr:v:347:y:2025:i:1:d:10.1007_s10479-023-05455-7.

Full description at Econpapers || Download paper

2026Dynamic Tail Risk Connectedness between Artificial Intelligence and Fintech Stocks. (2026). Salloum, Charbel ; Khalid, Ali Awais ; Al-Nassar, Nassar S. In: Annals of Operations Research. RePEc:spr:annopr:v:357:y:2026:i:1:d:10.1007_s10479-024-06349-y.

Full description at Econpapers || Download paper

2026Time-varying multilayer networks analysis of frequency connectedness in commodity futures markets. (2026). Ji, Qiang ; GUPTA, RANGAN ; Ouyang, Zisheng ; Zhou, Xuewei. In: Empirical Economics. RePEc:spr:empeco:v:70:y:2026:i:2:d:10.1007_s00181-026-02886-6.

Full description at Econpapers || Download paper

2025Sectoral connectedness, volatility spillover and hedging opportunities: evidence from Indian stock market. (2025). Maurya, Prince Kumar ; Mishra, Anand Kumar ; Bansal, Rohit. In: Eurasian Economic Review. RePEc:spr:eurase:v:15:y:2025:i:4:d:10.1007_s40822-025-00324-z.

Full description at Econpapers || Download paper

2024Dynamic connectedness and hedging opportunities of the commodity and stock markets in China: evidence from the TVP-VAR and cDCC-FIAPARCH. (2024). Rahman, Mohammad Mafizur ; Haneklaus, Nils ; Li, Binlin. In: Financial Innovation. RePEc:spr:fininn:v:10:y:2024:i:1:d:10.1186_s40854-023-00607-x.

Full description at Econpapers || Download paper

More than 100 citations found, this list is not complete...

Works by Sheeja Sivaprasad:

YearTitleTypeCited
2024An empirical analysis of corporate sustainability bonds In: Business Strategy and the Environment.
[Full Text][Citation analysis]		article2
2021The impact of Covid-19 on G7 stock markets volatility: Evidence from a ST-HAR model In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article47
2023The impact of the Russian-Ukrainian war on global financial markets In: International Review of Financial Analysis.
[Full Text][Citation analysis]		article94
2012Capital structure and abnormal returns In: International Business Review.
[Full Text][Citation analysis]		article10
2024Connectedness between central bank digital currency index, financial stability and digital assets In: Journal of International Financial Markets, Institutions and Money.
[Full Text][Citation analysis]		article5
2024Stock returns, industry concentration and firm expenditure decisions In: Journal of Economics and Business.
[Full Text][Citation analysis]		article0
2020An empirical analysis of the performance of sponsored vs non-sponsored IPOs In: Journal of Accounting in Emerging Economies.
[Full Text][Citation analysis]		article0
2025Spillover effects of geopolitical risk on the banking sectors of post-Soviet countries In: Review of Behavioral Finance.
[Full Text][Citation analysis]		article0
2013The effect of leverage mimicking portfolios in explaining stock returns variations In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article1
2014An empirical analysis of the performance of pension funds: evidence from UK In: Studies in Economics and Finance.
[Full Text][Citation analysis]		article3
2023Going global: evidence from India In: International Journal of Banking, Accounting and Finance.
[Full Text][Citation analysis]		article0
2023An impact investment strategy In: Review of Quantitative Finance and Accounting.
[Full Text][Citation analysis]		article3
2015An Investment Strategy Based on Leverage: Evidence from BSE 500 In: Journal of Emerging Market Finance.
[Full Text][Citation analysis]		article0
2024Internationalization and zero leverage In: The European Journal of Finance.
[Full Text][Citation analysis]		article0
2012Using Firm‐Level Leverage as an Investment Strategy In: Journal of Forecasting.
[Citation analysis]		article6
2018Enhancing momentum investment strategy using leverage In: Journal of Forecasting.
[Full Text][Citation analysis]		article4

CitEc is a RePEc service, providing citation data for Economics since 2001. Last updated June, 12 2026. Contact: CitEc Team