Tamara Teplova
Moscow, MOW, Russian Federation
Last Updated: 09/26/2026
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Found 9 publications
Dynamic spillovers and portfolio implication between green cryptocurrencies and fossil fuels.
Journal: PloS one
Published: February 22, 2023
Oil price shocks and the term structure of the US yield curve: a time-frequency analysis of spillovers and risk transmission.
Journal: Annals of operations research
Published: May 17, 2022
COVID-19 and the quantile connectedness between energy and metal markets.
Journal: Energy economics
Published: April 01, 2022
Modelling the asymmetric effect of COVID-19 on REIT returns: A quantile-on-quantile regression analysis.
Journal: Journal of economic asymmetries
Published: March 20, 2022
Nonlinear intraday trading invariance in the Russian stock market.
Journal: Annals of operations research
Published: March 18, 2022
The Return and Volatility Connectedness of NFT Segments and Media Coverage: Fresh Evidence Based on News About the COVID-19 Pandemic.
Journal: Finance research letters
Published: March 10, 2022
The impact of Covid-19 on commodity markets volatility: Analyzing time-frequency relations between commodity prices and coronavirus panic levels.
Journal: Resources policy
Published: August 11, 2020
Impact of the Covid-19 induced panic on the Environmental, Social and Governance leaders equity volatility: A time-frequency analysis.
Journal: Research in international business and finance
Published: July 02, 2020
Showing 1-9 of 9
Last Updated: 09/26/2026