Do Oil Price Forecast Disagreement of Survey of Professional Forecasters Predict Crude Oil Return Volatility? (with Anton Hasselgran, Sandy Suardi, Caihong Xu, and Xiaoxia Ye), International Journal of Forecasting Forthcoming.

Spillover effects of monetary policy and information shocks (with Ian Khrashchevskyi, Sandy Suardi, Caihong Xu), Finance Research Letters 2024, Volume 62, Part A, April 2024, 105071.

Futures trading costs and market microstructure invariance: Identifying bet activity (with Lars Norden and Caihong Xu), Journal of Futures Markets Forthcoming.

The Effect of Uncertainty on Volatility and Correlation (with Asgharian Hossein and Charlotte Christiansen), Journal of Banking and Finance 2023, 154  106929.

Pricing cryptocurrency options (with Weining Wang, Cathy Chen, Wolfgang Härdle), Journal of Financial Econometrics, 2020, Vol. 18, p250-279.

Determinants of Time Varying Co-movements among International Stock Markets during Crisis and Tranquil Periods (with Mobarek, A., Bobarek, B., Muradoglu,G.,),

Journal of Financial Stability 2016, 24, 1-11.

Long- and Short-Run Components of Factor Betas: Implications for Stock Pricing (with Hossein Asgharain, Charlotte Christiansen and Weining Wang),

Journal of International Financial Markets, Institutions, and Money  2021, Vol.74, 101412. 

VIX Futures Calendar Spreads (with Lars Norden), Journal of Futures Markets, 2018, Vol 38, Page 822-838. 

Macro-Finance Determinants of the Long-Run Stock-Bond Correlations: The DCC-MIDAS Specification (with Hossein Asgharain, Charlotte Christiansen),

Journal of Financial Econometrics 2016, 14 (3), 617-642.

Hedge and Safe Haven Investing with Investment Styles (with Ian Khrashchevskyi, Jarkko Peltomäki), Journal of Asset Management 2019, Vol. 20, no 5, p.351-364

Effective of Macroeconomic Uncertainty on the stock and bond markets (with Hossein Asgharain, Charlotte Christiansen), Finance Research Letters 2015,Vol. 13, No.

May, p.10-16.  

EMU Equity Markets' Return Varianceand Spill Over Effects from Short-term Interest Rates, Quantitative Finance 2013, Vol. 13, No.3,451-470.

Importance of the Macroeconomic Variables for Volatility Prediction: A GARCH-MIDAS Approach (with Hossein Asgharian and Javed Farrukh), Journal of Forecasting

2013, 32, 7 p.600-612.

Asymmetry Effects in Chinese Stock Markets Volatility: A Generalized Additive Nonparametric Approach, Journal of international Financial Markets, Institutions & Money,

Vol. 23, February, 12-32.

Modelling and forecasting Short-Term Interest Rate Volatility: A Semi-Parametrical Approach (with Sandy Suardi), Journal of Empirical Finance 2011, Vol. 18, Nr. 4,

692-710.

A NonParametrical GARCH Model of Crude Oil Price Return Volatility (with Sandy Suardi), Energy Economics 2012, Vol. 34, Nr. 2, 618-626.