- Good volatility, bad volatility: What drives the asymmetric connectedness of Australian electricity markets?2017 | Publication without faculty affiliation
- Asymmetric connectedness of markets: How does the good and bad volatility spills over the US industries?2014 | Faculty of Social Sciences
- Measurement of Volatility Spillovers and Asymmetric Connectedness on Commodity and Equity Markets2020 | Faculty of Social Sciences
- How does bad and good volatility spill over across petroleum markets?Publication without faculty affiliation