Forecasting volatility and co-volatility of crude oil and gold futures: Effects of leverage, jumps, spillovers, and geopolitical risks，INTERNATIONAL JOURNAL OF FORECASTING, vol.36 no.3 pp.933-948 SSCI 2021 M. Asai、R. Gupta、馬可立(Michael McAleer)
A nonlinear autoregressive distributed lag (NARDL) analysis of West Texas Intermediate oil prices and the DOW JONES index，Energies, vol.13 no.15：4011 pp.1-11 SCI 2020 馬可立(Michael McAleer)、D. Allen
Generalized measures of correlation for asymmetry, nonlinearity, and beyond’: Some antecedents on causality，JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION SCI 2020 馬可立(Michael McAleer)、D. Allen
Net interest margin of commercial banks in Vietnam，Advances in Decision Sciences, vol.24 no.1 pp.1-27 Other 2020 馬可立(Michael McAleer)、N.D. Suu、T.-Q. Luu、K.-H. Pho
Protecting scientific integrity and public policy pronouncements on COVID-19，Advances in Decision Sciences, vol.24 no.1 pp.70-84 Other 2020 馬可立(Michael McAleer)
Market timing with moving averages for fossil fuel and renewable energy stocks，Energy Reports, vol.6 pp.1798-1810 SCI 2020 馬可立(Michael McAleer)、 C.-L. Chang、J. Ilomaki、 H. Laurila
Comments on recent COVID-19 research in JAMA，Advances in Decision Sciences, vol.24 no.3 pp.63-83 Other 2020 馬可立(Michael McAleer)
Risk and financial management of COVID-19 in business, economics and finance，INTERNATIONAL JOURNAL OF FORECASTING, vol.36 no.3 pp.933-948 SSCI 2020 馬可立(Michael McAleer)、 M. Asai、R. Gupta
Causality between CO2 emissions and stock markets，Energies, vol.13 no.11：2913 pp.1-14 SCI 2020 馬可立(Michael McAleer)、C.-L. Chang、J. Ilomaki、H. Laurila
Risk management of COVID-19 by universities in China，Journal of Risk and Financial Management, vol.13 no.2：6 pp.1-6- Other 2020 馬可立(Michael McAleer)、C. Yang、Z. Cheng、X.G. Yue
Prevention is better than the cure: Risk management of COVID-19，Journal of Risk and Financial Management, vol.13 no.3：46 pp.1-5 Other 2020 馬可立(Michael McAleer)
Is one diagnostic test for COVID-19 enough?,，Journal of Risk and Financial Management, vol.13 no.4：77 pp.1-3 Other 2020 馬可立(Michael McAleer)
Risk and financial management of COVID-19 in business, economics and finance，Journal of Risk and Financial Management, vol.13 no.5：102 pp.1-7 Other 2020 馬可立(Michael McAleer)、C.-L. Chang、W.K. Wong
Review on efficiency and anomalies in stock markets，Economies, vol.8 no.1：20 pp.1-51 Other 2020 馬可立(Michael McAleer)、K.Y. Woo、C.L. Mai、W.K. Wong
Systematic risk at the industry level: A case study of Australia，Risks, vol.8 no.2：36 pp.1-14 Other 2020 馬可立(Michael McAleer)、T.C. Nguyen、T.N. Vu、D.H. Vo
Information Sharing, Bank Penetration and Tax Evasion in Emerging Markets，Risks, vol.8 no.2：38 pp.1-16 Other 2020 馬可立(Michael McAleer)、D.H. Vo、H.M. Nguyen、T.M. Vo
A charter for sustainable tourism after COVID-19，Sustainability, vol.12 no.9：3671 pp.1-4 SCI 2020 馬可立(Michael McAleer)、C.-L. Chang、V. Ramos
Alternative global health security indexes for risk analysis of COVID-19，International Journal of Environmental Research and Public Health, vol.17 no.9：3161 pp.1-18 SCI 2020 馬可立(Michael McAleer)、C.-L. Chang
Time Series Analysis of Higher Moments and Distributions of Financial Data，JOURNAL OF ECONOMETRICS SSCI 2020 馬可立(Michael McAleer)、C.-L. Chang、S.Q. Ling
Market risk analysis of energy in Vietnam，Risks, vol.7 no.4 Other 2019 Ngoc Phu Tran、Thang Cong Nguyen、Duc Hong Vo、馬可立(Michael McAleer)*
Modeling latent carbon emission prices for Japan: Theory and practice，Energies, vol.12 no.21 SCI 2019 張嘉玲、馬可立(Michael McAleer)*
Developments in Risk Measurement, with Applications in Climate Change Finance and Economics，Sustainability, vol.11 SCI 2019 馬可立(Michael McAleer)、C.-L. Chang
Summary of Advances in Decision Sciences (ADS) - 2019，Advances in Decision Sciences, vol.23 no.4 pp.81-93 Other 2019 馬可立(Michael McAleer)
Modelling economic growth, carbon emissions, and fossil fuel consumption in China: Cointegration and multivariate causality，International Journal of Environmental Research and Public Health, vol.16 no.21 SSCI 2019 Zhihui Lv、Amanda M. Y. Chu、馬可立(Michael McAleer)、黃永強(WONG WING KEUNG)
Spurious cross-sectional dependence in credit spread changes，Econometrics and Statistics Other 2019 馬可立(Michael McAleer)、M. Jaskowski
Cointegrated dynamics for a generalized long memory process: Application to interest rates，Journal of Time Series Econometrics, vol.12 no.1 pp.1-18 Other 2019 馬可立(Michael McAleer)、M. Asai、S. Peiris、D. Allen
Realized stochastic volatility models with generalized Gegenbauer long memory，Econometrics and Statistics Other 2019 馬可立(Michael McAleer)、M. Asai、S, Peiris
Applications of the Newton-Raphson method in decision sciences and education，Advances in Decision Sciences, vol.23 no.3 pp.52-80 Other 2019 馬可立(Michael McAleer)、B.-C. Truong、V.T. Nguyen、 H.H. Nguyen
The impact of jumps and leverage in forecasting the co-volatility of oil and gold futures，Energies, vol.12 no.17 SCI 2019 Manabu Asai、Rangan Gupta、馬可立(Michael McAleer)*
Fake news and propaganda: Trump’s Democratic America and Hitler’s National Socialist (Nazi) Germany，Sustainability, vol.11 no.19 SCI 2019 David E. Allen、馬可立(Michael McAleer)*
The gender wealth gap by household head in Vietnam，Advances in Decision Sciences, vol.23 no.3 pp.1-32 Other 2019 馬可立(Michael McAleer)、D.H. Vo、P.D. Ho、C.M. Ho
Firm history and managerial entrenchment: Empirical evidence for Vietnam listed firms，Journal of Reviews on Global Economics, vol.8 pp.803-814 Other 2019 馬可立(Michael McAleer)、L. L.-P. Pham、D.H. Vo、T.C. Nguyen
Developing formulas for quick calculation of polyhedron volume in spatial geometry: Application to Vietnam，Journal of Reviews on Global Economics, vol.8 pp.815-837 Other 2019 馬可立(Michael McAleer)、B.A. Tuan、T.T.D. Nguyen、 K.-H. Pho
Universal point estimation, with applications in economics, business and decision sciences，Journal of Reviews on Global Economics, vol.8 pp.1035-1045 Other 2019 馬可立(Michael McAleer)、B.-C. Truong、 T.D.-C. Ho、 T.-Q. Luu
Energy consumption and economic growth: Evidence from Vietnam，Journal of Reviews on Global Economics pp.350-361 Other 2019 馬可立(Michael McAleer)、H.M. Nguyen、N.H. Bui、D.H. Vo
Do we need stochastic volatility and generalised autoregressive conditional heteroscedasticity? Comparing squared end-of-day returns on FTSE，Risks, vol.8 no.1：12 pp.1-20 Other 2019 馬可立(Michael McAleer)、D. Allen
Multivariate Modelling of Fossil Fuel and Carbon Emission Prices，Energies, vol.12 SCI 2019 馬可立(Michael McAleer)
Volatility spillovers for spot, futures, and ETF prices in agriculture and energy，ENERGY ECONOMICS, vol.81 SSCI 2019 張嘉玲、Chia-Ping Liu、馬可立(Michael McAleer)*
Daily market news sentiment and stock prices，APPLIED ECONOMICS, vol.51 no.30 pp.3212-3235 SSCI 2019 David E. Allen、馬可立(Michael McAleer)、Abhay K. Singh
Financial inclusion and macroeconomic stability in emerging and frontier markets，Annals of Financial Economics, vol.14 no.2 pp.1-15 Other 2019 ANH THE VO、LOAN THI-HONG VAN、DUC HONG VO、馬可立(Michael McAleer)
Establishing national carbon emission prices for China，Renewable and Sustainable Energy Reviews, vol.106 pp.1-16 EI 2019 張嘉玲、Te-Ke Mai、馬可立(Michael McAleer)*
Modeling and testing volatility spillovers in oil and financial markets for the USA, the UK, and China，Energies, vol.12 no.8 SCI 2019 張嘉玲、馬可立(Michael McAleer)、Jiarong Tian
Modelling the relationship between crude oil and agricultural commodity prices，Energies, vol.12 no.7 pp.1344- SCI 2019 Duc Hong Vo、Tan Ngoc Vu、Anh The Vo、馬可立(Michael McAleer)
Size, internationalization and university rankings: Evaluating and predicting Times Higher Education (THE) data for Japan，Sustainability, vol.11 no.5 SCI 2019 馬可立(Michael McAleer)*、Tamotsu Nakamura、Clinton Watkins
Choosing expected shortfall over VaR in Basel III using stochastic dominance，International Review of Economics and Finance, vol.60 pp.95-113 SSCI 2019 張嘉玲、Juan-Angel Jimenez-Martin、Esfandiar Maasoumi、馬可立(Michael McAleer)、Teodosio Perez-Amaral
Are the S&P 500 index and crude oil, natural gas and ethanol futures related for intra-day data?，International Review of Economics and Finance, vol.59 pp.50-70 SSCI 2019 Massimiliano Caporin、張嘉玲(Chia-Lin Chang)、馬可立(Michael McAleer)
Risk spillovers in returns for Chinese and international tourists to Taiwan，Journal of Travel Research SSCI 2019 張嘉玲、Shu-Han Hsu、馬可立(Michael McAleer)
Moving average market timing in European energy markets: Production versus emissions，Energies, vol.11 no.12 SCI 2018 張嘉玲、Jukka Ilomaki、Hannu Laurila、馬可立(Michael McAleer)*
Confucius and herding behaviour in the stock markets in China and Taiwan，Sustainability, vol.10 no.12 SCI 2018 Batmunkh John Munkh-Ulzii、馬可立(Michael McAleer)*、Massoud Moslehpour、黃永強(WONG WING KEUNG)
An event study analysis of political events, disasters and accidents for Chinese tourists to Taiwan，Sustainability, vol.10 no.11 SCI 2018 張嘉玲、Shu-Han Hsu、馬可立(Michael McAleer)*
Financial credit risk evaluation based on core enterprise supply chains，Sustainability, vol.10 no.10 SCI 2018 WeiMing Mou、黃永強(WONG WING KEUNG)、馬可立(Michael McAleer)
Why are warrant markets sustained in Taiwan but not in China?，Sustainability, vol.10 no.10 SCI 2018 黃永強(WONG WING KEUNG)、Hooi Hooi Lean、馬可立(Michael McAleer)、蔡豐澤(Feng-Tse Tsai)
Pricing carbon emissions in China，Annals of Financial Economics, vol.13 no.3 pp.1-37 Other 2018 張嘉玲(Chia-Lin Chang)、TE-KE MAI、馬可立(Michael McAleer)
Specification testing of production in a stochastic frontier model，Sustainability, vol.10 no.9:3082 pp.1-10 SCI 2018 Xu Guo、Gao-Rong Li、馬可立(Michael McAleer)、Wing-Keung Wong
President Trump tweets Supreme Leader Kim Jong-Un on nuclear weapons: A comparison with climate change，Sustainability, vol.10 no.7:2310 pp.1-6 SCI 2018 David Edmund Allen、馬可立(Michael McAleer)
US antidumping petitions and revealed comparative advantage of shrimp exporting countries，Reviews in Aquaculture pp.1-11 SCI 2018 張嘉玲(Chia-Lin Chang)、馬可立(Michael McAleer)、Dang-Khoa Nguyen
Long run returns predictability and volatility with moving averages，Risks, vol.6 no.4 Other 2018 張嘉玲(Chia-Lin Chang)、Jukka Ilomaki、Hannu Laurila、馬可立(Michael McAleer)
Non-parametric multiple change point analysis of the global financial crisis，Annals of Financial Economics, vol.13 no.2 pp.1-23 Other 2018 David Edmund Allen、馬可立(Michael McAleer)、ROBERT J. POWELL、ABHAY K. SINGH
Fake news and indifference to scientific fact: President Trump’s confused tweets on global warming, climate change and weather，SCIENTOMETRICS, vol.117 no.1 pp.625-629 SSCI 2018 David Edmund Allen、馬可立(Michael McAleer)
Volatility spillovers between energy and agricultural markets: A critical appraisal of theory and practice，Energies, vol.11 no.6:1595 pp.1-19 SCI 2018 張嘉玲(Chia-Lin Chang)、Yiying Li、馬可立(Michael McAleer)*
Market timing with moving averages，Sustainability, vol.10 no.7:2125 pp.1-25 SCI 2018 Jukka Ilomaki、Hannu Laurila(Hannu Laurila)*、馬可立(Michael McAleer)
Theoretical and empirical differences between diagonal and full BEKK for risk management，Energies, vol.11 no.7:1627 pp.1-19 SCI 2018 David E. Allen、馬可立(Michael McAleer)*
Editorial note: Review papers for Annals of Financial Economics (AFE)，Annals of Financial Economics, vol.13 no.1 pp.1-2 Other 2018 馬可立(Michael McAleer)
Joint and cross-border patents as proxies for international technology diffusion，International Journal of Innovation and Technology Management, vol.15 no.2 pp.1-29 Other 2018 張嘉玲(Chia-Lin Chang)、馬可立(Michael McAleer)、唐竹亭(Ju-Ting Tang)
Tourism stocks in times of crises: An econometric investigation of unexpected non-macroeconomic factors，Journal of Travel Research, vol.54 no.7 pp.1-21 SSCI 2018 Anastasios Zopiatis(Anastasios Zopiatis)*、Christos S. Savva、Neophytos Lambertides、馬可立(Michael McAleer)
A statistical analysis of industrial penetration and internet intensity in Taiwan，Future Internet, vol.10 no.31 pp.1-26 EI 2018 張嘉玲(Chia-Lin Chang)*、馬可立(Michael McAleer)、Yu-Chieh Wu
Testing co-volatility spillovers for natural gas spot, futures and ETF spot using dynamic conditional covariances，Energy, vol.151 pp.984-997 EI 2018 張嘉玲(Chia-Lin Chang)、馬可立(Michael McAleer)*、Yanghuiting Wang
The fiction of full BEKK: Pricing fossil fuels and carbon emissions，Finance Research Letters SSCI 2018 張嘉玲(Chia-Lin Chang)、馬可立(Michael McAleer)*
Stationarity and invertibility of a dynamic correlation matrix，KYBERNETIKA, vol.54 no.2 pp.363-374 SCI 2018 馬可立(Michael McAleer)