Engle, R.F. and Campos-Martins, S. (2023) What are the events that shake our world? Measuring and hedging global COVOL, Journal of Financial Economics 147: 221:242.
Campos-Martins, S. and Hendry, D.F. (2023) Common volatility shocks driven by the global carbon transition, Journal of Econometrics, forthcoming.
