| Dynamics of China’s carbon prices in the pilot trading phase JH Fan, N Todorova Applied Energy 208, 1452-1467, 2017 | 167 | 2017 |
| Realized volatility transmission between crude oil and equity futures markets: A multivariate HAR approach M Souček, N Todorova Energy Economics 40, 586-597, 2013 | 97 | 2013 |
| Realized volatility spillovers in the non-ferrous metal futures market N Todorova, A Worthington, M Souček Resources Policy 39, 21-31, 2014 | 89 | 2014 |
| Spillovers and directional predictability with a cross‐quantilogram analysis: The case of US and Chinese agricultural futures H Jiang, JJ Su, N Todorova, E Roca Journal of Futures Markets 36 (12), 1231-1255, 2016 | 73 | 2016 |
| Financialization and de-financialization of commodity futures: A quantile regression approach RJ Bianchi, JH Fan, N Todorova International Review of Financial Analysis 68, 101451, 2020 | 72 | 2020 |
| Acceptance of hospital nurses toward sensor-based medication systems: a questionnaire survey TF Kummer, K Schäfer, N Todorova International journal of nursing studies 50 (4), 508-517, 2013 | 60 | 2013 |
| On realized volatility of crude oil futures markets: Forecasting with exogenous predictors under structural breaks J Luo, Q Ji, T Klein, N Todorova, D Zhang Energy Economics 89, 104781, 2020 | 59 | 2020 |
| Automobile manufacturers, electric vehicles and the price of oil DG Baur, N Todorova Energy Economics 74, 252-262, 2018 | 51 | 2018 |
| Trading on mean-reversion in energy futures markets T Lubnau, N Todorova Energy Economics 51, 312-319, 2015 | 44 | 2015 |
| Overnight information flow and realized volatility forecasting N Todorova, M Souček Finance Research Letters 11 (4), 420-428, 2014 | 43 | 2014 |
| The course of realized volatility in the LME non-ferrous metal market N Todorova Economic Modelling 51, 1-12, 2015 | 41 | 2015 |
| Information flow, trading activity and commodity futures volatility AE Clements, N Todorova Journal of Futures Markets 36 (1), 88-104, 2016 | 38 | 2016 |
| Realized volatility transmission: The role of jumps and leverage effects M Souček, N Todorova Economics Letters 122 (2), 111-115, 2014 | 36 | 2014 |
| The asymmetric volatility in the gold market revisited N Todorova Economics Letters 150, 138-141, 2017 | 33 | 2017 |
| A comparative study of range‐based stock return volatility estimators for the German market N Todorova, S Husmann Journal of Futures Markets 32 (6), 560-586, 2012 | 32 | 2012 |
| Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations? Š Lyócsa, P Molnár, N Todorova Journal of International Financial Markets, Institutions and Money 51, 228-247, 2017 | 31 | 2017 |
| The impact of trading volume, number of trades and overnight returns on forecasting the daily realized range N Todorova, M Souček Economic modelling 36, 332-340, 2014 | 31 | 2014 |
| Trading and non-trading period realized market volatility: Does it matter for forecasting the volatility of US stocks? Š Lyócsa, N Todorova International Journal of Forecasting 36 (2), 628-645, 2020 | 30 | 2020 |
| The intraday directional predictability of large Australian stocks: A cross-quantilogram analysis N Todorova Economic Modelling 64, 221-230, 2017 | 29 | 2017 |
| Forecasting stock volatility using after-hour information: Evidence from the Australian Stock Exchange NI Jayawardena, N Todorova, B Li, JJ Su Economic modelling 52, 592-608, 2016 | 29 | 2016 |
