1. Which implied volatilities contain more information? Evidence from China. (2024). Ni, Zhongxin ; Ji, Yifan ; Wang, Linyu.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:29:y:2024:i:2:p:1896-1919.

   Full description at Econpapers || Download paper

2. Smirking in the energy market: Evidence from the Chinese crude oil options market. (2024). Zhang, Jine ; Ruan, Xinfeng ; Li, Lu-Lu ; Yue, Tian.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:96:y:2024:i:pa:s1057521924005696.

   Full description at Econpapers || Download paper

3. Implied volatility is (almost) past-dependent: Linear vs non-linear models. (2024). Wang, Yinuo ; Cao, YI ; Zhai, Jia ; Wen, Conghua.
   In: International Review of Financial Analysis.
   RePEc:eee:finana:v:95:y:2024:i:pb:s1057521924003387.

   Full description at Econpapers || Download paper

4. Harvesting the volatility smile in a large emerging market: A Dynamic Nelson–Siegel approach. (2023). Varma, Jayanth ; Virmani, Vineet ; Kumar, Sudarshan ; Agarwalla, Sobhesh Kumar.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:43:y:2023:i:11:p:1615-1644.

   Full description at Econpapers || Download paper

5. Carr and Wu’s (2020) framework in the oil ETF option market. (2023). Ruan, Xinfeng ; Jia, Xiaolan ; Zhang, Jine.
   In: Journal of Commodity Markets.
   RePEc:eee:jocoma:v:31:y:2023:i:c:s2405851323000247.

   Full description at Econpapers || Download paper

6. The implied volatility smirk of commodity options. (2021). Ruan, Xinfeng ; Jia, Xiaolan ; Zhang, Jine.
   In: Journal of Futures Markets.
   RePEc:wly:jfutmk:v:41:y:2021:i:1:p:72-104.

   Full description at Econpapers || Download paper

1. Adams, Z., Glück, T., 2015. Financialization in commodity markets: A passing trend or the new normal? Journal of Banking & Finance 60, 93–111.

2. Alexander, C., 2001. Market Models: A Guide to Financial Data Analysis. John Wiley & Sons, New York.
   Paper not yet in RePEc: Add citation now
   

3. Askari, H., Krichene, N., 2008. Oil price dynamics (2002–2006). Energy Economics 30, 2134–2153.

4. Audrino, F., Colangelo, D., 2010. Semi-parametric forecasts of the implied volatility surface using regression trees. Statistics and Computing 20, 421–434.
   Paper not yet in RePEc: Add citation now
   

5. Badshah, I.U., Frijns, B., Tourani-Rad, A., 2013. Contemporaneous spill-over among equity, gold, and exchange rate implied volatility indices. Journal of Futures Markets 33, 555–572.

6. Bates, J.M., Granger, C.W.J., 1969. The combination of forecasts. Operational Research Quarterly 20, 451–468.
   Paper not yet in RePEc: Add citation now
   

7. Baur, D.G., McDermott, T.K., 2010. Is gold a safe haven? International evidence. Journal of Banking & Finance 34, 1886–1898.

8. Bedendo, M., Hodges, S.D., 2009. The dynamics of the volatility skew: A Kalman filter approach.

9. Bernales, A., Guidolin, M., 2014. Can we forecast the implied volatility surface dynamics of equity options? Predictability and economic value tests. Journal of Banking & Finance 46, 326–342.

10. Bernales, A., Guidolin, M., 2015. Learning to smile: Can rational learning explain predictable dynamics in the implied volatility surface? Journal of Financial Markets 26, 1–37.

11. Bernardi, M., Catania, L., 2015. The model confidence set package for R. Working paper 362. University of Rome “Tor Vergata". URL: ftp://www.ceistorvergata.it/repec/rpaper/RP362. pdf.

12. Bessembinder, H., Chan, K., 1992. Time-varying risk premia and forecastable returns in futures markets. Journal of Financial Economics 32, 169–193.

13. Bhansali, R., 1999. for multistep prediction of a time series: A review. Asymptotics, nonparametrics, and time series , 201.
    Paper not yet in RePEc: Add citation now
    

14. Black, F., Scholes, M., 1973. The pricing of options and corporate liabilities. Journal of Political Economy 81, 637–654.

15. Breiman, L., Friedman, J.H., Olshen, R.A., Stone, C.J., 1984. Classification and Regression Trees. Wadsworth & Brooks/Cole Advanced Books & Software, Monterey, CA.
    Paper not yet in RePEc: Add citation now
    

16. Chalamandaris, G., Tsekrekos, A.E., 2010. Predictable dynamics in implied volatility surfaces from OTC currency options. Journal of Banking & Finance 34, 1175–1188.

17. Chalamandaris, G., Tsekrekos, A.E., 2011. How important is the term structure in implied volatility surface modeling? Evidence from foreign exchange options. Journal of International Money and Finance 30, 623–640.

18. Chalamandaris, G., Tsekrekos, A.E., 2014. Predictability in implied volatility surfaces: Evidence from the Euro OTC FX market. The European Journal of Finance 20, 33–58.

19. Cheng, I.H., Xiong, W., 2014. Financialization of commodity markets. Annual Review of Financial Economics 6, 419–441.

20. Cont, R., Da Fonseca, J., 2002. Dynamics of implied volatility surfaces. Quantitative Finance 2, 45–60.

21. Corrado, C.J., Miller, T.W., 2006. Estimating expected excess returns using historical and optionimplied volatility. Journal of Financial Research 29, 95–112.

22. Cox, D.R., 1961. Prediction by exponentially weighted moving averages and related methods. Journal of the Royal Statistical Society: Series B (Methodological) 23, 414–422.
    Paper not yet in RePEc: Add citation now
    
23. David, A., Veronesi, P., 2000. Option prices with uncertain fundamentals: Theory and evidence on the dynamics of implied volatilities. CRSP Working Paper 485. University of Calgary.
    Paper not yet in RePEc: Add citation now
    

24. Deuskar, P., Gupta, A., Subrahmanyam, M.G., 2008. The economic determinants of interest rate option smiles. Journal of Banking & Finance 32, 714–728.

25. Diebold, F.X., Li, C., 2006. Forecasting the term structure of government bond yields. Journal of econometrics 130, 337–364.

26. Domanski, D., Heath, A., 2007. Financial investors and commodity markets. BIS Quarterly Review March, 53–67.

27. Doran, J.S., Ronn, E.I., 2008. Computing the market price of volatility risk in the energy commodity markets. Journal of Banking & Finance 32, 2541–2552.

28. Dumas, B., Fleming, J., Whaley, R.E., 1998. Implied volatility functions: Empirical tests. The Journal of Finance 53, 2059–2106.

29. Esposito, F., Malerba, D., Semeraro, G., 1997. A comparative analysis of methods for pruning decision trees. IEEE Transactions on Pattern Analysis and Machine Intelligence 19, 476–491.
    Paper not yet in RePEc: Add citation now
    
30. Fama, E.F., 1965. The behavior of stock-market prices. The Journal of Business 38, 34–105.
    Paper not yet in RePEc: Add citation now
    

31. Fattouh, B., Mahadeva, L., 2014. Causes and implications of shifts in financial participation in commodity markets. Journal of Futures Markets 34, 757–787.

32. Fengler, M.R., Härdle, W.K., Mammen, E., 2007. A semiparametric factor model for implied volatility surface dynamics. Journal of Financial Econometrics 5, 189–218.

33. Fengler, M.R., Härdle, W.K., Villa, C., 2003. The dynamics of implied volatilities: A common principal components approach. Review of Derivatives Research 6, 179–202.

34. Fengler, M.R., Hin, L.Y., 2015. Semi-nonparametric estimation of the call-option price surface under strike and time-to-expiry no-arbitrage constraints. Journal of Econometrics 184, 242–261.

35. Garcia, R., Luger, R., Renault, E., 2003. Empirical assessment of an intertemporal option pricing model with latent variables. Journal of Econometrics 116, 49–83.

36. Garvey, J.F., Gallagher, L.A., 2012. The realised-implied volatility relationship: Recent empirical evidence from FTSE-100 stocks. Journal of Forecasting 31, 639–660.

37. Giot, P., 2003. The information content of implied volatility in agricultural commodity markets. Journal of Futures Markets 23, 441–454.

38. Gogolin, F., Kearney, F., 2016. Does speculation impact what factors determine oil futures prices? Economics Letters 144, 119–122.

39. Goncalves, S., Guidolin, M., 2006. Predictable dynamics in the S&P 500 index options implied volatility surface. The Journal of Business 79, 1591–1635.

40. Gorton, G., Rouwenhorst, K.G., 2006. Facts and fantasies about commodity futures (digest summary). Financial Analysts Journal 62, 47–68.
    Paper not yet in RePEc: Add citation now
    

41. Guidolin, M., Timmermann, A., 2003. Option prices under bayesian learning: implied volatility dynamics and predictive densities. Journal of Economic Dynamics and Control 27, 717–769.

42. Hansen, P.R., Lunde, A., Nason, J.M., 2011. The model confidence set. Econometrica 79, 453–497.

43. Hibbert, A.M., Daigler, R.T., Dupoyet, B., 2008. A behavioral explanation for the negative asymmetric return–volatility relation. Journal of Banking & Finance 32, 2254–2266.

44. Ing, C.K., 2003. Multistep prediction in autoregressive processes. Econometric theory 19, 254–279.

45. Irwin, S.H., Sanders, D.R., 2011. Index funds, financialization, and commodity futures markets. Applied Economic Perspectives and Policy 33, 1–31.

46. Kearney, F., Murphy, F., Cummins, M., 2015. An analysis of implied volatility jump dynamics: Novel functional data representation in crude oil markets. North American Journal of Economics and Finance 33, 199–216.

47. Klein, L., 1968. An essay on the theory of economic prediction yrjo jahnssonin saatio.
    Paper not yet in RePEc: Add citation now
    

48. Konstantinidi, E., Skiadopoulos, G., Tzagkaraki, E., 2008. Can the evolution of implied volatility be forecasted? Evidence from European and US implied volatility indices. Journal of Banking & Finance 32, 2401–2411.

49. Kwiatkowski, D., Phillips, P.C.B., Schmidt, P., Shin, Y., 1992. Testing the null hypothesis of stationarity against the alternative of a unit root. Journal of Econometrics 54, 159–178.
    Paper not yet in RePEc: Add citation now
    

50. Liu, P., Tang, K., 2011. The stochastic behavior of commodity prices with heteroskedasticity in the convenience yield. Journal of Empirical Finance 18, 211–224.

51. Mandelbrot, B., 1963. New methods in statistical economics. Journal of Political Economy 71, 421–440.

52. Muzzioli, S., 2010. Option-based forecasts of volatility: An empirical study in the DAX-index options market. The European Journal of Finance 16, 561–586.

53. Nelson, C.R., Siegel, A.F., 1987. Parsimonious modeling of yield curves. The Journal of Business 60, 473–89.

54. Peña, I., Rubio, G., Serna, G., 1999. Why do we smile? On the determinants of the implied volatility function. Journal of Banking & Finance 23, 1151–1179.

55. R Core Team, 2018. R: A Language and Environment for Statistical Computing. R Foundation for Statistical Computing. Vienna, Austria. URL: https://www.R-project.org/.
    Paper not yet in RePEc: Add citation now
    

56. Skiadopoulos, G., Hodges, S., Clewlow, L., 2000. The dynamics of the S&P 500 implied volatility surface. Review of Derivatives Research 3, 263–282.

57. Taylor, S.J., Yadav, P.K., Zhang, Y., 2010. The information content of implied volatilities and model-free volatility expectations: Evidence from options written on individual stocks. Journal of Banking & Finance 34, 871–881.

58. Therneau, T., Atkinson, B., 2018. rpart: Recursive Partitioning and Regression Trees. URL: https: //CRAN.R-project.org/package=rpart. r package version 4.1-13.
    Paper not yet in RePEc: Add citation now
    

1. Price and Volatility Linkages between International REITs and Oil Markets. (2019). Soytas, Ugur ; Nazlioglu, Saban ; GUPTA, RANGAN ; Gormus, Alper.
   In: Working Papers.
   RePEc:pre:wpaper:201954.

   Full description at Econpapers || Download paper

2. Price volatility and risk management: The case of rice in the EU. (2019). Banterle, Alessandro ; Vandone, Daniela.
   In: Economia agro-alimentare.
   RePEc:fan:ecaqec:v:html10.3280/ecag2019-002005.

   Full description at Econpapers || Download paper

3. The relationship between fuel and food prices: Methods, outcomes, and lessons for commodity price risk management. (2019). Krištoufek, Ladislav ; Janda, Karel ; Kristoufek, Ladislav.
   In: CAMA Working Papers.
   RePEc:een:camaaa:2019-20.

   Full description at Econpapers || Download paper

4. Risk appetite and the prices of precious metals. (2019). Qadan, Mahmoud.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:62:y:2019:i:c:p:136-153.

   Full description at Econpapers || Download paper

5. Nonlinear effects of financial factors on fluctuations in nonferrous metals prices: A Markov-switching VAR analysis. (2019). Zhu, Xuehong ; Zhong, Meirui ; Chen, Jinyu.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:61:y:2019:i:c:p:489-500.

   Full description at Econpapers || Download paper

6. The role of trading volume, open interest and trader positions on volatility transmission between spot and futures markets. (2019). Soytas, Ugur ; Ugurlu-Yildirim, Ecenur ; Ordu-Akkaya, Beyza Mina.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:61:y:2019:i:c:p:410-422.

   Full description at Econpapers || Download paper

7. Non-linear relationship between real commodity price volatility and real effective exchange rate: The case of commodity-exporting countries. (2019). Guillaumin, Cyriac ; Boubakri, Salem ; Silanine, Alexandre.
   In: Journal of Macroeconomics.
   RePEc:eee:jmacro:v:60:y:2019:i:c:p:212-228.

   Full description at Econpapers || Download paper

8. Measuring the increasing connectedness of Chinese assets with global assets: using a variance decompositions method. (2019). Ye, Xiangting ; Sun, Wencong ; Fang, Libing ; Yu, Honghai.
   In: Accounting and Finance.
   RePEc:bla:acctfi:v:58:y:2019:i:5:p:1261-1290.

   Full description at Econpapers || Download paper

9. Bidirectional spillover effect between Russian stock index and the selected commodities. (2018). Živkov, Dejan ; Momilovi, Mirela ; Njegi, Jovan.
   In: Zbornik radova Ekonomskog fakulteta u Rijeci/Proceedings of Rijeka Faculty of Economics.
   RePEc:rfe:zbefri:v:36:y:2018:i:1:p:29-53.

   Full description at Econpapers || Download paper

10. Modeling and forecasting commodity market volatility with long-term economic and financial variables. (2018). Walther, Thomas ; Nguyen, Duc Khuong.
    In: MPRA Paper.
    RePEc:pra:mprapa:84464.

    Full description at Econpapers || Download paper

11. Structural Volatility Impulse Response Function and Asymptotic Inference. (2018). Liu, Xiaochun.
    In: Journal of Financial Econometrics.
    RePEc:oup:jfinec:v:16:y:2018:i:2:p:316-339..

    Full description at Econpapers || Download paper

12. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices.. (2018). Bakas, Dimitrios ; Triantafyllou, Athanasios.
    In: NBS Discussion Papers in Economics.
    RePEc:nbs:wpaper:2018/02.

    Full description at Econpapers || Download paper

13. Causality between oil shocks and exchange rate: A Bayesian, graph-based VAR approach. (2018). Yin, Libo ; Ma, Xiyuan.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:508:y:2018:i:c:p:434-453.

    Full description at Econpapers || Download paper

14. Is food financialized? Yes, but only when liquidity is abundant. (2018). Soytas, Ugur ; Oran, Adil ; Ordu, Beyza Mina.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:95:y:2018:i:c:p:82-96.

    Full description at Econpapers || Download paper

15. Performance ranking (dis)similarities in commodity markets. (2018). Zhang, Hanxiong ; Vortelinos, Dimitrios I ; Auer, Benjamin R.
    In: Global Finance Journal.
    RePEc:eee:glofin:v:35:y:2018:i:c:p:115-137.

    Full description at Econpapers || Download paper

16. Future directions in international financial integration research - A crowdsourced perspective. (2018). Zaghini, Andrea ; Yarovaya, Larisa ; Urquhart, Andrew ; Piljak, Vanja ; lucey, brian ; Loncarski, Igor ; Lindblad, Annika ; Larkin, Charles ; Kearney, Fearghal ; Fernandez, Viviana ; Brzeszczynski, Janusz ; Goodell, John W ; Vu, Anh N ; Helbing, Pia ; Lonarski, Igor ; Sheng, Xin ; Carchano, Oscar ; McGroarty, Frank ; Dimic, Nebojsa ; Gonzalez-Urteaga, Ana ; Marin, Matej ; Gogolin, Fabian ; Wolfe, Simon ; Sevic, Aleksandar ; Ohagan-Luff, Martha ; Laing, Elaine ; Vigne, Samuel A ; Barbopoulos, Leonidas ; Stafylas, Dimitrios ; Versteeg, Roald ; Ballester, Laura ; Neville, Conor ; Ichev, Riste ; McGee, Richard J ; Ly, Kim Cuong.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:55:y:2018:i:c:p:35-49.

    Full description at Econpapers || Download paper

17. Uncovering long term relationships between oil prices and the economy: A time-varying cointegration analysis. (2018). lucey, brian ; Kearney, Fearghal ; Peat, Maurice ; Gogolin, Fabian ; Vigne, Samuel A.
    In: Energy Economics.
    RePEc:eee:eneeco:v:76:y:2018:i:c:p:584-593.

    Full description at Econpapers || Download paper

18. High-yield bond and energy markets. (2018). Soytas, Ugur ; Nazlioglu, Saban ; Gormus, Alper.
    In: Energy Economics.
    RePEc:eee:eneeco:v:69:y:2018:i:c:p:101-110.

    Full description at Econpapers || Download paper

19. Which is the safe haven for emerging stock markets, gold or the US dollar?. (2018). Wen, Xiaoqian ; Cheng, Hua.
    In: Emerging Markets Review.
    RePEc:eee:ememar:v:35:y:2018:i:c:p:69-90.

    Full description at Econpapers || Download paper

20. Equities and Commodities Comovements: Evidence from Emerging Markets. (2018). Ivelina, Pavlova ; Boyrie, DE.
    In: Global Economy Journal.
    RePEc:bpj:glecon:v:18:y:2018:i:3:p:14:n:1.

    Full description at Econpapers || Download paper

21. Predictability of structural co-movement in commodity prices: the role of technical indicators. (2017). Yin, Libo ; Su, Zhi ; Yang, Qingyuan.
    In: Quantitative Finance.
    RePEc:taf:quantf:v:17:y:2017:i:5:p:795-812.

    Full description at Econpapers || Download paper

22. The Impact of Uncertainty Shocks on the Volatility of Commodity Prices. (2017). Bakas, Dimitrios ; Triantafyllou, Athanasios.
    In: Working Paper series.
    RePEc:rim:rimwps:17-31.

    Full description at Econpapers || Download paper

23. Shocks propagation across the futures term structure : evidence from crude oil prices. (2017). Robe, Michel ; Lautier, Delphine ; Raynaud, Franck.
    In: Post-Print.
    RePEc:hal:journl:hal-01781765.

    Full description at Econpapers || Download paper

24. A Cointegrated Regime-Switching Model Approach with Jumps Applied to Natural Gas Futures Prices. (2017). Zagst, Rudi ; Leonhardt, Daniel ; Ware, Antony.
    In: Risks.
    RePEc:gam:jrisks:v:5:y:2017:i:3:p:48-:d:111674.

    Full description at Econpapers || Download paper

25. News surprises and volatility spillover among agricultural commodities: The case of corn, wheat, soybean and soybean oil. (2017). Bassil, Charbel ; Nehme, Tamara ; Hamadi, Hassan.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:41:y:2017:i:c:p:148-157.

    Full description at Econpapers || Download paper

26. Cointegration and nonlinear causality amongst gold, oil, and the Indian stock market: Evidence from implied volatility indices. (2017). Roubaud, David ; Bouri, Elie ; Biswal, P C ; Jain, Anshul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:52:y:2017:i:c:p:201-206.

    Full description at Econpapers || Download paper

27. Dynamic correlations between BRIC and U.S. stock markets: The asymmetric impact of volatility expectations in oil, gold and financial markets. (2017). Soytas, Ugur ; Sarı, Ramazan ; Sari, Ramazan ; Kocaarslan, Baris ; Gormus, Alper.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:7:y:2017:i:c:p:41-56.

    Full description at Econpapers || Download paper

28. Commodity market volatility in the presence of U.S. and Chinese macroeconomic news. (2017). Smales, Lee.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:7:y:2017:i:c:p:15-27.

    Full description at Econpapers || Download paper

29. Modeling the multivariate dynamic dependence structure of commodity futures portfolios. (2017). Füss, Roland ; Erik, Tom ; Fuss, Roland ; Aepli, Matthias D ; Paraschiv, Florentina.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:6:y:2017:i:c:p:66-87.

    Full description at Econpapers || Download paper

30. Black swan events and safe havens: The role of gold in globally integrated emerging markets. (2017). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: Journal of International Money and Finance.
    RePEc:eee:jimfin:v:73:y:2017:i:pb:p:317-334.

    Full description at Econpapers || Download paper

31. Are correlations constant? Empirical and theoretical results on popular correlation models in finance. (2017). Füss, Roland ; Adams, Zeno ; Gluck, Thorsten ; Fuss, Roland.
    In: Journal of Banking & Finance.
    RePEc:eee:jbfina:v:84:y:2017:i:c:p:9-24.

    Full description at Econpapers || Download paper

32. Volatility forecasting of non-ferrous metal futures: Covariances, covariates or combinations?. (2017). Molnár, Peter ; Lyócsa, Štefan ; Lyocsa, Tefan ; Molnar, Peter ; Todorova, Neda.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:51:y:2017:i:c:p:228-247.

    Full description at Econpapers || Download paper

33. “De-financialization” of commodities? Evidence from stock, crude oil and natural gas markets. (2017). Zhang, Yue-Jun ; Guesmi, Khaled ; Chevallier, Julien.
    In: Energy Economics.
    RePEc:eee:eneeco:v:68:y:2017:i:c:p:228-239.

    Full description at Econpapers || Download paper

34. Modeling and predicting oil VIX: Internet search volume versus traditional mariables. (2017). Reyes, T ; Campos, I ; Cortazar, G.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:194-204.

    Full description at Econpapers || Download paper

35. The dependence structure across oil, wheat, and corn: A wavelet-based copula approach using implied volatility indexes. (2017). Tiwari, Aviral ; Roubaud, David ; Mensi, walid ; Bouri, Elie ; Al-Yahyaee, Khamis.
    In: Energy Economics.
    RePEc:eee:eneeco:v:66:y:2017:i:c:p:122-139.

    Full description at Econpapers || Download paper

36. Time-frequency contained co-movement of crude oil and world food prices: A wavelet-based analysis. (2017). Mitra, Subrata K ; Pal, Debdatta.
    In: Energy Economics.
    RePEc:eee:eneeco:v:62:y:2017:i:c:p:230-239.

    Full description at Econpapers || Download paper

37. Information diffusion, cluster formation and entropy-based network dynamics in equity and commodity markets. (2017). Uddin, Gazi ; SANDOVAL JUNIOR, LEONIDAS ; Nguyen, Duc Khuong ; Bekiros, Stelios.
    In: European Journal of Operational Research.
    RePEc:eee:ejores:v:256:y:2017:i:3:p:945-961.

    Full description at Econpapers || Download paper

38. A panel stationarity test with gradual structural shifts: Re-investigate the international commodity price shocks. (2017). Nazlioglu, Saban ; Karul, Cagin.
    In: Economic Modelling.
    RePEc:eee:ecmode:v:61:y:2017:i:c:p:181-192.

    Full description at Econpapers || Download paper

39. Oil and stock markets before and after financial crises : a local Gaussian correlation approach. (2017). Panagiotidis, Theodore ; Bampinas, Georgios.
    In: Bank of Estonia Working Papers.
    RePEc:eea:boewps:wp2016-11.

    Full description at Econpapers || Download paper

40. Examining the Common Dynamics of Commodity Futures Prices. (2017). Gross, Christian.
    In: CQE Working Papers.
    RePEc:cqe:wpaper:6317.

    Full description at Econpapers || Download paper

41. Fundamental and Financial Influences on the Co-movement of Oil and Gas Prices. (2017). Sévi, Benoît ; Chevallier, Julien ; Derek, Julien Chevallier ; Sevi, Benoit.
    In: The Energy Journal.
    RePEc:aen:journl:ej38-2-bunn.

    Full description at Econpapers || Download paper

42. Black Swan Events and Safe Havens: The role of Gold in Globally Integrated Emerging Markets. (2016). Uddin, Gazi ; Nguyen, Duc Khuong ; Bekiros, Stelios ; Boubaker, Sabri.
    In: MPRA Paper.
    RePEc:pra:mprapa:75740.

    Full description at Econpapers || Download paper

43. Information Diffusion, Cluster formation and Entropy-based Network Dynamics in Equity and Commodity Markets. (2016). Uddin, Gazi ; SANDOVAL JUNIOR, LEONIDAS ; Nguyen, Duc Khuong ; Bekiros, Stelios.
    In: MPRA Paper.
    RePEc:pra:mprapa:73397.

    Full description at Econpapers || Download paper

44. Comovement and the financialization of commodities. (2016). Taschini, Luca ; Bonato, Matteo.
    In: GRI Working Papers.
    RePEc:lsg:lsgwps:wp215.

    Full description at Econpapers || Download paper

45. Increasing Trends in the Excess Comovement of Commodity Prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: CAMA Working Papers.
    RePEc:een:camaaa:2016-09.

    Full description at Econpapers || Download paper

46. Stock markets’ bubbles burst and volatility spillovers in agricultural commodity markets. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
    In: Research in International Business and Finance.
    RePEc:eee:riibaf:v:38:y:2016:i:c:p:277-285.

    Full description at Econpapers || Download paper

47. A time-varying copula approach for modelling dependency: New evidence from commodity and stock markets. (2016). Charfeddine, Lanouar ; Benlagha, Noureddine.
    In: Journal of Multinational Financial Management.
    RePEc:eee:mulfin:v:37-38:y:2016:i::p:168-189.

    Full description at Econpapers || Download paper

48. Increasing trends in the excess comovement of commodity prices. (2016). Okimoto, Tatsuyoshi ; Ohashi, Kazuhiko.
    In: Journal of Commodity Markets.
    RePEc:eee:jocoma:v:1:y:2016:i:1:p:48-64.

    Full description at Econpapers || Download paper

49. Financial Markets and Agricultural Commodities: Volatility Impulse Response Analysis. (2016). Peri, Massimo ; Baldi, Lucia ; Vandone, Daniela.
    In: 2016 International European Forum (151st EAAE Seminar), February 15-19, 2016, Innsbruck-Igls, Austria.
    RePEc:ags:iefi16:244461.

    Full description at Econpapers || Download paper

50. Comovements and Volatility Spillover in Commodity Markets. (2016). Wu, Ximing ; Chen, Sihong.
    In: 2016 Annual Meeting, July 31-August 2, Boston, Massachusetts.
    RePEc:ags:aaea16:235686.

    Full description at Econpapers || Download paper

Report date: 2025-09-18 17:23:56 || Missing content? Let us know