1. Quantile connectedness between Chinese stock and commodity futures markets. (2023). Vo, Xuan Vinh ; Kang, Sang Hoon ; Ahmad, Nasir ; Ur, Mobeen ; Ko, Hee-Un.
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   RePEc:eee:riibaf:v:64:y:2023:i:c:s0275531922001969.

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1. Amar, A. B., Belaid, F., Youssef, A.B., Chiao, B., Guesmi, K. (2021). The unprecedented reaction of equity and commodity markets to COVID-19, Finance Research Letters, Vol. 38, 101853.

2. Ambros, M., Frenkel, M., Huynh, T. L. D., Kilinc, M. (2020). COVID-19 pandemic news and stock market reaction during the onset of the crisis: evidence from high-frequency data, Applied Economics Letters. DOI: https://doi.org/10.1080/13504851.2020.1851643 Bakas, D., & Triantafyllou, A. (2020). Commodity price volatility and the economic uncertainty of pandemics, Economics Letters, Vol. 193., 109283.

3. Engle, R. F. & C. W. J. Granger (1987). Co-Integration and Error-Correction: Representation, Estimation, and Testing. Econometrica, Vol. 55, pp. 251–276.

4. Gharib, C., Mefteh-Wali, S., Jabeur, S.B. (2021). The bubble contagion effect of COVID-19 outreak: Evidence from crude oil and gold markets, Finance Research Letters, Vol. 38, 101703.

5. Harjoto, M. A., Rossi, F., Paglia, J. K. (2020). COVID-19: stock market reactions to the shock and stimulus, Applied Economics Letters. DOI: https://doi.org/10.1080/13504851.2020.1781767 Cao, K. H., Woo, C.-K., Li, Y. (2020). Covid-19’s effect on the alpha and beta of a US stock Exchange Traded Fund, Applied Economics Letters. DOI: https://doi.org/10.1080/13504851.2020.1859447 Sakurai, Y., & Kurosaki, T. (2020). How has the relationship between oil and the US stock market changed after the Covid-19 crisis?, Finance Research Letters. DOI: 10.1016/j.frl.2020.101773

6. See 2015 WFE/IOMA Derivatives Market Survey reported by World Federation of Exchanges (WFE) and IOMA, “the commodity options and futures traded in Shanghai and Dalian accounting for 50% of the volume traded in 2015 in terms of number of contracts” (published, April 2nd, 2015).
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1. Return and volatility connectedness among US and Latin American markets: A QVAR approach with implications for hedging and portfolio diversification. (2025). Patra, Saswat ; Malik, Kunjana.
   In: Global Finance Journal.
   RePEc:eee:glofin:v:65:y:2025:i:c:s1044028325000213.

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2. Deciphering volatility spillovers amidst crises: analyzing the interplay among commodities, equities and socially responsible investments during the COVID-19 shock and financial turbulence. (2024). Ben Amar, Amine ; Boubrahimi, Nabil ; Bellalah, Makram ; Dkhissi, Ilham ; Hasnaoui, Amir.
   In: Post-Print.
   RePEc:hal:journl:hal-04643053.

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3. Valuation of an innovative investment project using real options approach: A case study of a viticulture company in Spain. (2024). Garza-Gil, M. Dolores ; Fernandez-Gonzalez, Raquel ; Perez-Vas, Raisa ; Herves-Estevez, Javier.
   In: Agricultural Economics.
   RePEc:caa:jnlage:v:70:y:2024:i:2:id:299-2023-agricecon.

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4. Emerging and advanced economies markets behaviour during the COVID‐19 crisis era. (2023). Goutte, Stéphane ; Fateh, BELAID ; Ben Amar, Amine ; Guesmi, Khaled ; Belaid, Fateh.
   In: International Journal of Finance & Economics.
   RePEc:wly:ijfiec:v:28:y:2023:i:2:p:1563-1581.

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5. Repercussions the Covid-19 Pandemic on the SDGs Achievement: Is it a New Era for the Development?. (2023). Tiba, Sofien ; Belaid, Fateh.
   In: The European Journal of Development Research.
   RePEc:pal:eurjdr:v:35:y:2023:i:1:d:10.1057_s41287-022-00568-4.

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6. Time-Varying Effect of Short Selling on Market Volatility During Crisis: Evidence from COVID-19 and War in Ukraine. (2022). Baidoo, Kwaku Boafo.
   In: European Journal of Business Science and Technology.
   RePEc:men:journl:v:8:y:2022:i:2:p:233-243.

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7. Bank Stock Return Reactions to the COVID-19 Pandemic: The Role of Investor Sentiment in MENA Countries. (2022). Mallek, Ray Saadaoui ; Albaity, Mohamed ; Mustafa, Hasan.
   In: Risks.
   RePEc:gam:jrisks:v:10:y:2022:i:2:p:43-:d:752591.

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8. Volatility spillovers between fine wine and major global markets during COVID-19: A portfolio hedging strategy for investors. (2022). Papathanasiou, Spyros ; Kampouris, Elias ; Koutsokostas, Drosos ; Samitas, Aristeidis.
   In: International Review of Economics & Finance.
   RePEc:eee:reveco:v:78:y:2022:i:c:p:629-642.

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9. A comparative analysis of the financialization of commodities during COVID-19 and the global financial crisis using a quantile regression approach. (2022). Sharma, Aarzoo.
   In: Resources Policy.
   RePEc:eee:jrpoli:v:78:y:2022:i:c:s0301420722003671.

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10. Value investing versus other investment strategies: A volatility spillover approach and portfolio hedging strategies for investors. (2022). Papathanasiou, Spyros ; Dokas, Ioannis ; Koutsokostas, Drosos.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:62:y:2022:i:c:s1062940822001097.

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11. Volatility spillovers and contagion between energy sector and financial assets during COVID-19 crisis period. (2021). Jeribi, Ahmed ; Ghorbel, Achraf.
    In: Eurasian Economic Review.
    RePEc:spr:eurase:v:11:y:2021:i:3:d:10.1007_s40822-021-00181-6.

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12. Pandemic outbreaks (COVID-19) and sectoral carbon emissions in the United States: A spillover effect evidence from Diebold and Yilmaz index. (2021). Bekun, Festus ; Alola, Andrew.
    In: Energy & Environment.
    RePEc:sae:engenv:v:32:y:2021:i:5:p:945-955.

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13. The Negative Pricing of the May 2020 WTI Contract. (2021). Fuertes, Ana-Maria ; Joelle, Miffre ; Ana-Maria, Fuertes ; Adrian, Fernandez-Perez.
    In: MPRA Paper.
    RePEc:pra:mprapa:112352.

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14. How did Australian financial markets react to the COVID-19 vaccine rollout? Fresh evidence from quantile copula spectrum analysis. (2021). Matsuki, Takashi ; Pan, Lei.
    In: MPRA Paper.
    RePEc:pra:mprapa:111136.

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15. The Nexus between lockdown Shocks and Economic Uncertainty: Empirical Evidence from a VAR model. (2021). Hafemann, Lucas.
    In: MAGKS Papers on Economics.
    RePEc:mar:magkse:202132.

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16. Commodity markets dynamics: What do crosscommodities over different nearest-to-maturities tell us?. (2021). Goutte, Stéphane ; Ben Amar, Amine ; Isleimeyyeh, Mohammad.
    In: Working Papers.
    RePEc:hal:wpaper:halshs-03211699.

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17. COVID-19 Pandemic, Sustainability of Macroeconomy, and Choice of Monetary Policy Targets: A NK-DSGE Analysis Based on China. (2021). Zhu, Yunchan ; Zhang, Yimeng.
    In: Sustainability.
    RePEc:gam:jsusta:v:13:y:2021:i:6:p:3362-:d:519662.

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18. Asymmetry and Leverage with News Impact Curve Perspective in Australian Stock Returns’ Volatility during COVID-19. (2021). Bhatti, Muhammad ; Iqbal, Najam ; Manzoor, Muhammad Saqib.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:7:p:314-:d:590930.

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19. First to React Is the Last to Forgive: Evidence from the Stock Market Impact of COVID 19. (2021). Riveros Gavilanes, John ; Hassan, Sherif.
    In: JRFM.
    RePEc:gam:jjrfmx:v:14:y:2021:i:1:p:26-:d:475910.

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20. Climate Risks and the Realized Volatility Oil and Gas Prices: Results of an Out-of-Sample Forecasting Experiment. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:23:p:8085-:d:693917.

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21. A Note on Forecasting the Historical Realized Variance of Oil-Price Movements: The Role of Gold-to-Silver and Gold-to-Platinum Price Ratios. (2021). Wong, Wing-Keung ; Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:20:p:6775-:d:658457.

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22. Forecasting the Volatility of Crude Oil: The Role of Uncertainty and Spillovers. (2021). Pierdzioch, Christian ; GUPTA, RANGAN.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:14:p:4173-:d:591975.

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23. Zero-Emission Pathway for the Global Chemical and Petrochemical Sector. (2021). Gielen, Dolf ; Saygin, Deger.
    In: Energies.
    RePEc:gam:jeners:v:14:y:2021:i:13:p:3772-:d:580826.

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24. The Dynamic Spillover Effects of Macroeconomic and Financial Uncertainty on Commodity Markets Uncertainties. (2021). Mezghani, Imed ; ben Haddad, Hedi ; Gouider, Abdessalem.
    In: Economies.
    RePEc:gam:jecomi:v:9:y:2021:i:2:p:91-:d:575121.

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25. Sugar Prices vs. Financial Market Uncertainty in the Time of Crisis: Does COVID-19 Induce Structural Changes in the Relationship?. (2021). Smutka, Lubos ; Kotyza, Pavel ; Prochazka, Petr ; Wielechowski, Micha ; Czech, Katarzyna.
    In: Agriculture.
    RePEc:gam:jagris:v:11:y:2021:i:2:p:93-:d:484771.

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26. The impact of COVID-19-related media coverage on the return and volatility connectedness of cryptocurrencies and fiat currencies. (2021). Umar, Zaghum ; Jareño, Francisco ; De, Maria ; Jareo, Francisco.
    In: Technological Forecasting and Social Change.
    RePEc:eee:tefoso:v:172:y:2021:i:c:s0040162521004571.

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27. The realized volatility of commodity futures: Interconnectedness and determinants#. (2021). Vo, Xuan Vinh ; lucey, brian ; Bouri, Elie ; Saeed, Tareq.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:73:y:2021:i:c:p:139-151.

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28. The effects of uncertainty measures on commodity prices from a time-varying perspective. (2021). Li, Yingli ; Chen, Jinyu ; Huang, Jianbai ; Zhang, Hongwei.
    In: International Review of Economics & Finance.
    RePEc:eee:reveco:v:71:y:2021:i:c:p:100-114.

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29. Does renewable energy index respond to the pandemic uncertainty?. (2021). Benlagha, Noureddine ; Hemrit, Wael.
    In: Renewable Energy.
    RePEc:eee:renene:v:177:y:2021:i:c:p:336-347.

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30. Do news sentiment and the economic uncertainty caused by public health events impact macroeconomic indicators? Evidence from a TVP-VAR decomposition approach. (2021). Hamori, Shigeyuki ; Zhang, Yulian.
    In: The Quarterly Review of Economics and Finance.
    RePEc:eee:quaeco:v:82:y:2021:i:c:p:145-162.

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31. Financial earthquakes: SARS-CoV-2 news shock propagation in stock and sovereign bond markets. (2021). Pammolli, Fabio ; Pagnottoni, Paolo ; Pecora, Nicolo ; Flori, Andrea ; Spelta, Alessandro.
    In: Physica A: Statistical Mechanics and its Applications.
    RePEc:eee:phsmap:v:582:y:2021:i:c:s0378437121005136.

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32. Stock market reactions to the COVID-19 pandemic: The moderating role of corporate big data strategies based on Word2Vec. (2021). Li, Xiaoyu ; Zhang, Ting ; Hu, Nan ; Xue, Fujing.
    In: Pacific-Basin Finance Journal.
    RePEc:eee:pacfin:v:68:y:2021:i:c:s0927538x21001153.

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33. Impact of COVID-19 pandemic on crude oil prices: Evidence from Econophysics approach. (2021). Serret, Vanessa ; ben Jabeur, Sami ; Mefteh-Wali, Salma ; Gharib, Cheima.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721004013.

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34. Terrorism and the behavior of oil production and prices in OPEC. (2021). Monge, Manuel ; Cristobal, Enrique.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003317.

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35. Does tracking the infectious diseases impact the gold, oil and US dollar returns and correlation? A quantile regression approach. (2021). Saidat, Zaid ; Mensi, Walid ; Alomari, Mohammad ; Matar, Ali ; al Rababa, Abdel Razzaq.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:74:y:2021:i:c:s0301420721003214.

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36. Price-switching spillovers between gold, oil, and stock markets: Evidence from the USA and China during the COVID-19 pandemic. (2021). Ugolini, Andrea ; Reboredo, Juan ; Mensi, Walid.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721002294.

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37. The role of coronavirus news in the volatility forecasting of crude oil futures markets: Evidence from China. (2021). Niu, Zibo ; Liu, Yuanyuan ; Gao, Wang ; Zhang, Hongwei.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:73:y:2021:i:c:s0301420721001872.

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38. Intraday volatility transmission among precious metals, energy and stocks during the COVID-19 pandemic. (2021). Shahzad, Syed Jawad Hussain ; Hussain, Syed Jawad ; Farid, Saqib ; Naeem, Muhammad Abubakr ; Kayani, Ghulam Mujtaba.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s030142072100115x.

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39. The impact of COVID-19 news, panic and media coverage on the oil and gold prices: An ARDL approach. (2021). Gallali, Mohamed ; Kouki, Saoussen ; Atri, Hanen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:72:y:2021:i:c:s0301420721000787.

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40. Dynamic return and volatility connectedness between commodities and Islamic stock market indices. (2021). Bahloul, Slah ; Khemakhem, Imen.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420721000106.

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41. Price overreactions in the commodity futures market: An intraday analysis of the Covid-19 pandemic impact. (2021). Czudaj, Robert ; van Hoang, Thi Hong ; Borgards, Oliver.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:71:y:2021:i:c:s0301420720309946.

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42. Hedging oil price risk with gold during COVID-19 pandemic. (2021). Vo, Xuan Vinh ; Salisu, Afees ; Lawal, Adedoyin.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:70:y:2021:i:c:s0301420720309284.

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43. Political uncertainty, COVID-19 pandemic and stock market volatility transmission. (2021). Wohar, Mark ; Floros, Christos ; Apostolakis, George ; Gkillas, Konstantinos.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:74:y:2021:i:c:s1042443121001025.

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44. Who should be afraid of infections? Pandemic exposure and the cross-section of stock returns. (2021). Zaremba, Adam ; Cakici, Nusret.
    In: Journal of International Financial Markets, Institutions and Money.
    RePEc:eee:intfin:v:72:y:2021:i:c:s1042443121000524.

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45. The quest for multidimensional financial immunity to the COVID-19 pandemic: Evidence from international stock markets. (2021). Zaremba, Adam ; Demir, Ender ; Kizys, Renatas ; Tzouvanas, Panagiotis ; Aharon, David Y.
    In: Journal of International Financial Markets, Institutions and Money.
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46. Volatility in International Sovereign Bond Markets: The role of government policy responses to the COVID-19 pandemic. (2021). Zaremba, Adam ; Kizys, Renatas ; Aharon, David Y.
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47. Impacts of COVID-19 outbreak on the spillovers between US and Chinese stock sectors. (2021). Vo, Xuan Vinh ; Hanif, Waqas ; Mensi, Walid.
    In: Finance Research Letters.
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48. COVID-19 and the United States financial markets’ volatility. (2021). Albulescu, Claudiu.
    In: Finance Research Letters.
    RePEc:eee:finlet:v:38:y:2021:i:c:s1544612320303202.

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49. How world uncertainties and global pandemics destabilized food, energy and stock markets? Fresh evidence from quantile on quantile regressions. (2021). Meo, Muhammad ; Chowdhury, Mohammad Ashraful ; Aloui, Chaker ; Ferdous, Mohammad Ashraful.
    In: International Review of Financial Analysis.
    RePEc:eee:finana:v:76:y:2021:i:c:s1057521921001009.

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50. Asymmetric spillover and network connectedness between crude oil, gold, and Chinese sector stock markets. (2021). Vo, Xuan Vinh ; Mensi, Walid ; Kang, Sang Hoon ; al Rababa, Abdel Razzaq.
    In: Energy Economics.
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51. The COVID-19 Pandemic and Sovereign Bond Risk. (2021). Sprincean, Nicu ; Ongena, Steven ; Andrieș, Alin Marius.
    In: The North American Journal of Economics and Finance.
    RePEc:eee:ecofin:v:58:y:2021:i:c:s1062940821001431.

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52. The Impact of Containment Measures and Monetary and Fiscal Responses on US Financial Markets during the Covid-19 Pandemic. (2021). Gil-Alana, Luis ; Caporale, Guglielmo Maria ; Abakah, Emmanuel ; Aikins, Emmanuel Joel.
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53. Crude Oil Prices and COVID-19 - Persistence of the Shock. (2021). Gil-Alana, Luis ; Monge, Manuel.
    In: Energy RESEARCH LETTERS.
    RePEc:ayb:jrnerl:25.

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54. Uncertainty Due to Infectious Diseases and Energy Market Volatility. (2021). Salisu, Afees ; Adediran, Idris.
    In: Energy RESEARCH LETTERS.
    RePEc:ayb:jrnerl:17.

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55. Uncertainty, volatility and the persistence norms of financial time series. (2021). Rudkin, Simon ; Qiu, Wanling ; Dlotko, Pawel.
    In: Papers.
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56. Effects of Covid-19 Pandemic on Chinese Commodity Futures Markets. (2021). Goncu, Ahmet.
    In: Papers.
    RePEc:arx:papers:2106.09250.

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57. Covıd-19 Krizinin Petrol Fiyatları Üzerine Etkisi. (2021). Kulolu, Ayhan.
    In: Journal of Research in Economics, Politics & Finance.
    RePEc:ahs:journl:v:6:y:2021:i:3:p:710-727.

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58. Human capital and the COVID-19 pandemic. (2020). Yu, Sherry ; Khemraj, Tarron.
    In: MPRA Paper.
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59. When US sneezes, clichés spread: How do the commodity index funds react then?. (2020). Ahmad, Wasim ; Awasthi, Kritika ; Phani, B V ; Rahman, Abdul.
    In: Resources Policy.
    RePEc:eee:jrpoli:v:69:y:2020:i:c:s0301420720308898.

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60. Energy consumption, economic policy uncertainty and carbon emissions; causality evidence from resource rich economies. (2020). Bekun, Festus ; Adams, Samuel ; Adedoyin, Festus ; Olaniran, Eniola.
    In: Economic Analysis and Policy.
    RePEc:eee:ecanpo:v:68:y:2020:i:c:p:179-190.

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